CSV Options History — June 2022

In June 2022, CSV traded between $35.68 and $41.70. ATM implied volatility averaged 43.9%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 3.9% (HV 20d: 40.0%). Max pain ranged from $40.00 to $60.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 3.81.

Notable Days

  • 2022-06-30: Highest Volume — 1,403 contracts
  • 2022-06-27: Largest IV spike — 59.9% change
  • 2022-06-01: Highest IV Rank — 84.2%
  • 2022-06-01: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.07$35.68$41.70$41.03$39.30
Max Pain$59.05$40.00$60.00$40.00$60.00
ATM IV43.9%30.2%62.0%62.0%52.2%
Expected Move12.3%8.7%17.8%17.8%15.0%
HV 20d40.0%29.3%48.9%39.0%48.8%
HV 60d39.4%36.3%43.0%36.6%42.6%
IV Rank47.1%18.4%84.2%84.2%63.3%
IV Percentile64.5%12.3%97.6%97.6%88.5%
Term Structure-1.3%-22.0%13.8%-22.0%-2.1%
VWIV47.7%38.0%76.7%38.8%76.7%
Skew 25d10.3%-7.1%38.2%24.9%14.6%
Skew 10d23.3%5.1%56.1%28.9%40.1%
Call IV 25d40.8%28.4%58.4%36.1%56.1%
Put IV 25d51.2%37.5%70.7%61.0%70.7%
Bid-Ask Spread %104.8299.20111.39103.73108.97
Gamma HHI0.330.170.650.170.46
Net GEX-10.0K-37.8K5.8K5.8K-30.3K
Net DEX1.6M1.3M2.0M1.4M1.9M
Net VEX-3.6K-6.8K-1.6K-2.9K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.810.8210.141.019.09
Total Volume818.7143161,4035941,403
Total OI2,231.5241,7292,8192,0572,819

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$41.03$40.0062.0%17.8%39.0%84.2%38.8%24.9%-22.0%5.8K1.4M-2.9K1.01103.732952991,495562
2022-06-02$41.58$60.0033.8%10.1%35.1%28.7%44.0%-0.3%1.4%5.0K1.3M-3.5K1.01106.172952991,495542
2022-06-03$40.57$60.0043.7%9.6%31.1%48.2%40.0%10.9%13.8%1.7K1.4M-2.9K1.02106.992953001,495542
2022-06-06$41.43$60.0040.6%10.7%32.0%42.1%41.4%8.1%3.3%-9051.5M-2.7K1.08107.692773001,495544
2022-06-07$41.70$60.0054.6%12.1%29.3%69.7%50.1%3.4%0.7%2.3K1.4M-2.8K1.10111.392773051,499544
2022-06-08$40.98$60.0030.2%8.7%29.5%21.5%38.0%1.0%12.8%1.2K1.4M-2.8K1.07102.612853051,499552
2022-06-09$40.79$60.0040.7%11.7%29.5%42.2%40.9%17.5%5.7%-3.9K1.4M-3.1K1.05103.842853001,507552
2022-06-10$39.86$60.0043.6%12.5%30.7%48.0%43.7%3.3%-10.1%-1.7K1.5M-2.5K1.05103.232853001,507555
2022-06-13$37.12$60.0045.9%13.2%39.6%50.3%48.6%6.1%0.2%-2.4K1.4M-2.6K1.14105.892853261,507555
2022-06-14$37.80$60.0036.8%10.5%40.3%31.5%53.5%13.0%-6.2%-6.5K1.6M-2.3K1.16107.642823271,507585
2022-06-15$38.38$60.0047.6%13.7%38.7%53.9%49.6%12.7%-8.5%-5.5K1.5M-2.5K0.82104.942822301,508585
2022-06-16$35.90$60.0045.5%13.0%41.8%49.4%44.6%10.2%-6.9%-5.3K1.6M-1.7K0.83108.282782321,508561
2022-06-17$35.68$60.0042.6%12.2%41.7%43.5%42.6%7.6%-4.5%-3.4K1.6M-1.6K0.83106.232782321,508561
2022-06-21$37.60$60.0036.8%10.5%45.9%31.5%44.3%1.9%-7.2%-2.4K1.5M-1.9K1.68103.481181981,208521
2022-06-22$36.86$60.0050.2%14.4%46.2%59.3%53.4%17.0%-0.1%-1.8K1.5M-1.6K10.1299.201181,1941,215521
2022-06-23$37.34$60.0041.1%11.8%46.4%40.5%47.8%8.9%6.3%-37.8K2.0M-6.4K10.14100.251181,1961,2151,537
2022-06-24$38.56$60.0030.5%8.7%47.7%18.4%45.2%13.2%10.2%-35.3K2.0M-6.5K9.88102.761211,1961,2151,558
2022-06-27$39.81$60.0048.7%14.0%48.6%56.1%54.2%38.2%-5.9%-29.5K1.8M-5.7K7.97103.781501,1961,1991,558
2022-06-28$39.41$60.0051.6%14.8%48.7%62.2%51.9%-7.1%-13.0%-29.0K1.8M-5.8K8.86101.721351,1961,2191,558
2022-06-29$38.85$60.0043.5%12.5%48.9%45.3%51.8%11.8%4.7%-31.4K2.0M-6.8K9.14102.421381,2621,2201,529
2022-06-30$39.30$60.0052.2%15.0%48.8%63.3%76.7%14.6%-2.1%-30.3K1.9M-6.6K9.09108.971391,2641,2241,595