CSV Options History — July 2022

In July 2022, CSV traded between $36.44 and $44.25. ATM implied volatility averaged 47.9%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 7.0% (HV 20d: 40.8%). Max pain ranged from $35.00 to $60.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 10.45.

Notable Days

  • 2022-07-01: Highest Volume — 1,405 contracts
  • 2022-07-11: Largest IV spike — 45.6% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.35$36.44$44.25$40.14$36.44
Max Pain$40.25$35.00$60.00$60.00$35.00
ATM IV47.9%35.8%81.2%56.3%37.8%
Expected Move12.7%10.3%16.1%16.1%10.8%
HV 20d40.8%23.4%71.6%49.2%71.4%
HV 60d43.4%38.3%53.9%42.9%53.9%
IV Rank48.0%23.9%100.0%71.7%27.2%
IV Percentile68.9%34.1%100.0%93.3%43.7%
Term Structure-5.7%-22.5%12.2%-12.4%12.2%
VWIV47.8%33.6%67.5%67.5%37.4%
Skew 25d7.8%-12.8%22.4%16.4%2.0%
Skew 10d17.2%6.9%41.8%41.8%25.6%
Call IV 25d44.8%35.4%61.8%49.2%46.8%
Put IV 25d52.6%42.8%69.9%65.6%48.9%
Bid-Ask Spread %103.4895.83116.91108.25111.69
Gamma HHI0.430.270.620.440.62
Net GEX-33.8K-51.8K-16.7K-28.6K-42.4K
Net DEX1.3M148.6K2.5M1.8M918.8K
Net VEX-6.1K-9.0K-4.6K-5.8K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.456.9612.668.966.96
Total Volume1,296.251,1981,4051,4051,258
Total OI2,220.851,5532,9242,8221,613

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$40.14$60.0056.3%16.1%49.2%71.7%67.5%16.4%-12.4%-28.6K1.8M-5.8K8.96108.251411,2641,2251,597
2022-07-05$39.90$35.0054.3%12.2%48.5%67.7%44.2%8.4%-4.8%-31.5K2.0M-7.2K10.04101.731241,2451,2281,597
2022-07-06$39.67$35.0060.8%14.3%47.8%81.1%45.8%14.3%-16.2%-31.2K2.0M-7.3K10.05102.531241,2461,2311,608
2022-07-07$39.94$40.0054.0%13.1%47.8%67.1%43.9%7.9%-12.2%-31.3K1.9M-6.0K9.9296.721241,2301,2311,609
2022-07-08$40.04$40.0042.4%11.8%47.5%43.0%41.2%10.5%-7.1%-51.8K1.8M-4.6K9.92104.881241,2301,2311,626
2022-07-11$39.28$40.0061.7%14.5%47.9%82.9%48.5%18.3%-13.9%-33.4K1.9M-6.2K9.89107.891241,2261,2311,626
2022-07-12$39.15$40.0081.2%15.5%47.3%100.0%46.7%5.0%-11.4%-35.7K2.1M-7.3K9.89103.191241,2261,2311,636
2022-07-13$39.04$40.0048.8%14.0%39.4%45.7%47.0%20.3%-12.7%-33.5K2.5M-9.0K10.31101.981241,2791,2311,636
2022-07-14$39.36$40.0040.1%11.5%39.0%31.1%59.2%-12.8%3.4%-43.8K2.1M-6.8K10.93102.931171,2791,2311,691
2022-07-15$40.41$40.0048.5%13.9%39.7%45.2%56.1%22.4%-2.7%-38.0K1.9M-5.6K12.66109.651011,2791,2331,691
2022-07-18$39.58$40.0048.8%14.0%31.6%45.8%62.8%16.5%-14.0%-50.1K728.0K-6.3K12.05116.91921,1092081,363
2022-07-19$40.97$40.0039.2%11.2%32.9%29.6%46.1%1.0%8.0%-32.1K600.3K-6.2K11.9297.00931,1092161,363
2022-07-20$41.41$40.0040.6%11.6%28.3%31.9%42.0%7.5%-12.8%-29.6K529.1K-5.7K12.4697.31891,1092171,362
2022-07-21$42.09$40.0035.8%10.3%27.0%23.9%44.3%5.3%10.8%-24.8K384.7K-4.8K12.3298.21901,1092161,362
2022-07-22$42.24$40.0038.6%11.1%26.9%28.6%51.1%-0.9%-6.2%-31.0K457.4K-5.8K12.1995.83911,1092171,362
2022-07-25$42.77$40.0048.1%13.8%25.2%44.5%53.4%-2.9%-22.5%-24.1K335.2K-5.1K12.26102.13921,1282181,362
2022-07-26$43.50$40.0037.3%10.7%23.7%26.3%39.9%8.0%-3.4%-23.8K360.7K-5.5K9.89106.611141,1282201,333
2022-07-27$44.25$40.0043.2%12.4%23.4%36.2%45.1%-1.8%-6.7%-16.7K148.6K-4.7K9.1796.031201,1002471,333
2022-07-28$36.78$40.0039.8%11.4%71.6%30.6%33.6%10.7%10.9%-42.9K1.0M-7.0K7.14108.151541,1002521,333
2022-07-29$36.44$35.0037.8%10.8%71.4%27.2%37.4%2.0%12.2%-42.4K918.8K-5.9K6.96111.691581,1002791,334