CSV Options History — August 2022

In August 2022, CSV traded between $34.41 and $40.98. ATM implied volatility averaged 48.7%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 29.4% (HV 20d: 78.1%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.60.

Notable Days

  • 2022-08-02: Highest Volume — 2,801 contracts
  • 2022-08-02: Largest IV spike — 75.7% change
  • 2022-08-08: Highest IV Rank — 100.0%
  • 2022-08-31: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.06$34.41$40.98$37.64$35.42
Max Pain$37.17$35.00$40.00$35.00$40.00
ATM IV48.7%31.0%87.1%31.0%60.1%
Expected Move13.0%8.9%17.2%8.9%17.2%
HV 20d78.1%52.3%88.9%72.0%52.3%
HV 60d57.8%52.9%59.5%53.4%59.4%
IV Rank41.5%15.9%100.0%15.9%57.9%
IV Percentile70.9%13.1%100.0%13.1%94.8%
Term Structure-3.4%-11.3%5.4%5.4%-6.3%
VWIV45.1%29.9%58.1%36.7%58.1%
Skew 25d7.1%-1.2%20.1%10.1%6.2%
Skew 10d14.3%-5.1%43.5%13.9%14.5%
Call IV 25d42.5%30.4%57.8%32.3%57.8%
Put IV 25d49.6%42.4%64.0%42.4%64.0%
Bid-Ask Spread %102.3393.58111.93104.86109.20
Gamma HHI0.350.280.650.650.28
Net GEX53.8K-43.8K91.0K-43.8K13.1K
Net DEX-3.3M-5.7M885.3K885.3K-2.5M
Net VEX-23.0K-28.6K-6.0K-6.2K-28.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.006.296.290.15
Total Volume483.78302,8011,275952
Total OI3,671.9571,6155,0101,6155,010

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$37.64$35.0031.0%8.9%72.0%15.9%36.7%10.1%5.4%-43.8K885.3K-6.2K6.29104.861751,1002841,331
2022-08-02$38.93$35.0054.5%15.6%73.2%55.3%54.5%2.2%-3.8%-30.7K639.6K-6.0K0.65111.931,7021,0993031,331
2022-08-03$36.34$35.0037.9%10.9%77.1%27.4%38.9%4.6%-3.3%26.0K-1.3M-18.8K0.90107.901,1771,0601,8111,333
2022-08-04$34.41$35.0054.5%11.8%78.9%55.3%38.4%13.8%-4.7%22.2K-1.0M-21.8K0.08107.77974772,0561,349
2022-08-05$36.42$35.0057.7%12.0%82.1%60.6%42.1%3.7%-4.3%39.0K-1.8M-20.8K0.15100.39448652,0581,366
2022-08-08$36.17$35.0087.1%12.2%82.0%100.0%44.1%5.7%-8.8%47.2K-2.7M-24.9K0.18103.53452802,3641,366
2022-08-09$35.94$35.0043.2%12.5%82.0%33.0%0.0%3.5%-1.0%39.7K-2.3M-24.5K0.0093.58102,3671,379
2022-08-10$38.65$35.0036.8%10.5%86.4%23.2%46.9%7.7%3.6%74.9K-3.9M-24.2K1.6094.41631012,3681,321
2022-08-11$38.02$35.0037.4%10.7%86.5%24.2%41.7%5.1%1.8%68.8K-3.6M-24.9K0.0998.182222,4241,416
2022-08-12$39.94$35.0041.0%11.8%87.9%28.6%43.7%6.7%-2.7%84.2K-4.7M-25.3K0.0094.238402,4451,418
2022-08-15$40.98$35.0047.2%13.5%88.0%38.1%29.9%18.0%-4.4%91.0K-5.7M-24.8K0.00105.024602,5281,418
2022-08-16$40.61$35.0042.0%12.0%87.2%30.0%0.0%0.7%-1.8%86.8K-5.5M-25.0K0.00100.234402,5481,418
2022-08-17$39.92$35.0045.5%13.0%87.3%35.4%42.2%16.5%-5.9%80.6K-5.6M-25.0K1.50102.95232,5891,418
2022-08-18$40.42$40.0048.3%13.9%87.2%39.8%48.6%7.7%-6.0%87.9K-5.4M-25.5K0.00100.36202,5901,419
2022-08-19$40.23$40.0050.9%14.6%87.2%43.8%0.0%20.1%-7.0%89.3K-5.3M-25.9K0.0098.905602,5901,419
2022-08-22$38.15$40.0047.5%13.6%88.8%38.2%49.6%-1.2%-11.3%64.6K-4.0M-25.8K0.2999.131442,4901,394
2022-08-23$38.97$40.0048.1%13.8%88.9%39.2%49.5%5.7%-4.5%69.2K-4.3M-25.0K0.0094.08202,4981,397
2022-08-24$38.73$40.0041.0%11.8%88.5%28.2%0.0%18.3%-4.2%74.3K-4.2M-25.3K0.00103.983802,5001,397
2022-08-25$38.42$40.0050.1%14.4%58.5%42.3%0.0%2.4%-6.5%72.0K-4.1M-25.0K0.00105.11002,5381,397
2022-08-26$37.64$40.0048.4%13.9%58.9%39.6%49.7%5.9%-3.0%61.5K-3.7M-25.3K0.00101.82402,5381,397
2022-08-29$36.98$40.0051.7%14.8%58.1%44.8%0.0%1.2%-1.2%62.7K-3.4M-24.8K0.00108.00082,5351,397
2022-08-30$36.47$40.0057.1%16.4%56.8%53.2%51.7%-0.9%2.2%57.8K-3.2M-24.8K0.81108.017005702,5351,405
2022-08-31$35.42$40.0060.1%17.2%52.3%57.9%58.1%6.2%-6.3%13.1K-2.5M-28.6K0.15109.208291233,0351,975