CSV Options History — October 2022

In October 2022, CSV traded between $23.45 and $34.05. ATM implied volatility averaged 58.9%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 6.4% (HV 20d: 52.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 3.31.

Notable Days

  • 2022-10-18: Highest Volume — 1,784 contracts
  • 2022-10-04: Largest IV spike — 40.7% change
  • 2022-10-26: Highest IV Rank — 43.8%
  • 2022-10-26: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.00$23.45$34.05$33.69$24.46
Max Pain$35.71$35.00$40.00$40.00$35.00
ATM IV58.9%43.7%70.3%43.7%50.1%
Expected Move16.7%12.5%20.2%12.5%14.4%
HV 20d52.4%37.5%119.1%42.8%117.2%
HV 60d58.5%44.6%76.9%58.2%75.8%
IV Rank32.8%18.3%43.8%18.3%24.2%
IV Percentile85.4%56.7%96.8%56.7%66.3%
Term Structure-9.1%-27.4%9.3%-2.3%-10.0%
VWIV60.8%48.1%77.6%77.6%57.7%
Skew 25d7.2%-17.0%28.4%28.4%9.2%
Skew 10d13.6%-5.6%34.8%34.8%27.4%
Call IV 25d57.2%45.4%85.3%45.6%45.4%
Put IV 25d64.4%51.6%74.4%73.9%54.6%
Bid-Ask Spread %101.8775.56115.05105.72101.42
Gamma HHI0.420.290.610.290.47
Net GEX26.2K-77.0K75.1K64.0K29.0K
Net DEX-1.1M-2.9M835.3K-2.9M34.1K
Net VEX-16.6K-22.9K-4.7K-22.9K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.310.508.192.156.32
Total Volume671.3332051,784274549
Total OI4,161.5712,9244,8354,7782,952

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$33.69$40.0043.7%12.5%42.8%18.3%77.6%28.4%-2.3%64.0K-2.9M-22.9K2.15105.72871873,4551,323
2022-10-04$34.05$40.0061.5%17.6%43.0%35.5%52.8%-7.5%-11.6%45.6K-2.7M-22.5K2.68108.15872333,4661,323
2022-10-05$33.73$40.0050.9%14.6%43.0%25.2%48.1%-3.2%-0.0%62.7K-2.6M-21.6K1.36100.90871183,4661,369
2022-10-06$33.56$35.0052.4%15.2%42.5%26.7%52.2%4.6%-3.4%55.8K-2.6M-21.4K1.36103.79871183,4661,360
2022-10-07$32.04$35.0050.3%15.5%44.7%24.7%57.7%-1.9%0.8%4.1K-1.5M-20.6K1.36115.05871183,4661,360
2022-10-10$32.98$35.0064.7%14.8%45.4%38.6%61.9%5.6%-2.9%37.9K-2.3M-21.2K1.46113.40871273,4661,360
2022-10-11$32.22$35.0061.4%16.2%44.6%35.3%70.6%5.3%9.3%43.7K-2.1M-19.6K0.50111.637703843,4661,360
2022-10-12$31.96$35.0069.3%19.9%43.0%42.8%67.0%12.2%-7.2%-20.3K-520.1K-19.4K0.50111.487703843,1331,661
2022-10-13$31.64$35.0062.7%18.0%42.9%36.3%59.1%5.1%-11.1%19.5K-1.3M-19.6K0.50105.797703843,1331,604
2022-10-14$30.99$35.0055.6%15.9%38.0%29.5%57.2%7.1%-7.3%-77.0K4.9K-16.3K0.67104.057705183,1331,604
2022-10-17$31.75$35.0062.0%17.8%39.3%35.7%62.0%13.6%-18.8%-49.7K-307.1K-16.7K0.68101.197705233,1331,604
2022-10-18$32.49$35.0066.6%19.1%39.6%40.2%61.0%5.9%-21.8%-20.9K-777.4K-17.4K1.32102.127701,0143,1331,612
2022-10-19$31.47$35.0062.3%17.8%41.1%35.9%64.2%13.3%-12.2%67.3K-1.0M-15.8K0.50103.427703863,133984
2022-10-20$30.79$35.0066.4%19.0%40.3%40.0%60.6%10.2%-16.3%-12.2K-453.7K-15.2K4.71103.05823863,134958
2022-10-21$30.89$35.0057.1%16.4%39.8%30.9%57.3%10.2%-12.3%61.9K-773.1K-14.6K5.6899.26693923,136958
2022-10-24$30.78$35.0050.5%14.5%39.8%24.6%58.9%11.8%-2.1%64.0K-821.5K-14.7K7.52101.17483612,376548
2022-10-25$31.46$35.0068.4%19.6%39.9%41.9%65.6%18.4%-20.1%66.7K-799.4K-14.0K7.2886.82503642,380550
2022-10-26$32.13$35.0070.3%20.2%37.5%43.8%60.6%19.1%-27.4%75.1K-1.3M-16.4K6.9875.56523632,382554
2022-10-27$23.45$35.0055.2%15.8%117.5%29.1%69.3%-17.0%2.6%18.3K662.9K-5.7K8.1988.64544422,386557
2022-10-28$24.43$35.0055.0%15.8%119.1%28.9%55.2%1.5%-16.4%15.2K835.3K-4.7K7.8996.69544262,390559
2022-10-31$24.46$35.0050.1%14.4%117.2%24.2%57.7%9.2%-10.0%29.0K34.1K-9.0K6.32101.42754742,391561