CSV Options History — April 2023

In April 2023, CSV traded between $27.56 and $30.13. ATM implied volatility averaged 45.0%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 17.2% (HV 20d: 27.8%). Max pain ranged from $22.50 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.10.

Notable Days

2023-04-27: Highest Volume — 276 contracts
2023-04-27: Largest IV spike — 42.2% change
2023-04-27: Highest IV Rank — 25.8%
2023-04-27: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.62	$27.56	$30.13	$30.13	$28.64
Max Pain	$30.92	$22.50	$35.00	$22.50	$30.00
ATM IV	45.0%	33.7%	55.4%	34.6%	54.2%
Expected Move	13.0%	9.7%	15.9%	9.9%	15.5%
HV 20d	27.8%	26.1%	28.7%	26.1%	28.3%
HV 60d	30.7%	30.1%	31.3%	31.3%	30.7%
IV Rank	15.7%	4.4%	25.8%	7.6%	24.5%
IV Percentile	36.2%	2.8%	76.2%	3.6%	71.4%
Term Structure	-3.3%	-12.4%	13.5%	9.1%	-10.5%
VWIV	43.5%	29.8%	55.5%	29.8%	55.5%
Skew 25d	3.2%	-30.9%	16.8%	-5.1%	16.8%
Skew 10d	4.0%	-30.5%	26.2%	-3.9%	26.2%
Call IV 25d	44.9%	33.8%	64.0%	48.4%	45.3%
Put IV 25d	48.0%	33.1%	62.1%	43.2%	62.1%
Bid-Ask Spread %	105.73	95.03	116.10	95.03	107.12
Gamma HHI	0.40	0.34	0.55	0.40	0.55
Net GEX	33.9K	18.5K	57.5K	28.7K	57.5K
Net DEX	-3.0M	-4.2M	-2.0M	-3.1M	-2.9M
Net VEX	-7.2K	-12.5K	-4.8K	-5.4K	-12.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	1.00	0.00	0.00
Total Volume	68	0	276	0	68
Total OI	2,243.316	1,501	2,695	2,318	1,974

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-04-03	$30.13	$22.50	34.6%	9.9%	26.1%	7.6%	0.0%	-5.1%	9.1%	28.7K	-3.1M	-5.4K	0.00	95.03	0	0	1,878	440
2023-04-04	$28.86	$22.50	39.5%	11.3%	28.3%	10.3%	0.0%	-12.3%	6.2%	21.8K	-2.9M	-4.8K	0.00	100.24	20	0	1,878	440
2023-04-05	$28.49	$22.50	33.7%	9.7%	27.7%	4.4%	29.8%	-30.9%	5.0%	35.8K	-2.8M	-5.9K	1.00	105.83	5	5	1,898	440
2023-04-06	$28.62	$35.00	41.2%	13.9%	27.9%	12.0%	0.0%	-6.5%	-9.4%	33.7K	-2.9M	-5.5K	0.00	105.83	0	20	1,899	440
2023-04-10	$28.66	$35.00	46.2%	11.3%	27.8%	17.0%	0.0%	12.7%	-4.2%	24.9K	-2.9M	-4.9K	0.07	104.94	14	1	1,899	438
2023-04-11	$29.12	$35.00	35.6%	11.6%	28.6%	6.3%	30.9%	-1.1%	-9.5%	18.5K	-3.0M	-4.8K	0.00	111.22	0	3	1,913	438
2023-04-12	$28.72	$35.00	50.0%	14.3%	28.4%	20.8%	0.0%	16.1%	-7.9%	36.6K	-2.9M	-5.6K	0.00	104.65	1	0	1,913	441
2023-04-13	$28.93	$35.00	48.6%	13.9%	28.7%	19.4%	53.2%	-0.9%	-7.7%	22.1K	-2.9M	-4.9K	0.07	102.44	153	11	1,914	441
2023-04-14	$28.21	$35.00	41.0%	11.8%	27.9%	11.8%	33.6%	-4.7%	0.6%	24.9K	-2.9M	-6.1K	0.02	116.10	125	2	2,047	447
2023-04-17	$28.45	$35.00	52.0%	14.9%	28.2%	22.8%	0.0%	13.2%	-12.4%	28.2K	-3.2M	-6.7K	0.00	109.54	79	0	2,167	449
2023-04-18	$28.75	$35.00	46.7%	13.4%	28.6%	17.5%	45.3%	3.0%	-5.5%	30.8K	-3.4M	-7.3K	0.00	104.06	22	0	2,246	449
2023-04-19	$28.32	$30.00	50.1%	14.4%	27.8%	20.9%	0.0%	9.8%	-12.2%	32.6K	-3.9M	-7.5K	0.00	104.55	105	0	2,267	219
2023-04-20	$28.41	$30.00	50.0%	14.3%	28.0%	20.8%	51.0%	10.0%	-2.1%	39.5K	-4.1M	-8.3K	0.06	106.43	51	3	2,372	219
2023-04-21	$28.84	$30.00	49.6%	14.2%	27.1%	20.5%	49.7%	13.8%	-7.8%	42.1K	-4.2M	-9.0K	0.00	105.47	0	28	2,423	221
2023-04-24	$28.73	$30.00	36.6%	10.5%	26.9%	6.6%	35.8%	16.2%	13.5%	38.1K	-2.3M	-8.9K	0.00	106.94	13	0	1,395	106
2023-04-25	$28.08	$30.00	50.3%	14.4%	27.1%	20.6%	50.6%	1.9%	-4.6%	38.0K	-2.1M	-8.7K	0.27	104.29	75	20	1,404	106
2023-04-26	$27.56	$30.00	39.0%	11.2%	27.0%	9.0%	0.0%	9.4%	5.4%	41.3K	-2.0M	-9.1K	0.00	107.59	192	0	1,479	126
2023-04-27	$28.18	$30.00	55.4%	15.9%	27.7%	25.8%	55.5%	-1.5%	-7.9%	50.0K	-2.4M	-10.9K	0.00	106.66	275	1	1,671	126
2023-04-28	$28.64	$30.00	54.2%	15.5%	28.3%	24.5%	0.0%	16.8%	-10.5%	57.5K	-2.9M	-12.5K	0.00	107.12	68	0	1,848	126