CSV Options History — February 2024

In February 2024, CSV traded between $23.05 and $26.36. ATM implied volatility averaged 53.2%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 13.8% (HV 20d: 39.4%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2024-02-22: Highest Volume — 621 contracts
2024-02-29: Largest IV spike — 81.8% change
2024-02-15: Highest IV Rank — 64.3%
2024-02-15: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.86	$23.05	$26.36	$25.25	$24.78
Max Pain	$22.00	$17.50	$25.00	$25.00	$25.00
ATM IV	53.2%	34.9%	78.5%	40.3%	73.8%
Expected Move	16.0%	11.5%	22.5%	15.5%	21.2%
HV 20d	39.4%	30.9%	44.0%	30.9%	43.0%
HV 60d	33.3%	31.0%	36.5%	36.2%	32.6%
IV Rank	36.1%	15.7%	64.3%	21.6%	59.1%
IV Percentile	65.5%	12.7%	98.0%	32.1%	96.8%
Term Structure	-8.9%	-33.7%	11.9%	-10.9%	-33.7%
VWIV	60.0%	38.5%	110.0%	57.1%	38.8%
Skew 25d	7.5%	-23.9%	39.4%	3.7%	32.3%
Skew 10d	20.8%	-0.6%	72.9%	17.4%	30.5%
Call IV 25d	57.1%	37.3%	93.8%	50.0%	50.6%
Put IV 25d	64.5%	43.2%	109.5%	53.7%	82.8%
Bid-Ask Spread %	106.27	80.83	127.33	80.83	127.33
Gamma HHI	0.44	0.36	0.84	0.36	0.44
Net GEX	74.3K	47.5K	103.8K	60.8K	99.6K
Net DEX	-2.6M	-3.5M	-1.9M	-2.1M	-2.9M
Net VEX	-10.3K	-12.1K	-7.9K	-7.9K	-11.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	8.33	0.00	0.00
Total Volume	87.3	1	621	100	1
Total OI	2,654.25	2,153	3,140	2,153	3,140

Daily Data (20 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
2024-02-01	$25.25	$25.00	40.3%	15.5%	30.9%	21.6%	0.0%	3.7%	-10.9%	60.8K	-2.1M	-7.9K	0.00	80.83	100	0	2,039	114
2024-02-02	$24.76	$25.00	38.6%	15.4%	31.8%	19.9%	57.1%	-8.2%	-8.0%	60.0K	-2.0M	-8.6K	0.01	88.61	151	1	2,109	114
2024-02-05	$24.30	$17.50	38.1%	15.1%	32.1%	19.2%	0.0%	-0.8%	-3.0%	61.6K	-2.1M	-9.3K	0.01	95.45	150	1	2,260	115
2024-02-06	$23.91	$17.50	34.9%	12.4%	32.4%	15.7%	0.0%	15.0%	-3.7%	63.3K	-2.1M	-10.0K	0.00	99.36	23	0	2,426	115
2024-02-07	$23.05	$17.50	56.4%	16.2%	34.1%	39.7%	56.9%	0.1%	-9.0%	57.7K	-1.9M	-9.8K	0.05	85.54	73	4	2,449	115
2024-02-08	$23.58	$17.50	42.8%	12.3%	35.2%	24.5%	0.0%	-10.0%	11.9%	60.3K	-2.1M	-10.8K	0.07	96.37	15	1	2,507	119
2024-02-09	$24.52	$17.50	52.0%	14.9%	37.0%	34.8%	0.0%	11.0%	-4.0%	66.2K	-2.5M	-11.3K	0.00	109.13	2	0	2,497	120
2024-02-12	$25.48	$17.50	65.3%	18.7%	39.2%	49.6%	0.0%	16.3%	-21.0%	77.1K	-2.7M	-10.2K	0.00	105.81	100	0	2,499	120
2024-02-13	$24.32	$17.50	60.5%	17.3%	42.9%	44.2%	0.0%	-23.9%	-21.1%	67.0K	-2.3M	-10.2K	1.00	107.79	1	1	2,543	120
2024-02-14	$24.98	$17.50	54.4%	15.6%	43.4%	37.5%	54.5%	1.6%	-9.1%	66.7K	-2.3M	-8.9K	1.67	97.37	3	5	2,542	121
2024-02-15	$25.48	$25.00	78.5%	22.5%	43.8%	64.3%	110.0%	39.4%	-5.4%	88.3K	-3.1M	-10.9K	0.00	122.16	0	6	2,543	122
2024-02-16	$25.56	$25.00	66.4%	19.0%	43.8%	50.8%	81.3%	-0.6%	-13.9%	72.5K	-3.1M	-10.8K	8.33	114.71	6	50	2,543	122
2024-02-20	$25.21	$25.00	63.3%	18.1%	42.0%	47.3%	63.1%	-6.1%	-5.7%	63.1K	-2.5M	-10.9K	0.13	100.94	31	4	2,274	108
2024-02-21	$24.89	$25.00	74.1%	21.2%	42.0%	59.4%	70.6%	8.9%	-15.7%	65.4K	-2.7M	-11.0K	4.00	104.09	5	20	2,304	111
2024-02-22	$25.63	$25.00	46.7%	13.4%	42.3%	28.9%	59.5%	30.8%	-4.6%	47.5K	-2.4M	-7.9K	0.04	112.19	597	24	2,309	126
2024-02-23	$26.36	$25.00	40.1%	11.5%	41.0%	21.4%	38.5%	3.2%	2.5%	103.8K	-3.5M	-11.6K	0.00	120.99	358	1	2,797	127
2024-02-26	$25.31	$25.00	45.8%	13.1%	43.7%	27.8%	51.6%	6.7%	-7.2%	103.7K	-3.2M	-11.8K	2.00	115.60	2	4	3,010	127
2024-02-27	$25.16	$25.00	52.1%	14.9%	43.7%	34.9%	38.6%	9.5%	-18.4%	103.5K	-3.3M	-12.1K	0.00	127.12	0	1	3,010	130
2024-02-28	$24.74	$25.00	40.6%	11.6%	44.0%	22.0%	38.8%	20.6%	1.4%	97.3K	-2.8M	-10.9K	0.67	113.98	3	2	3,010	128
2024-02-29	$24.78	$25.00	73.8%	21.2%	43.0%	59.1%	0.0%	32.3%	-33.7%	99.6K	-2.9M	-11.4K	0.00	127.33	1	0	3,010	130