CSV Options History — April 2024

In April 2024, CSV traded between $23.42 and $26.49. ATM implied volatility averaged 62.2%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 29.8% (HV 20d: 32.4%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 3.73.

Notable Days

  • 2024-04-17: Highest Volume — 155 contracts
  • 2024-04-17: Largest IV spike — 54.8% change
  • 2024-04-30: Highest IV Rank — 92.6%
  • 2024-04-30: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.86$23.42$26.49$26.49$25.59
Max Pain$25.34$20.00$30.00$20.00$25.00
ATM IV62.2%36.1%103.9%36.1%103.9%
Expected Move17.6%10.3%29.8%10.3%29.8%
HV 20d32.4%27.7%38.8%27.7%37.3%
HV 60d35.6%33.8%36.8%33.8%36.3%
IV Rank46.1%17.0%92.6%17.0%92.6%
IV Percentile76.2%15.9%99.6%15.9%99.6%
Term Structure-10.8%-61.1%23.9%20.5%-61.1%
VWIV54.6%39.9%87.9%39.9%87.9%
Skew 25d10.7%-22.1%27.7%11.9%25.7%
Skew 10d24.3%4.3%48.0%8.6%26.8%
Call IV 25d57.3%28.7%89.6%28.7%77.1%
Put IV 25d67.9%40.1%104.6%40.6%102.8%
Bid-Ask Spread %109.4291.56119.29115.08114.61
Gamma HHI0.590.450.770.460.59
Net GEX83.5K42.1K128.2K128.2K49.5K
Net DEX-2.9M-4.0M-2.1M-4.0M-3.0M
Net VEX-7.9K-8.9K-7.2K-8.9K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.730.0051.000.430.11
Total Volume31.40901551110
Total OI2,863.0911,5733,4913,2711,891

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$26.49$20.0036.1%10.3%27.7%17.0%39.9%11.9%20.5%128.2K-4.0M-8.9K0.00115.080113,17299
2024-04-02$25.63$20.0041.6%11.9%30.2%23.2%0.0%10.3%23.9%124.1K-3.8M-8.5K0.00112.33003,172103
2024-04-03$25.69$20.0040.5%11.6%29.6%21.9%40.1%6.2%15.6%122.2K-3.7M-8.7K0.43110.29733,172103
2024-04-04$24.98$30.0045.0%16.3%27.8%27.0%50.8%26.0%-25.1%113.3K-3.3M-8.3K51.00115.361513,165106
2024-04-05$25.05$30.0056.0%12.9%27.8%39.3%0.0%0.7%-3.3%111.8K-3.3M-8.7K2.50115.088203,166158
2024-04-08$25.41$30.0067.4%14.3%27.9%51.9%0.0%19.5%-10.6%111.4K-3.4M-8.6K0.00117.22203,174178
2024-04-09$25.34$30.0051.5%13.7%27.8%34.2%0.0%5.7%-5.5%108.0K-3.3M-8.1K0.00111.91003,176178
2024-04-10$23.96$30.0049.1%14.1%33.2%31.5%57.4%17.0%-3.1%88.5K-2.3M-7.7K0.60103.73533,176178
2024-04-11$24.64$22.5054.7%15.7%35.1%37.7%56.1%10.1%-7.7%102.2K-3.0M-8.0K0.5091.56633,181181
2024-04-12$24.29$25.0050.5%14.5%33.8%33.1%55.3%4.7%-7.8%94.6K-2.8M-7.8K0.00108.21023,175184
2024-04-15$24.09$25.0044.9%12.9%33.2%26.8%52.2%2.1%5.0%85.4K-2.4M-7.3K1.00102.26223,175184
2024-04-16$23.87$25.0048.8%14.0%33.2%31.2%48.8%8.3%-2.6%84.8K-2.3M-7.3K0.0098.485503,225185
2024-04-17$23.42$25.0075.5%21.7%33.2%61.0%51.0%12.2%-32.8%84.2K-2.2M-7.2K1.98103.16521033,279185
2024-04-18$23.62$25.0064.3%18.4%31.2%48.5%0.0%17.1%-11.5%90.2K-2.3M-7.4K0.00108.69303,327161
2024-04-19$24.00$25.0055.9%16.0%31.5%39.1%52.6%21.2%-12.9%42.1K-2.1M-7.2K5.33100.833163,330161
2024-04-22$24.73$25.0080.8%23.2%33.5%66.9%63.1%-22.1%-12.7%46.7K-2.1M-7.2K0.03113.9912741,464109
2024-04-23$25.24$25.0061.9%17.7%34.4%45.8%0.0%15.0%-9.0%49.5K-2.5M-7.6K0.00116.5213301,591113
2024-04-24$25.42$25.0078.9%22.6%34.5%64.7%0.0%17.1%-12.8%50.4K-2.8M-7.9K0.00113.082301,721113
2024-04-25$24.66$25.0078.4%22.5%35.1%64.2%0.0%3.9%-37.5%48.5K-2.6M-8.0K0.00105.94001,744113
2024-04-26$24.84$25.0099.5%28.5%35.3%87.8%0.0%27.7%-40.8%48.6K-2.6M-8.1K0.00119.29601,744113
2024-04-29$25.96$25.0083.0%23.8%38.8%69.3%0.0%-5.3%-6.0%52.4K-3.0M-7.9K0.00109.693001,750113
2024-04-30$25.59$25.00103.9%29.8%37.3%92.6%87.9%25.7%-61.1%49.5K-3.0M-7.9K0.11114.61911,778113