CSV Options History — June 2024

In June 2024, CSV traded between $26.59 and $29.34. ATM implied volatility averaged 38.1%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 11.2% (HV 20d: 26.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.09.

Notable Days

2024-06-05: Highest Volume — 1,612 contracts
2024-06-11: Largest IV spike — 82.1% change
2024-06-21: Highest IV Rank — 29.7%
2024-06-21: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.73	$26.59	$29.34	$26.59	$26.61
Max Pain	$20.39	$20.00	$22.50	$22.50	$20.00
ATM IV	38.1%	26.0%	47.5%	31.1%	41.2%
Expected Move	10.5%	8.0%	13.6%	8.9%	11.8%
HV 20d	26.9%	19.0%	31.4%	19.0%	31.0%
HV 60d	29.6%	28.0%	30.5%	28.0%	29.5%
IV Rank	19.3%	5.8%	29.7%	11.4%	22.7%
IV Percentile	28.3%	0.8%	61.1%	7.5%	34.9%
Term Structure	6.7%	-4.7%	21.3%	13.3%	4.5%
VWIV	40.5%	32.6%	56.7%	35.5%	56.7%
Skew 25d	13.4%	0.2%	29.6%	1.7%	17.3%
Skew 10d	16.3%	1.4%	44.0%	4.0%	13.6%
Call IV 25d	30.0%	21.6%	42.9%	36.3%	24.4%
Put IV 25d	43.5%	33.6%	53.7%	37.9%	41.6%
Bid-Ask Spread %	102.94	87.68	121.13	121.13	99.97
Gamma HHI	0.51	0.45	0.55	0.47	0.54
Net GEX	110.7K	55.2K	132.3K	87.7K	119.1K
Net DEX	-6.4M	-8.1M	-3.7M	-3.7M	-6.1M
Net VEX	-17.2K	-18.8K	-12.1K	-12.6K	-18.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.71	0.00	0.71
Total Volume	159.053	0	1,612	25	120
Total OI	4,370.211	3,127	4,863	3,127	4,863

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
2024-06-03	$26.59	$22.50	31.1%	8.9%	19.0%	11.4%	0.0%	1.7%	13.3%	87.7K	-3.7M	-12.6K	0.00	121.13	25	0	2,420	707
2024-06-04	$27.52	$22.50	29.5%	8.5%	21.6%	9.7%	0.0%	12.0%	12.9%	70.5K	-4.3M	-12.5K	0.00	113.74	56	0	2,445	707
2024-06-05	$28.54	$22.50	30.7%	8.8%	24.5%	11.0%	35.5%	14.7%	5.0%	55.2K	-4.9M	-12.1K	0.02	114.02	1,586	26	2,496	707
2024-06-06	$28.77	$20.00	36.5%	8.2%	24.2%	17.5%	0.0%	16.9%	1.4%	105.0K	-7.2M	-17.1K	0.01	104.89	112	1	3,519	733
2024-06-07	$28.41	$20.00	35.8%	8.0%	23.2%	16.7%	0.0%	16.2%	-0.8%	113.0K	-7.2M	-17.6K	0.00	95.35	0	0	3,631	734
2024-06-10	$28.39	$20.00	26.0%	8.5%	22.5%	5.8%	33.3%	12.0%	-4.1%	107.9K	-7.2M	-17.1K	0.00	87.68	102	0	3,631	734
2024-06-11	$28.13	$20.00	47.4%	8.4%	22.4%	29.6%	0.0%	11.0%	-4.7%	117.4K	-6.9M	-18.3K	0.00	103.99	0	0	3,732	734
2024-06-12	$29.00	$20.00	27.7%	8.0%	24.2%	7.7%	32.6%	27.3%	-3.3%	109.6K	-7.6M	-17.7K	0.00	108.16	180	0	3,732	734
2024-06-13	$29.34	$20.00	33.1%	9.5%	24.2%	13.6%	37.5%	29.6%	-3.7%	112.7K	-8.1M	-18.4K	0.00	111.61	11	0	3,922	734
2024-06-14	$28.20	$20.00	40.8%	11.7%	28.8%	22.3%	0.0%	19.7%	16.4%	111.7K	-7.2M	-18.8K	0.00	103.03	0	0	3,922	734
2024-06-17	$27.66	$20.00	37.4%	10.7%	29.6%	18.4%	0.0%	12.0%	2.0%	122.8K	-6.7M	-18.0K	0.00	102.71	0	0	3,922	734
2024-06-18	$27.25	$20.00	41.6%	11.9%	30.0%	23.1%	0.0%	7.3%	21.3%	124.8K	-6.4M	-18.0K	0.00	100.44	0	0	3,922	734
2024-06-20	$26.87	$20.00	42.2%	12.1%	30.2%	23.9%	41.7%	3.2%	11.8%	117.4K	-6.3M	-18.0K	0.00	95.52	83	0	3,922	734
2024-06-21	$27.49	$20.00	47.5%	13.6%	31.0%	29.7%	35.0%	17.8%	16.7%	116.2K	-7.2M	-18.1K	0.01	97.96	112	1	4,054	734
2024-06-24	$27.41	$20.00	45.6%	13.1%	31.1%	27.6%	44.7%	14.3%	12.4%	117.6K	-6.5M	-18.5K	0.00	95.58	40	0	3,904	734
2024-06-25	$27.02	$20.00	45.1%	12.9%	31.4%	27.1%	44.3%	0.2%	9.8%	131.0K	-6.3M	-18.3K	0.50	101.68	2	1	3,944	734
2024-06-26	$26.96	$20.00	43.1%	12.4%	31.4%	24.9%	42.9%	5.3%	15.6%	131.8K	-6.2M	-18.1K	0.02	99.05	502	11	3,945	735
2024-06-27	$26.74	$20.00	41.8%	12.0%	31.1%	23.3%	41.8%	17.1%	0.7%	132.3K	-5.9M	-18.2K	0.00	99.44	51	0	3,967	744
2024-06-28	$26.61	$20.00	41.2%	11.8%	31.0%	22.7%	56.7%	17.3%	4.5%	119.1K	-6.1M	-18.8K	0.71	99.97	70	50	3,968	895