CSV Options History — July 2024

In July 2024, CSV traded between $25.97 and $32.14. ATM implied volatility averaged 49.9%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 19.9% (HV 20d: 30.1%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.42.

Notable Days

  • 2024-07-26: Highest Volume — 956 contracts
  • 2024-07-17: Largest IV spike — 54.7% change
  • 2024-07-25: Highest IV Rank — 44.6%
  • 2024-07-25: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.93$25.97$32.14$26.54$32.12
Max Pain$24.32$20.00$25.00$20.00$25.00
ATM IV49.9%37.9%60.9%43.3%55.2%
Expected Move14.2%10.9%17.4%12.4%15.8%
HV 20d30.1%27.9%35.1%30.8%27.9%
HV 60d28.3%26.6%30.3%28.9%26.9%
IV Rank32.5%19.0%44.6%25.0%38.3%
IV Percentile61.5%23.0%85.7%41.7%76.2%
Term Structure-1.8%-28.7%20.0%7.0%-1.4%
VWIV51.9%38.5%91.1%46.6%59.6%
Skew 25d6.9%-6.4%23.1%-0.1%4.4%
Skew 10d13.9%-0.3%38.7%9.3%17.0%
Call IV 25d43.5%32.0%55.2%43.2%48.4%
Put IV 25d50.4%37.2%65.4%43.2%52.8%
Bid-Ask Spread %115.0593.56131.6895.46116.47
Gamma HHI0.490.400.650.540.40
Net GEX114.5K85.7K215.8K126.1K86.6K
Net DEX-7.2M-9.5M-5.3M-5.9M-8.3M
Net VEX-15.9K-18.6K-11.8K-18.6K-11.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.0025.000.000.03
Total Volume117.5450956080
Total OI4,793.4094,1015,3514,9644,205

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$26.54$20.0043.3%12.4%30.8%25.0%0.0%-0.1%7.0%126.1K-5.9M-18.6K0.0095.46004,019945
2024-07-02$27.18$20.0050.2%14.4%31.8%32.7%46.6%2.2%3.2%116.5K-6.1M-18.3K0.0093.561004,019945
2024-07-03$27.16$20.0042.4%12.2%29.3%24.1%0.0%8.8%20.0%111.7K-6.2M-18.5K0.00113.40004,019945
2024-07-05$26.11$25.0048.9%12.4%28.9%31.3%45.4%-3.1%-0.9%118.6K-5.3M-18.1K0.21123.41118254,019945
2024-07-08$26.43$25.0049.8%12.7%29.2%32.3%56.6%-6.4%-0.7%116.7K-5.5M-17.7K0.00114.9850704,037970
2024-07-09$25.97$25.0048.3%14.1%29.4%30.6%0.0%17.3%9.9%132.8K-5.6M-18.3K0.14112.73714,271970
2024-07-10$26.18$25.0051.8%14.9%29.7%34.6%38.8%18.7%-5.3%130.5K-5.6M-18.1K0.00131.680264,266971
2024-07-11$27.50$25.0054.9%15.8%35.1%38.0%56.0%3.9%4.4%121.1K-6.9M-18.3K0.01121.3110214,266997
2024-07-12$27.71$25.0037.9%10.9%33.3%19.0%38.5%9.5%17.3%123.9K-7.5M-18.0K0.00118.69704,304997
2024-07-15$28.29$25.0045.7%13.1%33.9%27.7%41.8%11.9%6.6%123.1K-7.8M-17.7K25.00121.182504,302997
2024-07-16$28.63$25.0038.5%11.0%31.1%19.6%0.0%15.8%15.2%119.7K-8.2M-17.1K0.00123.7124704,3041,047
2024-07-17$29.00$25.0059.5%17.1%30.5%43.1%59.8%-0.6%-19.8%118.1K-8.1M-16.8K0.00114.199704,1461,047
2024-07-18$29.40$25.0042.4%12.1%30.0%24.0%48.8%-3.2%-9.8%134.3K-8.8M-15.5K0.00125.60204,1261,047
2024-07-19$29.98$25.0042.5%12.2%29.7%24.1%47.1%11.8%0.8%215.8K-9.5M-13.8K0.00124.499004,1261,047
2024-07-22$30.44$25.0053.6%15.4%29.3%36.6%50.5%1.2%-4.2%92.6K-6.9M-13.7K0.00119.462203,144957
2024-07-23$30.73$25.0059.6%17.1%29.1%43.3%44.7%23.1%-20.1%85.7K-7.0M-14.3K0.86115.7544383,166957
2024-07-24$30.48$25.0050.1%14.4%28.7%32.6%48.1%18.6%8.8%88.7K-7.1M-14.2K0.07112.671513,202925
2024-07-25$31.00$25.0060.9%17.4%28.7%44.6%43.9%3.9%-27.9%88.1K-7.3M-13.8K0.10113.562023,207926
2024-07-26$31.39$25.0056.3%16.1%28.2%39.5%91.1%18.0%-3.5%89.1K-7.8M-12.8K0.01109.2595153,227928
2024-07-29$32.14$25.0046.8%13.4%28.3%29.0%64.3%2.5%-11.5%89.6K-8.6M-12.1K0.50104.2422113,330933
2024-07-30$32.04$25.0060.0%17.2%28.3%43.7%59.6%-5.6%-28.7%90.1K-8.5M-11.8K0.05105.327943,310944
2024-07-31$32.12$25.0055.2%15.8%27.9%38.3%0.0%4.4%-1.4%86.6K-8.3M-11.9K0.03116.477823,257948