CSV Options History — August 2024

In August 2024, CSV traded between $28.89 and $33.12. ATM implied volatility averaged 45.5%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 10.5% (HV 20d: 35.0%). 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 0.02.

Notable Days

  • 2024-08-27: Highest Volume — 839 contracts
  • 2024-08-05: Largest IV spike — 70.8% change
  • 2024-08-13: Highest IV Rank — 55.2%
  • 2024-08-09: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.15$28.89$33.12$32.30$33.12
Max Pain$20.45$20.00$25.00$25.00$20.00
ATM IV45.5%32.5%70.4%35.2%35.5%
Expected Move12.0%9.3%15.3%10.1%10.2%
HV 20d35.0%27.6%37.2%27.7%32.6%
HV 60d31.1%26.7%32.0%26.7%30.5%
IV Rank26.4%7.6%55.2%16.1%11.2%
IV Percentile44.6%8.3%93.7%14.3%14.3%
Term Structure-1.8%-18.2%14.8%13.6%-8.1%
VWIV44.4%31.3%59.4%31.3%42.3%
Skew 25d12.8%-23.3%30.9%-7.2%-6.8%
Skew 10d22.7%-13.7%79.4%79.4%-12.2%
Call IV 25d36.8%18.2%48.2%46.7%38.6%
Put IV 25d49.6%23.7%68.5%39.5%31.8%
Bid-Ask Spread %109.03101.43123.80107.12101.95
Gamma HHI0.440.390.510.390.41
Net GEX109.7K87.1K152.8K87.1K107.1K
Net DEX-7.8M-11.0M-5.6M-8.7M-11.0M
Net VEX-11.0K-15.1K-6.6K-10.8K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.270.020.00
Total Volume138.682083930134
Total OI4,132.3643,7754,4554,2254,455

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$32.30$25.0035.2%10.1%27.7%16.1%31.3%-7.2%13.6%87.1K-8.7M-10.8K0.02107.1229653,275950
2024-08-02$31.07$25.0040.5%11.6%27.6%22.0%0.0%15.9%-7.1%109.6K-8.1M-12.4K0.00123.80103,397951
2024-08-05$29.21$20.0069.2%12.4%37.2%54.0%0.0%20.3%-7.8%98.1K-5.6M-15.1K0.00105.931103,211951
2024-08-06$29.38$20.0053.3%11.3%36.2%36.1%0.0%11.5%8.7%112.1K-6.0M-14.3K0.00105.29003,212951
2024-08-07$28.89$20.0056.3%12.1%37.1%39.6%0.0%16.5%2.7%114.0K-5.9M-13.8K0.00101.430103,212951
2024-08-08$29.95$20.0048.0%14.2%35.2%30.3%0.0%18.6%-13.0%124.8K-6.4M-13.3K0.00108.34403,212961
2024-08-09$29.81$20.0060.5%15.3%35.4%44.2%0.0%27.3%-8.9%115.0K-6.1M-14.0K0.00106.30503,217961
2024-08-12$30.02$20.0042.4%14.0%34.8%24.1%0.0%26.8%-1.9%126.8K-6.4M-13.2K0.00109.32003,222961
2024-08-13$30.41$20.0070.4%12.3%34.9%55.2%0.0%25.3%5.3%140.4K-6.8M-11.9K0.00107.09023,222961
2024-08-14$30.04$20.0051.1%14.7%35.1%33.8%0.0%28.6%-16.2%152.8K-6.4M-12.4K0.00109.21103,227961
2024-08-15$31.11$20.0045.9%13.2%36.8%27.9%0.0%30.9%14.8%126.0K-7.4M-11.0K0.00112.30003,228961
2024-08-16$31.37$20.0047.8%13.7%36.3%30.1%54.7%17.2%-1.6%95.5K-7.7M-11.5K0.00113.4748713,228961
2024-08-19$31.17$20.0040.5%11.6%36.1%22.0%40.5%19.1%5.2%111.6K-7.8M-10.6K0.00104.00103,253679
2024-08-20$31.23$20.0050.5%14.5%36.0%33.1%0.0%24.5%0.9%103.9K-7.7M-11.1K0.27103.00100273,253679
2024-08-21$31.45$20.0036.8%10.6%35.9%17.8%59.4%21.4%4.4%103.1K-8.1M-10.0K0.03106.80335113,244704
2024-08-22$31.35$20.0032.6%9.4%35.4%13.2%0.0%18.8%13.1%95.7K-8.2M-10.1K0.00110.1626303,246714
2024-08-23$32.18$20.0041.3%11.8%36.4%22.8%35.4%5.9%0.9%91.7K-8.4M-8.6K0.00114.847703,125714
2024-08-26$32.61$20.0036.8%10.5%35.7%15.9%47.4%-5.0%-9.5%90.7K-8.6M-7.0K0.00111.7838413,061714
2024-08-27$32.81$20.0035.1%10.1%35.7%10.7%42.3%-6.5%-10.8%104.4K-9.4M-6.6K0.00111.7183903,284715
2024-08-28$32.92$20.0032.5%9.3%35.7%7.6%0.0%1.7%-6.4%101.3K-10.4M-7.1K0.00112.7813003,584715
2024-08-29$32.81$20.0037.7%10.8%35.7%13.8%0.0%-23.3%-18.2%102.0K-10.5M-9.2K0.00111.972603,714715
2024-08-30$33.12$20.0035.5%10.2%32.6%11.2%0.0%-6.8%-8.1%107.1K-11.0M-7.8K0.00101.953403,740715