CSV Options History — September 2024 In September 2024, CSV traded between $32.08 and $33.41. ATM implied volatility averaged 32.8%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 15.0% (HV 20d: 17.8%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-17 : Highest Volume — 141 contracts2024-09-05 : Largest IV spike — 65.7% change2024-09-09 : Highest IV Rank — 45.3%2024-09-03 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $32.81 $32.08 $33.41 $32.77 $32.72 Max Pain $24.50 $20.00 $25.00 $20.00 $25.00 ATM IV 32.8% 17.9% 64.3% 39.7% 20.0% Expected Move 8.2% 5.1% 11.4% 11.4% 5.7% HV 20d 17.8% 14.6% 22.6% 22.6% 14.6% HV 60d 28.7% 26.3% 30.6% 30.6% 26.3% IV Rank 10.1% 0.0% 45.3% 16.1% 2.4% IV Percentile 17.7% 0.0% 88.9% 27.4% 0.4% Term Structure 5.6% -14.6% 23.5% -14.6% 23.5% VWIV 30.5% 25.1% 37.3% 29.9% 37.3% Skew 25d 9.8% -5.5% 82.8% -5.5% 15.3% Skew 10d 15.3% 0.9% 117.5% 1.1% 19.2% Call IV 25d 28.8% 18.6% 45.0% 44.2% 18.6% Put IV 25d 38.5% 25.1% 127.8% 38.7% 33.9% Bid-Ask Spread % 102.87 92.64 117.10 109.05 107.94 Gamma HHI 0.43 0.32 0.56 0.42 0.35 Net GEX 109.6K 47.2K 150.8K 108.7K 85.1K Net DEX -10.5M -12.0M -8.6M -10.8M -8.6M Net VEX -6.7K -8.5K -4.7K -8.4K -5.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 27.4 0 141 5 20 Total OI 4,322.8 3,682 4,782 4,485 3,686
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 2024-09-03 $32.77 $20.00 39.7% 11.4% 22.6% 16.1% 0.0% -5.5% -14.6% 108.7K -10.8M -8.4K 0.00 109.05 5 0 3,770 715 2024-09-04 $33.00 $20.00 32.4% 9.3% 22.6% 7.5% 0.0% 11.3% -3.8% 101.2K -11.1M -7.3K 0.00 117.10 14 0 3,775 715 2024-09-05 $32.99 $25.00 53.7% 8.5% 21.2% 32.7% 29.9% 1.7% 8.4% 103.3K -11.1M -7.9K 0.00 100.14 3 0 3,789 715 2024-09-06 $32.48 $25.00 49.2% 10.1% 19.5% 27.4% 35.9% 0.1% 3.5% 110.5K -10.7M -8.5K 0.00 97.97 1 0 3,789 715 2024-09-09 $32.23 $25.00 64.3% 9.9% 19.7% 45.3% 36.3% 2.9% 12.1% 121.2K -10.5M -8.5K 0.00 99.56 140 0 3,789 715 2024-09-10 $32.22 $25.00 52.0% 10.6% 19.7% 30.7% 0.0% 8.8% 11.3% 121.1K -10.9M -8.1K 0.00 103.07 1 0 3,869 715 2024-09-11 $32.08 $25.00 35.0% 10.0% 19.6% 10.7% 0.0% 8.9% 15.5% 124.7K -10.8M -7.8K 0.00 106.42 1 0 3,870 715 2024-09-12 $32.20 $25.00 33.8% 9.7% 18.8% 10.0% 31.3% 8.9% 17.9% 122.3K -10.9M -8.0K 0.00 100.96 120 0 3,870 715 2024-09-13 $33.07 $25.00 28.3% 8.1% 17.1% 2.9% 28.7% 5.5% 10.9% 150.8K -11.7M -5.9K 0.00 101.60 52 0 3,868 715 2024-09-16 $33.01 $25.00 27.2% 7.8% 17.1% 1.5% 27.6% -2.9% 7.7% 123.8K -11.7M -6.2K 0.00 97.24 22 0 3,910 715 2024-09-17 $33.20 $25.00 26.5% 7.6% 16.8% 0.6% 26.6% -1.4% 3.5% 140.1K -12.0M -5.4K 0.00 101.82 141 0 3,930 715 2024-09-18 $33.04 $25.00 23.7% 6.8% 17.0% 0.0% 25.1% 14.1% 10.5% 120.1K -11.9M -6.6K 0.00 92.64 3 0 4,067 715 2024-09-19 $33.41 $25.00 25.9% 7.4% 17.2% 2.8% 0.0% 0.7% -4.7% 129.1K -12.0M -6.2K 0.00 98.31 13 0 4,016 715 2024-09-20 $33.06 $25.00 23.8% 6.8% 17.7% 0.2% 30.2% -0.5% -4.4% 108.4K -11.7M -6.5K 0.00 94.12 8 0 4,027 715 2024-09-23 $32.98 $25.00 25.9% 7.4% 15.5% 2.7% 26.6% 9.0% -2.4% 121.8K -8.7M -5.6K 0.00 95.90 2 0 2,986 696 2024-09-24 $33.13 $25.00 29.5% 8.5% 14.9% 7.3% 0.0% 82.8% -1.8% 47.2K -8.8M -5.2K 0.00 105.00 0 0 2,988 696 2024-09-25 $32.86 $25.00 24.2% 6.9% 15.0% 0.7% 0.0% 10.4% 2.1% 90.4K -8.8M -4.7K 0.00 111.68 0 0 2,988 696 2024-09-26 $32.88 $25.00 22.6% 6.5% 15.0% 0.0% 37.3% 8.9% 3.5% 73.2K -8.7M -5.3K 0.00 112.95 2 0 2,988 697 2024-09-27 $32.78 $25.00 17.9% 5.1% 15.0% 0.0% 0.0% 16.3% 12.9% 89.3K -8.6M -5.6K 0.00 103.86 0 0 2,989 697 2024-09-30 $32.72 $25.00 20.0% 5.7% 14.6% 2.4% 0.0% 15.3% 23.5% 85.1K -8.6M -5.4K 0.00 107.94 20 0 2,989 697
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