CSV Options History — October 2024

In October 2024, CSV traded between $30.45 and $37.62. ATM implied volatility averaged 43.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 24.4% (HV 20d: 19.3%). Max pain ranged from $22.50 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-10-14: Highest Volume — 694 contracts
  • 2024-10-02: Largest IV spike — 191.6% change
  • 2024-10-02: Highest IV Rank — 47.4%
  • 2024-10-02: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.02$30.45$37.62$32.74$37.62
Max Pain$25.98$22.50$35.00$25.00$22.50
ATM IV43.8%20.1%58.7%20.1%45.3%
Expected Move12.1%5.8%16.8%5.8%13.0%
HV 20d19.3%14.1%53.4%14.1%53.4%
HV 60d25.0%19.7%34.7%26.3%34.7%
IV Rank30.1%2.6%47.4%2.6%31.9%
IV Percentile43.8%0.8%82.9%0.8%49.6%
Term Structure-5.2%-26.7%22.2%22.2%-11.6%
VWIV47.7%15.5%81.3%15.5%46.9%
Skew 25d8.1%-12.4%30.9%12.3%-0.9%
Skew 10d9.8%2.4%31.0%12.2%3.6%
Call IV 25d35.2%20.6%47.5%21.7%42.3%
Put IV 25d43.2%31.9%54.9%34.0%41.4%
Bid-Ask Spread %110.1799.79117.59113.30111.47
Gamma HHI0.520.360.680.360.42
Net GEX101.3K21.8K214.3K95.5K21.8K
Net DEX-7.1M-10.0M-4.9M-8.6M-6.7M
Net VEX-5.8K-7.0K-2.7K-5.6K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.006.000.000.01
Total Volume78.08706943584
Total OI3,1001,8744,2193,7061,911

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$32.74$25.0020.1%5.8%14.1%2.6%15.5%12.3%22.2%95.5K-8.6M-5.6K0.00113.30303,009697
2024-10-02$32.50$25.0058.7%16.8%14.1%47.4%0.0%30.9%-12.2%113.8K-8.4M-6.0K0.00109.60003,011697
2024-10-03$31.68$35.0049.7%12.8%16.6%37.1%0.0%-2.9%-5.2%137.6K-7.8M-7.0K0.00111.06003,011697
2024-10-04$31.97$35.0049.3%9.8%16.2%36.5%0.0%10.0%9.3%132.0K-8.1M-5.9K0.07110.911513,012695
2024-10-07$31.23$35.0051.0%11.7%18.0%38.5%0.0%2.9%-5.9%148.3K-7.5M-6.6K0.00106.477303,024696
2024-10-08$30.84$25.0037.5%10.1%18.4%22.9%34.1%5.6%-0.7%181.4K-7.6M-7.0K0.03111.396123,112696
2024-10-09$30.45$25.0050.0%14.3%18.7%37.4%0.0%8.8%-10.7%214.3K-7.3M-7.0K0.00106.75003,107696
2024-10-10$30.62$25.0039.6%11.4%18.8%25.3%0.0%14.6%-2.0%164.2K-7.3M-6.6K0.00108.35003,107696
2024-10-11$30.88$25.0041.7%11.9%16.0%27.7%45.1%5.6%5.6%168.9K-7.5M-6.8K0.80112.25543,107696
2024-10-14$30.82$25.0036.3%10.4%16.0%21.4%54.6%0.9%-2.4%155.4K-7.4M-6.5K0.00117.5969403,107698
2024-10-15$31.10$25.0038.6%11.1%16.3%24.0%45.2%9.6%-6.6%146.9K-8.4M-6.3K0.00113.0912803,398698
2024-10-16$31.34$25.0039.3%11.3%16.7%24.9%46.2%4.5%-0.6%157.7K-8.7M-6.7K0.00115.5712303,458698
2024-10-17$32.06$25.0043.3%12.4%18.4%29.6%42.8%-5.5%1.0%49.3K-10.0M-5.0K0.00103.96103,519698
2024-10-18$32.24$25.0045.3%13.0%18.3%31.9%48.8%-12.4%-14.2%49.1K-10.0M-5.0K0.00104.416703,521698
2024-10-21$32.08$25.0050.0%14.3%18.4%37.4%0.0%9.5%-16.4%50.4K-5.1M-5.0K0.00112.77001,84529
2024-10-22$31.95$25.0054.4%15.6%18.2%42.5%44.0%8.5%-13.3%53.3K-5.0M-5.4K6.00101.65161,84529
2024-10-23$32.30$25.0043.7%12.5%18.6%30.0%0.0%19.8%15.7%48.6K-5.1M-4.9K0.00111.81001,84635
2024-10-24$32.01$25.0052.9%15.2%18.8%40.8%0.0%8.5%-11.3%52.9K-4.9M-5.8K0.00113.87301,85135
2024-10-25$32.08$25.0056.2%16.1%18.9%44.5%68.1%9.8%-26.7%50.4K-5.1M-5.2K0.00112.562101,85135
2024-10-28$32.80$25.0037.5%10.8%20.6%22.9%81.3%11.3%-17.7%44.0K-5.3M-5.2K0.33113.82311,87235
2024-10-29$32.53$22.5032.1%9.2%20.8%16.5%0.0%23.1%-3.3%42.7K-5.3M-5.1K0.00111.36001,87536
2024-10-30$32.61$22.5034.4%9.8%20.6%19.2%0.0%10.8%-12.0%51.2K-5.3M-5.1K0.0099.79001,87536
2024-10-31$37.62$22.5045.3%13.0%53.4%31.9%46.9%-0.9%-11.6%21.8K-6.7M-2.7K0.01111.4758041,87536