CTL Options History — August 2018 In August 2018, CTL traded between $18.55 and $23.98. ATM implied volatility averaged 30.7%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 11.4% (HV 20d: 42.1%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.79.
Notable Days 2018-08-29 : Highest Volume — 184,051 contracts2018-08-13 : Largest IV drop — 50.7% change2018-08-10 : Highest IV Rank — 52.6%2018-08-01 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.51 $18.55 $23.98 $18.63 $21.35 Max Pain $19.91 $19.00 $22.00 $19.00 $22.00 ATM IV 30.7% 23.7% 59.9% 59.9% 24.7% Expected Move 8.0% 6.7% 12.0% 12.0% 7.1% HV 20d 42.1% 17.3% 56.0% 20.8% 56.0% HV 60d 30.7% 19.4% 35.9% 25.4% 35.9% IV Rank 26.2% 19.9% 52.6% 52.0% 20.5% IV Percentile 24.9% 3.2% 97.2% 97.2% 7.9% Term Structure -0.7% -15.9% 3.2% -15.9% 1.0% VWIV 29.9% 24.3% 45.5% 38.6% 24.6% Skew 25d 7.2% 0.9% 52.8% 52.8% 2.7% Skew 10d 14.1% -2.2% 84.8% 84.8% 6.4% Call IV 25d 26.1% 22.4% 33.7% 29.9% 24.8% Put IV 25d 33.2% 25.7% 82.7% 82.7% 27.5% Bid-Ask Spread % 12.97 3.72 62.04 62.04 3.92 Gamma HHI 0.18 0.11 0.47 0.19 0.12 Net GEX 3.1M 239.7K 12.5M 1.2M 608.7K Net DEX -121.0M -272.8M 25.7M -2.3M 25.7M Net VEX -830.7K -1.1M -450.7K -753.3K -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.07 1.45 1.25 0.63 Total Volume 34,743.913 11,250 184,051 14,382 22,266 Total OI 375,511.609 330,144 413,545 330,144 370,462
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-08-01 $18.63 $19.00 59.9% 12.0% 20.8% 52.0% 38.6% 52.8% -15.9% 1.2M -2.3M -753.3K 1.25 62.04 N/A N/A 6,387 7,995 142,677 187,467 2018-08-02 $18.77 $19.00 35.4% 11.0% 20.4% 30.0% 40.5% 19.3% 3.2% 1.5M -17.2M -740.8K 1.20 10.38 N/A N/A 5,119 6,131 146,878 191,915 2018-08-03 $18.86 $19.00 30.8% 11.8% 19.5% 25.7% 40.5% 1.6% 2.8% 1.3M -23.3M -758.3K 1.19 25.11 N/A N/A 6,606 7,854 148,628 193,144 2018-08-06 $18.70 $19.00 34.6% 9.1% 18.9% 29.9% 35.1% 7.6% -4.5% 635.4K 19.3M -816.7K 1.10 11.88 N/A N/A 8,790 9,643 148,231 194,319 2018-08-07 $18.63 $19.00 37.5% 9.1% 18.0% 32.3% 32.6% 6.0% -5.0% 966.5K -25.7M -450.7K 1.00 15.74 N/A N/A 10,354 10,316 153,247 197,090 2018-08-08 $18.55 $19.00 38.0% 9.0% 17.3% 32.5% 30.3% 9.2% -3.1% 728.9K 7.6M -784.9K 0.70 21.92 N/A N/A 14,748 10,388 160,179 202,140 2018-08-09 $20.89 $19.00 37.3% 7.0% 46.6% 33.3% 25.2% 4.8% -0.3% 5.1M -182.7M -672.8K 0.39 8.30 N/A N/A 46,342 18,031 167,077 206,896 2018-08-10 $21.39 $19.00 54.3% 7.2% 47.1% 52.6% 25.7% 0.9% -1.7% 5.5M -210.4M -831.8K 0.58 15.95 N/A N/A 21,031 12,132 175,293 209,294 2018-08-13 $21.95 $20.00 26.8% 6.9% 47.3% 21.1% 24.7% 5.3% -1.2% 4.7M -198.9M -776.5K 0.51 8.88 N/A N/A 20,471 10,362 162,996 206,710 2018-08-14 $22.40 $20.00 25.4% 7.3% 47.6% 20.4% 26.8% 4.2% 1.8% 4.8M -227.7M -721.9K 0.92 11.54 N/A N/A 17,891 16,453 166,264 211,634 2018-08-15 $22.42 $20.00 26.4% 7.8% 47.3% 22.2% 28.9% 7.2% 1.6% 4.0M -213.6M -811.8K 0.40 13.94 N/A N/A 15,462 6,127 169,166 221,645 2018-08-16 $23.38 $20.00 25.5% 7.2% 48.2% 21.4% 27.3% 4.3% 0.7% 2.5M -272.8M -797.0K 0.65 6.24 N/A N/A 29,124 19,035 168,558 222,889 2018-08-17 $23.47 $20.00 25.9% 7.5% 46.7% 21.7% 30.8% 3.5% 1.6% 12.5M -257.6M -858.3K 0.65 3.88 N/A N/A 23,073 14,902 176,396 237,149 2018-08-20 $23.84 $20.00 25.2% 7.1% 46.6% 20.9% 27.4% 4.2% 0.2% 3.1M -220.8M -830.3K 1.15 6.33 N/A N/A 14,647 16,850 152,406 213,039 2018-08-21 $23.98 $20.00 25.1% 7.1% 46.0% 20.9% 25.1% 4.7% 0.8% 3.1M -223.4M -772.8K 1.45 4.09 N/A N/A 12,647 18,304 156,856 221,506 2018-08-22 $22.40 $20.00 26.1% 7.5% 52.9% 21.9% 25.7% 4.0% -0.2% 2.8M -112.7M -998.8K 0.74 13.92 N/A N/A 23,604 17,511 158,763 230,217 2018-08-23 $22.80 $20.00 25.8% 7.4% 52.9% 21.8% 29.2% 5.0% -2.3% 3.8M -168.6M -827.2K 0.56 8.80 N/A N/A 18,036 10,189 167,092 237,329 2018-08-24 $22.82 $20.00 24.3% 6.9% 52.8% 20.2% 27.9% 4.9% 1.5% 4.3M -135.7M -975.9K 0.88 3.72 N/A N/A 11,899 10,440 171,919 238,809 2018-08-27 $22.91 $20.00 23.7% 6.7% 52.9% 19.9% 24.3% 4.4% 1.0% 2.9M -152.7M -892.7K 0.83 4.84 N/A N/A 11,116 9,231 159,652 231,868 2018-08-28 $22.52 $21.00 24.5% 7.0% 53.8% 20.5% 26.0% 2.6% 0.8% 2.2M -98.8M -1.1M 0.86 26.56 N/A N/A 10,034 8,655 160,489 233,344 2018-08-29 $22.36 $21.00 24.2% 6.9% 53.6% 20.3% 45.5% 2.7% 1.0% 2.3M -88.2M -967.9K 0.07 4.54 N/A N/A 171,592 12,459 161,666 234,757 2018-08-30 $21.71 $22.00 25.2% 7.1% 55.3% 21.2% 24.4% 3.0% 0.1% 239.7K -3.0M -917.7K 0.58 5.83 N/A N/A 15,749 9,114 129,664 239,047 2018-08-31 $21.35 $22.00 24.7% 7.1% 56.0% 20.5% 24.6% 2.7% 1.0% 608.7K 25.7M -1.0M 0.63 3.92 N/A N/A 13,644 8,622 130,982 239,480
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