CTL Options History — May 2019 In May 2019, CTL traded between $9.66 and $11.65. ATM implied volatility averaged 41.9%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 8.8% (HV 20d: 33.0%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.99.
Notable Days 2019-05-30 : Highest Volume — 40,991 contracts2019-05-09 : Largest IV drop — 27.2% change2019-05-07 : Highest IV Rank — 64.6%2019-05-02 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $10.72 $9.66 $11.65 $11.36 $10.45 Max Pain $10.86 $10.00 $12.00 $12.00 $10.00 ATM IV 41.9% 33.6% 54.0% 51.2% 40.8% Expected Move 12.1% 9.6% 19.2% 17.6% 11.5% HV 20d 33.0% 23.5% 44.7% 24.3% 44.7% HV 60d 36.6% 31.3% 43.2% 43.0% 32.7% IV Rank 39.9% 23.0% 64.6% 59.2% 38.1% IV Percentile 72.6% 50.0% 96.0% 93.3% 71.4% Term Structure -1.2% -7.0% 2.0% -7.0% -0.3% VWIV 43.6% 34.7% 66.4% 63.7% 43.8% Skew 25d 6.5% 4.3% 13.7% 5.4% 5.7% Skew 10d 15.9% 6.6% 33.6% 33.6% 15.4% Call IV 25d 39.6% 32.4% 51.3% 51.3% 39.5% Put IV 25d 46.2% 37.3% 60.3% 56.7% 45.3% Bid-Ask Spread % 6.76 4.00 11.40 8.01 4.00 Gamma HHI 0.15 0.09 0.21 0.09 0.17 Net GEX -585.2K -1.3M 429.0K 11.3K -248.0K Net DEX 83.6M 46.4M 117.1M 60.9M 67.8M Net VEX -603.1K -730.3K -509.7K -708.0K -646.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.27 3.58 0.27 0.72 Total Volume 22,010.364 6,299 40,991 13,927 15,050 Total OI 476,354.773 418,552 515,981 464,230 477,219
Daily Data (22 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 2019-05-01 $11.36 $12.00 51.2% 17.6% 24.3% 59.2% 63.7% 5.4% -7.0% 11.3K 60.9M -708.0K 0.27 8.01 N/A N/A 11,005 2,922 249,434 214,796 2019-05-02 $11.40 $12.00 52.0% 19.2% 23.5% 62.2% 66.4% 5.2% -2.5% -149.5K 59.3M -698.9K 0.55 7.31 N/A N/A 6,565 3,588 245,834 216,476 2019-05-03 $11.65 $12.00 50.1% 18.4% 25.0% 56.6% 63.6% 6.4% 2.0% 256.9K 46.4M -721.4K 0.84 4.82 N/A N/A 13,385 11,303 248,730 217,785 2019-05-06 $11.56 $11.00 49.7% 13.0% 24.3% 53.3% 46.5% 7.5% -0.8% 429.0K 49.7M -730.3K 1.43 7.48 N/A N/A 4,718 6,729 250,080 222,303 2019-05-07 $11.36 $11.00 54.0% 14.6% 24.7% 64.6% 50.7% 13.7% -4.4% 237.3K 60.2M -701.8K 0.52 7.35 N/A N/A 7,514 3,935 252,605 228,085 2019-05-08 $11.43 $11.00 52.5% 13.1% 24.7% 61.8% 45.9% 7.7% -6.1% 297.5K 58.5M -696.4K 0.41 10.44 N/A N/A 16,544 6,758 255,605 229,346 2019-05-09 $10.86 $11.00 38.2% 10.4% 28.9% 32.8% 37.7% 7.1% -0.8% -1.1M 104.1M -587.4K 0.44 11.40 N/A N/A 23,571 10,428 264,304 232,542 2019-05-10 $10.86 $11.00 37.1% 10.4% 28.7% 30.6% 38.6% 5.7% -0.8% -684.1K 99.2M -568.8K 0.66 7.68 N/A N/A 11,211 7,426 271,089 233,915 2019-05-13 $10.51 $11.00 41.8% 11.3% 28.2% 38.9% 44.5% 7.0% -2.5% -834.4K 110.7M -533.7K 3.58 4.45 N/A N/A 7,600 27,234 252,275 225,124 2019-05-14 $10.99 $11.00 36.6% 10.0% 33.5% 29.2% 34.7% 7.6% -1.4% -929.6K 91.0M -587.5K 0.76 5.24 N/A N/A 17,355 13,228 260,352 243,363 2019-05-15 $10.91 $11.00 34.4% 9.8% 32.8% 24.5% 37.9% 6.1% -0.7% -1.0M 97.4M -569.0K 0.40 4.02 N/A N/A 4,507 1,792 260,050 248,193 2019-05-16 $10.66 $11.00 33.6% 9.6% 33.4% 23.0% 36.0% 4.4% 0.2% -1.0M 113.5M -538.7K 2.66 4.47 N/A N/A 5,137 13,684 260,540 247,747 2019-05-17 $10.57 $11.00 35.9% 9.8% 33.3% 29.3% 36.8% 6.8% -3.4% -1.1M 117.1M -523.2K 1.04 6.73 N/A N/A 13,735 14,239 258,846 257,135 2019-05-20 $10.11 $11.00 39.1% 11.1% 35.6% 33.3% 40.8% 8.0% -0.2% -1.3M 94.7M -509.7K 0.44 4.83 N/A N/A 15,786 6,973 199,093 219,459 2019-05-21 $10.26 $11.00 36.4% 10.4% 36.4% 28.3% 36.3% 6.0% 0.0% -1.2M 89.5M -526.0K 1.18 5.42 N/A N/A 9,213 10,827 209,438 223,158 2019-05-22 $9.98 $10.50 37.4% 10.7% 36.6% 30.7% 37.2% 5.9% 0.7% -1.2M 97.1M -520.7K 2.30 6.69 N/A N/A 11,362 26,142 221,930 229,162 2019-05-23 $9.66 $10.50 41.8% 12.0% 37.7% 39.9% 38.5% 6.4% -0.6% -1.3M 104.3M -545.2K 0.92 10.16 N/A N/A 16,628 15,240 228,318 239,853 2019-05-24 $10.14 $10.00 38.3% 10.8% 42.0% 31.5% 36.9% 7.0% 1.5% -825.3K 87.5M -565.2K 1.21 9.66 N/A N/A 8,693 10,550 233,780 237,465 2019-05-28 $10.14 $10.00 39.1% 10.6% 41.9% 34.7% 35.3% 4.6% 0.9% -896.1K 88.4M -557.9K 0.55 7.19 N/A N/A 10,449 5,729 226,698 239,069 2019-05-29 $10.38 $10.00 40.8% 11.1% 42.7% 37.8% 39.1% 5.5% -0.2% -366.0K 77.6M -598.2K 0.57 5.76 N/A N/A 9,222 5,260 232,807 241,295 2019-05-30 $10.68 $10.00 40.4% 11.1% 44.3% 36.9% 48.3% 4.3% -0.2% -136 64.6M -634.0K 0.29 5.70 N/A N/A 31,788 9,203 232,419 242,088 2019-05-31 $10.45 $10.00 40.8% 11.5% 44.7% 38.1% 43.8% 5.7% -0.3% -248.0K 67.8M -646.9K 0.72 4.00 N/A N/A 8,733 6,317 232,615 244,604
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