CTL Options History — June 2019 In June 2019, CTL traded between $10.15 and $11.74. ATM implied volatility averaged 37.8%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 1.3% (HV 20d: 39.1%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.72.
Notable Days 2019-06-27 : Highest Volume — 35,489 contracts2019-06-25 : Largest IV spike — 10.8% change2019-06-03 : Highest IV Rank — 42.5%2019-06-03 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.93 $10.15 $11.74 $10.23 $11.74 Max Pain $11.72 $10.00 $12.00 $10.00 $12.00 ATM IV 37.8% 34.3% 43.3% 43.3% 35.2% Expected Move 10.7% 9.6% 12.3% 12.3% 9.6% HV 20d 39.1% 29.4% 46.0% 44.0% 37.2% HV 60d 33.1% 31.1% 36.5% 31.1% 36.4% IV Rank 31.6% 23.9% 42.5% 42.5% 24.0% IV Percentile 58.1% 41.3% 75.0% 75.0% 41.7% Term Structure -0.0% -2.3% 3.5% -1.0% 1.9% VWIV 37.6% 33.5% 44.0% 41.9% 33.5% Skew 25d 4.1% 1.6% 6.1% 4.2% 2.8% Skew 10d 8.7% 1.6% 13.0% 11.3% 6.7% Call IV 25d 36.7% 32.7% 41.6% 41.6% 32.7% Put IV 25d 40.8% 35.6% 46.5% 45.8% 35.6% Bid-Ask Spread % 4.24 3.04 6.13 4.47 4.40 Gamma HHI 0.16 0.14 0.22 0.17 0.22 Net GEX 934.8K -306.9K 2.3M -182.6K 2.3M Net DEX 37.5M -14.2M 79.0M 73.7M -14.2M Net VEX -708.3K -819.3K -608.0K -626.1K -819.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.28 1.96 0.36 0.56 Total Volume 16,569.15 8,541 35,489 20,545 21,133 Total OI 494,140.7 455,907 529,499 455,907 529,499
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-06-03 $10.23 $10.00 43.3% 12.3% 44.0% 42.5% 41.9% 4.2% -1.0% -182.6K 73.7M -626.1K 0.36 4.47 N/A N/A 15,056 5,489 224,195 231,712 2019-06-04 $10.31 $10.00 40.8% 11.3% 44.2% 37.9% 40.7% 5.7% -0.7% 68.5K 68.6M -624.5K 1.96 3.89 N/A N/A 4,604 9,003 235,858 230,311 2019-06-05 $10.15 $10.50 41.6% 12.1% 44.2% 39.4% 41.6% 5.4% 0.1% -306.9K 79.0M -622.8K 1.31 3.79 N/A N/A 3,726 4,877 237,774 235,412 2019-06-06 $10.48 $12.00 41.2% 11.8% 46.0% 38.7% 43.1% 4.6% -0.7% 244.1K 64.3M -637.4K 0.97 4.04 N/A N/A 6,329 6,129 239,404 235,807 2019-06-07 $10.52 $12.00 39.6% 10.8% 42.6% 35.6% 44.0% 5.4% -0.4% 951.2K 60.9M -647.8K 0.60 3.89 N/A N/A 11,394 6,867 242,892 236,774 2019-06-10 $10.32 $12.00 38.2% 11.1% 43.1% 32.4% 38.2% 2.8% 0.4% 314.1K 68.3M -608.0K 0.89 4.43 N/A N/A 4,521 4,020 242,580 233,966 2019-06-11 $10.68 $12.00 39.2% 10.7% 43.4% 34.2% 38.4% 2.4% -2.3% 728.7K 52.2M -645.4K 0.35 3.04 N/A N/A 16,792 5,808 244,312 236,390 2019-06-12 $10.78 $12.00 38.2% 10.7% 40.4% 32.3% 37.6% 3.9% -0.9% 838.9K 50.3M -655.5K 0.40 3.14 N/A N/A 19,542 7,891 243,513 237,206 2019-06-13 $11.11 $12.00 38.7% 10.9% 41.7% 33.7% 38.2% 3.2% -1.0% 1.5M 27.7M -721.1K 0.59 4.78 N/A N/A 16,182 9,489 256,358 241,683 2019-06-14 $11.11 $12.00 37.2% 10.5% 40.8% 30.7% 36.4% 3.7% -0.6% 1.2M 24.9M -743.2K 0.54 4.76 N/A N/A 9,683 5,250 263,292 243,846 2019-06-17 $11.30 $12.00 36.8% 10.6% 40.9% 30.1% 36.5% 6.1% -0.8% 1.6M 15.7M -747.4K 0.76 4.17 N/A N/A 11,464 8,717 263,461 238,893 2019-06-18 $11.43 $12.00 37.0% 10.6% 36.8% 30.1% 36.4% 5.2% 0.2% 1.6M 7.4M -770.2K 0.56 3.51 N/A N/A 8,598 4,851 267,819 242,127 2019-06-19 $11.34 $12.00 36.4% 10.4% 37.0% 28.5% 35.7% 4.3% -0.6% 1.6M 10.9M -787.3K 0.40 3.18 N/A N/A 6,910 2,743 269,945 243,727 2019-06-20 $11.34 $12.00 35.1% 10.1% 35.0% 26.1% 35.0% 3.9% -0.6% 1.6M 10.1M -790.1K 0.57 3.17 N/A N/A 7,372 4,211 272,308 243,663 2019-06-21 $11.31 $12.00 34.6% 9.9% 32.1% 25.0% 33.8% 5.0% -0.5% 1.2M 13.0M -758.1K 0.40 4.38 N/A N/A 7,591 3,029 275,219 244,309 2019-06-24 $11.12 $12.00 35.0% 9.7% 29.4% 26.4% 35.7% 3.8% 1.3% 993.3K 34.7M -750.6K 1.67 5.19 N/A N/A 4,004 6,686 258,518 230,879 2019-06-25 $10.73 $12.00 38.8% 10.8% 32.7% 33.9% 37.4% 1.6% 3.5% 173.6K 54.4M -698.5K 0.54 6.13 N/A N/A 9,054 4,852 260,382 235,738 2019-06-26 $10.89 $12.00 35.0% 9.9% 32.1% 25.7% 34.9% 4.6% 2.4% 338.1K 48.2M -723.0K 0.77 5.29 N/A N/A 6,781 5,246 265,801 238,688 2019-06-27 $11.64 $12.00 34.3% 9.6% 38.4% 23.9% 34.2% 3.1% 0.0% 2.0M -355.9K -790.4K 0.28 5.11 N/A N/A 27,817 7,672 269,068 239,485 2019-06-28 $11.74 $12.00 35.2% 9.6% 37.2% 24.0% 33.5% 2.8% 1.9% 2.3M -14.2M -819.3K 0.56 4.40 N/A N/A 13,547 7,586 287,018 242,481
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