CTL Options History — July 2019 In July 2019, CTL traded between $11.07 and $12.26. ATM implied volatility averaged 42.0%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 9.3% (HV 20d: 32.8%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2019-07-10 : Highest Volume — 29,001 contracts2019-07-08 : Largest IV spike — 17.2% change2019-07-30 : Highest IV Rank — 49.8%2019-07-31 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.74 $11.07 $12.26 $11.68 $12.16 Max Pain $11.23 $11.00 $12.00 $12.00 $11.50 ATM IV 42.0% 31.0% 46.8% 31.0% 46.2% Expected Move 12.4% 8.2% 16.1% 8.6% 16.1% HV 20d 32.8% 26.3% 36.7% 36.1% 27.7% HV 60d 36.2% 35.5% 36.9% 36.4% 36.9% IV Rank 40.3% 17.6% 49.8% 17.8% 48.9% IV Percentile 67.2% 24.2% 84.1% 25.0% 82.5% Term Structure 0.3% -4.1% 12.1% 11.4% -2.9% VWIV 43.6% 28.1% 55.3% 29.3% 55.3% Skew 25d 5.1% 2.7% 6.9% 2.7% 6.9% Skew 10d 11.7% 4.1% 14.5% 4.1% 13.1% Call IV 25d 40.5% 29.8% 44.1% 31.5% 44.1% Put IV 25d 45.6% 33.2% 51.0% 34.2% 51.0% Bid-Ask Spread % 5.80 4.04 7.92 4.21 7.92 Gamma HHI 0.19 0.13 0.29 0.24 0.18 Net GEX 1.9M 616.0K 2.7M 2.7M 2.3M Net DEX 1.8M -33.2M 39.4M -1.1M -20.9M Net VEX -779.2K -827.9K -742.6K -803.0K -827.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.10 1.90 0.59 0.25 Total Volume 13,869.636 6,017 29,001 13,451 10,052 Total OI 496,620.545 405,243 553,043 526,120 436,875
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 2019-07-01 $11.68 $12.00 31.0% 8.6% 36.1% 17.8% 29.3% 2.7% 11.4% 2.7M -1.1M -803.0K 0.59 4.21 N/A N/A 8,454 4,997 286,428 239,692 2019-07-02 $11.66 $12.00 31.7% 8.2% 36.2% 19.3% 28.1% 3.9% 11.4% 2.6M 542.0K -796.2K 1.90 4.26 N/A N/A 2,853 5,425 287,757 242,336 2019-07-03 $11.64 $12.00 31.1% 8.3% 35.4% 17.6% 28.1% 3.4% 11.3% 2.3M 5.8M -791.8K 1.21 4.04 N/A N/A 2,727 3,290 288,498 245,550 2019-07-05 $11.77 $11.00 35.7% 11.9% 34.2% 17.6% 42.8% 3.3% 12.1% 2.1M -5.4M -781.8K 0.56 5.38 N/A N/A 6,161 3,465 288,995 245,829 2019-07-08 $11.64 $11.00 41.9% 11.7% 34.7% 46.1% 43.1% 5.6% -4.1% 2.0M 6.1M -760.8K 0.53 5.26 N/A N/A 9,390 5,006 281,735 242,074 2019-07-09 $11.78 $11.00 42.5% 11.9% 33.6% 44.1% 42.2% 6.5% -2.1% 2.3M -3.8M -776.3K 1.06 4.55 N/A N/A 5,733 6,074 288,499 245,672 2019-07-10 $11.91 $11.00 43.3% 11.6% 32.0% 42.8% 39.7% 6.1% -2.7% 2.5M -10.8M -774.3K 0.10 5.39 N/A N/A 26,323 2,678 288,002 244,971 2019-07-11 $12.06 $11.00 42.8% 11.8% 32.1% 42.5% 40.9% 5.5% -2.6% 2.5M -22.7M -785.1K 0.63 6.43 N/A N/A 7,184 4,521 291,903 245,263 2019-07-12 $12.19 $11.00 42.5% 11.8% 30.8% 42.4% 40.5% 5.4% -2.1% 2.4M -32.0M -779.1K 0.47 6.03 N/A N/A 8,584 4,066 293,868 246,378 2019-07-15 $12.26 $11.00 43.4% 12.4% 30.8% 42.5% 41.9% 6.1% -1.8% 2.5M -33.2M -783.7K 0.91 4.30 N/A N/A 5,879 5,366 291,671 242,384 2019-07-16 $12.16 $11.00 44.6% 12.7% 30.8% 44.7% 43.7% 5.6% -0.9% 2.2M -29.6M -779.1K 0.75 6.02 N/A N/A 7,230 5,436 293,761 243,882 2019-07-17 $11.80 $11.00 43.2% 12.4% 32.8% 42.6% 47.5% 4.8% 0.8% 1.6M 1.9M -757.3K 0.64 5.39 N/A N/A 5,370 3,410 294,307 246,726 2019-07-18 $11.39 $11.00 45.4% 13.1% 35.2% 48.0% 45.0% 6.3% -1.8% 1.2M 35.0M -763.2K 1.82 5.86 N/A N/A 8,204 14,962 295,612 257,431 2019-07-19 $11.39 $11.00 45.4% 13.2% 35.2% 48.4% 45.3% 5.3% -2.7% 969.1K 32.5M -769.6K 0.56 7.38 N/A N/A 8,972 5,029 296,853 255,380 2019-07-22 $11.07 $11.00 44.1% 13.3% 36.7% 42.9% 48.0% 3.2% -1.2% 616.0K 38.4M -747.9K 1.10 7.68 N/A N/A 11,584 12,794 204,606 200,637 2019-07-23 $11.14 $11.00 45.6% 13.5% 36.3% 47.3% 47.1% 6.8% -4.0% 734.9K 39.4M -742.6K 1.34 4.70 N/A N/A 6,660 8,910 210,688 211,256 2019-07-24 $11.45 $11.00 43.4% 13.1% 34.9% 43.1% 48.1% 2.9% -1.8% 1.3M 23.6M -758.2K 1.29 6.19 N/A N/A 7,353 9,493 214,543 212,587 2019-07-25 $11.47 $11.00 44.3% 13.7% 34.6% 45.3% 50.3% 5.0% -0.0% 1.5M 20.3M -777.9K 1.45 7.90 N/A N/A 5,936 8,587 216,898 213,931 2019-07-26 $11.74 $11.50 44.8% 14.0% 26.5% 48.0% 49.3% 5.0% -3.5% 1.6M 2.1M -784.8K 1.62 5.23 N/A N/A 6,136 9,965 218,456 214,257 2019-07-29 $11.77 $11.50 44.7% 14.3% 26.3% 43.8% 50.4% 6.7% -3.5% 1.7M 5.4M -777.1K 0.20 6.46 N/A N/A 7,729 1,520 215,363 211,305 2019-07-30 $12.07 $11.50 46.8% 14.9% 27.7% 49.8% 52.7% 5.3% -2.7% 2.3M -12.5M -824.3K 0.48 7.02 N/A N/A 7,835 3,789 220,904 211,889 2019-07-31 $12.16 $11.50 46.2% 16.1% 27.7% 48.9% 55.3% 6.9% -2.9% 2.3M -20.9M -827.9K 0.25 7.92 N/A N/A 8,027 2,025 223,956 212,919
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