CTL Options History — October 2019 In October 2019, CTL traded between $11.39 and $13.06. ATM implied volatility averaged 48.7%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 13.9% (HV 20d: 34.9%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2019-10-18 : Highest Volume — 32,305 contracts2019-10-07 : Largest IV spike — 17.8% change2019-10-08 : Highest IV Rank — 57.9%2019-10-30 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.19 $11.39 $13.06 $12.22 $12.91 Max Pain $12.22 $12.00 $13.00 $12.00 $12.50 ATM IV 48.7% 39.7% 52.7% 39.7% 51.8% Expected Move 14.4% 11.2% 17.4% 11.2% 16.4% HV 20d 34.9% 23.4% 45.0% 40.5% 23.4% HV 60d 43.6% 42.7% 44.1% 42.7% 43.3% IV Rank 48.5% 25.2% 57.9% 28.7% 57.7% IV Percentile 84.1% 52.8% 95.2% 57.9% 95.2% Term Structure 0.2% -5.5% 11.7% 8.6% -5.5% VWIV 50.1% 38.5% 60.4% 38.5% 58.9% Skew 25d 7.2% -13.6% 13.1% 6.5% 9.0% Skew 10d 21.2% -16.1% 51.5% 16.1% 28.1% Call IV 25d 45.8% 36.8% 65.3% 36.8% 46.6% Put IV 25d 53.0% 42.3% 58.8% 43.2% 55.6% Bid-Ask Spread % 11.27 5.20 63.29 5.20 9.28 Gamma HHI 0.16 0.11 0.30 0.11 0.14 Net GEX 189.2K -694.6K 1.6M 739.5K 353.8K Net DEX 67.4M 19.2M 118.1M 49.5M 35.9M Net VEX -824.0K -906.7K -772.4K -906.7K -844.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.15 4.55 1.21 0.79 Total Volume 11,352.435 5,003 32,305 9,197 5,742 Total OI 528,816.696 445,722 577,931 553,546 473,728
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 2019-10-01 $12.22 $12.00 39.7% 11.2% 40.5% 28.7% 38.5% 6.5% 8.6% 739.5K 49.5M -906.7K 1.21 5.20 N/A N/A 4,157 5,040 244,739 308,807 2019-10-02 $11.57 $12.00 42.7% 12.3% 45.0% 35.3% 42.5% 6.1% 7.2% -176.3K 95.5M -848.3K 4.55 6.08 N/A N/A 5,267 23,978 245,415 309,700 2019-10-03 $11.44 $13.00 47.2% 14.8% 44.7% 40.4% 49.4% 4.6% 11.7% -505.1K 110.8M -836.4K 0.63 63.29 N/A N/A 3,944 2,498 246,498 316,708 2019-10-04 $11.47 $13.00 42.1% 14.2% 44.7% 25.2% 44.5% 4.8% 8.6% -337.8K 113.0M -835.7K 2.03 14.21 N/A N/A 6,999 14,199 248,092 319,527 2019-10-07 $11.47 $12.00 49.6% 14.5% 44.4% 55.8% 47.3% 5.7% -0.8% -673.8K 111.6M -821.0K 0.35 21.51 N/A N/A 5,044 1,782 244,746 323,654 2019-10-08 $11.39 $12.00 51.5% 14.8% 40.2% 57.9% 50.6% 8.9% -2.0% -694.6K 118.1M -801.8K 0.62 7.70 N/A N/A 3,250 2,005 246,380 324,118 2019-10-09 $11.44 $12.00 51.6% 14.7% 34.4% 54.9% 49.1% 4.7% 0.8% -489.5K 115.3M -799.7K 0.34 9.66 N/A N/A 3,919 1,346 248,053 324,381 2019-10-10 $11.62 $12.00 52.0% 14.0% 33.4% 57.5% 48.2% 8.4% -4.2% 13.1K 101.3M -811.5K 0.62 6.07 N/A N/A 3,090 1,913 248,981 324,727 2019-10-11 $11.78 $12.00 50.1% 13.8% 30.1% 53.9% 48.6% 11.0% -3.3% -15.6K 86.4M -835.9K 0.71 11.45 N/A N/A 5,050 3,583 249,766 325,298 2019-10-14 $11.76 $12.00 47.2% 13.3% 30.1% 42.9% 48.2% 8.1% 1.6% -54.4K 96.3M -772.4K 0.69 6.77 N/A N/A 3,162 2,171 246,485 323,840 2019-10-15 $12.11 $12.00 46.8% 13.3% 32.3% 43.1% 46.4% 6.9% 0.2% 713.2K 60.2M -795.3K 0.47 5.39 N/A N/A 8,850 4,126 247,448 324,302 2019-10-16 $12.19 $12.00 48.2% 13.8% 32.5% 47.1% 48.6% 6.5% 2.5% 937.3K 48.3M -796.0K 0.64 7.77 N/A N/A 4,770 3,075 249,649 325,886 2019-10-17 $12.03 $12.00 48.0% 13.6% 32.6% 45.6% 48.6% 6.9% 1.1% 1.6M 68.0M -788.2K 0.49 7.47 N/A N/A 4,126 2,022 250,078 327,853 2019-10-18 $12.47 $12.00 48.8% 14.2% 34.5% 50.6% 48.0% 8.7% -2.5% -101.6K 19.2M -790.7K 0.72 6.49 N/A N/A 18,776 13,529 250,045 327,670 2019-10-21 $12.39 $12.00 49.2% 14.1% 32.6% 49.6% 48.7% 9.0% -4.0% 194.2K 65.6M -777.8K 0.68 8.41 N/A N/A 9,613 6,573 173,781 271,941 2019-10-22 $12.77 $12.00 50.9% 14.6% 34.2% 53.5% 51.0% 12.2% -1.8% 943.9K 43.4M -829.3K 0.20 8.02 N/A N/A 17,362 3,500 179,162 276,938 2019-10-23 $13.06 $12.00 48.3% 14.1% 34.7% 47.3% 49.3% 13.1% -3.4% 1.5M 20.7M -851.6K 0.26 10.42 N/A N/A 8,293 2,146 190,770 278,813 2019-10-24 $12.81 $12.50 51.0% 15.0% 33.8% 54.6% 54.2% 10.8% -1.0% 1.5M 37.4M -849.2K 0.22 7.78 N/A N/A 11,805 2,637 192,502 282,330 2019-10-25 $12.86 $12.50 50.0% 15.5% 33.5% 51.7% 53.8% 11.4% -2.2% -503.8K 33.9M -836.2K 0.15 7.27 N/A N/A 4,492 671 195,395 282,120 2019-10-28 $12.94 $12.50 52.7% 16.1% 33.5% 57.1% 57.7% 4.1% -2.2% -357.8K 37.6M -849.2K 0.29 10.80 N/A N/A 10,213 2,982 178,539 279,855 2019-10-29 $12.82 $12.50 49.8% 16.5% 32.3% 49.2% 60.3% 11.1% -1.8% -234.8K 42.8M -834.7K 0.38 6.90 N/A N/A 4,497 1,697 183,843 281,379 2019-10-30 $12.86 $12.50 51.5% 17.4% 24.2% 54.9% 60.4% -13.6% -3.0% -104.2K 39.6M -839.6K 0.62 11.26 N/A N/A 4,445 2,767 186,314 282,528 2019-10-31 $12.91 $12.50 51.8% 16.4% 23.4% 57.7% 58.9% 9.0% -5.5% 353.8K 35.9M -844.1K 0.79 9.28 N/A N/A 3,209 2,533 189,544 284,184
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