CVLG Options History — September 2020 In September 2020, CVLG traded between $7.79 and $9.47. ATM implied volatility averaged 70.4%. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 19.4% (HV 20d: 51.0%). Max pain ranged from $6.25 to $10.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.02.
Notable Days 2020-09-04 : Highest Volume — 268 contracts2020-09-22 : Largest IV spike — 42.5% change2020-09-02 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.57 $7.79 $9.47 $9.47 $8.84 Max Pain $8.69 $6.25 $10.00 $8.75 $7.50 ATM IV 70.4% 55.3% 81.4% 68.3% 69.2% Expected Move 19.9% 15.8% 23.3% 19.6% 19.8% HV 20d 51.0% 41.9% 67.2% 67.2% 50.3% Term Structure -4.1% -14.7% 30.9% -3.0% 1.0% VWIV 66.5% 43.2% 80.7% 57.0% 71.1% Skew 25d 13.4% 0.8% 30.0% 21.2% 2.8% Skew 10d 24.3% -22.4% 44.8% 15.4% 14.3% Call IV 25d 59.4% 43.4% 70.9% 53.3% 70.9% Put IV 25d 72.9% 58.9% 83.0% 74.5% 73.6% Bid-Ask Spread % 94.71 78.36 126.38 101.92 84.58 Gamma HHI 0.37 0.16 0.75 0.34 0.25 Net GEX -13.5K -60.5K 6.0K -3.6K 6.0K Net DEX 4.0K -415.2K 610.4K -415.2K -253.5K Net VEX -727 -1.7K -114 -1.7K -608 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.02 0.00 13.89 13.89 1.00 Total Volume 45.905 0 268 0 4 Total OI 2,626.381 282 4,050 3,658 880
Daily Data (21 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 2020-09-01 $9.47 $8.75 68.3% 19.6% 67.2% 0.0% 0.0% 21.2% -3.0% -3.6K -415.2K -1.7K 0.00 101.92 N/A N/A 0 0 1,468 2,190 2020-09-02 $9.21 $8.75 81.4% 23.3% 66.4% 0.0% 0.0% 13.2% -13.9% -7.4K -310.4K -1.6K 0.00 101.79 N/A N/A 0 0 1,468 2,190 2020-09-03 $8.98 $10.00 68.2% 20.0% 65.9% 0.0% 0.0% 15.6% -5.9% -9.4K -295.4K -1.4K 0.00 81.34 N/A N/A 0 58 1,466 2,190 2020-09-04 $8.92 $10.00 81.3% 19.7% 65.7% 0.0% 0.0% 12.6% -11.9% -13.6K -132.8K -1.5K 13.89 80.31 N/A N/A 18 250 1,466 2,244 2020-09-08 $8.62 $10.00 81.1% 20.1% 63.6% 0.0% 0.0% 16.9% -12.2% -26.0K 57.5K -1.2K 2.29 82.79 N/A N/A 14 32 1,448 2,494 2020-09-09 $8.85 $10.00 68.6% 19.7% 48.7% 0.0% 0.0% 13.0% -5.2% -23.0K -66.9K -1.2K 0.00 80.66 N/A N/A 0 0 1,432 2,526 2020-09-10 $8.60 $10.00 70.0% 20.1% 41.9% 0.0% 0.0% 9.4% -8.3% -34.6K 123.7K -1.1K 0.00 78.36 N/A N/A 0 80 1,432 2,526 2020-09-11 $8.16 $10.00 64.7% 18.5% 45.0% 0.0% 0.0% 30.0% -5.0% -43.4K 404.6K -854 0.00 91.55 N/A N/A 4 0 1,430 2,606 2020-09-14 $8.40 $10.00 71.2% 20.4% 42.6% 0.0% 0.0% 14.0% -10.1% -44.6K 259.5K -744 0.00 84.92 N/A N/A 0 0 1,434 2,606 2020-09-15 $8.73 $10.00 68.4% 19.6% 45.9% 0.0% 0.0% 19.0% -7.0% -44.2K 63.8K -636 0.00 98.62 N/A N/A 0 0 1,434 2,606 2020-09-16 $8.43 $10.00 71.7% 20.5% 46.9% 0.0% 0.0% 21.3% -13.0% -60.5K 349.0K -450 0.00 106.79 N/A N/A 10 0 1,434 2,606 2020-09-17 $8.34 $10.00 62.1% 17.8% 46.6% 0.0% 0.0% 3.7% 30.9% 585 610.4K -155 0.00 126.38 N/A N/A 0 0 1,444 2,606 2020-09-18 $7.99 $10.00 72.8% 20.9% 47.2% 0.0% 57.0% 12.7% 1.4% 524 589.6K -142 0.00 92.61 N/A N/A 20 0 1,444 2,606 2020-09-21 $7.93 $6.25 55.3% 15.8% 45.2% 0.0% 43.2% 0.8% -3.6% 532 -27.5K -147 0.00 101.56 N/A N/A 0 2 100 182 2020-09-22 $7.79 $6.25 78.7% 22.6% 43.6% 0.0% 0.0% 16.4% -14.7% 444 -24.8K -114 0.00 97.70 N/A N/A 0 0 100 184 2020-09-23 $8.00 $6.25 66.2% 19.0% 42.2% 0.0% 60.9% 8.3% -2.0% 519 -27.9K -145 0.02 93.83 N/A N/A 110 2 100 184 2020-09-24 $8.37 $6.25 71.5% 20.5% 46.3% 0.0% 76.9% 18.9% 3.8% 4.5K -180.0K -339 0.92 98.75 N/A N/A 26 24 360 186 2020-09-25 $8.46 $7.50 69.6% 20.0% 46.2% 0.0% 68.1% 19.6% -0.9% 4.5K -177.1K -367 0.00 102.40 N/A N/A 0 42 382 208 2020-09-28 $8.98 $7.50 69.7% 20.0% 51.3% 0.0% 80.7% 10.1% -10.0% 4.1K -220.6K -336 0.07 105.31 N/A N/A 248 18 382 230 2020-09-29 $8.87 $7.50 67.9% 19.5% 51.4% 0.0% 74.0% 2.9% 2.7% 6.0K -242.0K -536 0.00 96.81 N/A N/A 0 2 630 250 2020-09-30 $8.84 $7.50 69.2% 19.8% 50.3% 0.0% 71.1% 2.8% 1.0% 6.0K -253.5K -608 1.00 84.58 N/A N/A 2 2 630 250
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