CVLG Options History — November 2020 In November 2020, CVLG traded between $7.31 and $9.46. ATM implied volatility averaged 64.3%. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 23.4% (HV 20d: 87.7%). Max pain ranged from $6.25 to $7.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.23.
Notable Days 2020-11-24 : Highest Volume — 430 contracts2020-11-30 : Largest IV spike — 62.1% change2020-11-30 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.36 $7.31 $9.46 $7.31 $9.29 Max Pain $6.44 $6.25 $7.50 $7.50 $6.25 ATM IV 64.3% 48.5% 78.6% 70.8% 78.6% Expected Move 18.3% 13.9% 22.5% 20.3% 22.5% HV 20d 87.7% 62.8% 95.8% 84.1% 62.8% HV 60d 66.9% 64.6% 70.2% 67.6% 67.4% Term Structure 0.8% -23.2% 31.3% -0.5% -2.8% VWIV 61.5% 50.4% 74.1% 69.1% 56.8% Skew 25d 8.7% -1.8% 17.3% 9.0% 15.8% Skew 10d 13.1% -26.7% 50.0% 11.5% -26.7% Call IV 25d 57.1% 46.6% 71.2% 71.2% 61.4% Put IV 25d 65.8% 55.7% 80.3% 80.3% 77.2% Bid-Ask Spread % 91.17 68.22 107.46 95.60 107.46 Gamma HHI 0.38 0.23 0.67 0.24 0.53 Net GEX 5.4K -1.5K 18.3K 406 17.6K Net DEX -135.2K -348.6K -5.2K -5.2K -309.4K Net VEX -427 -677 -284 -451 -614 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 2.00 0.27 0.00 Total Volume 36.1 0 430 28 10 Total OI 1,340.5 728 1,490 1,432 1,186
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 2020-11-02 $7.31 $7.50 70.8% 20.3% 84.1% 0.0% 69.1% 9.0% -0.5% 406 -5.2K -451 0.27 95.60 N/A N/A 22 6 976 456 2020-11-03 $8.12 $7.50 73.8% 21.2% 93.5% 0.0% 72.6% 17.3% 0.6% 5.8K -109.4K -579 0.00 102.04 N/A N/A 44 0 976 456 2020-11-04 $7.71 $7.50 69.3% 19.9% 94.5% 0.0% 74.1% 11.0% -2.2% 2.1K -52.5K -473 0.21 104.81 N/A N/A 28 6 974 454 2020-11-05 $7.66 $6.25 67.1% 18.4% 93.9% 0.0% 0.0% 7.3% 0.1% 1.5K -47.8K -450 2.00 68.22 N/A N/A 2 4 974 454 2020-11-06 $7.51 $6.25 68.2% 18.2% 93.3% 0.0% 63.8% 5.7% -0.8% 618 -28.8K -407 0.00 79.76 N/A N/A 2 0 976 458 2020-11-09 $7.71 $6.25 73.6% 18.6% 92.5% 0.0% 0.0% 8.9% -0.6% 1.5K -49.2K -409 0.00 79.18 N/A N/A 10 0 978 458 2020-11-10 $8.16 $6.25 58.2% 17.6% 94.9% 0.0% 64.1% 5.5% 2.3% 4.1K -101.5K -434 1.10 79.89 N/A N/A 20 22 986 458 2020-11-11 $7.82 $6.25 62.9% 18.0% 95.8% 0.0% 0.0% 5.6% -0.5% 1.8K -62.9K -392 0.33 83.66 N/A N/A 6 2 996 458 2020-11-12 $7.66 $6.25 59.8% 17.1% 90.9% 0.0% 0.0% -1.8% 4.8% 617 -50.5K -343 0.00 96.39 N/A N/A 0 0 1,002 460 2020-11-13 $8.18 $6.25 61.6% 17.7% 92.8% 0.0% 0.0% 10.0% -1.6% 3.1K -98.1K -375 0.00 85.07 N/A N/A 0 26 1,002 460 2020-11-16 $8.60 $6.25 61.4% 17.6% 93.8% 0.0% 61.3% 7.0% -3.3% 6.1K -144.7K -331 0.00 84.04 N/A N/A 26 0 1,004 466 2020-11-17 $8.71 $6.25 62.2% 17.8% 92.7% 0.0% 0.0% 4.1% -7.1% 6.4K -164.1K -348 0.00 94.60 N/A N/A 2 0 1,022 466 2020-11-18 $8.72 $6.25 58.5% 16.8% 92.6% 0.0% 0.0% 6.3% -5.1% 6.6K -169.4K -339 0.00 88.45 N/A N/A 4 0 1,020 466 2020-11-19 $8.73 $6.25 61.1% 17.5% 91.7% 0.0% 60.6% 8.5% 13.4% 5.9K -162.4K -324 0.00 92.79 N/A N/A 16 0 1,024 466 2020-11-20 $8.74 $6.25 60.2% 17.3% 91.4% 0.0% 51.7% 11.1% -3.1% -1.5K -159.3K -320 0.00 90.89 N/A N/A 2 0 1,020 466 2020-11-23 $8.71 $6.25 54.1% 15.5% 91.5% 0.0% 0.0% 11.4% 16.1% 5.7K -140.3K -284 0.00 93.51 N/A N/A 0 0 542 186 2020-11-24 $9.23 $6.25 68.1% 19.5% 84.8% 0.0% 52.0% 6.9% -0.9% 6.0K -186.2K -318 0.00 101.44 N/A N/A 430 0 550 186 2020-11-25 $9.26 $6.25 68.9% 19.7% 64.2% 0.0% 0.0% 12.4% -23.2% 16.2K -313.5K -662 0.00 97.52 N/A N/A 20 0 968 186 2020-11-27 $9.46 $6.25 48.5% 13.9% 63.2% 0.0% 50.4% 12.7% 31.3% 18.3K -348.6K -677 0.00 98.03 N/A N/A 12 0 988 186 2020-11-30 $9.29 $6.25 78.6% 22.5% 62.8% 0.0% 56.8% 15.8% -2.8% 17.6K -309.4K -614 0.00 107.46 N/A N/A 10 0 1,000 186
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