CVLG Options History — December 2020 In December 2020, CVLG traded between $7.44 and $9.26. ATM implied volatility averaged 62.3%. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 16.1% (HV 20d: 46.2%). Max pain ranged from $6.25 to $7.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2020-12-09 : Highest Volume — 200 contracts2020-12-30 : Largest IV spike — 24.8% change2020-12-30 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.17 $7.44 $9.26 $9.26 $7.58 Max Pain $7.43 $6.25 $7.50 $6.25 $7.50 ATM IV 62.3% 56.7% 76.1% 61.5% 65.7% Expected Move 17.8% 16.2% 21.8% 17.6% 18.8% HV 20d 46.2% 39.7% 61.8% 61.8% 42.9% HV 60d 66.5% 65.3% 67.8% 67.4% 66.1% Term Structure 3.9% -11.4% 34.0% 4.0% -3.2% VWIV 59.0% 50.4% 63.6% 63.6% 58.5% Skew 25d 5.4% -9.4% 36.9% 11.8% 2.1% Skew 10d 2.9% -35.9% 28.8% 28.8% -10.0% Call IV 25d 54.0% 37.1% 75.3% 54.9% 45.3% Put IV 25d 59.4% 39.4% 74.0% 66.7% 47.5% Bid-Ask Spread % 101.58 89.08 118.03 89.08 115.47 Gamma HHI 0.43 0.31 0.56 0.54 0.45 Net GEX 4.2K -3.2K 17.9K 17.9K -852 Net DEX -67.8K -319.0K 27.1K -319.0K 5.5K Net VEX -275 -608 -148 -602 -174 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.00 3.00 3.00 0.20 Total Volume 23 0 200 32 60 Total OI 917.909 144 1,486 1,196 186
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 2020-12-01 $9.26 $6.25 61.5% 17.6% 61.8% 0.0% 63.6% 11.8% 4.0% 17.9K -319.0K -602 0.00 89.08 N/A N/A 0 32 1,010 186 2020-12-02 $9.19 $7.50 63.7% 18.3% 51.2% 0.0% 62.4% 12.9% 0.1% 16.6K -287.6K -608 3.00 91.85 N/A N/A 8 24 1,010 212 2020-12-03 $8.71 $0.00 60.1% 17.1% 51.5% 0.0% 0.0% 4.5% -4.2% 11.9K -169.4K -484 0.00 92.93 N/A N/A 0 0 1,008 236 2020-12-04 $8.68 $0.00 60.4% 17.3% 51.4% 0.0% 0.0% 13.8% -11.4% 11.7K -159.4K -451 0.00 97.17 N/A N/A 0 0 1,008 236 2020-12-07 $8.65 $0.00 62.9% 17.5% 50.7% 0.0% 0.0% 9.4% -6.9% 11.3K -145.7K -380 0.00 91.50 N/A N/A 0 0 1,008 236 2020-12-08 $8.71 $0.00 64.9% 17.4% 50.2% 0.0% 0.0% 11.9% -7.1% 11.9K -155.6K -385 0.00 95.39 N/A N/A 0 0 1,008 236 2020-12-09 $8.37 $0.00 60.4% 17.3% 49.2% 0.0% 60.1% 4.6% 7.4% 8.0K -92.7K -285 0.00 95.96 N/A N/A 0 200 1,008 236 2020-12-10 $8.41 $7.50 59.9% 17.2% 46.3% 0.0% 0.0% -5.3% 2.6% 5.4K -75.8K -335 0.00 108.58 N/A N/A 4 0 1,008 434 2020-12-11 $8.32 $7.50 62.6% 18.0% 45.8% 0.0% 0.0% -9.4% 3.7% 3.2K -47.4K -276 0.00 101.59 N/A N/A 0 0 1,008 434 2020-12-14 $7.83 $7.50 62.9% 18.0% 45.6% 0.0% 61.0% 6.3% 4.0% -3.2K 27.1K -209 1.00 99.40 N/A N/A 20 20 1,008 434 2020-12-15 $8.10 $7.50 66.0% 18.9% 43.4% 0.0% 0.0% 18.1% -5.5% -490 -4.4K -196 0.00 100.49 N/A N/A 0 0 1,008 454 2020-12-16 $8.18 $7.50 57.3% 16.4% 43.2% 0.0% 50.4% 13.8% 5.5% 972 -13.6K -175 0.14 100.82 N/A N/A 14 2 1,008 454 2020-12-17 $8.10 $7.50 61.4% 17.6% 43.2% 0.0% 0.0% 2.7% 34.0% 296 -8.5K -162 0.14 103.74 N/A N/A 14 2 1,022 456 2020-12-18 $7.93 $7.50 56.7% 16.2% 43.6% 0.0% 56.7% -7.9% 31.5% 298 -7.4K -168 0.22 96.42 N/A N/A 64 14 1,028 458 2020-12-21 $7.68 $7.50 61.8% 17.7% 44.6% 0.0% 0.0% 8.9% 10.4% -80 -13.7K -167 0.00 103.66 N/A N/A 16 0 90 58 2020-12-22 $7.64 $7.50 60.1% 17.2% 44.6% 0.0% 0.0% -8.9% 7.1% -152 -11.3K -153 0.00 106.74 N/A N/A 0 0 86 58 2020-12-23 $7.89 $7.50 62.6% 17.9% 40.2% 0.0% 0.0% -1.0% 8.1% -399 -9.3K -165 0.00 106.79 N/A N/A 0 0 86 78 2020-12-24 $7.65 $7.50 59.3% 17.0% 40.8% 0.0% 0.0% 4.1% 3.5% -557 -7.2K -165 0.00 103.79 N/A N/A 0 0 86 78 2020-12-28 $7.44 $7.50 63.1% 18.1% 39.7% 0.0% 58.5% -8.5% -0.8% -703 1.2K -148 0.20 104.00 N/A N/A 10 2 86 78 2020-12-29 $7.70 $7.50 61.0% 17.5% 42.8% 0.0% 0.0% -1.4% 14.2% -891 1.3K -182 0.00 111.36 N/A N/A 0 0 86 100 2020-12-30 $7.70 $7.50 76.1% 21.8% 42.8% 0.0% 0.0% 36.9% -10.8% -747 1.8K -183 0.00 118.03 N/A N/A 0 0 86 100 2020-12-31 $7.58 $7.50 65.7% 18.8% 42.9% 0.0% 0.0% 2.1% -3.2% -852 5.5K -174 0.00 115.47 N/A N/A 0 60 86 100
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