CVLG Options History — January 2021 In January 2021, CVLG traded between $7.23 and $8.20. ATM implied volatility averaged 68.1%. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 21.3% (HV 20d: 46.7%). Max pain ranged from $6.25 to $7.50. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 5.79.
Notable Days 2021-01-26 : Highest Volume — 2,840 contracts2021-01-08 : Largest IV spike — 49.7% change2021-01-25 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $7.79 $7.23 $8.20 $7.23 $7.48 Max Pain $7.30 $6.25 $7.50 $7.50 $7.50 ATM IV 68.1% 59.5% 89.9% 60.6% 74.9% Expected Move 18.9% 16.5% 21.6% 18.1% 21.5% HV 20d 46.7% 42.1% 55.6% 42.1% 55.6% HV 60d 62.4% 53.8% 66.9% 66.5% 54.8% Term Structure -5.3% -11.8% 4.1% -9.9% -11.8% VWIV 70.7% 63.8% 79.3% 67.7% 72.4% Skew 25d 10.5% -2.0% 23.4% 13.9% 2.2% Skew 10d 16.1% -12.2% 44.3% 7.1% 31.1% Call IV 25d 59.4% 45.5% 80.0% 51.2% 71.3% Put IV 25d 69.9% 62.4% 78.1% 65.1% 73.5% Bid-Ask Spread % 90.79 35.81 112.84 106.94 92.88 Gamma HHI 0.40 0.29 0.51 0.43 0.37 Net GEX 278 -4.7K 18.7K -1.8K -3.5K Net DEX -69.6K -409.1K 31.5K 19.3K -59.5K Net VEX -752 -2.6K -177 -189 -2.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.79 0.00 70.50 0.00 2.75 Total Volume 333.789 0 2,840 6 30 Total OI 1,397.158 246 5,182 246 5,032
Daily Data (19 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 2021-01-04 $7.23 $7.50 60.6% 18.1% 42.1% 0.0% 67.7% 13.9% -9.9% -1.8K 19.3K -189 0.00 106.94 N/A N/A 6 0 86 160 2021-01-05 $7.50 $7.50 73.3% 18.8% 45.2% 0.0% 0.0% 2.1% -8.7% -1.6K 12.8K -193 0.00 97.86 N/A N/A 0 0 88 160 2021-01-06 $7.77 $7.50 65.5% 18.2% 47.6% 0.0% 65.3% 16.3% -4.6% -1.6K 4.7K -195 1.00 97.38 N/A N/A 2 2 88 160 2021-01-07 $7.79 $7.50 60.0% 16.5% 47.4% 0.0% 65.6% 14.9% -8.3% -2.0K 7.6K -177 70.50 112.84 N/A N/A 4 282 88 162 2021-01-08 $7.89 $7.50 89.9% 18.2% 45.9% 0.0% 78.7% 23.4% -8.8% -3.2K 31.5K -369 0.00 104.17 N/A N/A 0 80 90 442 2021-01-11 $7.81 $7.50 71.2% 19.5% 45.9% 0.0% 0.0% 17.7% -8.4% -3.7K 29.3K -342 0.00 92.11 N/A N/A 12 0 90 400 2021-01-12 $8.05 $7.50 60.6% 17.6% 47.4% 0.0% 67.3% 22.9% 0.5% -2.6K 3.5K -314 3.00 93.02 N/A N/A 2 6 100 400 2021-01-13 $7.75 $7.50 60.9% 17.5% 44.0% 0.0% 0.0% 12.8% 0.9% -4.7K 20.9K -321 0.00 92.69 N/A N/A 0 0 102 400 2021-01-14 $8.04 $7.50 59.5% 17.0% 44.1% 0.0% 70.7% 8.4% -5.8% -2.8K 5.1K -312 0.00 93.82 N/A N/A 0 2 102 400 2021-01-15 $7.91 $7.50 61.9% 17.7% 44.3% 0.0% 0.0% 11.3% -6.7% -1.4K 3.2K -299 3.00 95.80 N/A N/A 2 6 102 400 2021-01-19 $7.86 $7.50 67.4% 19.3% 44.3% 0.0% 63.8% 8.5% -3.5% -1.6K 7.0K -316 0.00 100.07 N/A N/A 14 0 102 330 2021-01-20 $7.89 $7.50 66.1% 18.9% 43.7% 0.0% 73.5% 12.8% -3.6% -1.3K -219 -313 1.50 86.48 N/A N/A 16 24 116 330 2021-01-21 $8.20 $7.50 62.2% 17.8% 44.0% 0.0% 74.2% 9.8% 4.1% -834 -13.5K -314 0.17 85.64 N/A N/A 370 62 132 352 2021-01-22 $7.99 $7.50 68.3% 19.6% 45.1% 0.0% 66.3% 11.3% -6.4% 3.6K -167.6K -678 0.00 84.88 N/A N/A 988 0 550 400 2021-01-25 $7.89 $6.25 75.5% 21.6% 43.9% 0.0% 79.3% -2.0% -6.1% 12.4K -409.1K -1.2K 0.09 35.81 N/A N/A 1,298 114 1,416 400 2021-01-26 $7.40 $6.25 68.6% 19.7% 48.3% 0.0% 69.1% -0.3% -3.7% 18.7K -369.9K -1.5K 4.50 80.56 N/A N/A 516 2,324 2,680 468 2021-01-27 $7.94 $6.25 73.3% 21.0% 53.6% 0.0% 73.0% 0.3% -0.5% 7.2K -386.1K -2.6K 0.00 85.61 N/A N/A 166 0 2,430 2,752 2021-01-28 $7.55 $7.50 73.7% 21.1% 55.5% 0.0% 73.4% 13.5% -9.5% -3.8K -61.1K -2.4K 0.40 86.38 N/A N/A 10 4 2,284 2,752 2021-01-29 $7.48 $7.50 74.9% 21.5% 55.6% 0.0% 72.4% 2.2% -11.8% -3.5K -59.5K -2.3K 2.75 92.88 N/A N/A 8 22 2,280 2,752
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