CVLG Options History — June 2021 In June 2021, CVLG traded between $9.97 and $11.57. ATM implied volatility averaged 44.9%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 5.3% (HV 20d: 39.6%). Max pain ranged from $8.75 to $11.25. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 3.09.
Notable Days 2021-06-30 : Highest Volume — 206 contracts2021-06-14 : Largest IV spike — 41.5% change2021-06-14 : Highest IV Rank — 28.9%2021-06-08 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.83 $9.97 $11.57 $11.57 $10.36 Max Pain $9.60 $8.75 $11.25 $11.25 $10.00 ATM IV 44.9% 33.8% 58.1% 40.4% 41.2% Expected Move 13.3% 10.7% 17.1% 11.6% 11.8% HV 20d 39.6% 28.2% 45.3% 41.2% 44.2% HV 60d 42.9% 40.2% 46.0% 40.8% 46.0% IV Rank 14.3% 2.0% 28.9% 9.3% 10.2% IV Percentile 10.4% 0.5% 29.3% 1.9% 5.3% Term Structure 5.2% -14.1% 19.3% -2.6% 0.9% VWIV 43.5% 34.0% 60.4% 37.7% 37.2% Skew 25d 8.0% -22.7% 43.6% 8.8% -3.7% Skew 10d 4.7% -18.9% 60.5% 3.6% -3.9% Call IV 25d 42.3% 30.5% 60.0% 35.2% 38.9% Put IV 25d 50.3% 35.2% 87.7% 44.0% 35.2% Bid-Ask Spread % 103.31 78.53 130.89 96.51 78.53 Gamma HHI 0.48 0.35 0.86 0.45 0.57 Net GEX 10.2K -4.3K 29.1K 18.6K -3.5K Net DEX -187.0K -646.7K 249.3K -451.0K -14.3K Net VEX -681 -1.2K -352 -1.2K -370 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.09 0.00 50.00 0.00 4.42 Total Volume 56.455 0 206 14 206 Total OI 1,101.091 374 1,662 1,418 408
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 2021-06-01 $11.57 $11.25 40.4% 11.6% 41.2% 9.3% 37.7% 8.8% -2.6% 18.6K -451.0K -1.2K 0.00 96.51 N/A N/A 14 0 954 464 2021-06-02 $11.16 $11.25 37.4% 10.7% 43.0% 6.0% 37.4% 10.6% 10.3% 15.1K -223.1K -1.1K 0.25 95.36 N/A N/A 8 2 952 464 2021-06-03 $11.13 $8.75 45.8% 10.9% 42.6% 15.2% 0.0% -12.2% 11.7% 15.0K -236.3K -1.1K 1.00 107.85 N/A N/A 2 2 958 466 2021-06-04 $11.07 $8.75 33.8% 14.5% 41.4% 2.0% 0.0% 0.8% 5.0% 15.4K -283.2K -1.0K 0.00 89.59 N/A N/A 36 0 958 466 2021-06-07 $11.18 $8.75 44.1% 14.0% 37.3% 13.4% 0.0% 4.0% 10.6% 15.4K -257.0K -962 0.00 96.67 N/A N/A 0 2 958 466 2021-06-08 $11.35 $8.75 37.7% 17.1% 37.8% 6.3% 0.0% 28.0% -5.9% 17.2K -398.8K -884 0.00 105.54 N/A N/A 0 0 958 468 2021-06-09 $11.16 $8.75 47.9% 13.7% 36.8% 17.6% 44.5% 7.2% 9.7% 15.1K -260.7K -854 0.00 104.28 N/A N/A 200 0 958 468 2021-06-10 $11.04 $8.75 45.1% 12.9% 36.0% 14.5% 0.0% 21.5% 4.7% 18.8K -250.8K -1.0K 0.00 130.89 N/A N/A 8 0 1,158 468 2021-06-11 $11.22 $8.75 41.1% 11.8% 28.2% 10.0% 43.9% 16.3% 9.8% 21.4K -367.8K -1.0K 0.00 129.31 N/A N/A 122 0 1,166 468 2021-06-14 $11.41 $8.75 58.1% 16.7% 28.7% 28.9% 0.0% 21.0% -14.1% 18.5K -446.5K -720 0.00 108.22 N/A N/A 30 0 1,068 468 2021-06-15 $11.54 $8.75 47.5% 13.6% 28.9% 17.2% 49.5% 5.1% -0.0% 18.2K -599.3K -655 0.36 100.55 N/A N/A 22 8 1,086 468 2021-06-16 $11.55 $10.00 47.5% 13.6% 28.9% 17.1% 0.0% 13.4% 14.6% 17.1K -646.7K -582 0.00 108.86 N/A N/A 18 0 1,090 470 2021-06-17 $10.63 $10.00 47.1% 13.5% 40.5% 16.7% 39.5% -5.5% 19.3% 7.7K 141.7K -369 50.00 112.38 N/A N/A 2 100 1,090 470 2021-06-18 $10.06 $10.00 50.5% 14.5% 44.3% 20.5% 50.0% 6.5% 11.1% 29.1K 249.3K -426 0.36 99.81 N/A N/A 22 8 1,090 572 2021-06-21 $10.31 $10.00 52.6% 15.1% 45.2% 22.8% 37.4% 16.4% -3.2% -1.2K -10.5K -414 0.00 107.75 N/A N/A 4 0 220 154 2021-06-22 $10.37 $10.00 37.7% 10.8% 45.3% 6.4% 60.4% -22.7% 5.1% -2.0K -23.6K -385 0.00 107.15 N/A N/A 112 0 224 154 2021-06-23 $10.29 $10.00 51.0% 14.6% 44.5% 21.0% 44.7% -12.3% -3.3% -390 -20.8K -422 0.27 98.71 N/A N/A 148 40 234 152 2021-06-24 $10.46 $10.00 44.4% 12.7% 45.0% 13.7% 34.0% 4.3% 12.5% -1.3K -21.8K -400 0.00 90.24 N/A N/A 6 0 234 156 2021-06-25 $10.42 $10.00 46.9% 13.4% 43.2% 16.4% 0.0% 7.5% 2.5% -1.6K -26.0K -386 0.00 91.95 N/A N/A 0 0 238 156 2021-06-28 $9.97 $10.00 40.4% 11.6% 45.3% 9.3% 43.1% 43.6% 11.2% -4.3K 21.4K -352 1.20 111.53 N/A N/A 10 12 240 156 2021-06-29 $10.06 $10.00 50.1% 14.4% 43.8% 20.0% 49.4% 17.2% 3.6% -2.9K 12.0K -383 0.88 101.11 N/A N/A 52 46 240 168 2021-06-30 $10.36 $10.00 41.2% 11.8% 44.2% 10.2% 37.2% -3.7% 0.9% -3.5K -14.3K -370 4.42 78.53 N/A N/A 38 168 240 168
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