CVLG Options History — June 2022

In June 2022, CVLG traded between $10.71 and $12.91. ATM implied volatility averaged 56.6%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 2.5% (HV 20d: 59.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2022-06-14: Highest Volume — 1,012 contracts
  • 2022-06-13: Largest IV spike — 55.8% change
  • 2022-06-27: Highest IV Rank — 74.6%
  • 2022-06-27: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.72$10.71$12.91$11.46$12.52
Max Pain$10.54$10.00$12.50$11.25$10.00
ATM IV56.6%39.3%77.9%56.2%76.7%
Expected Move15.9%10.4%22.3%16.1%22.0%
HV 20d59.1%51.7%64.6%62.5%64.0%
HV 60d57.5%54.4%62.3%55.2%60.7%
IV Rank46.5%23.6%74.6%45.9%73.1%
IV Percentile55.1%11.9%91.3%63.1%90.1%
Term Structure-2.5%-36.9%18.5%2.6%-11.6%
VWIV59.5%34.6%109.3%61.1%62.6%
Skew 25d-1.2%-30.0%15.4%15.1%-2.6%
Skew 10d5.3%-45.5%40.4%28.7%-16.6%
Call IV 25d64.3%42.7%87.8%67.4%64.8%
Put IV 25d63.1%44.8%93.8%82.5%62.2%
Bid-Ask Spread %114.95102.61134.05114.50113.43
Gamma HHI0.310.260.370.280.27
Net GEX21.5K15.8K28.9K21.8K19.7K
Net DEX-891.5K-1.3M-508.8K-833.4K-1.1M
Net VEX-3.4K-3.9K-2.8K-3.9K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.230.980.310.25
Total Volume663.6192341,012596790
Total OI2,481.4291,6922,9522,9121,980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$11.46$11.2556.2%16.1%62.5%45.9%61.1%15.1%2.6%21.8K-833.4K-3.9K0.31114.50N/AN/A4561402,266646
2022-06-02$11.80$12.5044.9%17.6%61.9%31.0%56.2%-19.9%4.2%26.0K-927.1K-3.7K0.41128.99N/AN/A4381782,276646
2022-06-03$11.71$12.5046.4%11.5%57.9%32.9%48.6%4.9%13.9%24.9K-930.1K-3.6K0.40134.05N/AN/A4441782,258582
2022-06-06$11.96$12.5048.3%10.4%56.6%35.5%34.6%-4.3%2.6%27.8K-1.1M-3.5K0.39113.08N/AN/A4521782,272582
2022-06-07$11.96$12.5066.1%11.7%56.2%59.0%57.2%6.9%4.7%26.5K-1.1M-3.4K0.40109.56N/AN/A4401782,292580
2022-06-08$11.71$10.0049.8%14.3%57.0%37.5%52.4%-1.1%-20.7%28.8K-972.1K-3.4K0.40110.35N/AN/A4421782,312570
2022-06-09$12.10$10.0044.3%12.7%57.1%30.1%55.6%-6.6%-0.2%28.9K-1.1M-3.4K0.73117.18N/AN/A4423242,312570
2022-06-10$11.24$10.0048.1%13.8%62.8%35.2%58.8%-4.3%9.9%22.1K-830.7K-3.7K0.98111.34N/AN/A4504422,314638
2022-06-13$11.01$10.0074.9%21.5%63.3%70.7%75.6%-7.5%-36.9%19.7K-655.2K-3.4K0.96130.33N/AN/A4664482,244630
2022-06-14$11.50$10.0039.3%11.3%63.5%23.6%56.9%12.0%18.5%22.3K-745.5K-3.5K0.78119.55N/AN/A5704422,244636
2022-06-15$11.50$10.0047.8%13.7%61.7%34.8%62.8%14.3%8.9%21.3K-777.5K-3.4K0.97122.91N/AN/A4564422,192630
2022-06-16$10.71$10.0053.9%15.4%53.3%42.8%61.0%6.1%11.0%16.8K-551.8K-3.2K0.43113.56N/AN/A4561942,194630
2022-06-17$10.79$10.0055.6%15.9%53.2%45.1%53.4%-1.9%9.4%15.8K-508.8K-3.0K0.43107.21N/AN/A4561942,194624
2022-06-21$11.22$10.0056.4%16.2%52.2%46.1%61.8%1.3%12.5%17.0K-712.0K-3.0K0.56105.00N/AN/A168941,334358
2022-06-22$11.23$10.0057.7%16.5%51.9%47.9%54.0%0.6%4.8%16.6K-652.0K-2.8K0.64103.07N/AN/A146941,366358
2022-06-23$11.32$10.0047.7%13.7%51.7%34.6%61.2%15.4%9.3%21.4K-684.3K-3.1K0.67119.17N/AN/A140941,378358
2022-06-24$12.60$10.0071.6%20.5%63.1%66.2%54.7%-1.8%-32.8%17.8K-978.4K-3.3K0.45102.61N/AN/A3901761,378358
2022-06-27$12.91$10.0077.9%22.3%62.2%74.6%52.7%-16.4%-33.3%18.3K-1.3M-3.4K0.23108.04N/AN/A6341461,558430
2022-06-28$12.38$10.0062.2%17.8%64.6%53.9%109.3%-4.2%-16.2%20.0K-1.2M-3.3K0.23121.74N/AN/A6341461,536424
2022-06-29$12.52$10.0063.5%18.2%64.1%55.6%59.6%-30.0%-12.8%18.7K-1.2M-3.2K0.26108.22N/AN/A6341661,536424
2022-06-30$12.52$10.0076.7%22.0%64.0%73.1%62.6%-2.6%-11.6%19.7K-1.1M-3.5K0.25113.43N/AN/A6321581,536444