CVLG Options History — October 2022

In October 2022, CVLG traded between $14.66 and $19.06. ATM implied volatility averaged 65.3%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 21.9% (HV 20d: 43.4%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-10-20: Highest Volume — 668 contracts
  • 2022-10-24: Largest IV spike — 87.1% change
  • 2022-10-10: Highest IV Rank — 79.5%
  • 2022-10-04: Largest Expected Move — 23.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.32$14.66$19.06$14.66$19.06
Max Pain$14.52$12.50$17.50$15.00$17.50
ATM IV65.3%34.4%104.8%77.6%44.1%
Expected Move17.3%9.9%23.2%22.2%12.6%
HV 20d43.4%32.5%61.2%39.1%61.2%
HV 60d48.9%40.2%51.4%51.2%49.7%
IV Rank35.9%1.8%79.5%49.5%12.5%
IV Percentile63.3%0.4%98.4%87.7%8.7%
Term Structure-8.2%-23.2%4.0%-18.2%3.3%
VWIV61.5%37.5%87.9%86.5%46.9%
Skew 25d9.2%0.3%22.6%9.1%2.1%
Skew 10d15.2%-14.2%40.9%33.7%15.3%
Call IV 25d57.0%39.6%73.4%68.6%44.0%
Put IV 25d66.1%46.1%84.8%77.7%46.1%
Bid-Ask Spread %103.6691.81113.78102.35101.47
Gamma HHI0.350.210.440.360.21
Net GEX19.0K12.7K24.0K12.7K22.1K
Net DEX-1.1M-1.8M-571.3K-571.3K-1.8M
Net VEX-4.4K-4.8K-3.9K-4.6K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.242.000.301.13
Total Volume443.81196668638196
Total OI2,063.2381,8582,3341,9162,090

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$14.66$15.0077.6%22.2%39.1%49.5%86.5%9.1%-18.2%12.7K-571.3K-4.6K0.30102.35N/AN/A4921461,142774
2022-10-04$14.94$15.0081.0%23.2%39.5%53.2%87.9%11.3%-13.5%13.6K-663.9K-4.8K0.40109.54N/AN/A3661461,188774
2022-10-05$15.26$15.0067.7%19.4%37.6%38.5%82.6%9.8%-13.3%16.6K-794.8K-4.8K0.4091.81N/AN/A3681461,200774
2022-10-06$15.15$12.5071.2%19.0%37.7%42.4%62.6%22.6%-10.1%16.4K-740.8K-4.6K0.39105.30N/AN/A3681441,204774
2022-10-07$14.82$12.5083.0%16.4%38.7%55.5%59.5%8.3%-9.2%16.5K-743.4K-4.5K0.39113.78N/AN/A3681441,214776
2022-10-10$15.21$12.50104.8%18.0%39.7%79.5%74.2%17.7%-23.2%15.6K-802.6K-4.6K0.42100.14N/AN/A3421441,214776
2022-10-11$15.54$12.5093.4%17.9%38.9%66.9%60.7%6.4%-5.6%16.5K-856.9K-4.6K0.40105.37N/AN/A3541401,230776
2022-10-12$15.59$12.5065.0%18.6%38.7%35.6%60.2%3.3%-10.5%15.2K-876.7K-4.6K0.72102.03N/AN/A1941401,238784
2022-10-13$16.02$12.5059.3%17.0%39.4%29.2%54.7%10.5%3.0%19.0K-1.1M-4.6K1.05109.46N/AN/A1501581,272780
2022-10-14$15.57$12.5063.8%18.3%34.6%34.2%58.0%7.5%-13.5%20.3K-895.1K-4.7K1.30111.10N/AN/A1221581,282782
2022-10-17$15.97$12.5058.7%16.8%33.3%28.6%58.1%14.4%1.8%21.3K-1.1M-4.4K0.99101.34N/AN/A1481461,290782
2022-10-18$16.14$12.5067.4%19.3%32.5%38.2%65.5%0.3%-14.2%21.3K-1.1M-4.4K2.00105.46N/AN/A1583161,310790
2022-10-19$16.20$12.5061.2%17.6%32.5%31.4%58.5%8.1%-11.3%21.0K-1.2M-4.3K0.86102.57N/AN/A1601381,320960
2022-10-20$15.44$12.5068.6%19.7%37.6%39.5%66.3%7.0%-13.7%22.4K-913.4K-4.5K1.2797.93N/AN/A2943741,342982
2022-10-21$16.64$17.5034.4%9.9%44.5%1.8%37.5%9.9%4.0%20.8K-1.4M-4.0K0.35103.17N/AN/A3321161,460874
2022-10-24$18.57$17.5064.3%18.4%57.2%34.8%58.3%16.4%3.8%16.9K-1.5M-4.2K0.2494.90N/AN/A370881,162696
2022-10-25$18.18$17.5050.2%14.4%58.5%19.2%54.8%14.3%-8.6%22.6K-1.6M-4.4K0.27105.94N/AN/A3741001,368704
2022-10-26$18.23$17.5048.2%13.8%56.7%17.1%48.5%3.2%-6.3%24.0K-1.7M-3.9K0.31110.42N/AN/A3801161,356714
2022-10-27$17.80$17.5060.6%17.4%56.7%30.7%58.0%8.1%-13.6%21.4K-1.4M-4.5K0.3095.87N/AN/A3781141,352736
2022-10-28$17.67$17.5047.1%13.5%56.5%15.8%51.5%1.9%-3.3%22.7K-1.4M-4.3K0.38106.91N/AN/A3121201,350736
2022-10-31$19.06$17.5044.1%12.6%61.2%12.5%46.9%2.1%3.3%22.1K-1.8M-4.0K1.13101.47N/AN/A921041,356734