CVLG Options History — August 2023 In August 2023, CVLG traded between $24.65 and $28.64. ATM implied volatility averaged 39.7%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 3.5% (HV 20d: 43.2%). Max pain ranged from $22.50 to $27.50. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 9.86.
Notable Days 2023-08-17 : Highest Volume — 4,398 contracts2023-08-02 : Largest IV spike — 28.8% change2023-08-02 : Highest IV Rank — 19.6%2023-08-02 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.21 $24.65 $28.64 $27.11 $24.69 Max Pain $24.89 $22.50 $27.50 $22.50 $25.00 ATM IV 39.7% 29.9% 48.9% 37.9% 32.8% Expected Move 11.2% 8.6% 14.0% 10.9% 9.4% HV 20d 43.2% 25.5% 51.1% 48.9% 25.5% HV 60d 37.3% 35.9% 38.7% 36.1% 36.5% IV Rank 9.0% 0.0% 19.6% 6.4% 3.4% IV Percentile 16.3% 0.0% 47.6% 7.9% 0.8% Term Structure 0.8% -11.6% 11.2% 10.0% 0.1% VWIV 40.1% 22.5% 59.1% 37.9% 32.9% Skew 25d -1.1% -14.5% 12.7% -8.1% -6.4% Skew 10d 4.1% -15.1% 49.8% -15.1% -11.5% Call IV 25d 40.6% 31.3% 54.7% 51.7% 38.8% Put IV 25d 39.5% 22.8% 54.7% 43.5% 32.3% Bid-Ask Spread % 85.06 49.28 103.39 89.52 97.03 Gamma HHI 0.40 0.18 0.67 0.26 0.57 Net GEX 82.8K -44.7K 227.6K -44.7K 183.5K Net DEX -1.4M -2.7M -449.0K -449.0K -1.1M Net VEX -10.2K -16.8K -4.6K -6.3K -13.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.86 0.00 85.75 0.25 28.33 Total Volume 472.87 2 4,398 20 176 Total OI 11,133.13 9,196 14,146 10,292 10,556
Daily Data (23 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 2023-08-01 $27.11 $22.50 37.9% 10.9% 48.9% 6.4% 37.9% -8.1% 10.0% -44.7K -449.0K -6.3K 0.25 89.52 N/A N/A 16 4 578 9,714 2023-08-02 $27.70 $22.50 48.9% 14.0% 48.5% 19.6% 41.9% 10.5% -11.6% -39.1K -683.5K -5.0K 0.06 82.57 N/A N/A 36 2 590 9,718 2023-08-03 $27.84 $25.00 40.4% 10.6% 48.0% 9.5% 0.0% 3.9% 2.5% -30.3K -742.1K -5.2K 0.00 73.85 N/A N/A 70 0 626 9,718 2023-08-04 $27.95 $25.00 39.7% 10.7% 47.7% 8.5% 35.9% 0.3% 2.5% -17.4K -853.9K -5.3K 0.27 76.26 N/A N/A 22 6 686 9,718 2023-08-07 $28.03 $25.00 40.4% 10.4% 47.8% 9.4% 42.3% -2.9% 11.2% -14.4K -922.4K -5.2K 0.11 77.77 N/A N/A 18 2 700 9,724 2023-08-08 $28.10 $25.00 41.1% 10.3% 43.9% 10.2% 36.1% 3.0% 4.1% -10.2K -897.9K -5.3K 0.50 78.15 N/A N/A 4 2 690 9,724 2023-08-09 $28.64 $25.00 36.7% 10.5% 42.3% 5.0% 36.3% 2.4% 3.9% -5.6K -1.0M -4.6K 0.00 84.93 N/A N/A 2,010 2 688 9,726 2023-08-10 $27.41 $25.00 40.0% 11.5% 47.0% 8.9% 38.9% 0.3% -0.7% 91.2K -1.7M -9.8K 0.03 87.01 N/A N/A 1,028 32 2,650 9,726 2023-08-11 $27.38 $25.00 39.5% 11.3% 46.9% 8.3% 41.8% 8.7% -3.2% 161.5K -2.3M -11.5K 0.17 54.91 N/A N/A 12 2 3,650 9,752 2023-08-14 $26.80 $25.00 38.8% 11.1% 48.2% 7.4% 48.8% 10.3% 0.8% 119.6K -1.7M -10.1K 0.78 56.13 N/A N/A 36 28 3,650 9,754 2023-08-15 $26.30 $25.00 38.8% 11.1% 49.1% 7.5% 46.2% 9.3% -1.8% 97.5K -1.2M -9.3K 5.00 49.28 N/A N/A 8 40 3,662 9,778 2023-08-16 $25.55 $27.50 36.8% 10.6% 50.1% 5.1% 43.6% -2.3% -0.1% 65.1K -800.8K -9.0K 5.89 86.47 N/A N/A 38 224 3,658 9,818 2023-08-17 $24.93 $25.00 42.8% 12.3% 51.1% 12.3% 40.0% -10.0% 2.4% 22.5K -777.9K -8.7K 0.01 89.48 N/A N/A 4,346 52 3,658 9,920 2023-08-18 $25.07 $25.00 43.7% 12.5% 50.9% 13.4% 39.5% -7.5% -0.0% 142.8K -2.7M -11.7K 74.50 92.20 N/A N/A 16 1,192 4,226 9,920 2023-08-21 $24.79 $25.00 47.9% 13.7% 51.1% 18.4% 42.9% -4.5% -3.3% 100.5K -2.0M -13.6K 85.75 93.47 N/A N/A 8 686 4,154 5,042 2023-08-22 $24.86 $25.00 38.7% 11.1% 51.1% 7.4% 38.4% -10.1% -3.0% 127.5K -1.5M -16.8K 0.92 96.28 N/A N/A 24 22 4,156 5,720 2023-08-23 $25.25 $25.00 41.9% 12.0% 49.7% 11.3% 43.6% -1.7% 6.6% 146.3K -2.0M -16.6K 0.00 91.89 N/A N/A 32 0 4,154 5,740 2023-08-24 $25.10 $25.00 44.6% 12.8% 38.3% 14.5% 0.0% -14.5% -0.1% 123.9K -2.1M -14.5K 0.00 97.89 N/A N/A 2 0 4,178 5,740 2023-08-25 $24.72 $25.00 37.3% 10.7% 29.2% 5.7% 0.0% -8.3% -5.4% 143.7K -1.5M -14.3K 2.00 103.04 N/A N/A 2 4 4,176 5,740 2023-08-28 $24.65 $25.00 41.1% 11.8% 26.5% 10.3% 59.1% 12.7% -6.7% 132.3K -1.3M -13.8K 2.00 99.17 N/A N/A 12 24 4,176 5,738 2023-08-29 $24.82 $25.00 29.9% 8.6% 26.8% 0.0% 22.5% -8.5% 8.7% 227.6K -1.8M -12.7K 0.00 95.72 N/A N/A 0 500 4,176 5,758 2023-08-30 $25.05 $25.00 34.1% 9.8% 25.6% 4.9% 32.6% -2.8% 1.9% 180.3K -2.0M -12.2K 10.33 103.39 N/A N/A 12 124 4,178 6,258 2023-08-31 $24.69 $25.00 32.8% 9.4% 25.5% 3.4% 32.9% -6.4% 0.1% 183.5K -1.1M -13.4K 28.33 97.03 N/A N/A 6 170 4,138 6,418
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