CVLG Options History — June 2024

In June 2024, CVLG traded between $23.23 and $24.36. ATM implied volatility averaged 19.4%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.8% (HV 20d: 17.6%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 12.50.

Notable Days

  • 2024-06-27: Highest Volume — 858 contracts
  • 2024-06-06: Largest IV spike — 51.6% change
  • 2024-06-06: Highest IV Rank — 31.8%
  • 2024-06-06: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.94$23.23$24.36$23.57$24.36
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV19.4%13.9%30.4%15.8%17.4%
Expected Move5.5%4.0%6.1%4.5%5.0%
HV 20d17.6%15.8%19.0%15.8%16.0%
HV 60d18.8%18.0%19.3%19.3%18.1%
IV Rank15.7%6.8%31.8%8.9%13.0%
IV Percentile10.4%2.4%33.7%3.6%6.0%
Term Structure9.0%0.3%14.0%7.6%14.0%
VWIV19.2%17.3%20.8%17.3%17.8%
Skew 25d0.1%-4.6%4.1%1.1%-1.6%
Skew 10d6.2%-5.4%54.9%-2.3%-3.1%
Call IV 25d19.0%15.9%25.6%19.6%17.8%
Put IV 25d19.1%14.2%22.2%20.6%16.3%
Bid-Ask Spread %100.8493.19110.59102.00108.91
Gamma HHI0.590.370.850.830.49
Net GEX-221.9K-543.5K-33.2K-416.4K-92.2K
Net DEX547.9K-340.8K2.1M1.4M367.2K
Net VEX-12.5K-14.9K-10.7K-11.8K-13.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.500.00104.000.27104.00
Total Volume178.31608583680
Total OI12,742.5264,81015,85214,6946,052

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$23.57$22.5015.8%4.5%15.8%8.9%17.3%1.1%7.6%-416.4K1.4M-11.8K0.27102.00N/AN/A2907857414,120
2024-06-04$23.23$22.5020.6%5.9%16.8%16.1%20.8%-4.6%1.0%-543.5K2.1M-14.9K0.8693.19N/AN/A726285814,150
2024-06-05$23.27$22.5020.1%5.8%16.8%15.3%17.7%4.1%0.3%-518.7K1.8M-14.6K0.3393.98N/AN/A6295214,190
2024-06-06$23.70$22.5030.4%6.1%17.6%31.8%20.2%1.1%5.5%-376.0K1.4M-14.1K1.0498.92N/AN/A15416095414,190
2024-06-07$23.88$22.5017.8%5.8%16.0%12.2%20.2%1.4%8.1%-243.1K388.3K-13.3K8.5097.77N/AN/A121021,09614,350
2024-06-10$24.34$22.5021.6%6.0%17.2%18.0%0.0%3.9%6.8%-117.9K-155.5K-11.8K0.0098.55N/AN/A4401,10614,450
2024-06-11$24.05$22.5018.3%5.9%17.6%12.9%0.0%2.1%8.2%-168.9K63.9K-12.6K0.0096.76N/AN/A201,13814,450
2024-06-12$24.34$22.5020.5%5.9%18.0%18.4%0.0%2.8%8.4%-47.3K-340.8K-11.2K0.0097.79N/AN/A0421,14014,450
2024-06-13$23.98$22.5019.9%5.7%19.0%17.3%0.0%1.1%8.6%-225.0K229.7K-12.6K0.0096.65N/AN/A1201,14014,450
2024-06-14$23.85$22.5020.2%5.8%19.0%17.8%20.2%1.3%8.6%-327.9K931.5K-13.7K0.0096.61N/AN/A3601,15214,450
2024-06-17$23.93$22.5021.1%6.1%18.5%19.4%0.0%0.1%7.9%-250.0K321.9K-12.2K0.00100.50N/AN/A001,18414,450
2024-06-18$23.97$22.5020.4%5.9%18.5%18.2%20.5%1.4%8.8%-309.0K854.8K-12.6K0.00100.00N/AN/A2801,18414,450
2024-06-20$23.74$22.5020.3%5.8%18.8%17.9%0.0%-1.2%9.8%-370.9K1.2M-12.0K59.0099.77N/AN/A42361,16214,450
2024-06-21$23.85$22.5013.9%4.0%18.7%6.8%0.0%0.2%13.5%-49.2K2.2K-11.2K0.50102.40N/AN/A841,16614,686
2024-06-24$24.13$22.5017.9%5.1%18.9%13.7%18.1%-3.5%13.4%-38.1K-40.9K-10.7K0.56110.59N/AN/A36201,0163,794
2024-06-25$24.14$22.5017.3%5.0%17.6%12.8%0.0%-3.3%13.5%-33.2K-85.8K-10.7K0.00107.61N/AN/A02801,0463,804
2024-06-26$24.34$22.5017.7%5.1%17.8%13.5%17.8%-2.1%13.8%-39.1K-76.1K-11.4K104.00107.02N/AN/A88321,0464,042
2024-06-27$24.25$22.5018.0%5.2%16.0%13.9%0.0%-2.5%12.8%-49.9K23.3K-11.6K0.00106.86N/AN/A08581,0484,168
2024-06-28$24.36$22.5017.4%5.0%16.0%13.0%0.0%-1.6%14.0%-92.2K367.2K-13.5K0.00108.91N/AN/A001,0485,004