CVLG Options History — July 2024

In July 2024, CVLG traded between $23.73 and $28.27. ATM implied volatility averaged 29.0%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 6.4% (HV 20d: 22.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 17.18.

Notable Days

  • 2024-07-11: Highest Volume — 1,620 contracts
  • 2024-07-05: Largest IV spike — 95.0% change
  • 2024-07-24: Highest IV Rank — 51.9%
  • 2024-07-24: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.60$23.73$28.27$24.36$28.05
Max Pain$23.64$22.50$25.00$22.50$25.00
ATM IV29.0%17.3%38.3%17.8%20.3%
Expected Move8.2%5.0%10.8%5.1%5.8%
HV 20d22.6%14.2%37.7%15.3%37.7%
HV 60d19.1%16.2%25.0%18.0%25.0%
IV Rank33.9%12.8%51.9%13.5%19.2%
IV Percentile40.4%5.2%68.3%7.5%17.5%
Term Structure-1.3%-8.4%15.6%13.7%0.7%
VWIV28.8%11.1%36.8%18.5%20.4%
Skew 25d0.2%-4.8%6.0%-3.7%5.2%
Skew 10d-0.8%-8.6%11.7%-6.4%5.7%
Call IV 25d27.5%12.5%36.4%18.4%14.8%
Put IV 25d27.6%14.7%37.7%14.7%20.0%
Bid-Ask Spread %89.6277.61110.4898.4597.59
Gamma HHI0.550.460.660.490.63
Net GEX-33.9K-241.0K247.8K-92.6K213.2K
Net DEX-894.5K-5.0M1.6M355.4K-4.5M
Net VEX-11.9K-16.5K-6.0K-13.2K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.180.0091.000.331.11
Total Volume330.81801,6203038
Total OI8,058.9096,0529,8386,0529,838

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$24.36$22.5017.8%5.1%15.3%13.5%0.0%-3.7%13.7%-92.6K355.4K-13.2K0.0098.45N/AN/A0301,0485,004
2024-07-02$24.51$22.5018.5%5.3%15.4%14.8%18.5%-3.5%14.0%-87.5K265.1K-12.7K0.33104.89N/AN/A30101,0485,034
2024-07-03$24.50$22.5017.3%5.0%14.2%12.8%0.0%-0.1%15.6%-82.6K271.6K-12.9K0.00110.48N/AN/A001,0705,044
2024-07-05$24.05$22.5033.8%9.1%16.0%41.5%29.7%-1.0%-3.8%-109.8K639.1K-12.9K18.2585.72N/AN/A407301,0705,044
2024-07-08$24.10$22.5032.1%8.7%14.9%38.5%29.8%0.1%-3.8%-161.7K903.5K-14.4K0.0080.40N/AN/A04481,1105,880
2024-07-09$23.73$22.5038.3%8.2%15.7%49.4%28.6%-1.7%-2.2%-241.0K1.6M-15.9K91.0086.79N/AN/A87281,1106,326
2024-07-10$24.15$22.5031.8%9.1%15.5%38.1%31.7%-0.9%-4.2%-234.6K1.4M-16.5K3.5586.81N/AN/A1123981,1147,054
2024-07-11$24.94$22.5032.2%9.2%18.8%38.8%33.9%2.7%-4.9%-110.8K324.2K-15.6K41.6382.09N/AN/A381,5821,2267,274
2024-07-12$24.93$22.5032.1%9.2%18.4%38.7%0.0%1.3%-5.1%-67.3K176.4K-14.2K0.5086.05N/AN/A421,2566,768
2024-07-15$25.35$22.5033.7%9.7%18.2%41.4%33.8%2.0%-5.0%-51.9K-466.1K-13.0K0.6380.74N/AN/A38241,2586,770
2024-07-16$26.07$22.5033.3%9.6%20.0%40.8%32.8%-0.5%-6.2%-69.8K-1.3M-11.0K30.0677.61N/AN/A329621,2766,790
2024-07-17$25.93$22.5034.0%9.8%20.3%41.9%33.6%-0.2%-6.3%-81.5K-1.0M-11.4K0.0083.48N/AN/A041,2787,092
2024-07-18$25.30$25.0035.0%10.0%22.7%43.7%35.0%0.1%-6.2%-37.3K-375.6K-13.1K65.5083.54N/AN/A42621,2787,096
2024-07-19$25.36$25.0035.6%10.2%22.3%44.7%0.0%0.9%-6.8%-66.4K-329.6K-13.6K0.0084.56N/AN/A001,2787,242
2024-07-22$25.52$25.0036.4%10.4%22.3%46.0%36.0%0.5%-7.8%-129.8K-127.1K-12.2K30.0086.16N/AN/A2601,0587,046
2024-07-23$25.77$25.0036.7%10.5%22.2%50.0%36.8%0.1%-8.4%-114.5K-355.4K-11.6K0.0089.28N/AN/A1001,0667,102
2024-07-24$25.47$25.0037.7%10.8%22.9%51.9%35.0%2.8%-7.4%-141.7K8.5K-12.5K0.1380.46N/AN/A9421201,0767,102
2024-07-25$27.48$25.0021.9%6.3%34.7%22.3%28.2%1.6%0.8%218.7K-3.8M-7.5K0.27102.53N/AN/A196522,1747,222
2024-07-26$28.27$25.0017.9%5.1%35.3%14.8%11.1%6.0%3.2%213.1K-5.0M-6.0K0.22103.90N/AN/A54122,2967,242
2024-07-29$27.49$25.0022.2%6.4%37.6%22.8%22.2%-4.8%0.1%247.8K-3.9M-7.8K3.7090.55N/AN/A20742,3347,238
2024-07-30$27.94$25.0020.2%5.8%37.7%19.1%20.3%-3.6%0.6%241.3K-4.4M-6.9K5.2489.61N/AN/A341782,3527,312
2024-07-31$28.05$25.0020.3%5.8%37.7%19.2%20.4%5.2%0.7%213.2K-4.5M-7.0K1.1197.59N/AN/A18202,3527,486