CVLG Options History — October 2024

In October 2024, CVLG traded between $24.93 and $27.12. ATM implied volatility averaged 32.2%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 7.6% (HV 20d: 24.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 17.27.

Notable Days

  • 2024-10-15: Highest Volume — 10,146 contracts
  • 2024-10-31: Largest IV spike — 143.8% change
  • 2024-10-31: Highest IV Rank — 86.1%
  • 2024-10-31: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.91$24.93$27.12$25.84$25.36
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV32.2%17.9%48.9%22.1%48.9%
Expected Move10.1%5.8%14.0%6.3%14.0%
HV 20d24.6%18.3%28.4%18.5%23.4%
HV 60d27.3%21.6%30.6%30.0%21.6%
IV Rank47.2%16.7%86.1%22.7%86.1%
IV Percentile62.7%13.1%99.6%31.7%99.6%
Term Structure-7.2%-27.9%15.8%15.6%-25.4%
VWIV33.9%13.6%52.6%13.6%25.7%
Skew 25d-7.7%-50.4%8.1%8.1%-32.5%
Skew 10d-9.4%-63.4%12.8%10.5%-27.5%
Call IV 25d39.8%15.4%78.3%15.4%78.3%
Put IV 25d32.1%14.8%52.5%23.5%45.8%
Bid-Ask Spread %93.8567.46126.33112.22126.33
Gamma HHI0.440.340.870.360.45
Net GEX-210.9K-932.8K7.4K-9.4K-415.3K
Net DEX1.6M-334.1K5.2M-46.2K5.2M
Net VEX-14.1K-28.7K-4.1K-4.1K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.270.00177.500.0016.67
Total Volume595.478010,1466110
Total OI8,319.0431,39814,0761,39814,076

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$25.84$25.0022.1%6.3%18.5%22.7%13.6%8.1%15.6%-9.4K-46.2K-4.1K0.00112.22N/AN/A60522876
2024-10-02$25.86$25.0021.5%6.2%18.3%21.5%0.0%7.4%15.8%-9.4K-52.2K-4.2K0.00114.18N/AN/A00522876
2024-10-03$24.93$25.0022.2%10.9%22.0%22.8%0.0%4.3%-5.7%-20.5K162.8K-4.3K0.0074.13N/AN/A00522896
2024-10-04$25.13$25.0017.9%10.6%21.4%16.7%34.6%1.4%-5.8%-19.5K116.5K-4.1K177.5080.89N/AN/A4710522896
2024-10-07$25.57$25.0020.9%11.0%21.8%23.1%36.4%1.4%-7.0%-53.5K221.4K-5.0K10.4872.96N/AN/A545665241,492
2024-10-08$25.89$25.0021.4%10.8%22.2%24.2%39.2%2.1%-6.6%-52.7K163.7K-5.5K5.0069.52N/AN/A4205761,826
2024-10-09$25.53$25.0037.1%10.6%22.8%57.5%35.2%0.5%-5.7%-74.1K326.7K-6.3K7.4470.41N/AN/A362685762,368
2024-10-10$25.67$25.0038.1%10.9%22.7%59.6%37.9%1.4%-7.1%-85.6K275.4K-6.1K0.0077.88N/AN/A0706042,470
2024-10-11$26.39$25.0037.6%10.8%24.3%58.4%0.0%2.3%-7.1%-53.1K63.6K-5.9K0.0076.10N/AN/A006042,540
2024-10-14$26.34$25.0039.3%11.3%24.3%62.0%38.9%-0.4%-8.3%-56.0K115.0K-5.8K0.0079.47N/AN/A1806042,540
2024-10-15$26.32$25.0039.9%11.4%24.1%63.3%41.1%2.5%-8.0%-51.5K48.0K-5.6K1.0178.65N/AN/A5,0365,1106182,540
2024-10-16$27.12$25.0040.8%11.7%26.4%65.2%39.8%2.4%-8.5%7.4K-334.1K-28.7K4.7676.56N/AN/A844005,6247,602
2024-10-17$26.92$25.0040.9%11.7%26.3%65.5%40.4%3.0%-9.4%-63.4K579.1K-27.8K0.7167.46N/AN/A34245,6247,892
2024-10-18$26.28$25.0040.0%11.5%27.6%63.5%52.6%4.6%-10.2%-146.9K1.9M-27.0K30.0096.30N/AN/A164805,6267,916
2024-10-21$26.07$25.0034.8%10.0%27.7%52.4%34.9%-20.0%-27.9%-183.2K3.0M-28.3K5.75107.92N/AN/A16925,6228,156
2024-10-22$26.27$25.0038.2%10.9%27.6%61.6%24.8%-3.7%11.6%-159.5K2.5M-28.1K1.1195.76N/AN/A18205,6088,222
2024-10-23$25.73$25.0033.1%9.5%28.4%50.6%29.6%-14.4%-11.3%-393.4K4.3M-23.7K13.1398.78N/AN/A162105,6268,232
2024-10-24$25.79$25.0026.3%7.5%27.6%35.5%18.2%-36.1%-16.6%-565.0K3.8M-17.6K2.55107.91N/AN/A441125,6388,332
2024-10-25$25.59$25.0036.1%10.4%26.8%57.8%0.0%-7.6%-10.7%-472.2K3.2M-17.5K0.00116.18N/AN/A005,6448,362
2024-10-28$25.99$25.0031.1%8.9%27.2%46.6%0.0%-23.9%-11.0%-479.3K3.4M-17.8K0.20122.66N/AN/A1025,6448,362
2024-10-29$25.71$25.0031.6%9.1%26.7%47.8%0.0%-50.4%-17.9%-562.4K4.3M-17.6K0.00119.36N/AN/A005,6448,364
2024-10-30$25.65$25.0020.1%5.8%26.7%22.2%25.7%-29.0%2.6%-932.8K3.6M-13.3K16.67116.85N/AN/A61005,6448,364
2024-10-31$25.36$25.0048.9%14.0%23.4%86.1%0.0%-32.5%-25.4%-415.3K5.2M-19.9K0.00126.33N/AN/A01105,6468,430