CVLG Options History — December 2024

In December 2024, CVLG traded between $26.85 and $29.75. ATM implied volatility averaged 24.7%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 3.3% (HV 20d: 27.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2024-12-30: Highest Volume — 62 contracts
  • 2024-12-18: Largest IV spike — 71.0% change
  • 2024-12-18: Highest IV Rank — 48.5%
  • 2024-12-18: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.19$26.85$29.75$29.18$27.25
Max Pain$28.33$25.00$30.00$25.00$27.50
ATM IV24.7%19.3%41.2%27.4%24.0%
Expected Move6.8%5.5%11.8%7.9%6.9%
HV 20d27.9%20.5%46.3%45.7%25.9%
HV 60d33.2%32.0%34.6%32.0%33.3%
IV Rank22.8%14.4%48.5%27.0%21.8%
IV Percentile44.3%21.0%91.3%54.8%46.8%
Term Structure4.3%-16.2%14.1%-6.1%4.9%
VWIV24.7%18.7%31.2%24.0%18.7%
Skew 25d0.7%-11.2%21.9%-11.2%4.4%
Skew 10d-0.8%-20.9%25.9%-20.9%7.1%
Call IV 25d25.9%17.6%32.8%32.4%21.3%
Put IV 25d26.7%18.9%54.7%21.2%25.6%
Bid-Ask Spread %109.10100.04114.20103.60109.37
Gamma HHI0.500.260.780.570.29
Net GEX30.7K2.2K57.8K43.8K2.2K
Net DEX-364.4K-706.5K-78.6K-611.8K-82.6K
Net VEX-1.6K-2.1K-1.2K-2.1K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.000.000.00
Total Volume21.23806204
Total OI1,772.7624782,3362,266598

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$29.18$25.0027.4%7.9%45.7%27.0%0.0%-11.2%-6.1%43.8K-611.8K-2.1K0.00103.60N/AN/A006041,662
2024-12-03$28.72$25.0028.1%8.1%46.3%28.1%0.0%-8.1%-9.8%39.7K-540.6K-2.1K0.00100.04N/AN/A006041,662
2024-12-04$28.80$25.0023.6%6.8%46.2%21.2%24.0%-3.6%-4.3%43.5K-530.6K-2.0K0.00105.42N/AN/A0106041,662
2024-12-05$28.78$30.0028.0%5.9%27.8%27.9%0.0%6.3%7.1%42.1K-531.4K-1.9K0.00112.80N/AN/A406041,672
2024-12-06$28.29$30.0027.3%6.9%27.2%26.8%0.0%-3.8%0.4%40.7K-465.1K-1.7K0.05111.98N/AN/A4426041,672
2024-12-09$28.89$30.0023.6%5.9%26.7%21.1%0.0%1.6%8.2%44.1K-503.1K-1.8K0.00112.69N/AN/A005721,670
2024-12-10$29.04$30.0023.9%5.8%22.6%21.6%0.0%-5.0%7.0%46.3K-544.6K-1.7K0.00111.81N/AN/A1205721,670
2024-12-11$29.75$30.0022.8%6.5%24.1%19.9%23.2%-2.8%5.5%56.1K-706.5K-1.9K0.00110.31N/AN/A1205801,670
2024-12-12$29.48$30.0020.3%5.8%24.1%15.9%0.0%0.4%7.2%57.8K-638.5K-1.8K0.00113.38N/AN/A405921,670
2024-12-13$28.98$30.0019.3%5.5%21.0%14.4%25.3%-3.5%11.8%48.2K-524.0K-1.7K0.33113.02N/AN/A42145921,670
2024-12-16$28.80$30.0021.8%6.2%20.8%18.3%25.8%-4.5%7.4%43.8K-441.7K-1.6K0.00108.50N/AN/A4806181,666
2024-12-17$28.45$30.0024.1%6.9%20.5%21.9%27.3%-1.0%9.4%38.4K-401.7K-1.6K0.00107.03N/AN/A1406481,666
2024-12-18$27.11$30.0041.2%11.8%26.7%48.5%0.0%21.9%-16.2%13.3K-175.4K-1.5K0.00114.20N/AN/A406341,666
2024-12-19$27.24$30.0026.0%7.4%26.4%24.8%31.2%-3.4%2.1%15.0K-149.9K-1.3K0.00105.06N/AN/A5406341,666
2024-12-20$27.24$27.5024.6%7.1%26.2%22.7%0.0%-0.8%9.8%16.9K-143.9K-1.2K0.07109.12N/AN/A2826701,666
2024-12-23$26.85$27.5020.6%5.9%25.3%16.4%0.0%1.1%14.1%10.8K-78.6K-1.2K0.00109.72N/AN/A40380104
2024-12-24$27.14$27.5019.4%5.6%25.4%14.6%22.1%0.6%11.8%11.5K-124.2K-1.3K0.00113.04N/AN/A24038494
2024-12-26$27.57$27.5021.4%6.1%26.0%17.7%22.9%14.7%8.4%12.8K-160.4K-1.3K0.75107.58N/AN/A161238694
2024-12-27$27.20$25.0023.3%6.7%26.0%20.6%23.2%13.0%7.9%10.2K-155.9K-1.3K2.00106.29N/AN/A1020402106
2024-12-30$27.18$27.5027.7%7.9%25.8%27.4%27.6%-0.5%2.4%8.1K-141.7K-1.4K1.82106.19N/AN/A2240412126
2024-12-31$27.25$27.5024.0%6.9%25.9%21.8%18.7%4.4%4.9%2.2K-82.6K-1.3K0.00109.37N/AN/A40432166