CVLG Options History — January 2025

In January 2025, CVLG traded between $26.29 and $29.29. ATM implied volatility averaged 27.2%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 6.7% (HV 20d: 33.9%). Max pain ranged from $25.00 to $27.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 22.94.

Notable Days

  • 2025-01-24: Highest Volume — 322 contracts
  • 2025-01-27: Largest IV spike — 55.8% change
  • 2025-01-17: Highest IV Rank — 54.0%
  • 2025-01-17: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.77$26.29$29.29$26.95$27.65
Max Pain$27.24$25.00$27.50$27.50$27.50
ATM IV27.2%18.8%44.7%26.5%18.8%
Expected Move8.2%5.4%12.8%7.6%5.4%
HV 20d33.9%25.6%37.3%25.6%37.3%
HV 60d35.7%33.3%37.1%33.3%37.1%
IV Rank26.8%13.6%54.0%25.6%13.6%
IV Percentile54.3%18.3%96.4%54.0%18.3%
Term Structure3.8%-14.7%14.6%-3.9%11.5%
VWIV28.8%21.5%40.0%26.4%28.0%
Skew 25d-2.3%-17.8%33.6%33.6%5.8%
Skew 10d-12.4%-30.4%48.4%48.4%4.3%
Call IV 25d33.2%12.5%56.8%25.0%15.1%
Put IV 25d30.9%21.0%58.5%58.5%21.0%
Bid-Ask Spread %116.75101.00127.90111.11111.40
Gamma HHI0.540.281.001.000.53
Net GEX-21.9K-71.6K5.6K-64-25.4K
Net DEX33.2K-304.7K522.7K34.7K42.8K
Net VEX-1.8K-2.4K-5-5-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio22.940.00235.005.500.00
Total Volume73.350322138
Total OI836.45131,06113990

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$26.95$0.0026.5%7.6%25.6%25.6%26.4%33.6%-3.9%-6434.7K-55.50111.11N/AN/A211013
2025-01-03$28.29$27.5026.9%7.7%31.5%26.2%0.0%11.5%13.0%5.6K-235.0K-1.4K0.00122.61N/AN/A00433177
2025-01-06$27.29$25.0024.0%9.1%33.9%21.7%26.8%-17.0%-2.1%-2.0K-103.3K-1.4K3.26123.05N/AN/A2375434177
2025-01-07$26.73$25.0020.2%7.5%34.1%15.9%28.1%-9.8%13.6%-15.6K67.5K-1.5K77.50113.31N/AN/A2155438251
2025-01-08$27.09$27.5027.4%7.1%33.5%27.0%29.7%-8.8%13.8%-28.6K224.9K-1.9K0.00121.28N/AN/A0108440401
2025-01-10$26.29$27.5025.4%7.7%34.6%23.8%31.6%-12.2%-0.3%-26.7K522.7K-2.0K0.00111.93N/AN/A039440499
2025-01-13$26.76$27.5027.9%7.8%34.0%27.9%29.5%5.4%13.7%-36.4K451.9K-2.2K4.30111.70N/AN/A1043440538
2025-01-14$27.10$27.5027.5%12.2%34.5%27.1%36.4%-11.0%-1.9%-48.9K384.0K-2.4K0.00117.19N/AN/A050430581
2025-01-15$27.59$27.5030.8%8.8%35.1%32.2%21.5%-17.8%-9.1%-70.4K252.3K-2.3K235.00122.63N/AN/A1235430631
2025-01-16$28.08$27.5036.5%10.5%35.7%41.1%0.0%1.3%-9.4%-35.5K-63.3K-1.9K0.27126.58N/AN/A154430545
2025-01-17$27.77$27.5044.7%12.8%35.7%54.0%0.0%6.1%-14.7%-71.6K9.8K-1.9K0.00127.83N/AN/A620425545
2025-01-21$27.88$27.5023.1%6.6%31.0%20.3%26.3%-10.2%14.2%-11.8K-64.4K-1.9K1.45107.22N/AN/A1116320425
2025-01-22$28.30$27.5033.7%9.7%31.4%36.8%33.6%-1.6%0.0%-10.7K-36.4K-2.1K3.50101.00N/AN/A621324451
2025-01-23$28.88$27.5035.1%10.1%32.0%39.1%40.0%-16.0%-3.3%-7.5K-97.6K-2.1K2.40103.63N/AN/A4096330452
2025-01-24$28.11$27.5020.3%5.8%33.2%16.0%21.6%-3.8%9.6%-18.2K-18.6K-1.9K7.47113.12N/AN/A38284377518
2025-01-27$29.29$27.5031.6%9.1%35.9%33.6%23.3%-3.3%14.6%-579-304.7K-1.7K0.81121.82N/AN/A2722392553
2025-01-28$28.75$27.5024.7%7.1%36.5%22.8%0.0%10.1%-2.7%-5.4K-214.0K-1.8K20.00127.90N/AN/A120408546
2025-01-29$28.43$27.5019.3%5.5%36.4%14.3%28.0%-5.2%9.6%-12.1K-127.0K-1.9K5.00122.71N/AN/A210409559
2025-01-30$28.18$27.5020.5%5.9%36.6%16.3%0.0%-2.3%10.0%-16.7K-62.5K-2.0K0.50117.00N/AN/A2010408569
2025-01-31$27.65$27.5018.8%5.4%37.3%13.6%0.0%5.8%11.5%-25.4K42.8K-2.0K0.00111.40N/AN/A80411579