CVNA Options History — October 2021 In October 2021, CVNA traded between $11.29 and $12.15. ATM implied volatility averaged 51.4%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 26.4% (HV 20d: 25.0%). Max pain ranged from $10.00 to $12.90. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.10.
Notable Days 2021-10-21 : Highest Volume — 338,025 contracts2021-10-04 : Largest IV spike — 21.5% change2021-10-05 : Highest IV Rank — 32.2%2021-10-04 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $11.62 $11.29 $12.15 $12.11 $12.15 Max Pain $10.80 $10.00 $12.90 $12.90 $10.80 ATM IV 51.4% 45.9% 57.7% 46.8% 46.3% Expected Move 14.5% 11.9% 15.6% 11.9% 15.0% HV 20d 25.0% 20.4% 27.8% 27.0% 25.6% HV 60d 27.2% 25.6% 28.6% 27.7% 27.9% IV Rank 22.2% 13.4% 32.2% 14.9% 14.0% IV Percentile 27.9% 17.9% 40.5% 20.2% 18.7% Term Structure -1.9% -4.4% 5.1% 5.1% -2.8% VWIV 50.7% 43.3% 56.3% 43.3% 50.8% Skew 25d 7.1% 4.1% 12.9% 6.9% 4.1% Skew 10d 14.2% 7.5% 21.0% 19.0% 8.8% Call IV 25d 49.1% 45.2% 56.1% 45.2% 46.7% Put IV 25d 56.2% 50.8% 66.5% 52.1% 50.8% Bid-Ask Spread % 43.52 28.15 64.67 64.67 49.63 Gamma HHI 0.08 0.06 0.15 0.08 0.08 Net GEX 7.0M -8.9M 30.3M 2.8M 15.1M Net DEX -567.2M -1.07B -262.4M -668.9M -1.07B Net VEX -4.4M -4.9M -3.7M -4.7M -3.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.47 2.67 0.55 0.83 Total Volume 213,614.286 102,475 338,025 250,450 330,400 Total OI 4,654,436.905 4,356,725 4,834,225 4,556,425 4,824,375
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2021-10-01 $12.11 $12.90 46.8% 11.9% 27.0% 14.9% 43.3% 6.9% 5.1% 2.8M -668.9M -4.7M 0.55 64.67 161,150 89,300 1,959,375 2,597,050 2021-10-04 $11.73 $10.40 56.9% 15.6% 27.3% 30.9% 56.3% 11.9% -4.1% -133.7K -475.1M -4.9M 0.81 49.06 102,975 83,550 1,791,875 2,564,850 2021-10-05 $11.44 $10.40 57.7% 15.1% 27.7% 32.2% 52.6% 7.8% -3.2% 345.0K -362.1M -4.9M 1.60 45.25 88,000 140,700 1,893,850 2,596,375 2021-10-06 $11.42 $10.00 57.0% 15.2% 27.8% 31.2% 53.3% 8.5% 0.9% 2.2M -372.2M -4.8M 2.67 41.97 41,400 110,650 1,960,500 2,611,100 2021-10-07 $11.43 $10.40 54.9% 14.5% 27.7% 27.8% 51.3% 12.9% -0.0% -7.3M -339.1M -4.9M 1.35 43.03 63,250 85,650 2,007,900 2,703,750 2021-10-08 $11.33 $10.80 53.1% 14.6% 27.5% 25.0% 47.8% 6.9% -3.9% -8.9M -262.4M -4.9M 0.94 49.03 129,575 122,450 2,017,225 2,735,050 2021-10-11 $11.31 $10.80 53.1% 14.7% 27.5% 24.9% 51.1% 7.1% -0.3% -2.2M -300.7M -4.7M 2.10 40.49 38,900 81,725 1,929,650 2,683,650 2021-10-12 $11.29 $10.80 53.3% 14.3% 26.7% 25.3% 49.4% 6.4% -3.1% -1.8M -292.7M -4.7M 0.57 38.06 91,225 52,325 1,996,550 2,725,075 2021-10-13 $11.31 $10.80 50.9% 14.3% 26.3% 21.5% 49.4% 5.9% -2.3% -3.4M -306.5M -4.6M 0.99 56.28 51,500 50,975 2,007,200 2,750,725 2021-10-14 $11.37 $10.80 50.7% 14.0% 21.4% 21.1% 47.5% 5.8% -1.8% -2.1M -353.0M -4.6M 0.56 42.39 74,125 41,775 2,042,850 2,766,100 2021-10-15 $11.49 $10.80 49.6% 13.3% 21.4% 19.3% 46.4% 6.3% -3.6% 10.6M -459.4M -4.5M 0.47 40.53 98,225 45,875 2,065,475 2,768,750 2021-10-18 $11.58 $10.80 49.8% 14.0% 20.4% 19.6% 48.9% 6.5% -1.8% 10.6M -611.4M -4.3M 1.01 31.17 94,225 94,925 1,841,150 2,598,975 2021-10-19 $11.65 $10.80 50.3% 14.3% 20.5% 20.5% 50.5% 7.0% -2.7% 14.1M -673.9M -4.3M 0.72 31.36 115,175 82,450 1,893,725 2,611,250 2021-10-20 $11.58 $10.80 50.9% 14.6% 20.4% 21.4% 51.5% 6.9% -1.7% 10.8M -592.9M -4.5M 0.96 28.15 132,825 127,525 1,966,550 2,698,700 2021-10-21 $12.06 $10.80 50.6% 14.7% 26.2% 20.9% 51.9% 7.6% -4.4% 24.6M -968.7M -4.2M 0.85 36.86 182,550 155,475 1,981,800 2,725,125 2021-10-22 $11.90 $10.80 51.2% 15.1% 26.2% 21.9% 53.2% 6.9% -3.3% 30.3M -844.1M -4.3M 1.42 40.37 101,000 143,775 2,018,750 2,746,725 2021-10-25 $11.71 $10.80 49.9% 15.2% 26.6% 19.8% 54.2% 5.5% -2.9% 10.4M -693.1M -4.1M 1.28 44.25 90,350 116,075 1,893,925 2,708,900 2021-10-26 $11.69 $10.80 50.6% 14.9% 23.3% 20.9% 51.4% 7.0% -3.0% 9.9M -683.8M -4.1M 0.97 43.19 138,625 134,925 1,900,300 2,721,475 2021-10-27 $11.71 $10.80 49.3% 15.0% 23.3% 18.9% 52.4% 6.0% -2.0% 13.8M -737.3M -3.9M 1.16 49.59 139,875 162,625 1,958,650 2,734,525 2021-10-28 $11.84 $10.80 45.9% 15.1% 23.6% 13.4% 50.9% 4.7% 0.2% 18.1M -839.3M -3.9M 1.18 48.65 136,675 161,125 1,980,575 2,762,775 2021-10-29 $12.15 $10.80 46.3% 15.0% 25.6% 14.0% 50.8% 4.1% -2.8% 15.1M -1.07B -3.7M 0.83 49.63 181,025 149,375 2,021,075 2,803,300
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