CVNA Options History — November 2021 In November 2021, CVNA traded between $11.30 and $12.10. ATM implied volatility averaged 41.5%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 16.6% (HV 20d: 24.9%). Max pain ranged from $10.80 to $11.20. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.25.
Notable Days 2021-11-11 : Highest Volume — 888,125 contracts2021-11-05 : Largest IV drop — 23.0% change2021-11-02 : Highest IV Rank — 28.2%2021-11-02 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $11.73 $11.30 $12.10 $12.10 $11.33 Max Pain $11.14 $10.80 $11.20 $10.80 $11.20 ATM IV 41.5% 35.5% 55.1% 48.4% 43.3% Expected Move 12.1% 10.3% 17.8% 16.5% 12.2% HV 20d 24.9% 20.7% 28.8% 22.8% 27.7% HV 60d 25.8% 24.8% 27.1% 27.1% 26.0% IV Rank 8.7% 0.0% 28.2% 17.4% 11.9% IV Percentile 11.6% 0.0% 41.7% 24.6% 19.0% Term Structure 0.2% -4.7% 5.6% -1.9% 5.4% VWIV 44.6% 37.4% 68.2% 60.9% 45.1% Skew 25d 2.8% -0.6% 5.8% 4.0% 3.6% Skew 10d 4.8% 0.8% 12.7% 2.1% 12.0% Call IV 25d 42.0% 36.0% 56.7% 49.0% 43.7% Put IV 25d 44.7% 38.2% 56.7% 53.0% 47.3% Bid-Ask Spread % 53.19 34.50 68.70 44.30 57.78 Gamma HHI 0.10 0.06 0.17 0.07 0.13 Net GEX -7.1M -34.1M 14.7M 14.7M -28.5M Net DEX -545.9M -989.4M 113.0M -967.1M 90.7M Net VEX -3.6M -3.9M -3.1M -3.8M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.59 3.26 0.76 1.22 Total Volume 434,739.286 265,025 888,125 390,450 360,175 Total OI 5,265,427.381 4,096,575 6,375,450 4,712,950 4,444,125
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 2021-11-01 $12.10 $10.80 48.4% 16.5% 22.8% 17.4% 60.9% 4.0% -1.9% 14.7M -967.1M -3.8M 0.76 44.30 221,800 168,650 1,962,750 2,750,200 2021-11-02 $12.02 $10.80 55.1% 17.8% 20.8% 28.2% 68.2% 0.1% -3.9% 12.2M -908.3M -3.9M 0.59 34.50 297,500 176,275 2,038,125 2,801,050 2021-11-03 $12.07 $10.80 52.6% 17.0% 20.8% 24.1% 62.3% 1.3% -2.7% 14.0M -986.3M -3.8M 0.71 42.79 181,475 128,725 2,190,000 2,861,450 2021-11-04 $12.00 $11.20 49.3% 13.8% 21.0% 18.9% 50.5% -0.6% -4.7% 13.7M -939.6M -3.8M 1.67 45.04 234,625 392,850 2,234,600 2,884,350 2021-11-05 $11.96 $11.20 38.0% 12.4% 20.7% 0.8% 46.0% 1.9% 1.3% 12.2M -901.5M -3.6M 0.91 60.30 373,000 338,300 2,324,075 3,106,800 2021-11-08 $11.71 $11.20 35.5% 11.7% 22.3% 0.0% 42.1% 1.3% 5.6% 8.3M -715.0M -3.5M 0.84 44.76 201,325 169,700 2,110,650 2,949,150 2021-11-09 $11.82 $11.20 39.4% 11.8% 22.4% 5.9% 43.2% 5.8% 2.4% 8.7M -785.4M -3.5M 1.83 53.47 201,800 369,675 2,144,825 2,980,425 2021-11-10 $11.46 $11.20 40.9% 11.5% 25.4% 8.3% 41.9% 3.7% -0.7% -5.5M -441.2M -3.7M 3.26 59.04 204,025 665,350 2,207,350 3,229,450 2021-11-11 $11.46 $11.20 40.2% 10.9% 25.3% 7.1% 39.3% 5.2% -2.8% -19.7M -346.5M -3.9M 3.05 56.73 219,400 668,725 2,239,150 3,697,475 2021-11-12 $11.76 $11.20 39.0% 11.0% 26.7% 5.4% 40.5% 3.6% -1.2% -14.9M -633.8M -3.9M 0.96 55.50 220,775 211,875 2,266,525 4,097,225 2021-11-15 $11.93 $11.20 38.9% 11.2% 27.0% 5.2% 42.7% 2.7% 1.8% -5.2M -820.4M -3.7M 1.07 53.79 207,350 222,525 2,204,000 4,033,800 2021-11-16 $12.04 $11.20 35.9% 10.3% 27.1% 0.6% 39.9% 2.2% 1.4% 4.6M -989.4M -3.4M 1.39 55.49 114,925 159,375 2,250,400 4,059,200 2021-11-17 $11.72 $11.20 36.0% 10.3% 28.8% 0.7% 37.4% 2.2% 1.7% -14.6M -631.8M -3.6M 0.97 59.99 134,575 130,450 2,255,950 4,066,700 2021-11-18 $11.53 $11.20 37.8% 10.8% 25.1% 3.4% 40.3% 1.9% 1.3% -29.6M -467.3M -3.6M 1.04 52.77 139,850 146,150 2,280,950 4,083,275 2021-11-19 $11.68 $11.20 37.2% 10.6% 25.3% 2.6% 39.7% 2.9% -0.5% -8.0M -609.0M -3.4M 1.06 68.70 151,075 159,900 2,284,300 4,091,150 2021-11-22 $11.41 $11.20 38.6% 10.6% 25.9% 4.8% 38.1% 5.7% 0.2% -30.8M 44.8M -3.3M 1.14 53.11 166,600 190,250 1,107,375 2,989,200 2021-11-23 $11.30 $11.20 39.7% 11.0% 26.1% 6.4% 39.2% 3.2% -0.3% -34.1M 113.0M -3.4M 1.22 51.14 140,950 171,675 1,190,550 3,055,525 2021-11-24 $11.60 $11.20 41.1% 10.5% 27.9% 8.6% 38.1% 2.8% -1.4% -22.8M -121.2M -3.3M 0.64 50.68 210,725 135,750 1,230,575 3,103,475 2021-11-26 $11.68 $11.20 44.8% 11.9% 27.7% 14.4% 41.2% 1.5% 1.3% -15.0M -210.5M -3.2M 0.86 59.30 144,900 124,950 1,310,350 3,118,550 2021-11-29 $11.68 $11.20 40.3% 10.6% 25.8% 7.3% 39.4% 3.0% 1.5% -9.6M -238.7M -3.1M 1.02 57.93 134,400 137,125 1,252,025 3,086,875 2021-11-30 $11.33 $11.20 43.3% 12.2% 27.7% 11.9% 45.1% 3.6% 5.4% -28.5M 90.7M -3.2M 1.22 57.78 162,150 198,025 1,299,825 3,144,300
« Oct 2021 | All History | Dec 2021 » Home CVNA History November 2021