CVNA Options History — March 2023 In March 2023, CVNA traded between $0.27 and $0.40. ATM implied volatility averaged 155.0%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 44.5%. IV traded above realized volatility by 9.6% (HV 20d: 145.4%). Max pain ranged from $0.40 to $0.40. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-03-22 : Highest Volume — 3,216,600 contracts2023-03-22 : Largest IV spike — 12.4% change2023-03-22 : Highest IV Rank — 47.2%2023-03-22 : Largest Expected Move — 47.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.33 $0.27 $0.40 $0.36 $0.38 Max Pain $0.40 $0.40 $0.40 $0.40 $0.40 ATM IV 155.0% 143.6% 166.3% 166.2% 150.1% Expected Move 44.5% 41.6% 47.7% 47.0% 41.7% HV 20d 145.4% 117.8% 189.4% 189.4% 126.2% HV 60d 180.1% 170.0% 210.9% 210.5% 173.9% IV Rank 41.3% 35.6% 47.2% 47.1% 36.4% IV Percentile 54.0% 40.5% 70.2% 70.2% 44.4% Term Structure 4.6% -2.4% 16.0% -1.9% 16.0% VWIV 157.6% 146.0% 168.0% 166.6% 150.3% Skew 25d 1.3% -10.7% 11.4% -8.1% 7.7% Skew 10d 5.3% -18.0% 27.4% -18.0% 27.4% Call IV 25d 157.0% 141.7% 173.1% 173.1% 141.7% Put IV 25d 158.3% 146.0% 169.3% 165.0% 149.4% Bid-Ask Spread % 8.47 6.46 13.52 12.96 8.57 Gamma HHI 0.11 0.06 0.64 0.10 0.17 Net GEX 264.2K -258.7K 3.3M 729.1K 659.5K Net DEX 3.1M -57.2M 38.4M -21.2M -27.4M Net VEX -499.1K -623.2K -409.0K -601.6K -523.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.38 1.47 0.83 0.78 Total Volume 1,200,369.565 507,225 3,216,600 798,275 1,688,475 Total OI 14,497,590.217 11,392,800 17,573,175 17,400,575 13,076,100
Daily Data (23 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 2023-03-01 $0.36 $0.40 166.2% 47.0% 189.4% 47.1% 166.6% -8.1% -1.9% 729.1K -21.2M -601.6K 0.83 12.96 435,575 362,700 9,500,175 7,900,400 2023-03-02 $0.38 $0.40 160.1% 46.3% 156.0% 44.0% 162.9% -1.4% -2.1% 1.2M -38.8M -619.2K 0.79 8.98 537,250 424,750 9,535,425 7,976,950 2023-03-03 $0.40 $0.40 153.2% 42.0% 157.5% 40.5% 146.0% -5.9% 5.4% 3.3M -57.2M -623.2K 0.57 6.46 1,199,200 681,450 9,609,825 7,963,350 2023-03-06 $0.37 $0.40 144.8% 42.5% 158.3% 36.2% 150.9% -10.7% 2.5% 216.4K -9.6M -571.1K 0.66 9.77 683,600 453,675 7,879,175 7,484,550 2023-03-07 $0.36 $0.40 145.6% 43.2% 157.6% 36.6% 154.2% -8.8% 6.2% 213.6K -7.4M -566.1K 0.38 8.89 708,200 265,875 8,153,500 7,579,425 2023-03-08 $0.36 $0.40 143.6% 43.0% 157.7% 35.6% 151.2% -0.7% 1.3% 304.6K -3.7M -547.1K 0.58 7.16 470,600 273,025 8,324,225 7,695,350 2023-03-09 $0.33 $0.40 149.2% 43.6% 155.2% 38.4% 153.1% -1.5% 1.9% 127.8K 10.2M -518.9K 0.61 7.84 832,100 504,075 8,469,400 7,798,800 2023-03-10 $0.29 $0.40 157.6% 44.6% 151.2% 42.7% 162.6% 0.1% 3.5% -254.3K 38.4M -458.1K 0.99 6.81 899,675 886,250 8,845,250 7,932,800 2023-03-13 $0.30 $0.40 158.5% 46.1% 150.7% 43.2% 167.3% 11.4% 2.2% -225.7K 23.8M -456.4K 0.81 7.54 606,325 490,125 7,542,600 7,378,100 2023-03-14 $0.27 $0.40 157.5% 45.1% 154.0% 42.7% 160.1% 0.9% -2.4% -258.7K 35.8M -409.0K 0.78 6.55 370,475 289,575 7,742,475 7,475,950 2023-03-15 $0.28 $0.40 156.6% 46.8% 155.9% 42.2% 161.1% 6.5% 5.1% -258.6K 32.7M -424.0K 1.47 6.70 439,700 647,125 7,776,225 7,523,200 2023-03-16 $0.30 $0.40 154.9% 45.3% 145.8% 41.3% 160.5% 7.3% 4.8% -208.4K 26.5M -454.3K 0.77 9.38 441,225 340,775 7,863,400 7,757,275 2023-03-17 $0.31 $0.40 149.0% 43.6% 140.9% 38.3% 155.9% 9.0% 3.2% -13.3K 20.1M -448.2K 0.74 6.60 671,725 498,875 7,883,375 7,859,375 2023-03-20 $0.28 $0.40 151.7% 43.8% 141.7% 39.7% 155.0% 6.1% 14.1% -68.9K 16.5M -418.7K 0.76 6.55 440,725 332,800 5,666,550 5,726,250 2023-03-21 $0.32 $0.40 147.9% 42.6% 144.9% 37.8% 151.7% -2.3% 1.4% 101.9K 3.3M -471.2K 0.44 9.40 785,900 342,050 5,833,250 5,922,075 2023-03-22 $0.34 $0.40 166.3% 47.7% 148.1% 47.2% 168.0% -5.7% -2.3% 275.7K -12.1M -513.1K 0.78 13.52 1,807,100 1,409,500 6,092,200 6,029,150 2023-03-23 $0.33 $0.40 163.5% 46.7% 148.4% 45.7% 162.2% 7.1% 1.0% 215.5K 95.0K -505.8K 0.88 8.18 851,650 746,300 6,656,350 6,459,575 2023-03-24 $0.33 $0.40 161.5% 45.8% 124.7% 44.8% 162.6% 2.5% 5.4% -18.5K 4.1M -498.0K 0.83 10.17 446,975 369,075 6,665,700 6,633,925 2023-03-27 $0.31 $0.40 164.1% 46.6% 121.7% 46.1% 166.4% 0.5% 8.0% -93.9K 12.3M -465.1K 1.07 7.42 391,000 418,500 5,854,425 6,075,075 2023-03-28 $0.30 $0.40 162.0% 45.3% 117.8% 45.0% 160.5% 3.1% 6.0% -146.6K 18.1M -447.5K 0.72 7.31 294,150 213,075 6,019,175 6,228,325 2023-03-29 $0.31 $0.40 148.7% 41.6% 118.6% 38.2% 148.7% 4.6% 10.3% -8.8K 13.9M -453.3K 0.60 10.12 455,975 275,000 6,143,975 6,303,825 2023-03-30 $0.35 $0.40 152.7% 42.1% 122.9% 40.2% 147.4% 8.1% 15.1% 311.0K -6.4M -485.3K 0.57 7.91 1,230,075 696,250 6,255,300 6,352,775 2023-03-31 $0.38 $0.40 150.1% 41.7% 126.2% 36.4% 150.3% 7.7% 16.0% 659.5K -27.4M -523.7K 0.78 8.57 950,950 737,525 6,500,225 6,575,875
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