CVNA Options History — August 2023 In August 2023, CVNA traded between $1.49 and $2.06. ATM implied volatility averaged 108.2%, placing in the 1.8% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded below realized volatility by 18.5% (HV 20d: 126.7%). Max pain ranged from $1.40 to $1.80. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.84.
Notable Days 2023-08-09 : Highest Volume — 5,356,725 contracts2023-08-04 : Largest IV drop — 7.0% change2023-08-02 : Highest IV Rank — 11.0%2023-08-02 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.73 $1.49 $2.06 $1.95 $2.02 Max Pain $1.62 $1.40 $1.80 $1.40 $1.66 ATM IV 108.2% 99.3% 128.4% 124.5% 99.3% Expected Move 30.9% 27.0% 38.9% 37.0% 27.0% HV 20d 126.7% 85.4% 174.7% 174.7% 93.8% HV 60d 183.4% 175.5% 195.9% 195.9% 175.5% IV Rank 1.8% 0.0% 11.0% 8.6% 0.0% IV Percentile 2.4% 0.0% 17.5% 11.1% 0.0% Term Structure 0.4% -3.8% 7.9% -3.1% 2.0% VWIV 110.2% 97.0% 137.2% 131.0% 97.0% Skew 25d -0.0% -5.9% 2.9% -4.7% 0.6% Skew 10d 4.4% -8.4% 10.3% -7.9% 6.2% Call IV 25d 109.7% 99.8% 131.5% 127.6% 99.8% Put IV 25d 109.7% 100.4% 126.9% 122.8% 100.4% Bid-Ask Spread % 6.36 2.77 17.01 3.39 4.10 Gamma HHI 0.05 0.03 0.09 0.09 0.06 Net GEX 2.2M -4.3M 9.1M 7.2M 9.1M Net DEX -367.8M -789.2M -116.6M -689.0M -702.7M Net VEX -2.4M -2.9M -2.0M -2.8M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.58 1.66 0.88 0.91 Total Volume 2,879,646.739 1,329,350 5,356,725 5,305,600 2,112,950 Total OI 18,135,323.913 14,611,100 21,718,175 19,242,050 17,162,275
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 2023-08-01 $1.95 $1.40 124.5% 37.0% 174.7% 8.6% 131.0% -4.7% -3.1% 7.2M -689.0M -2.8M 0.88 3.39 2,829,025 2,476,575 8,729,450 10,512,600 2023-08-02 $2.04 $1.40 128.4% 38.9% 174.6% 11.0% 137.2% -4.6% -3.8% 8.3M -789.2M -2.9M 0.68 2.91 2,734,725 1,868,300 9,224,350 11,339,300 2023-08-03 $2.06 $1.80 124.5% 35.4% 170.4% 8.6% 124.9% -5.9% -2.3% 8.7M -788.1M -2.9M 0.60 3.47 2,485,525 1,501,150 9,269,425 11,918,450 2023-08-04 $1.83 $1.60 115.8% 32.6% 168.6% 3.1% 116.1% -5.6% -3.3% 1.9M -417.9M -2.6M 0.79 4.68 2,428,575 1,919,350 9,536,800 12,181,375 2023-08-07 $1.78 $1.80 110.0% 31.5% 162.3% 0.0% 111.1% -1.8% 0.7% 1.6M -387.6M -2.5M 0.95 6.42 1,498,075 1,426,600 7,938,975 10,282,050 2023-08-08 $1.77 $1.80 111.1% 31.9% 162.4% 0.7% 115.3% -1.2% 0.5% 1.1M -367.9M -2.5M 0.88 7.12 708,600 620,750 8,227,475 10,718,950 2023-08-09 $1.68 $1.80 110.2% 31.8% 158.5% 0.1% 112.9% -0.7% 0.8% -1.1M -263.1M -2.4M 0.67 7.62 3,215,750 2,140,975 8,350,925 10,835,425 2023-08-10 $1.58 $1.60 110.1% 31.8% 159.2% 0.0% 112.4% 0.9% 1.6% -3.0M -158.9M -2.3M 0.87 7.55 2,057,150 1,779,650 8,900,950 11,318,825 2023-08-11 $1.65 $1.60 105.5% 30.5% 159.6% 0.0% 108.0% 1.4% 2.0% -633.8K -245.2M -2.3M 0.76 7.58 1,983,075 1,497,250 9,152,325 11,499,625 2023-08-14 $1.65 $1.60 103.2% 29.8% 159.4% 0.0% 106.1% 1.5% 0.6% -246.0K -282.7M -2.2M 0.85 11.81 810,825 690,625 7,779,800 10,487,825 2023-08-15 $1.58 $1.60 105.8% 30.4% 157.6% 1.6% 107.7% 1.6% 0.2% -1.2M -219.1M -2.2M 1.05 6.91 1,226,500 1,292,875 8,070,050 10,716,825 2023-08-16 $1.53 $1.60 105.4% 30.2% 102.4% 1.3% 106.8% 1.3% 0.6% -2.2M -166.1M -2.1M 0.79 15.02 840,100 661,525 8,287,675 10,986,600 2023-08-17 $1.49 $1.60 103.9% 29.7% 85.4% 0.4% 104.4% 1.3% 1.6% -4.3M -116.6M -2.0M 1.07 6.49 1,003,775 1,078,100 8,299,050 11,011,625 2023-08-18 $1.58 $1.60 106.9% 30.7% 89.1% 2.2% 110.5% 1.9% -0.0% 1.4M -230.5M -2.1M 0.89 17.01 1,305,000 1,164,675 8,361,775 11,116,275 2023-08-21 $1.62 $1.60 103.0% 29.1% 89.4% 0.0% 107.9% 2.9% 0.8% 220.6K -223.0M -2.1M 0.69 3.73 1,270,325 876,425 6,403,350 8,207,750 2023-08-22 $1.52 $1.60 105.1% 29.6% 90.4% 1.3% 105.5% 2.0% -0.1% -897.4K -145.8M -2.1M 1.66 3.87 665,475 1,102,050 6,753,125 8,547,100 2023-08-23 $1.62 $1.60 102.3% 29.1% 93.5% 0.0% 104.4% 2.0% 0.3% 1.5M -236.9M -2.2M 0.64 5.46 820,150 525,125 6,945,600 8,732,925 2023-08-24 $1.50 $1.60 102.2% 28.8% 91.1% 0.0% 102.7% 2.8% 1.7% -1.2M -121.0M -2.1M 0.87 3.70 818,550 711,725 7,224,175 8,877,350 2023-08-25 $1.64 $1.60 101.8% 28.6% 88.6% 0.0% 102.2% 1.1% 0.3% 3.8M -285.1M -2.2M 0.88 2.77 1,371,950 1,212,775 7,352,000 8,924,775 2023-08-28 $1.83 $1.60 106.9% 30.7% 96.1% 3.0% 110.4% 1.6% -0.5% 4.7M -437.0M -2.4M 0.62 5.33 2,077,575 1,283,075 6,679,725 7,948,850 2023-08-29 $1.89 $1.60 102.2% 28.3% 93.7% 0.3% 100.4% 1.7% 0.9% 7.6M -544.8M -2.5M 0.77 3.06 1,364,750 1,051,400 7,505,275 8,446,650 2023-08-30 $1.98 $1.60 100.5% 27.8% 93.4% 0.0% 98.7% -0.6% 7.9% 8.8M -640.4M -2.5M 0.58 6.27 2,354,075 1,368,400 7,702,700 8,644,050 2023-08-31 $2.02 $1.66 99.3% 27.0% 93.8% 0.0% 97.0% 0.6% 2.0% 9.1M -702.7M -2.6M 0.91 4.10 1,106,250 1,006,700 8,183,425 8,978,850
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