CVNA Options History — November 2023 In November 2023, CVNA traded between $1.03 and $1.37. ATM implied volatility averaged 93.0%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded below realized volatility by 3.3% (HV 20d: 96.3%). Max pain ranged from $1.36 to $1.60. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2023-11-03 : Highest Volume — 4,655,025 contracts2023-11-03 : Largest IV drop — 28.3% change2023-11-01 : Highest IV Rank — 23.4%2023-11-01 : Largest Expected Move — 44.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.26 $1.03 $1.37 $1.03 $1.25 Max Pain $1.40 $1.36 $1.60 $1.40 $1.36 ATM IV 93.0% 83.5% 130.4% 130.4% 90.2% Expected Move 27.0% 24.0% 44.1% 44.1% 26.4% HV 20d 96.3% 65.3% 105.7% 65.3% 99.1% HV 60d 85.9% 77.7% 91.4% 77.7% 84.3% IV Rank 4.9% 0.0% 23.4% 23.4% 3.6% IV Percentile 4.7% 0.0% 32.9% 32.9% 4.0% Term Structure 0.0% -4.8% 5.8% -4.8% -1.3% VWIV 96.3% 83.2% 156.3% 156.3% 94.1% Skew 25d 6.3% -0.6% 10.0% 9.3% -0.6% Skew 10d 14.4% 1.7% 23.6% 14.5% 1.9% Call IV 25d 91.5% 81.2% 126.4% 126.4% 91.7% Put IV 25d 97.8% 87.1% 135.7% 135.7% 91.1% Bid-Ask Spread % 7.01 3.21 16.39 3.69 9.00 Gamma HHI 0.06 0.04 0.11 0.05 0.07 Net GEX 2.1M -1.6M 5.1M -719.7K 986.2K Net DEX -85.8M -223.6M 46.4M 46.4M -50.8M Net VEX -1.4M -1.5M -1.2M -1.3M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.29 2.88 0.96 0.53 Total Volume 2,036,600 638,150 4,655,025 1,828,625 1,199,800 Total OI 17,293,389.286 15,625,300 19,344,200 16,098,975 16,696,925
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 2023-11-01 $1.03 $1.40 130.4% 44.1% 65.3% 23.4% 156.3% 9.3% -4.8% -719.7K 46.4M -1.3M 0.96 3.69 934,900 893,725 7,411,200 8,687,775 2023-11-02 $1.21 $1.60 116.6% 32.1% 89.4% 15.7% 114.9% 10.0% -4.1% 852.3K -76.3M -1.4M 0.94 16.39 1,459,550 1,376,850 7,751,425 9,056,825 2023-11-03 $1.28 $1.40 83.7% 25.2% 91.0% 0.0% 88.6% 5.9% 0.9% 4.4M -119.4M -1.3M 0.62 15.60 2,865,900 1,789,125 8,309,750 9,626,700 2023-11-06 $1.33 $1.40 88.6% 25.5% 91.8% 2.6% 91.8% 6.7% -0.1% 2.1M -128.9M -1.4M 0.54 5.68 1,367,975 736,075 7,708,450 9,297,475 2023-11-07 $1.37 $1.40 89.7% 26.0% 92.5% 3.2% 92.5% 6.6% 0.8% 4.6M -184.1M -1.5M 0.31 5.65 1,432,750 443,100 8,343,725 9,652,075 2023-11-08 $1.36 $1.40 89.7% 26.0% 92.2% 3.2% 92.4% 6.2% 1.5% 4.9M -175.6M -1.4M 0.46 7.42 1,190,500 543,450 8,469,300 9,778,750 2023-11-09 $1.20 $1.40 92.4% 26.7% 91.7% 4.7% 93.0% 7.8% 1.3% -975.6K -10.7M -1.3M 0.54 5.34 1,447,025 786,275 8,474,050 9,814,150 2023-11-10 $1.16 $1.40 90.9% 26.2% 91.9% 3.9% 95.4% 7.4% 0.2% -1.6M 28.4M -1.3M 0.82 3.21 1,170,100 959,500 8,674,175 9,993,550 2023-11-13 $1.16 $1.40 90.9% 26.1% 91.0% 3.9% 94.0% 6.1% 1.9% -582.6K -17.0K -1.3M 0.38 3.98 1,130,800 429,125 7,750,375 9,267,200 2023-11-14 $1.33 $1.40 91.3% 26.2% 105.0% 4.1% 96.0% 6.5% 0.9% 4.1M -187.5M -1.4M 0.73 3.31 1,452,975 1,058,350 8,394,425 9,393,575 2023-11-15 $1.36 $1.40 92.7% 26.6% 101.8% 4.9% 96.7% 4.2% 1.8% 5.1M -223.6M -1.5M 0.50 4.63 1,683,650 842,200 8,661,550 9,815,625 2023-11-16 $1.30 $1.40 95.6% 27.2% 102.6% 6.4% 99.2% 8.6% 5.8% 3.8M -142.4M -1.4M 2.07 10.54 840,475 1,738,175 8,880,200 10,017,800 2023-11-17 $1.28 $1.40 95.1% 27.4% 102.9% 6.2% 96.2% 9.0% -1.7% 4.8M -101.5M -1.4M 2.88 4.74 594,375 1,712,025 9,044,425 10,299,775 2023-11-20 $1.32 $1.40 92.3% 26.2% 103.3% 4.6% 92.0% 6.0% -1.2% 3.1M -109.3M -1.5M 0.53 5.46 1,023,200 540,150 7,413,975 8,538,025 2023-11-21 $1.25 $1.40 91.1% 25.9% 105.7% 4.0% 92.0% 6.2% -1.0% 1.4M -42.4M -1.4M 0.63 5.13 972,050 617,025 7,694,850 8,719,800 2023-11-22 $1.25 $1.40 88.4% 24.5% 101.8% 2.6% 88.6% 6.1% -0.8% 1.7M -58.2M -1.4M 0.71 5.59 372,550 265,600 7,982,300 8,811,500 2023-11-24 $1.26 $1.40 85.7% 24.0% 101.6% 1.1% 84.9% 6.3% -0.8% 870.3K -57.6M -1.3M 0.72 6.16 614,700 444,200 8,032,575 8,873,225 2023-11-27 $1.24 $1.40 87.0% 25.3% 101.1% 1.8% 89.4% 6.2% 0.4% 714.2K -44.3M -1.2M 1.13 4.94 485,350 546,200 7,255,675 8,369,625 2023-11-28 $1.27 $1.38 83.5% 24.0% 100.7% 0.0% 83.2% 6.0% 0.8% 1.8M -70.9M -1.2M 0.71 7.06 922,700 659,225 7,403,325 8,499,750 2023-11-29 $1.28 $1.36 88.3% 26.1% 100.1% 2.6% 92.1% 0.7% 0.0% 2.6M -93.6M -1.4M 0.29 13.71 2,495,525 731,375 7,629,275 8,666,025 2023-11-30 $1.25 $1.36 90.2% 26.4% 99.1% 3.6% 94.1% -0.6% -1.3% 986.2K -50.8M -1.3M 0.53 9.00 784,400 415,400 7,848,600 8,848,325
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