CVNA Options History — October 2024 In October 2024, CVNA traded between $7.03 and $9.87. ATM implied volatility averaged 76.9%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 42.4% (HV 20d: 34.6%). Max pain ranged from $5.20 to $6.60. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.82.
Notable Days 2024-10-31 : Highest Volume — 6,628,600 contracts2024-10-31 : Largest IV drop — 29.7% change2024-10-03 : Highest IV Rank — 39.9%2024-10-30 : Largest Expected Move — 26.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.77 $7.03 $9.87 $7.03 $9.87 Max Pain $5.87 $5.20 $6.60 $6.40 $6.60 ATM IV 76.9% 52.5% 82.2% 77.5% 52.5% Expected Move 22.0% 14.8% 26.9% 15.3% 16.3% HV 20d 34.6% 25.4% 60.4% 48.2% 60.4% HV 60d 51.7% 44.3% 56.8% 56.8% 52.1% IV Rank 33.3% 2.8% 39.9% 34.0% 2.8% IV Percentile 33.3% 1.6% 40.9% 32.9% 1.6% Term Structure -3.3% -6.9% 2.1% 2.1% -0.9% VWIV 78.8% 53.6% 93.3% 53.6% 59.1% Skew 25d 7.0% 4.1% 9.8% 9.4% 4.1% Skew 10d 13.1% 7.5% 19.4% 17.5% 8.1% Call IV 25d 73.5% 51.0% 79.1% 74.8% 51.0% Put IV 25d 80.5% 55.1% 86.3% 84.2% 55.1% Bid-Ask Spread % 19.64 14.22 32.01 23.31 32.01 Gamma HHI 0.15 0.08 0.46 0.10 0.15 Net GEX 54.0M 16.0M 129.9M 36.5M 78.2M Net DEX -2.07B -4.40B -1.32B -1.32B -4.40B Net VEX -5.1M -5.6M -4.2M -4.2M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.16 1.87 1.11 0.97 Total Volume 2,177,673.913 664,075 6,628,600 1,721,050 6,628,600 Total OI 12,962,955.435 11,576,100 15,079,775 11,576,100 13,523,975
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 2024-10-01 $7.03 $6.40 77.5% 15.3% 48.2% 34.0% 53.6% 9.4% 2.1% 36.5M -1.32B -4.2M 1.11 23.31 814,875 906,175 4,163,375 7,412,725 2024-10-02 $7.07 $6.40 82.2% 14.8% 48.2% 39.8% 54.4% 7.8% -1.2% 37.4M -1.36B -4.2M 0.93 22.86 936,700 869,450 4,283,450 7,625,675 2024-10-03 $7.03 $5.20 82.2% 22.2% 46.7% 39.9% 83.8% 7.1% -2.5% 42.3M -1.45B -4.7M 0.65 15.10 1,187,125 772,350 4,752,625 7,991,625 2024-10-04 $7.18 $5.20 79.0% 21.5% 41.8% 35.9% 77.5% 9.8% 0.7% 129.9M -1.76B -4.6M 0.79 14.65 1,351,675 1,067,500 4,891,925 8,109,500 2024-10-07 $7.18 $5.20 81.6% 22.1% 42.0% 39.1% 79.5% 7.6% -4.3% 42.5M -1.56B -4.9M 1.11 18.12 556,550 619,225 4,517,700 7,658,675 2024-10-08 $7.60 $5.40 82.2% 22.4% 39.2% 39.8% 79.7% 6.6% -3.9% 52.7M -2.20B -4.8M 0.51 18.02 3,401,975 1,751,675 4,643,475 7,751,300 2024-10-09 $7.63 $5.60 80.8% 22.1% 39.6% 38.1% 79.1% 7.3% -4.1% 59.8M -2.34B -5.6M 0.46 14.22 1,183,500 550,175 5,595,775 8,207,125 2024-10-10 $7.65 $5.60 79.6% 22.1% 37.5% 36.6% 79.9% 7.1% -2.3% 63.7M -2.38B -5.6M 0.66 18.33 1,122,275 744,825 5,839,075 8,363,675 2024-10-11 $7.68 $5.60 77.1% 21.3% 37.6% 33.5% 76.0% 9.1% -4.2% 83.7M -2.41B -5.6M 0.83 30.96 658,775 548,400 6,322,300 8,757,475 2024-10-14 $7.61 $5.80 77.5% 21.8% 31.8% 34.0% 77.4% 6.8% -2.9% 47.0M -1.94B -5.4M 0.72 16.41 439,350 314,900 5,407,000 7,956,850 2024-10-15 $7.66 $5.80 75.8% 21.6% 31.5% 31.9% 79.1% 6.3% -3.9% 61.0M -2.01B -5.2M 1.87 21.56 409,725 768,000 5,477,575 8,038,750 2024-10-16 $7.73 $5.80 75.8% 21.7% 30.0% 31.9% 78.5% 5.5% -3.2% 75.1M -2.12B -5.3M 1.38 17.88 857,925 1,183,800 5,630,075 8,042,850 2024-10-17 $7.71 $5.80 76.2% 22.0% 26.1% 32.3% 77.6% 6.1% -4.0% 68.8M -2.04B -5.4M 0.16 20.70 1,797,350 291,250 5,724,725 8,285,550 2024-10-18 $7.66 $5.80 75.4% 22.1% 25.4% 31.4% 77.7% 6.4% -5.5% 43.3M -1.92B -5.2M 0.32 26.96 1,865,550 591,125 5,996,550 8,354,025 2024-10-21 $7.61 $6.00 78.8% 23.7% 25.7% 35.5% 83.7% 6.1% -2.9% 16.0M -1.58B -5.3M 0.64 19.66 455,050 292,375 4,509,500 7,173,275 2024-10-22 $7.90 $6.00 79.4% 24.1% 27.6% 36.3% 84.8% 6.1% -4.7% 48.4M -2.01B -5.2M 1.31 16.19 1,034,700 1,357,950 4,676,350 7,321,875 2024-10-23 $7.89 $6.00 80.8% 24.4% 26.3% 38.1% 87.2% 7.0% -3.3% 42.6M -1.91B -5.4M 0.47 16.50 1,556,250 731,100 4,825,375 7,562,700 2024-10-24 $8.03 $6.00 78.0% 24.5% 26.4% 34.6% 86.9% 6.3% -6.9% 59.7M -2.12B -5.3M 0.47 16.36 2,089,225 986,000 4,995,725 7,704,400 2024-10-25 $8.08 $6.00 77.4% 24.9% 26.0% 33.9% 88.5% 7.1% -4.7% 53.3M -2.21B -5.3M 0.78 17.18 1,414,775 1,110,025 5,361,800 7,818,625 2024-10-28 $8.19 $6.20 72.9% 24.2% 25.4% 28.2% 87.1% 6.3% -3.4% 30.3M -2.12B -5.3M 0.49 16.01 988,400 485,200 4,797,500 6,998,650 2024-10-29 $8.35 $6.20 72.1% 24.9% 25.7% 27.3% 87.9% 6.1% -3.9% 34.1M -2.26B -5.6M 0.75 14.29 380,375 283,700 5,147,150 7,274,100 2024-10-30 $8.38 $6.40 74.6% 26.9% 25.7% 30.4% 93.3% 8.5% -5.6% 34.7M -2.29B -5.6M 1.37 24.51 1,153,600 1,576,975 5,257,150 7,398,400 2024-10-31 $9.87 $6.60 52.5% 16.3% 60.4% 2.8% 59.1% 4.1% -0.9% 78.2M -4.40B -4.6M 0.97 32.01 3,359,675 3,268,925 5,689,875 7,834,100
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