CVNA Options History — December 2024 In December 2024, CVNA traded between $8.10 and $10.36. ATM implied volatility averaged 56.2%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 16.7% (HV 20d: 39.5%). Max pain ranged from $6.00 to $9.60. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2024-12-05 : Highest Volume — 2,615,550 contracts2024-12-19 : Largest IV spike — 21.2% change2024-12-30 : Highest IV Rank — 45.2%2024-12-31 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.51 $8.10 $10.36 $10.23 $8.10 Max Pain $6.72 $6.00 $9.60 $9.60 $6.60 ATM IV 56.2% 42.9% 81.3% 44.0% 80.9% Expected Move 16.9% 12.8% 27.0% 12.9% 27.0% HV 20d 39.5% 25.7% 50.1% 33.4% 48.8% HV 60d 49.8% 47.6% 53.2% 49.1% 53.2% IV Rank 16.6% 1.5% 45.2% 2.7% 44.8% IV Percentile 21.5% 1.2% 60.3% 2.0% 59.9% Term Structure -0.7% -5.3% 2.1% 0.4% -1.4% VWIV 62.3% 45.4% 112.8% 45.4% 94.8% Skew 25d 9.2% -0.2% 26.8% 1.4% 26.8% Skew 10d 20.0% -0.5% 71.1% 3.9% 44.7% Call IV 25d 51.9% 43.2% 68.7% 44.2% 67.6% Put IV 25d 61.1% 44.1% 94.4% 45.6% 94.4% Bid-Ask Spread % 36.96 27.03 51.21 29.47 31.53 Gamma HHI 0.11 0.06 0.21 0.08 0.06 Net GEX 41.6M -15.6M 90.7M 64.0M -3.0M Net DEX -2.13B -3.26B -526.3M -3.04B -526.3M Net VEX -5.2M -5.9M -4.7M -4.7M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.13 2.06 0.67 1.13 Total Volume 1,282,307.143 298,525 2,615,550 973,025 1,020,900 Total OI 12,671,254.762 11,700,475 13,385,950 11,700,475 13,104,500
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 2024-12-02 $10.23 $9.60 44.0% 12.9% 33.4% 2.7% 45.4% 1.4% 0.4% 64.0M -3.04B -4.7M 0.67 29.47 583,375 389,650 4,907,125 6,793,350 2024-12-03 $10.23 $9.60 42.9% 12.8% 30.6% 1.5% 45.5% 0.4% 2.1% 69.9M -3.05B -4.8M 0.89 29.51 440,600 390,125 5,065,700 6,913,050 2024-12-04 $10.36 $9.60 43.5% 13.1% 25.7% 2.1% 46.2% 0.9% 0.8% 80.2M -3.26B -4.7M 0.47 29.20 997,000 464,125 5,167,075 7,006,025 2024-12-05 $10.27 $6.00 43.1% 13.1% 26.0% 1.7% 50.0% -0.2% 0.5% 74.5M -3.14B -4.9M 0.13 33.88 2,305,050 310,500 5,356,100 7,056,500 2024-12-06 $10.04 $6.00 43.8% 13.3% 27.4% 2.5% 48.4% 1.3% 1.9% 64.6M -2.75B -5.4M 0.72 36.23 641,425 459,925 5,730,575 7,114,975 2024-12-09 $9.89 $6.00 45.2% 13.4% 27.9% 4.1% 49.4% 1.3% 1.5% 50.8M -2.53B -5.2M 1.83 34.00 213,575 390,350 5,230,000 6,913,400 2024-12-10 $9.42 $6.00 45.6% 13.4% 31.1% 4.5% 46.5% 3.5% 0.6% 20.3M -1.86B -5.0M 0.25 38.59 1,520,775 386,100 5,261,525 7,013,700 2024-12-11 $10.01 $6.00 45.5% 13.3% 37.9% 4.4% 49.2% 2.9% 0.1% 77.4M -2.91B -5.4M 0.63 39.21 811,900 509,550 5,694,450 7,080,175 2024-12-12 $9.89 $6.00 45.5% 13.2% 37.7% 4.5% 46.8% 2.2% 0.8% 73.3M -2.65B -5.3M 0.88 41.55 196,250 173,225 5,894,675 7,100,625 2024-12-13 $9.91 $6.00 43.6% 13.1% 37.4% 2.3% 46.4% 2.7% 1.9% 47.0M -2.62B -5.1M 0.68 40.63 564,400 386,050 5,886,975 7,110,975 2024-12-16 $10.23 $6.00 45.2% 13.0% 39.0% 4.1% 47.3% 1.5% 1.4% 87.3M -3.15B -5.1M 0.50 42.38 710,575 356,950 5,294,425 6,930,200 2024-12-17 $10.13 $6.20 45.6% 13.1% 39.0% 4.5% 46.5% 2.1% 0.4% 90.7M -2.98B -5.0M 0.33 45.80 701,925 232,600 5,548,225 6,955,675 2024-12-18 $9.30 $6.20 52.1% 15.0% 49.1% 12.0% 51.0% 6.3% -2.3% 24.0M -1.77B -4.9M 0.49 51.21 801,800 390,050 5,653,425 7,039,900 2024-12-19 $8.97 $6.20 63.2% 18.2% 50.1% 24.6% 69.4% 11.8% -1.8% 14.2M -1.41B -5.1M 1.30 48.47 909,675 1,183,525 5,722,925 7,075,900 2024-12-20 $8.91 $6.20 68.7% 20.1% 49.7% 30.9% 82.5% 16.1% -5.3% 14.5M -1.33B -5.4M 2.06 36.98 776,875 1,598,275 5,977,700 7,350,675 2024-12-23 $8.93 $6.60 76.0% 22.8% 47.2% 39.1% 85.4% 18.9% -2.2% 14.1M -1.38B -5.9M 0.42 27.03 1,154,775 486,000 5,164,275 7,669,900 2024-12-24 $8.95 $6.60 73.4% 21.3% 47.0% 36.2% 83.2% 21.7% -3.7% 14.3M -1.42B -5.8M 1.92 34.99 102,275 196,250 5,386,375 7,767,575 2024-12-26 $8.95 $6.60 72.6% 22.4% 47.0% 35.3% 76.3% 23.3% -4.4% 13.1M -1.43B -5.5M 0.43 37.31 1,003,575 433,225 5,427,100 7,814,425 2024-12-27 $8.55 $6.60 78.7% 24.6% 48.9% 42.2% 85.9% 23.1% -3.1% -15.6M -832.5M -5.6M 0.89 35.90 624,475 555,325 5,336,500 8,049,450 2024-12-30 $8.40 $6.60 81.3% 26.5% 48.0% 45.2% 112.8% 24.9% -3.0% -1.9M -769.6M -5.3M 0.79 32.40 870,800 684,650 4,642,200 7,888,025 2024-12-31 $8.10 $6.60 80.9% 27.0% 48.8% 44.8% 94.8% 26.8% -1.4% -3.0M -526.3M -5.2M 1.13 31.53 479,025 541,875 4,813,850 8,290,650
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