CVNA Options History — January 2025 In January 2025, CVNA traded between $7.12 and $9.93. ATM implied volatility averaged 72.0%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 5.3% (HV 20d: 66.7%). Max pain ranged from $6.60 to $8.80. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.19.
Notable Days 2025-01-16 : Highest Volume — 5,978,150 contracts2025-01-16 : Largest IV spike — 19.5% change2025-01-06 : Highest IV Rank — 45.0%2025-01-06 : Largest Expected Move — 27.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.78 $7.12 $9.93 $7.90 $9.93 Max Pain $8.14 $6.60 $8.80 $6.60 $8.80 ATM IV 72.0% 55.0% 81.1% 74.2% 76.1% Expected Move 23.1% 20.9% 27.4% 23.5% 24.0% HV 20d 66.7% 48.8% 76.9% 48.8% 65.8% HV 60d 59.9% 52.4% 63.8% 53.5% 52.4% IV Rank 34.7% 15.2% 45.0% 37.2% 39.3% IV Percentile 46.5% 18.7% 61.9% 46.4% 53.6% Term Structure 2.4% -4.9% 17.8% -0.8% -4.3% VWIV 82.0% 74.8% 94.6% 81.7% 87.3% Skew 25d 7.8% 2.7% 18.7% 18.7% 7.8% Skew 10d 21.1% 7.7% 55.8% 31.5% 17.2% Call IV 25d 68.3% 53.2% 77.9% 65.4% 73.7% Put IV 25d 76.1% 58.6% 92.0% 84.1% 81.5% Bid-Ask Spread % 25.32 18.10 34.95 34.95 25.66 Gamma HHI 0.11 0.06 0.27 0.06 0.14 Net GEX 23.4M -38.2M 66.6M -9.2M 58.5M Net DEX -1.20B -3.10B 389.2M -346.4M -1.44B Net VEX -5.6M -6.6M -4.5M -4.6M -6.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.53 2.01 2.01 0.58 Total Volume 2,277,420 717,750 5,978,150 2,789,450 2,961,500 Total OI 12,063,447.5 7,787,050 17,391,125 13,375,100 9,071,500
Daily Data (20 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 2025-01-02 $7.90 $6.60 74.2% 23.5% 48.8% 37.2% 81.7% 18.7% -0.8% -9.2M -346.4M -4.6M 2.01 34.95 925,575 1,863,875 4,940,600 8,434,500 2025-01-03 $7.12 $6.60 78.0% 24.5% 57.4% 41.5% 86.3% 14.0% -2.7% -20.8M 389.2M -4.5M 1.81 28.34 2,102,050 3,804,200 5,238,800 8,977,150 2025-01-06 $7.50 $7.40 81.1% 27.4% 62.5% 45.0% 94.6% 14.1% -0.7% 1.3M -384.3M -5.1M 1.62 22.95 1,111,000 1,794,350 5,182,700 9,022,475 2025-01-07 $7.85 $7.40 76.1% 25.3% 66.1% 39.3% 89.5% 9.9% -0.2% 18.7M -844.0M -5.6M 1.22 20.21 1,573,450 1,912,150 5,588,575 9,597,575 2025-01-08 $7.92 $7.40 67.8% 23.7% 66.5% 29.8% 84.3% 8.3% 1.0% 22.6M -854.8M -5.4M 0.93 21.99 1,242,825 1,151,875 5,756,725 9,966,550 2025-01-10 $7.72 $7.80 62.1% 21.4% 65.3% 23.4% 75.9% 8.9% -0.2% 7.5M -583.6M -4.8M 1.02 30.29 1,557,150 1,584,550 5,924,625 10,023,250 2025-01-13 $7.76 $8.00 61.9% 22.0% 60.1% 23.1% 77.1% 7.4% 16.4% 22.9M -802.6M -4.8M 0.53 31.15 804,250 426,350 5,231,150 9,303,675 2025-01-14 $7.77 $8.00 59.8% 21.3% 60.3% 20.7% 75.8% 6.8% 13.6% 26.0M -812.2M -4.7M 1.18 31.02 476,725 562,250 5,172,500 9,363,350 2025-01-15 $8.53 $8.00 55.0% 20.9% 70.8% 15.2% 74.8% 5.4% 17.3% 66.6M -2.04B -4.8M 1.67 32.06 749,400 1,249,375 5,269,400 9,489,625 2025-01-16 $9.29 $8.00 65.7% 22.8% 76.9% 27.4% 81.6% 4.2% 17.1% 45.4M -3.10B -5.1M 1.04 18.10 2,937,000 3,041,150 5,399,325 9,794,300 2025-01-17 $9.20 $8.40 63.9% 21.5% 76.9% 25.4% 76.7% 4.6% 17.8% -38.2M -2.84B -6.6M 1.30 22.86 884,250 1,151,125 6,284,625 11,106,500 2025-01-21 $9.24 $8.80 75.6% 22.2% 70.8% 38.7% 78.6% 5.9% 0.6% 31.7M -1.01B -6.3M 1.61 22.20 274,600 443,150 3,519,250 4,267,800 2025-01-22 $9.46 $8.80 79.4% 22.8% 69.9% 43.0% 80.7% 4.9% -2.4% 38.9M -1.25B -6.1M 0.73 21.63 839,125 612,275 3,582,725 4,439,875 2025-01-23 $9.66 $8.80 77.4% 22.4% 70.1% 40.8% 80.4% 2.7% -4.3% 45.0M -1.51B -6.3M 1.27 20.65 658,000 836,800 3,824,550 4,590,675 2025-01-24 $9.63 $8.80 75.9% 22.2% 70.2% 39.1% 79.9% 3.5% -3.9% -184.2K -1.55B -6.4M 1.94 20.95 415,525 807,525 4,118,575 4,996,050 2025-01-27 $9.68 $8.80 78.1% 23.3% 70.2% 41.6% 83.2% 7.0% -2.6% 31.2M -1.19B -6.3M 1.21 26.13 528,025 636,425 3,411,625 4,612,875 2025-01-28 $9.81 $8.80 77.6% 23.1% 70.2% 41.0% 82.7% 7.9% -4.9% 42.1M -1.35B -6.3M 0.62 24.49 689,825 425,000 3,614,275 4,737,050 2025-01-29 $9.85 $8.80 78.0% 23.9% 67.7% 41.5% 84.3% 7.4% -3.3% 44.7M -1.38B -6.3M 0.82 20.25 594,975 488,475 3,699,800 4,892,675 2025-01-30 $9.71 $8.80 76.9% 24.0% 67.5% 40.3% 84.0% 7.6% -4.7% 32.6M -1.16B -6.3M 0.77 30.56 811,300 620,950 3,746,325 5,075,350 2025-01-31 $9.93 $8.80 76.1% 24.0% 65.8% 39.3% 87.3% 7.8% -4.3% 58.5M -1.44B -6.3M 0.58 25.66 1,868,850 1,092,650 3,850,525 5,220,975
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