CVNA Options History — February 2025 In February 2025, CVNA traded between $8.71 and $11.44. ATM implied volatility averaged 69.3%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 19.4% (HV 20d: 50.0%). Max pain ranged from $8.80 to $9.20. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.90.
Notable Days 2025-02-20 : Highest Volume — 7,507,325 contracts2025-02-20 : Largest IV drop — 33.2% change2025-02-05 : Highest IV Rank — 40.3%2025-02-05 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.14 $8.71 $11.44 $10.03 $9.25 Max Pain $8.99 $8.80 $9.20 $9.20 $8.80 ATM IV 69.3% 49.9% 77.0% 76.3% 59.0% Expected Move 20.0% 14.3% 26.8% 25.5% 17.0% HV 20d 50.0% 24.0% 70.4% 64.4% 70.4% HV 60d 55.1% 50.7% 62.8% 51.9% 62.8% IV Rank 32.7% 9.5% 40.3% 39.5% 26.4% IV Percentile 42.9% 12.7% 57.9% 54.8% 25.8% Term Structure -3.1% -6.7% 0.9% -1.8% -0.5% VWIV 71.6% 54.0% 95.3% 91.6% 61.5% Skew 25d 6.6% 4.2% 8.7% 7.8% 4.6% Skew 10d 14.6% 8.8% 32.5% 15.6% 14.4% Call IV 25d 66.2% 49.6% 75.2% 71.7% 56.6% Put IV 25d 72.8% 55.0% 80.4% 79.6% 61.2% Bid-Ask Spread % 27.15 19.77 33.30 28.48 27.49 Gamma HHI 0.11 0.06 0.27 0.07 0.19 Net GEX 38.7M -29.1M 95.7M 33.0M 36.7M Net DEX -1.11B -2.57B 646.0M -1.24B -508.0M Net VEX -5.8M -6.3M -5.0M -6.1M -5.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.40 1.57 0.72 1.06 Total Volume 2,311,010.526 710,850 7,507,325 1,933,025 1,481,275 Total OI 9,223,090.789 7,981,700 12,004,850 8,190,325 9,938,175
Daily Data (19 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 2025-02-03 $10.03 $9.20 76.3% 25.5% 64.4% 39.5% 91.6% 7.8% -1.8% 33.0M -1.24B -6.1M 0.72 28.48 1,124,825 808,200 3,480,350 4,709,975 2025-02-04 $10.29 $9.20 76.6% 26.5% 48.0% 39.9% 95.3% 5.7% -4.5% 59.8M -1.61B -6.2M 0.95 21.53 426,100 403,875 3,729,850 4,926,700 2025-02-05 $10.26 $9.20 77.0% 26.8% 46.9% 40.3% 95.3% 6.7% -4.9% 73.8M -1.57B -6.1M 1.43 21.99 292,825 418,025 3,806,900 4,996,300 2025-02-06 $10.44 $8.80 75.2% 19.4% 45.5% 38.2% 69.2% 5.0% -3.4% 94.7M -1.84B -6.0M 1.00 33.30 1,073,025 1,068,275 3,888,850 5,137,850 2025-02-07 $10.51 $8.80 74.9% 19.8% 45.6% 37.9% 72.1% 7.7% -4.3% 95.7M -1.93B -6.0M 0.55 31.65 1,293,650 717,700 4,085,200 5,238,300 2025-02-10 $10.70 $8.80 76.1% 20.3% 43.0% 39.3% 77.7% 8.7% -4.3% 51.7M -1.56B -6.0M 1.57 27.84 504,825 794,675 3,363,825 4,617,875 2025-02-11 $10.76 $8.80 74.4% 20.0% 43.0% 37.4% 69.0% 6.3% -2.9% 58.8M -1.64B -5.9M 0.40 23.85 1,395,650 564,175 3,503,250 4,930,425 2025-02-12 $10.68 $8.80 75.9% 20.2% 43.6% 39.1% 69.7% 7.1% -5.1% 47.4M -1.48B -6.0M 0.45 30.51 1,234,675 552,850 3,731,525 5,097,675 2025-02-13 $10.85 $8.80 76.9% 20.7% 32.9% 40.2% 69.1% 7.3% -5.2% 82.8M -1.70B -5.9M 0.63 30.62 1,022,350 648,225 3,881,225 5,170,650 2025-02-14 $11.44 $9.20 74.7% 20.2% 24.2% 37.7% 71.5% 4.2% -6.2% 79.1M -2.57B -5.8M 0.51 27.61 2,147,300 1,086,025 3,929,450 5,278,800 2025-02-18 $11.36 $9.20 76.3% 21.7% 24.0% 39.5% 72.5% 7.5% -5.8% 29.4M -1.70B -6.2M 0.89 19.77 1,381,950 1,233,725 3,638,375 4,852,150 2025-02-19 $11.31 $9.20 74.7% 21.4% 24.5% 37.8% 75.3% 7.7% -6.7% 33.5M -1.70B -6.3M 1.29 27.60 1,371,350 1,772,575 4,220,300 5,226,550 2025-02-20 $9.90 $9.20 49.9% 14.3% 56.0% 9.5% 54.0% 5.5% 0.4% -29.1M -7.4M -5.0M 0.81 28.06 4,153,550 3,353,775 4,965,725 6,190,150 2025-02-21 $8.97 $9.20 58.9% 17.1% 66.0% 19.7% 60.7% 7.9% -2.0% -28.9M 646.0M -5.1M 0.91 31.18 2,452,425 2,236,075 5,701,600 6,303,250 2025-02-24 $8.71 $9.20 60.2% 17.5% 66.6% 21.2% 64.7% 7.4% -1.2% -12.7M 191.0M -5.3M 0.69 27.27 1,365,575 945,750 4,165,225 4,480,475 2025-02-25 $8.92 $8.80 59.7% 17.2% 67.3% 20.8% 63.6% 6.5% 0.1% 1.4M -123.7M -5.4M 1.04 25.85 725,000 753,450 4,478,925 4,572,625 2025-02-26 $9.27 $8.80 59.6% 17.1% 68.7% 27.3% 62.9% 4.6% 0.9% 24.2M -519.3M -5.7M 1.18 27.03 648,400 766,150 4,657,825 4,657,175 2025-02-27 $8.97 $8.80 61.4% 18.0% 69.4% 30.2% 65.6% 6.9% -0.9% 4.7M -154.1M -5.5M 1.06 24.15 822,125 868,800 4,774,700 4,910,525 2025-02-28 $9.25 $8.80 59.0% 17.0% 70.4% 26.4% 61.5% 4.6% -0.5% 36.7M -508.0M -5.7M 1.06 27.49 718,125 763,150 5,008,550 4,929,625
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