CWH Options History — October 2016

Name: CWH Options Analytics - October 2016
Creator: Options Analysis Suite

In October 2016, CWH traded between $22.30 and $22.79. ATM implied volatility averaged 40.3%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 27.1% (HV 20d: 67.4%). Net GEX was positive for 2 of 6 trading days. Term structure was in contango for 6 of 6 days. Put/call ratio averaged 0.56.

Notable Days

2016-10-27: Highest Volume — 15 contracts
2016-10-27: Largest IV spike — 223.2% change
2016-10-24: Highest IV Rank — 100.0%
2016-10-24: Largest Expected Move — 20.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.47	$22.30	$22.79	$22.36	$22.32
ATM IV	40.3%	7.6%	72.6%	72.6%	22.4%
Expected Move	11.6%	2.2%	20.8%	20.8%	6.4%
HV 20d	67.4%	66.3%	68.1%	67.4%	66.3%
HV 60d	41.2%	41.1%	41.3%	41.1%	41.2%
IV Rank	50.2%	0.0%	100.0%	100.0%	22.7%
IV Percentile	58.5%	0.0%	100.0%	100.0%	26.2%
Term Structure	118.0%	103.5%	138.1%	106.1%	138.1%
Bid-Ask Spread %	159.12	150.66	171.13	150.66	152.06
Gamma HHI	0.68	0.38	1.00	1.00	0.38
Net GEX	4	-41	78	0	60
Net DEX	-3.4K	-12.9K	2.1K	0	-12.8K
Net VEX	-32	-75	0	0	-74
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.25	1.50	1.50	0.25
Total Volume	9.333	3	15	3	15
Total OI	8.333	0	18	0	18

Daily Data (6 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2016-10-24	$22.36	$0.00	72.6%	20.8%	67.4%	100.0%	0.0%	0.0%	106.1%	0	0	0	0.00	150.66	N/A	N/A	0	3	0	0
2016-10-25	$22.79	$0.00	69.6%	19.9%	68.1%	94.7%	0.0%	0.0%	108.4%	-33	2.1K	-9	0.00	157.78	N/A	N/A	0	3	0	3
2016-10-26	$22.69	$0.00	7.6%	2.2%	68.0%	0.0%	0.0%	0.0%	103.5%	-41	2.0K	-9	1.50	165.94	N/A	N/A	2	3	0	3
2016-10-27	$22.30	$0.00	24.7%	7.1%	68.1%	26.2%	0.0%	0.0%	129.3%	-38	1.1K	-23	0.25	171.13	N/A	N/A	12	3	2	6
2016-10-28	$22.35	$0.00	45.0%	12.9%	66.4%	57.5%	0.0%	0.0%	122.6%	78	-12.9K	-75	0.25	157.14	N/A	N/A	12	3	12	6
2016-10-31	$22.32	$0.00	22.4%	6.4%	66.3%	22.7%	0.0%	0.0%	138.1%	60	-12.8K	-74	0.25	152.06	N/A	N/A	12	3	12	6