CWH Options History — October 2018 In October 2018, CWH traded between $16.65 and $22.34. ATM implied volatility averaged 71.6%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 12.0% (HV 20d: 59.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.76.
Notable Days 2018-10-03 : Highest Volume — 9,319 contracts2018-10-10 : Largest IV spike — 20.2% change2018-10-30 : Highest IV Rank — 77.4%2018-10-30 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.35 $16.65 $22.34 $20.02 $17.21 Max Pain $22.91 $20.00 $25.00 $21.00 $22.00 ATM IV 71.6% 54.1% 88.7% 54.1% 86.6% Expected Move 20.8% 15.5% 25.4% 15.5% 24.8% HV 20d 59.6% 51.8% 72.2% 56.6% 71.8% HV 60d 66.1% 63.4% 71.4% 63.5% 71.3% IV Rank 57.0% 36.1% 77.4% 36.1% 74.9% IV Percentile 87.1% 57.1% 97.2% 57.1% 96.0% Term Structure -6.8% -16.6% 7.6% 7.0% -13.7% VWIV 69.8% 53.9% 89.4% 54.4% 85.9% Skew 25d 1.8% -1.0% 7.3% 1.4% 0.3% Skew 10d 1.4% -14.1% 12.2% 3.7% 0.2% Call IV 25d 71.4% 54.3% 87.0% 54.3% 87.0% Put IV 25d 73.2% 54.6% 89.0% 55.7% 87.3% Bid-Ask Spread % 37.32 16.83 66.77 16.83 24.31 Gamma HHI 0.17 0.12 0.34 0.18 0.13 Net GEX 297.7K -130.4K 989.3K 299.3K -130.4K Net DEX -1.1M -18.4M 17.9M 303.6K 17.2M Net VEX -148.4K -189.2K -102.5K -151.8K -106.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.76 0.65 2.99 0.65 1.30 Total Volume 4,830.217 2,517 9,319 8,545 2,910 Total OI 74,607.261 61,409 84,625 73,326 66,039
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-10-01 $20.02 $21.00 54.1% 15.5% 56.6% 36.1% 54.4% 1.4% 7.0% 299.3K 303.6K -151.8K 0.65 16.83 N/A N/A 5,184 3,361 49,473 23,853 2018-10-02 $19.64 $20.00 55.2% 15.8% 56.9% 37.4% 57.8% -0.1% 3.9% 267.1K 1.7M -153.8K 0.93 31.49 N/A N/A 4,064 3,777 50,721 24,517 2018-10-03 $20.24 $21.00 55.4% 15.9% 58.0% 37.6% 55.7% -0.9% 7.6% 353.8K -741.6K -165.2K 1.34 66.77 N/A N/A 3,985 5,334 51,308 25,496 2018-10-04 $20.57 $23.00 60.5% 19.1% 55.9% 43.7% 55.1% 4.9% -5.5% 383.1K -1.4M -169.2K 1.36 52.16 N/A N/A 2,845 3,870 52,032 27,676 2018-10-05 $20.44 $23.00 56.9% 18.4% 54.5% 39.5% 53.9% 1.9% -2.3% 239.0K -242.2K -167.3K 1.61 54.93 N/A N/A 2,438 3,915 52,555 28,222 2018-10-08 $22.10 $23.00 64.8% 19.2% 60.8% 48.9% 62.4% 2.4% -5.0% 827.5K -14.1M -181.5K 1.35 60.56 N/A N/A 2,002 2,704 52,723 28,300 2018-10-09 $22.32 $23.00 63.6% 19.0% 60.2% 47.4% 65.9% -0.7% -6.2% 989.3K -18.4M -189.2K 1.92 19.78 N/A N/A 1,402 2,696 53,087 28,362 2018-10-10 $21.32 $23.00 76.4% 21.9% 60.8% 62.8% 69.4% 2.5% -10.9% 558.7K -8.6M -161.3K 2.01 34.69 N/A N/A 1,388 2,789 53,131 28,267 2018-10-11 $21.10 $24.00 76.1% 21.8% 60.8% 62.4% 73.5% 4.3% -7.4% 395.2K -5.2M -166.0K 1.50 39.08 N/A N/A 1,780 2,673 53,427 28,718 2018-10-12 $21.23 $24.00 75.7% 21.7% 58.5% 61.9% 77.2% 0.7% -10.8% 423.1K -6.2M -161.7K 1.68 34.02 N/A N/A 1,434 2,408 53,526 28,948 2018-10-15 $21.46 $25.00 77.6% 22.2% 54.2% 64.1% 74.4% 0.7% -11.6% 408.8K -7.7M -158.2K 1.57 30.43 N/A N/A 1,673 2,626 53,562 29,110 2018-10-16 $22.34 $25.00 70.5% 20.2% 56.0% 55.7% 73.7% 1.7% -4.3% 736.0K -16.3M -149.6K 1.92 27.05 N/A N/A 1,966 3,784 53,413 29,020 2018-10-17 $22.24 $25.00 69.6% 19.9% 55.9% 54.6% 66.1% 1.1% -6.4% 531.4K -11.9M -159.0K 0.83 27.78 N/A N/A 2,831 2,352 52,815 29,779 2018-10-18 $20.89 $24.00 71.9% 20.6% 60.4% 57.4% 66.6% 1.2% -8.0% -4.2K 362.2K -146.7K 2.23 38.56 N/A N/A 952 2,125 53,813 30,230 2018-10-19 $21.33 $23.00 72.2% 20.7% 60.2% 57.7% 70.2% 7.3% -6.5% 199.0K -5.9M -149.5K 1.79 35.84 N/A N/A 1,404 2,507 54,191 30,434 2018-10-22 $21.23 $23.00 70.5% 20.2% 53.6% 55.6% 63.3% 3.1% -7.9% 206.6K -2.9M -140.4K 2.46 35.56 N/A N/A 749 1,839 36,343 25,066 2018-10-23 $21.21 $23.00 73.1% 21.0% 53.5% 58.8% 70.9% 1.3% -4.9% 181.5K -3.2M -144.0K 2.41 40.43 N/A N/A 835 2,013 36,489 25,198 2018-10-24 $20.76 $23.00 77.9% 22.3% 51.8% 64.5% 65.3% -1.0% -10.6% 195.8K -557.4K -144.8K 2.41 52.24 N/A N/A 738 1,779 36,625 25,400 2018-10-25 $18.65 $23.00 79.5% 22.8% 63.9% 66.5% 81.0% 0.5% -11.2% 3.6K 11.1M -122.3K 0.96 58.67 N/A N/A 2,334 2,251 36,733 25,293 2018-10-26 $17.31 $22.00 83.8% 24.0% 68.2% 71.6% 86.4% 4.2% -10.5% -52.2K 15.4M -111.7K 2.81 25.34 N/A N/A 1,113 3,126 37,555 25,488 2018-10-29 $16.65 $22.00 86.9% 24.9% 66.6% 75.3% 87.5% 1.8% -14.2% -103.8K 17.9M -102.5K 2.51 28.78 N/A N/A 1,084 2,720 37,824 26,530 2018-10-30 $17.86 $22.00 88.7% 25.4% 72.2% 77.4% 89.4% 2.8% -16.6% -61.5K 14.1M -111.3K 2.99 23.12 N/A N/A 1,337 3,998 37,992 26,683 2018-10-31 $17.21 $22.00 86.6% 24.8% 71.8% 74.9% 85.9% 0.3% -13.7% -130.4K 17.2M -106.4K 1.30 24.31 N/A N/A 1,264 1,646 38,082 27,957
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