CWH Options History — February 2019 In February 2019, CWH traded between $12.89 and $15.32. ATM implied volatility averaged 66.6%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 12.9% (HV 20d: 53.7%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.19.
Notable Days 2019-02-28 : Highest Volume — 12,176 contracts2019-02-19 : Largest IV spike — 7.0% change2019-02-27 : Highest IV Rank — 57.5%2019-02-27 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.45 $12.89 $15.32 $14.11 $12.89 Max Pain $15.37 $15.00 $16.00 $16.00 $15.00 ATM IV 66.6% 60.2% 73.8% 60.2% 72.1% Expected Move 19.2% 17.8% 21.2% 18.9% 20.7% HV 20d 53.7% 34.8% 73.6% 73.6% 50.7% HV 60d 68.5% 66.9% 70.9% 70.0% 70.9% IV Rank 46.1% 35.7% 57.5% 36.6% 54.8% IV Percentile 72.4% 48.8% 86.9% 50.4% 84.1% Term Structure -8.1% -13.4% -4.1% -7.7% -7.8% VWIV 66.9% 62.4% 74.5% 64.8% 74.5% Skew 25d 3.0% -2.4% 7.4% 3.7% 7.4% Skew 10d 9.2% 1.8% 21.3% 12.2% 8.4% Call IV 25d 65.2% 61.5% 72.3% 62.8% 71.1% Put IV 25d 68.2% 64.2% 78.6% 66.6% 78.6% Bid-Ask Spread % 14.97 8.69 47.45 17.00 47.45 Gamma HHI 0.22 0.14 0.73 0.18 0.17 Net GEX 77.0K -39.8K 703.8K -1.3K 25.5K Net DEX 4.5M 364.3K 9.8M 6.3M 9.8M Net VEX -48.7K -52.4K -38.8K -52.4K -38.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.19 3.83 0.95 0.61 Total Volume 1,811.158 573 12,176 1,151 12,176 Total OI 37,265 34,668 39,328 36,424 37,874
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $14.11 $16.00 60.2% 18.9% 73.6% 36.6% 64.8% 3.7% -7.7% -1.3K 6.3M -52.4K 0.95 17.00 N/A N/A 589 562 19,404 17,020 2019-02-04 $14.38 $16.00 61.8% 18.4% 70.0% 39.1% 63.5% 1.8% -6.4% 11.7K 5.3M -52.1K 2.48 15.67 N/A N/A 210 521 19,460 17,093 2019-02-05 $14.16 $16.00 60.2% 17.8% 68.2% 35.7% 62.4% 2.3% -4.1% 1.2K 6.0M -51.1K 0.60 13.18 N/A N/A 840 500 19,625 17,233 2019-02-06 $14.02 $16.00 63.8% 18.3% 67.2% 41.6% 63.4% 3.3% -6.6% 4.4K 6.3M -50.3K 0.33 12.02 N/A N/A 466 156 19,878 17,276 2019-02-07 $13.71 $16.00 64.6% 18.5% 67.2% 42.8% 64.5% 4.7% -5.3% -17.2K 7.5M -48.4K 1.84 15.23 N/A N/A 496 912 19,951 17,388 2019-02-08 $13.72 $16.00 64.3% 18.4% 59.2% 42.3% 64.0% 5.1% -5.3% -31.3K 7.5M -47.6K 1.25 15.55 N/A N/A 255 318 20,088 17,716 2019-02-11 $13.73 $16.00 65.4% 18.7% 59.2% 44.1% 65.3% 2.3% -5.8% -39.8K 7.6M -46.0K 0.47 10.80 N/A N/A 663 313 20,171 17,785 2019-02-12 $14.12 $15.00 65.7% 18.8% 59.6% 44.6% 65.3% 4.7% -8.4% 38.0K 5.6M -47.6K 3.09 13.19 N/A N/A 197 609 20,759 17,818 2019-02-13 $15.03 $15.00 65.4% 18.7% 63.5% 44.0% 65.9% 2.4% -7.7% 113.9K 1.9M -51.4K 0.75 15.46 N/A N/A 1,410 1,057 20,906 18,032 2019-02-14 $15.31 $15.00 64.4% 18.5% 62.1% 42.5% 66.0% 1.5% -6.6% 131.4K 364.3K -51.7K 0.68 9.70 N/A N/A 1,385 945 21,591 17,735 2019-02-15 $15.03 $15.00 64.6% 18.5% 62.3% 42.9% 65.3% 3.2% -6.5% 703.8K 1.1M -50.6K 0.75 12.76 N/A N/A 1,097 820 21,709 17,619 2019-02-19 $15.32 $15.00 69.2% 19.8% 44.6% 50.1% 67.6% 3.2% -9.8% 68.6K 1.6M -49.3K 0.29 13.20 N/A N/A 1,104 320 19,949 14,719 2019-02-20 $15.20 $15.00 67.6% 19.4% 36.5% 47.6% 66.9% 1.5% -9.5% 87.4K 1.6M -49.0K 1.45 8.69 N/A N/A 548 797 20,700 14,773 2019-02-21 $14.93 $15.00 67.8% 19.4% 34.9% 47.9% 67.0% 2.0% -9.0% 72.8K 2.8M -49.7K 3.83 12.56 N/A N/A 248 949 20,792 15,381 2019-02-22 $14.88 $15.00 69.3% 19.9% 34.8% 50.3% 68.5% 1.2% -9.0% 70.6K 3.2M -48.6K 0.83 13.25 N/A N/A 594 492 20,900 15,508 2019-02-25 $15.11 $15.00 72.9% 20.9% 35.1% 56.0% 71.5% 4.6% -12.0% 72.3K 2.2M -48.1K 0.19 13.43 N/A N/A 500 97 21,014 15,677 2019-02-26 $14.70 $15.00 72.7% 20.8% 36.5% 55.7% 71.9% -2.4% -13.3% 82.1K 3.5M -47.4K 0.50 11.83 N/A N/A 527 266 21,424 15,692 2019-02-27 $14.28 $15.00 73.8% 21.2% 35.3% 57.5% 73.2% 4.4% -13.4% 68.2K 5.2M -45.4K 1.65 13.42 N/A N/A 556 917 21,521 15,854 2019-02-28 $12.89 $15.00 72.1% 20.7% 50.7% 54.8% 74.5% 7.4% -7.8% 25.5K 9.8M -38.8K 0.61 47.45 N/A N/A 7,548 4,628 21,741 16,133
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