CWH Options History — March 2019 In March 2019, CWH traded between $12.59 and $14.20. ATM implied volatility averaged 61.1%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 4.6% (HV 20d: 56.5%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.86.
Notable Days 2019-03-01 : Highest Volume — 6,191 contracts2019-03-08 : Largest IV drop — 30.7% change2019-03-07 : Highest IV Rank — 89.9%2019-03-07 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.36 $12.59 $14.20 $13.06 $13.87 Max Pain $14.30 $13.00 $15.00 $15.00 $14.00 ATM IV 61.1% 50.5% 94.1% 70.9% 51.7% Expected Move 17.9% 14.7% 27.0% 20.3% 16.2% HV 20d 56.5% 50.5% 63.2% 50.9% 51.3% HV 60d 68.1% 59.1% 71.4% 70.9% 59.1% IV Rank 30.3% 6.5% 89.9% 52.9% 8.7% IV Percentile 35.8% 1.6% 98.8% 81.0% 3.6% Term Structure 1.0% -8.1% 6.1% -8.1% 5.0% VWIV 62.3% 52.0% 95.3% 68.9% 56.9% Skew 25d 2.9% -0.4% 6.3% 0.4% 3.6% Skew 10d 10.7% -11.7% 29.0% -0.2% 7.4% Call IV 25d 54.9% 47.1% 67.9% 67.9% 50.2% Put IV 25d 57.8% 51.1% 68.6% 68.2% 53.8% Bid-Ask Spread % 26.90 11.12 63.19 11.12 18.49 Gamma HHI 0.21 0.16 0.39 0.19 0.25 Net GEX 68.9K 21.7K 206.3K 56.5K 82.8K Net DEX 2.9M -4.3M 10.2M 7.8M -3.4M Net VEX -54.0K -58.6K -49.7K -49.7K -57.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.20 2.23 0.82 1.23 Total Volume 2,080.857 557 6,191 6,191 751 Total OI 36,436.524 21,163 50,567 45,095 24,873
Daily Data (21 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 2019-03-01 $13.06 $15.00 70.9% 20.3% 50.9% 52.9% 68.9% 0.4% -8.1% 56.5K 7.8M -49.7K 0.82 11.12 N/A N/A 3,399 2,792 25,663 19,432 2019-03-04 $12.59 $15.00 78.7% 22.6% 52.2% 65.3% 77.6% 2.4% -5.0% 31.0K 9.7M -50.2K 0.81 61.44 N/A N/A 1,132 914 26,067 19,990 2019-03-05 $13.06 $15.00 79.6% 22.8% 53.6% 66.7% 80.1% 2.4% -2.9% 55.3K 7.9M -55.0K 2.23 59.46 N/A N/A 515 1,146 26,668 20,604 2019-03-06 $12.72 $15.00 84.8% 24.3% 54.0% 75.1% 84.4% 2.0% -3.9% 45.1K 9.0M -53.5K 1.35 63.19 N/A N/A 821 1,109 26,735 20,605 2019-03-07 $12.93 $15.00 94.1% 27.0% 54.6% 89.9% 95.3% 3.7% -3.0% 57.9K 7.8M -54.9K 1.32 59.75 N/A N/A 1,102 1,452 26,898 20,646 2019-03-08 $12.70 $15.00 65.3% 18.7% 54.4% 43.8% 66.5% 0.1% 3.1% 50.4K 9.9M -51.1K 0.64 60.09 N/A N/A 3,016 1,916 27,519 21,147 2019-03-11 $13.38 $15.00 65.1% 16.3% 57.9% 43.5% 56.0% 6.3% 4.2% 138.0K 6.2M -53.3K 1.06 12.94 N/A N/A 740 783 28,646 21,244 2019-03-12 $13.57 $15.00 53.9% 16.3% 58.2% 25.5% 55.8% 2.0% 3.3% 206.3K 5.0M -53.9K 0.55 13.22 N/A N/A 573 316 29,033 21,414 2019-03-13 $13.30 $15.00 51.7% 16.0% 57.5% 21.9% 55.5% 2.6% 4.0% 129.6K 6.7M -51.8K 0.20 15.06 N/A N/A 2,978 601 29,105 21,462 2019-03-14 $12.81 $15.00 51.6% 16.2% 53.2% 21.7% 56.4% -0.4% 6.1% 21.7K 10.2M -50.2K 0.47 14.38 N/A N/A 1,987 929 28,256 21,594 2019-03-15 $13.48 $15.00 52.6% 15.4% 56.5% 10.5% 53.8% 5.4% 0.3% 48.2K 6.1M -51.3K 1.20 16.03 N/A N/A 1,934 2,320 28,365 22,007 2019-03-18 $13.51 $0.00 50.5% 14.7% 56.4% 6.5% 52.0% 2.6% 1.0% 48.2K -1.5M -53.0K 0.38 15.95 N/A N/A 405 152 10,807 10,356 2019-03-19 $13.08 $15.00 52.8% 15.5% 56.4% 10.9% 54.0% 3.5% 1.2% 43.3K -335.6K -52.2K 0.38 18.67 N/A N/A 775 298 11,086 10,441 2019-03-20 $13.34 $13.00 52.7% 15.8% 57.3% 10.7% 54.8% 3.6% 3.0% 48.3K -1.1M -53.0K 0.66 19.34 N/A N/A 549 362 11,101 10,617 2019-03-21 $14.01 $13.00 51.0% 15.5% 60.3% 7.4% 54.3% 3.9% 2.6% 60.4K -3.2M -55.8K 0.24 18.43 N/A N/A 1,602 380 11,404 10,811 2019-03-22 $13.38 $13.00 55.1% 16.5% 62.2% 15.2% 57.3% 3.8% 2.3% 53.5K -1.5M -56.1K 1.24 18.17 N/A N/A 703 872 11,922 11,030 2019-03-25 $13.74 $13.00 56.5% 16.3% 62.8% 17.7% 56.9% 3.4% 0.0% 55.2K -2.4M -57.0K 0.69 15.36 N/A N/A 436 300 12,316 11,526 2019-03-26 $13.66 $13.00 55.1% 16.5% 62.3% 15.2% 57.6% 2.7% 2.8% 62.0K -2.5M -58.0K 1.69 17.37 N/A N/A 294 498 12,721 11,709 2019-03-27 $14.20 $13.00 55.1% 16.2% 63.2% 15.1% 55.7% 4.1% 2.2% 75.4K -4.3M -58.6K 0.29 17.78 N/A N/A 1,404 410 12,898 11,713 2019-03-28 $14.18 $14.00 53.7% 16.2% 50.5% 12.4% 57.4% 3.7% 2.9% 77.7K -4.3M -58.2K 0.64 18.70 N/A N/A 631 401 13,099 11,637 2019-03-29 $13.87 $14.00 51.7% 16.2% 51.3% 8.7% 56.9% 3.6% 5.0% 82.8K -3.4M -57.3K 1.23 18.49 N/A N/A 337 414 13,224 11,649
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