CWH Options History — October 2019

In October 2019, CWH traded between $7.90 and $10.06. ATM implied volatility averaged 79.7%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 25.4% (HV 20d: 54.3%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.78.

Notable Days

  • 2019-10-31: Highest Volume — 5,804 contracts
  • 2019-10-09: Largest IV spike — 13.6% change
  • 2019-10-31: Highest IV Rank — 67.1%
  • 2019-10-31: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.02$7.90$10.06$8.89$9.41
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV79.7%63.5%99.1%68.0%99.1%
Expected Move23.3%19.5%28.4%19.5%28.4%
HV 20d54.3%40.7%60.4%58.1%60.4%
HV 60d71.5%69.0%73.2%69.5%73.2%
IV Rank42.7%22.3%67.1%27.9%67.1%
IV Percentile85.6%46.8%98.8%67.9%98.8%
Term Structure-9.8%-26.3%6.8%6.8%-24.3%
VWIV80.2%62.5%101.4%67.2%101.4%
Skew 25d10.1%0.7%22.1%8.5%5.3%
Skew 10d18.4%-12.8%45.5%8.8%21.0%
Call IV 25d74.6%60.5%93.8%64.5%93.8%
Put IV 25d84.7%73.0%101.1%73.0%99.1%
Bid-Ask Spread %64.7615.6096.8116.5147.53
Gamma HHI0.220.160.260.250.20
Net GEX25.1K-4.4K57.3K20.0K36.9K
Net DEX97.1K-2.1M2.1M547.4K-965.8K
Net VEX-37.7K-45.2K-30.4K-37.3K-42.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.780.118.350.328.08
Total Volume790.696475,8045545,804
Total OI21,97520,27424,29920,78824,299

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$8.89$9.0068.0%19.5%58.1%27.9%67.2%8.5%6.8%20.0K547.4K-37.3K0.3216.51N/AN/A42113311,5989,190
2019-10-02$8.86$9.0070.0%20.1%56.4%30.4%68.3%16.9%4.2%18.4K675.5K-36.7K0.7815.60N/AN/A14311111,6279,265
2019-10-03$8.66$9.0069.6%20.9%56.0%30.0%72.9%9.3%-1.6%16.0K969.3K-35.7K0.1188.22N/AN/A1201311,7499,338
2019-10-04$8.62$9.0063.5%21.7%54.5%22.3%62.5%9.9%-5.5%13.8K1.1M-35.4K2.1369.11N/AN/A153211,7399,344
2019-10-07$8.59$9.0068.8%21.8%44.4%28.9%0.0%11.1%-5.4%12.4K1.2M-34.3K0.5096.81N/AN/A1879311,7519,352
2019-10-08$7.99$9.0070.9%23.0%44.3%31.6%76.9%12.9%-6.3%-1.7K2.1M-30.9K2.1985.40N/AN/A35177011,8879,408
2019-10-09$7.91$9.0080.6%23.1%40.7%43.8%77.4%0.8%-6.7%-2741.9M-30.4K0.3758.17N/AN/A33912512,0829,100
2019-10-10$7.90$9.0077.9%22.3%40.8%40.4%84.1%0.7%-0.6%-4.4K1.8M-31.5K0.1358.45N/AN/A3304312,3959,222
2019-10-11$8.74$9.0077.0%22.1%56.5%39.3%73.0%8.2%-2.5%21.8K599.7K-35.9K0.8386.48N/AN/A39232612,6639,244
2019-10-14$8.66$9.0075.7%21.7%56.2%37.7%77.3%12.7%-6.3%18.6K793.5K-35.4K7.6784.67N/AN/A96912,8889,426
2019-10-15$8.89$9.0080.5%23.1%56.5%43.7%77.0%9.9%-5.8%31.8K205.6K-37.1K0.3069.50N/AN/A45013412,8959,437
2019-10-16$9.05$9.0079.9%22.9%56.7%43.0%79.6%8.6%-9.1%49.4K-193.8K-38.0K1.7976.29N/AN/A6311313,2759,472
2019-10-17$9.01$9.0075.5%21.6%56.2%37.3%72.1%13.2%-3.1%57.3K15.7K-37.3K0.7988.35N/AN/A393113,2839,525
2019-10-18$8.81$9.0079.8%22.9%56.8%42.8%86.2%10.2%-9.6%8.6K618.1K-36.4K2.3978.93N/AN/A5112213,3129,506
2019-10-21$8.97$9.0080.0%22.9%56.8%43.1%77.0%17.5%-13.0%10.6K378.9K-36.3K1.0656.48N/AN/A39341511,5968,678
2019-10-22$9.41$9.0085.1%24.4%54.9%49.5%86.6%11.7%-16.6%19.9K-231.2K-39.0K0.1239.44N/AN/A6978311,9409,049
2019-10-23$9.84$9.0082.8%23.7%56.6%46.6%82.2%6.3%-15.1%30.5K-1.1M-41.4K0.1242.95N/AN/A1,42617312,2299,099
2019-10-24$9.55$9.0080.5%23.1%58.0%43.7%83.5%13.8%-14.2%38.8K-1.1M-41.9K8.3535.10N/AN/A6655113,1619,114
2019-10-25$9.84$9.0084.0%24.1%58.6%48.1%84.6%12.0%-16.4%42.5K-1.6M-42.8K0.3874.74N/AN/A71026713,2099,264
2019-10-28$9.82$9.0092.2%26.4%56.1%58.5%88.2%9.7%-23.4%41.6K-1.5M-42.3K0.6074.17N/AN/A1599513,3049,440
2019-10-29$10.06$9.0092.6%26.6%56.4%59.0%92.1%22.1%-24.5%46.6K-1.9M-43.5K0.1368.79N/AN/A1,82524113,4139,528
2019-10-30$9.99$9.0098.9%28.4%56.5%66.9%95.3%0.8%-26.3%49.2K-2.1M-45.2K1.6977.88N/AN/A9516114,4039,726
2019-10-31$9.41$9.0099.1%28.4%60.4%67.1%101.4%5.3%-24.3%36.9K-965.8K-42.7K8.0847.53N/AN/A6395,16514,4539,846