CWH Options History — June 2020 In June 2020, CWH traded between $21.19 and $28.27. ATM implied volatility averaged 99.3%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded below realized volatility by 0.7% (HV 20d: 100.0%). Max pain ranged from $17.00 to $24.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.95.
Notable Days 2020-06-17 : Highest Volume — 18,504 contracts2020-06-11 : Largest IV spike — 11.5% change2020-06-11 : Highest IV Rank — 32.8%2020-06-11 : Largest Expected Move — 31.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.89 $21.19 $28.27 $23.35 $27.35 Max Pain $21.09 $17.00 $24.00 $17.00 $24.00 ATM IV 99.3% 91.2% 108.9% 99.3% 91.2% Expected Move 28.1% 25.9% 31.2% 28.5% 26.1% HV 20d 100.0% 86.7% 116.6% 110.7% 86.7% HV 60d 140.5% 106.9% 176.0% 176.0% 106.9% IV Rank 27.8% 23.6% 32.8% 27.8% 23.6% IV Percentile 73.6% 62.7% 80.2% 77.4% 62.7% Term Structure 2.7% -5.1% 9.4% -4.1% 9.3% VWIV 99.6% 90.9% 108.9% 100.8% 90.9% Skew 25d 16.5% 12.8% 19.4% 15.5% 16.2% Skew 10d 38.4% 31.6% 47.2% 46.0% 36.4% Call IV 25d 91.6% 83.2% 100.8% 94.6% 83.2% Put IV 25d 108.0% 98.1% 120.1% 110.1% 99.4% Bid-Ask Spread % 24.40 12.08 35.03 16.80 18.11 Gamma HHI 0.11 0.06 0.38 0.07 0.14 Net GEX 273.7K -112.1K 675.8K 288.8K -65.8K Net DEX -59.6M -84.4M -37.4M -64.2M -48.8M Net VEX -253.7K -292.3K -228.1K -243.2K -284.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.22 4.97 0.37 0.46 Total Volume 5,639.591 1,052 18,504 6,212 1,052 Total OI 92,443.955 72,985 106,941 93,769 82,515
Daily Data (22 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 2020-06-01 $23.35 $17.00 99.3% 28.5% 110.7% 27.8% 100.8% 15.5% -4.1% 288.8K -64.2M -243.2K 0.37 16.80 N/A N/A 4,541 1,671 47,836 45,933 2020-06-02 $22.81 $17.00 98.2% 28.2% 113.9% 27.3% 100.8% 18.6% -4.8% 281.6K -58.6M -239.6K 0.54 21.29 N/A N/A 2,312 1,239 47,366 46,031 2020-06-03 $23.14 $18.00 98.0% 28.1% 114.3% 27.2% 97.6% 17.0% -5.1% 312.7K -62.0M -236.5K 0.71 17.31 N/A N/A 3,103 2,194 47,804 46,700 2020-06-04 $23.21 $20.00 93.6% 25.9% 112.3% 24.9% 94.8% 12.8% 7.4% 317.8K -61.7M -235.3K 1.43 17.80 N/A N/A 2,495 3,569 47,637 46,384 2020-06-05 $22.03 $20.00 96.6% 26.4% 116.6% 26.4% 94.0% 17.2% 4.2% 238.0K -52.2M -230.8K 0.82 17.45 N/A N/A 3,155 2,583 47,938 46,684 2020-06-08 $24.75 $20.00 101.2% 26.7% 91.0% 28.8% 94.1% 13.7% 1.8% 415.9K -74.6M -235.7K 0.58 27.63 N/A N/A 5,844 3,366 48,861 47,825 2020-06-09 $24.69 $21.00 108.6% 27.7% 90.9% 32.7% 97.7% 17.3% 0.9% 441.6K -74.8M -242.4K 0.30 32.14 N/A N/A 5,645 1,684 50,149 48,270 2020-06-10 $24.04 $20.00 97.6% 28.0% 92.7% 27.0% 97.6% 15.4% 0.4% 569.0K -71.9M -241.2K 0.27 29.06 N/A N/A 3,764 1,017 52,418 48,397 2020-06-11 $21.19 $20.00 108.9% 31.2% 104.6% 32.8% 108.9% 19.4% -3.0% 233.2K -46.0M -231.5K 0.40 32.65 N/A N/A 4,893 1,973 51,353 48,720 2020-06-12 $23.05 $20.00 104.2% 29.9% 107.0% 30.4% 105.8% 18.2% 1.0% 394.1K -56.8M -238.3K 0.53 28.18 N/A N/A 2,600 1,377 49,392 49,286 2020-06-15 $24.97 $21.00 106.3% 30.5% 106.5% 31.5% 108.8% 16.4% -2.4% 528.6K -70.1M -232.5K 0.27 27.77 N/A N/A 5,009 1,365 47,597 49,661 2020-06-16 $24.78 $21.00 104.0% 29.8% 100.7% 30.3% 105.9% 18.3% -1.7% 573.2K -70.0M -233.4K 0.27 35.03 N/A N/A 2,354 625 48,372 50,140 2020-06-17 $25.36 $21.00 103.4% 29.7% 100.8% 30.0% 104.6% 17.3% 0.2% 645.9K -74.4M -228.1K 4.97 29.10 N/A N/A 3,102 15,402 48,560 50,400 2020-06-18 $26.14 $21.00 98.3% 28.2% 99.5% 27.3% 99.2% 16.6% 7.3% 675.8K -74.5M -262.7K 0.51 12.08 N/A N/A 2,073 1,066 49,283 57,458 2020-06-19 $27.24 $21.00 96.5% 27.7% 98.1% 26.4% 100.6% 15.2% 7.2% 670.2K -84.4M -260.9K 0.64 21.32 N/A N/A 4,009 2,585 49,103 57,838 2020-06-22 $28.27 $22.00 98.4% 28.2% 97.0% 27.4% 101.8% 15.6% 5.0% 24.6K -59.1M -265.1K 3.68 30.31 N/A N/A 2,077 7,652 35,440 37,545 2020-06-23 $27.48 $24.00 94.5% 27.1% 91.8% 25.3% 96.0% 15.6% 9.4% -105.7K -47.6M -287.7K 1.42 12.20 N/A N/A 2,671 3,797 35,766 42,874 2020-06-24 $25.82 $24.00 97.4% 27.9% 93.1% 26.8% 99.5% 15.0% 6.7% -103.8K -38.8M -284.9K 1.20 23.21 N/A N/A 2,296 2,755 36,501 43,361 2020-06-25 $25.78 $24.00 95.7% 27.4% 92.8% 25.9% 96.9% 17.3% 7.8% -111.9K -39.0M -292.3K 0.65 32.90 N/A N/A 798 516 37,288 44,970 2020-06-26 $25.57 $24.00 96.6% 27.7% 93.0% 26.4% 98.6% 17.0% 7.5% -112.1K -37.4M -285.9K 0.74 31.11 N/A N/A 683 505 37,235 44,758 2020-06-29 $26.61 $24.00 96.7% 27.7% 87.1% 26.5% 96.9% 16.6% 4.3% -90.0K -44.1M -289.0K 0.22 23.36 N/A N/A 2,170 484 37,423 44,695 2020-06-30 $27.35 $24.00 91.2% 26.1% 86.7% 23.6% 90.9% 16.2% 9.3% -65.8K -48.8M -284.5K 0.46 18.11 N/A N/A 721 331 37,741 44,774
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