CWH Options History — July 2020 In July 2020, CWH traded between $25.63 and $38.16. ATM implied volatility averaged 100.0%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 28.7%. IV traded above realized volatility by 21.0% (HV 20d: 79.0%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2020-07-10 : Highest Volume — 23,917 contracts2020-07-13 : Largest IV spike — 21.2% change2020-07-14 : Highest IV Rank — 37.9%2020-07-31 : Largest Expected Move — 34.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.78 $25.63 $38.16 $28.15 $36.53 Max Pain $26.86 $24.00 $28.00 $24.00 $28.00 ATM IV 100.0% 80.8% 122.1% 86.3% 118.8% Expected Move 28.7% 23.2% 34.1% 24.7% 34.1% HV 20d 79.0% 73.3% 87.4% 87.0% 84.3% HV 60d 101.5% 96.5% 104.1% 103.8% 96.5% IV Rank 26.4% 18.1% 37.9% 21.1% 36.1% IV Percentile 70.7% 56.3% 83.3% 60.7% 81.7% Term Structure -4.9% -19.3% 14.4% 10.2% -19.3% VWIV 101.0% 84.8% 120.0% 88.6% 120.0% Skew 25d 8.7% -1.5% 15.7% 14.3% -1.5% Skew 10d 20.9% 5.7% 36.0% 29.6% 5.7% Call IV 25d 97.7% 76.5% 123.4% 80.5% 123.4% Put IV 25d 106.4% 88.2% 121.9% 94.8% 121.9% Bid-Ask Spread % 17.72 9.18 26.79 22.62 25.08 Gamma HHI 0.10 0.07 0.25 0.13 0.08 Net GEX 293.0K -124.4K 735.9K -30.2K 735.9K Net DEX -88.8M -121.4M -36.7M -54.6M -115.8M Net VEX -254.7K -281.9K -228.3K -281.9K -280.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.09 1.68 0.62 0.09 Total Volume 6,226.455 1,841 23,917 2,649 4,912 Total OI 83,438.591 74,414 91,598 82,577 88,502
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 2020-07-01 $28.15 $24.00 86.3% 24.7% 87.0% 21.1% 88.6% 14.3% 10.2% -30.2K -54.6M -281.9K 0.62 22.62 N/A N/A 1,631 1,018 37,849 44,728 2020-07-02 $27.70 $24.00 80.8% 23.2% 87.4% 18.1% 84.8% 11.7% 14.4% -42.4K -51.4M -277.3K 0.63 24.91 N/A N/A 1,217 764 37,532 44,611 2020-07-06 $26.38 $27.00 89.2% 28.3% 87.1% 22.2% 98.8% 14.4% -2.1% -79.4K -42.0M -267.9K 0.76 10.99 N/A N/A 3,468 2,633 37,963 44,546 2020-07-07 $25.63 $27.00 89.9% 28.3% 78.2% 22.2% 101.0% 15.6% -0.3% -124.4K -36.7M -267.2K 0.68 10.14 N/A N/A 3,100 2,121 38,250 45,457 2020-07-08 $26.78 $26.00 91.8% 28.6% 79.5% 22.1% 99.5% 15.7% -1.8% -51.6K -46.9M -275.1K 0.25 10.14 N/A N/A 1,729 431 40,117 47,008 2020-07-09 $26.13 $27.00 96.5% 29.5% 79.4% 24.2% 98.7% 15.1% -2.1% -63.1K -42.7M -274.1K 0.27 9.18 N/A N/A 1,452 389 40,863 47,183 2020-07-10 $30.02 $27.00 99.5% 29.6% 77.4% 25.8% 102.5% 12.1% -5.0% 82.0K -72.7M -278.1K 1.68 9.68 N/A N/A 8,923 14,994 41,197 47,286 2020-07-13 $30.28 $27.00 120.6% 30.0% 73.3% 37.1% 104.4% 8.3% -4.6% 302.8K -83.8M -240.9K 0.64 12.50 N/A N/A 5,919 3,775 43,090 41,802 2020-07-14 $33.07 $27.00 122.1% 29.8% 74.3% 37.9% 106.4% 9.3% -5.3% 426.5K -104.2M -241.9K 0.38 14.08 N/A N/A 5,452 2,081 44,190 43,484 2020-07-15 $34.04 $27.00 102.9% 29.5% 74.1% 27.6% 105.2% 9.2% -3.8% 378.7K -109.8M -234.4K 0.49 14.90 N/A N/A 5,030 2,473 44,090 44,597 2020-07-16 $35.49 $27.00 103.8% 29.8% 74.6% 28.1% 106.9% 8.0% -8.5% 439.4K -121.4M -233.7K 0.90 11.98 N/A N/A 3,559 3,219 44,373 44,701 2020-07-17 $35.03 $27.00 99.8% 28.6% 75.1% 25.9% 101.1% 6.0% -3.8% 658.9K -120.7M -237.0K 0.25 13.02 N/A N/A 3,946 973 44,993 46,605 2020-07-20 $34.60 $27.00 99.3% 28.5% 75.0% 25.7% 101.0% 6.7% -5.9% 188.2K -95.2M -234.2K 0.62 16.84 N/A N/A 2,390 1,490 38,262 36,470 2020-07-21 $36.67 $27.00 98.9% 28.3% 76.3% 25.4% 99.5% 7.2% -7.2% 269.2K -109.2M -232.4K 0.91 20.15 N/A N/A 4,693 4,291 39,640 36,449 2020-07-22 $38.16 $27.00 98.4% 28.2% 75.3% 25.2% 99.6% 7.8% -6.7% 315.1K -114.1M -228.3K 0.13 25.99 N/A N/A 4,615 580 39,157 35,257 2020-07-23 $35.67 $27.00 95.7% 27.4% 76.0% 23.7% 97.2% 6.3% -7.5% 340.1K -97.0M -239.6K 0.31 22.18 N/A N/A 6,865 2,098 39,315 35,544 2020-07-24 $35.16 $27.00 96.3% 27.6% 76.5% 24.1% 96.3% 5.2% -7.5% 429.4K -98.9M -254.8K 0.27 25.11 N/A N/A 1,754 480 42,577 37,104 2020-07-27 $37.83 $27.00 99.3% 28.5% 78.6% 25.7% 100.1% 5.9% -8.5% 495.2K -115.9M -240.2K 0.10 21.17 N/A N/A 6,096 618 42,513 37,287 2020-07-28 $36.54 $28.00 101.7% 29.2% 80.5% 27.0% 100.3% 5.7% -10.6% 577.0K -109.1M -256.6K 0.36 23.39 N/A N/A 3,168 1,145 44,586 37,455 2020-07-29 $34.72 $28.00 101.1% 29.0% 83.8% 26.6% 103.8% 5.3% -9.6% 553.9K -98.1M -262.1K 0.72 26.79 N/A N/A 2,506 1,799 45,625 38,203 2020-07-30 $36.60 $28.00 107.6% 30.9% 84.8% 30.1% 107.3% 2.0% -12.4% 645.7K -113.0M -265.4K 0.12 19.05 N/A N/A 6,407 778 46,528 38,660 2020-07-31 $36.53 $28.00 118.8% 34.1% 84.3% 36.1% 120.0% -1.5% -19.3% 735.9K -115.8M -280.9K 0.09 25.08 N/A N/A 4,491 421 49,548 38,954
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