CWH Options History — October 2020 In October 2020, CWH traded between $26.39 and $32.48. ATM implied volatility averaged 92.9%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 35.3% (HV 20d: 57.6%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2020-10-21 : Highest Volume — 22,149 contracts2020-10-05 : Largest IV spike — 6.8% change2020-10-28 : Highest IV Rank — 25.5%2020-10-30 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.15 $26.39 $32.48 $30.88 $26.39 Max Pain $27.73 $27.00 $31.00 $31.00 $27.00 ATM IV 92.9% 83.5% 99.1% 84.5% 97.2% Expected Move 26.8% 22.9% 31.1% 23.2% 31.1% HV 20d 57.6% 47.3% 72.6% 72.6% 54.8% HV 60d 85.7% 66.3% 93.0% 93.0% 66.3% IV Rank 22.2% 17.2% 25.5% 17.7% 24.5% IV Percentile 52.7% 42.5% 65.5% 43.7% 60.3% Term Structure -0.4% -4.8% 15.1% 15.1% -3.4% VWIV 93.8% 81.9% 106.5% 82.6% 106.5% Skew 25d 4.0% -1.8% 10.0% 0.8% 6.9% Skew 10d 9.6% -8.7% 34.2% 6.6% 1.0% Call IV 25d 91.9% 80.0% 98.9% 81.8% 94.0% Put IV 25d 95.9% 82.5% 104.3% 82.5% 100.9% Bid-Ask Spread % 13.92 7.86 22.36 16.48 22.36 Gamma HHI 0.11 0.06 0.39 0.09 0.08 Net GEX 420.9K -134.2K 2.0M 260.0K 430.1K Net DEX -60.9M -82.7M -35.6M -61.0M -35.6M Net VEX -324.5K -369.1K -287.9K -368.0K -300.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.26 1.56 0.56 0.57 Total Volume 6,749.136 2,279 22,149 7,170 15,628 Total OI 106,283.182 86,986 118,047 109,185 106,484
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 2020-10-01 $30.88 $31.00 84.5% 23.2% 72.6% 17.7% 82.6% 0.8% 15.1% 260.0K -61.0M -368.0K 0.56 16.48 N/A N/A 4,608 2,562 56,621 52,564 2020-10-02 $31.47 $31.00 83.5% 22.9% 71.8% 17.2% 81.9% 2.5% 12.1% 301.7K -67.3M -369.1K 0.34 20.31 N/A N/A 1,704 575 56,789 53,736 2020-10-05 $32.48 $27.00 89.2% 26.1% 72.5% 20.3% 92.2% -1.8% 0.9% 401.6K -79.1M -359.6K 0.85 11.55 N/A N/A 2,524 2,150 56,760 53,932 2020-10-06 $31.81 $27.00 92.3% 26.6% 64.1% 21.9% 92.4% 3.8% 1.1% 275.1K -71.6M -352.9K 0.36 12.52 N/A N/A 3,379 1,225 57,311 54,602 2020-10-07 $32.41 $28.00 92.4% 26.6% 61.9% 22.0% 92.0% -1.2% 1.8% 374.6K -78.6M -347.3K 0.75 12.02 N/A N/A 1,460 1,102 57,279 55,057 2020-10-08 $31.21 $28.00 91.6% 26.2% 63.0% 21.6% 92.5% 10.0% -1.8% 30.2K -60.9M -338.2K 1.56 11.03 N/A N/A 3,570 5,569 57,336 55,235 2020-10-09 $31.14 $29.00 92.6% 26.0% 62.3% 22.1% 91.3% 4.0% 0.7% -53.4K -61.1M -344.4K 1.04 12.64 N/A N/A 1,995 2,069 58,373 53,395 2020-10-12 $30.65 $29.00 95.0% 26.6% 59.3% 23.4% 93.0% 3.2% -1.5% -115.5K -53.6M -321.7K 0.59 13.61 N/A N/A 2,402 1,427 58,358 52,717 2020-10-13 $32.16 $29.00 94.2% 26.6% 56.0% 22.9% 96.1% 3.7% -0.5% 136.2K -76.1M -323.6K 0.33 11.56 N/A N/A 5,031 1,675 58,706 53,311 2020-10-14 $31.05 $27.00 96.7% 26.6% 47.5% 24.3% 94.6% 3.5% -3.1% -134.2K -62.1M -315.7K 0.89 12.41 N/A N/A 2,027 1,796 60,543 54,332 2020-10-15 $32.31 $27.00 94.5% 26.7% 49.0% 23.1% 93.4% 4.4% -1.4% 27.4K -82.7M -320.8K 1.12 12.57 N/A N/A 2,933 3,287 61,385 55,612 2020-10-16 $32.07 $27.00 92.7% 25.8% 47.7% 22.1% 91.3% 3.8% -3.5% 2.0M -77.2M -311.1K 0.30 11.53 N/A N/A 4,834 1,433 62,581 55,466 2020-10-19 $31.40 $27.00 92.3% 26.1% 47.3% 21.9% 91.6% 5.1% -1.9% 692.8K -70.3M -302.3K 0.45 7.86 N/A N/A 3,596 1,605 47,314 39,672 2020-10-20 $31.29 $27.00 91.8% 26.2% 47.3% 21.6% 90.6% 4.7% -4.8% 727.4K -70.0M -304.5K 0.78 10.46 N/A N/A 1,884 1,473 48,582 40,653 2020-10-21 $28.21 $27.00 93.0% 26.7% 56.6% 22.3% 92.0% 5.0% -2.5% 304.7K -42.8M -287.9K 0.26 14.94 N/A N/A 17,644 4,505 49,134 41,350 2020-10-22 $28.14 $27.00 93.7% 27.1% 54.8% 22.6% 93.1% 4.9% -4.6% 556.0K -49.6M -313.2K 0.36 13.08 N/A N/A 4,549 1,621 56,598 44,069 2020-10-23 $28.19 $27.00 92.7% 27.0% 54.8% 22.1% 93.6% 3.8% -4.2% 791.4K -50.3M -315.3K 0.50 12.74 N/A N/A 11,259 5,602 57,394 45,149 2020-10-26 $27.18 $27.00 93.4% 27.8% 56.3% 22.5% 95.2% 3.9% -2.7% 493.1K -42.8M -305.2K 0.30 19.67 N/A N/A 3,473 1,052 56,971 43,128 2020-10-27 $27.85 $27.00 94.4% 28.6% 56.7% 23.0% 98.9% 4.6% -2.9% 579.8K -51.2M -313.1K 0.27 12.07 N/A N/A 4,805 1,279 58,293 43,713 2020-10-28 $28.14 $27.00 99.1% 30.2% 55.8% 25.5% 105.3% 5.4% -1.3% 719.5K -55.2M -317.6K 0.33 16.23 N/A N/A 2,196 719 59,414 44,214 2020-10-29 $26.93 $27.00 96.6% 30.0% 55.5% 24.2% 103.5% 6.7% -1.0% 439.5K -41.5M -305.7K 0.50 18.58 N/A N/A 2,835 1,419 59,524 44,573 2020-10-30 $26.39 $27.00 97.2% 31.1% 54.8% 24.5% 106.5% 6.9% -3.4% 430.1K -35.6M -300.8K 0.57 22.36 N/A N/A 9,972 5,656 61,165 45,319
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