CWH Options History — March 2021 In March 2021, CWH traded between $31.98 and $43.51. ATM implied volatility averaged 68.0%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 8.4% (HV 20d: 76.4%). Max pain ranged from $29.09 to $36.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.57.
Notable Days 2021-03-11 : Highest Volume — 23,930 contracts2021-03-09 : Largest IV drop — 6.3% change2021-03-08 : Highest IV Rank — 5.2%2021-03-03 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $37.24 $31.98 $43.51 $33.66 $36.55 Max Pain $32.97 $29.09 $36.00 $29.09 $34.00 ATM IV 68.0% 59.6% 75.8% 71.9% 62.3% Expected Move 19.4% 17.3% 22.0% 20.4% 17.3% HV 20d 76.4% 58.2% 92.6% 64.7% 77.7% HV 60d 67.5% 64.4% 70.6% 64.5% 69.9% IV Rank 2.3% 0.0% 5.2% 3.0% 2.0% IV Percentile 8.0% 0.0% 23.4% 15.5% 1.2% Term Structure 1.5% -3.5% 15.4% -0.6% 14.0% VWIV 68.2% 59.8% 77.0% 72.8% 59.8% Skew 25d 4.3% 1.2% 8.3% 4.4% 6.8% Skew 10d 5.7% -19.0% 13.8% 8.6% -4.3% Call IV 25d 67.6% 59.9% 75.4% 72.4% 59.9% Put IV 25d 71.9% 62.1% 81.9% 76.8% 66.7% Bid-Ask Spread % 30.55 19.28 49.67 37.12 28.42 Gamma HHI 0.09 0.04 0.43 0.05 0.05 Net GEX 1.1M 144.3K 3.8M 571.8K 735.4K Net DEX -64.1M -147.2M -21.4M -38.7M -42.8M Net VEX -326.1K -353.4K -308.3K -312.7K -325.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.09 1.32 0.38 1.28 Total Volume 5,578.913 2,376 23,930 6,162 2,630 Total OI 80,672 63,301 93,642 80,808 71,166
Daily Data (23 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 2021-03-01 $33.66 $29.09 71.9% 20.4% 64.7% 3.0% 72.8% 4.4% -0.6% 571.8K -38.7M -312.7K 0.38 37.12 N/A N/A 4,460 1,702 44,775 36,033 2021-03-02 $32.49 $29.09 73.1% 21.1% 65.8% 3.7% 74.0% 4.5% -2.6% 384.5K -28.3M -308.3K 0.79 34.81 N/A N/A 1,613 1,272 46,333 36,595 2021-03-03 $31.98 $29.09 73.3% 22.0% 63.4% 3.8% 77.0% 7.2% -0.6% 254.3K -23.9M -308.8K 0.52 29.23 N/A N/A 3,825 1,992 47,058 37,585 2021-03-04 $32.02 $33.00 75.3% 20.9% 60.5% 5.0% 73.0% 5.8% -0.9% 284.8K -23.5M -316.1K 0.86 26.34 N/A N/A 2,087 1,804 47,708 38,311 2021-03-05 $32.84 $33.00 73.5% 21.0% 58.2% 3.9% 74.0% 7.5% -3.5% 906.4K -31.3M -315.6K 0.92 23.25 N/A N/A 2,858 2,629 48,271 38,394 2021-03-08 $35.30 $33.00 75.8% 21.1% 64.6% 5.2% 72.5% 8.3% -3.3% 896.3K -56.0M -314.9K 0.45 35.56 N/A N/A 4,270 1,906 46,233 36,485 2021-03-09 $36.69 $33.00 71.0% 19.9% 66.4% 2.4% 71.2% 7.1% -1.0% 1.4M -73.9M -316.6K 0.36 30.92 N/A N/A 3,443 1,255 48,591 37,124 2021-03-10 $37.82 $33.00 68.9% 19.9% 67.5% 1.2% 68.5% 5.7% 0.3% 1.7M -89.9M -318.4K 0.49 19.28 N/A N/A 3,300 1,605 50,414 37,355 2021-03-11 $42.90 $33.00 69.3% 19.6% 81.0% 1.4% 69.2% 4.1% -0.6% 1.7M -147.2M -320.7K 0.16 31.66 N/A N/A 20,613 3,317 51,292 37,785 2021-03-12 $41.79 $35.00 70.6% 20.1% 81.7% 2.2% 71.0% 4.5% -0.6% 1.9M -110.9M -337.0K 0.26 25.66 N/A N/A 5,187 1,369 47,996 39,471 2021-03-15 $43.51 $35.00 70.1% 20.1% 82.0% 1.9% 69.7% 4.6% -0.1% 1.9M -131.0M -337.0K 0.17 24.63 N/A N/A 5,973 1,041 48,562 37,619 2021-03-16 $41.39 $36.00 67.7% 19.4% 84.5% 0.5% 68.6% 1.2% 0.9% 2.0M -112.6M -352.1K 0.97 30.21 N/A N/A 1,784 1,730 51,194 38,130 2021-03-17 $42.05 $36.00 67.2% 19.3% 84.6% 0.2% 69.1% 3.7% 0.2% 1.9M -118.5M -353.4K 0.09 40.93 N/A N/A 5,563 508 51,502 39,341 2021-03-18 $39.44 $30.00 68.1% 19.5% 86.6% 0.8% 68.9% 2.1% 0.0% 2.1M -95.4M -347.6K 1.32 26.37 N/A N/A 1,508 1,997 53,366 39,583 2021-03-19 $39.64 $32.00 64.9% 18.7% 86.6% 0.0% 65.4% 2.6% -1.2% 3.8M -94.2M -338.8K 0.23 32.47 N/A N/A 4,832 1,135 53,444 40,198 2021-03-22 $39.93 $32.00 61.0% 17.3% 86.5% 0.0% 61.3% 2.9% 3.8% 629.0K -56.5M -329.9K 0.27 34.12 N/A N/A 4,052 1,101 32,611 30,690 2021-03-23 $37.83 $33.00 59.6% 17.3% 88.8% 0.0% 62.1% 1.6% 4.3% 557.6K -41.8M -323.9K 0.90 34.15 N/A N/A 2,674 2,398 34,824 31,323 2021-03-24 $35.06 $34.00 62.1% 17.5% 92.6% 1.9% 62.0% 3.4% 0.2% 144.3K -21.4M -310.3K 0.54 29.58 N/A N/A 3,509 1,901 35,454 32,251 2021-03-25 $36.28 $34.00 63.6% 18.3% 78.6% 3.0% 64.5% 3.1% 0.1% 321.8K -30.8M -323.0K 0.45 27.08 N/A N/A 3,682 1,665 36,549 32,571 2021-03-26 $35.80 $34.00 66.0% 18.9% 78.7% 4.9% 65.7% 3.3% 2.2% 368.4K -32.4M -333.6K 0.78 23.25 N/A N/A 1,872 1,469 39,144 32,733 2021-03-29 $34.90 $34.00 63.5% 19.0% 77.7% 3.0% 66.2% 1.9% 15.4% 408.1K -29.6M -322.7K 0.49 49.67 N/A N/A 1,620 788 38,134 31,033 2021-03-30 $36.63 $34.00 64.5% 17.9% 78.1% 3.7% 62.0% 1.6% 8.0% 695.1K -43.1M -332.9K 0.40 27.94 N/A N/A 1,697 679 38,822 31,403 2021-03-31 $36.55 $34.00 62.3% 17.3% 77.7% 2.0% 59.8% 6.8% 14.0% 735.4K -42.8M -325.7K 1.28 28.42 N/A N/A 1,152 1,478 39,485 31,681
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