CWH Options History — April 2021 In April 2021, CWH traded between $36.86 and $45.60. ATM implied volatility averaged 69.6%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 15.3% (HV 20d: 54.4%). Max pain ranged from $32.00 to $38.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2021-04-19 : Highest Volume — 10,156 contracts2021-04-06 : Largest IV spike — 10.4% change2021-04-26 : Highest IV Rank — 17.9%2021-04-29 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.07 $36.86 $45.60 $36.86 $43.59 Max Pain $35.90 $32.00 $38.00 $34.00 $36.00 ATM IV 69.6% 61.9% 73.5% 61.9% 71.3% Expected Move 19.9% 16.1% 21.8% 16.1% 21.7% HV 20d 54.4% 39.2% 77.7% 77.7% 42.1% HV 60d 65.0% 61.9% 68.8% 68.7% 61.9% IV Rank 11.8% 1.7% 17.9% 1.7% 15.6% IV Percentile 18.3% 0.8% 30.2% 0.8% 27.0% Term Structure -0.7% -6.7% 10.7% 10.7% -3.4% VWIV 69.9% 55.9% 78.6% 55.9% 78.6% Skew 25d 3.9% -4.6% 21.2% -2.0% 0.0% Skew 10d 7.0% -2.2% 30.7% 12.9% -2.2% Call IV 25d 69.3% 58.0% 74.5% 64.4% 74.5% Put IV 25d 73.2% 62.4% 79.2% 62.4% 74.5% Bid-Ask Spread % 14.72 8.81 39.04 39.04 18.28 Gamma HHI 0.09 0.06 0.28 0.06 0.08 Net GEX 1.3M 747.2K 2.6M 862.0K 1.2M Net DEX -75.5M -106.1M -43.6M -45.8M -86.4M Net VEX -337.3K -358.3K -315.5K -329.4K -355.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.26 1.34 0.49 1.01 Total Volume 5,058.381 2,318 10,156 3,203 4,323 Total OI 72,666.095 63,868 78,621 71,684 75,561
Daily Data (21 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 2021-04-01 $36.86 $34.00 61.9% 16.1% 77.7% 1.7% 55.9% -2.0% 10.7% 862.0K -45.8M -329.4K 0.49 39.04 N/A N/A 2,148 1,055 39,982 31,702 2021-04-05 $36.95 $37.00 65.1% 19.1% 77.4% 4.8% 66.5% -4.6% 4.4% 747.2K -43.6M -315.5K 1.34 13.51 N/A N/A 989 1,329 38,139 30,894 2021-04-06 $37.73 $37.00 71.9% 19.5% 73.6% 10.8% 68.8% 2.3% -0.7% 994.1K -50.0M -327.7K 0.44 13.26 N/A N/A 1,860 819 38,929 31,983 2021-04-07 $37.39 $36.00 70.1% 19.5% 72.5% 10.2% 67.4% 3.9% 5.1% 950.6K -48.6M -326.2K 0.37 17.38 N/A N/A 1,900 701 40,148 32,431 2021-04-08 $38.01 $36.00 63.3% 19.0% 72.0% 3.7% 66.6% 9.0% 6.1% 1.4M -55.8M -324.8K 0.60 14.38 N/A N/A 1,578 954 41,013 32,686 2021-04-09 $38.08 $36.00 67.2% 18.8% 54.6% 8.5% 66.0% 21.2% -6.7% 2.6M -57.4M -329.2K 0.51 16.03 N/A N/A 2,051 1,042 41,550 33,141 2021-04-12 $40.14 $37.00 67.5% 19.2% 57.8% 9.1% 68.0% 4.6% -0.8% 1.4M -72.1M -320.4K 0.50 9.50 N/A N/A 3,824 1,895 39,731 32,426 2021-04-13 $39.47 $37.00 68.0% 19.0% 55.7% 9.7% 65.9% 3.7% -1.6% 1.6M -67.1M -324.2K 0.39 10.52 N/A N/A 7,247 2,797 41,122 33,001 2021-04-14 $40.82 $37.00 70.1% 19.2% 54.7% 12.1% 67.7% 4.1% -2.0% 1.9M -84.3M -328.9K 0.95 12.77 N/A N/A 5,101 4,860 42,731 33,541 2021-04-15 $41.61 $38.00 68.5% 18.9% 54.8% 10.3% 66.5% 7.6% -3.3% 1.6M -88.4M -330.5K 0.48 13.84 N/A N/A 2,748 1,308 43,103 34,140 2021-04-16 $41.58 $38.00 67.5% 19.0% 49.4% 9.1% 66.6% 4.8% -1.0% 1.0M -88.0M -331.0K 0.26 11.30 N/A N/A 6,707 1,711 43,656 34,965 2021-04-19 $43.00 $32.00 70.9% 20.1% 50.6% 13.0% 69.7% 3.9% -1.3% 933.9K -81.4M -335.3K 0.48 9.78 N/A N/A 6,844 3,312 33,016 30,852 2021-04-20 $41.05 $35.00 73.5% 20.9% 53.7% 16.1% 73.2% 4.6% -2.5% 943.8K -68.7M -356.4K 0.56 15.46 N/A N/A 2,959 1,664 37,241 32,922 2021-04-21 $41.43 $35.00 73.4% 21.0% 49.5% 15.9% 73.4% 3.5% -1.8% 1.1M -73.5M -358.3K 0.35 9.33 N/A N/A 2,240 795 38,036 33,423 2021-04-22 $40.86 $35.00 73.0% 21.0% 40.2% 17.7% 74.4% 2.6% -2.7% 1.3M -66.4M -352.0K 0.50 8.81 N/A N/A 1,936 977 38,928 33,850 2021-04-23 $43.05 $35.00 71.0% 20.5% 42.2% 15.1% 71.6% 3.9% -2.2% 1.4M -99.6M -354.1K 0.34 11.99 N/A N/A 6,233 2,105 39,753 34,360 2021-04-26 $44.99 $35.00 73.1% 21.4% 43.1% 17.9% 75.1% 0.7% -3.2% 1.2M -100.9M -343.2K 0.39 11.05 N/A N/A 5,687 2,232 36,639 31,969 2021-04-27 $45.60 $36.00 71.7% 21.2% 40.9% 16.0% 74.4% 1.9% -2.3% 1.5M -106.1M -344.0K 0.42 14.08 N/A N/A 3,155 1,341 37,958 33,315 2021-04-28 $45.32 $36.00 71.2% 21.2% 39.2% 15.3% 74.9% 2.4% -3.1% 1.5M -102.9M -345.3K 0.61 18.10 N/A N/A 1,628 990 38,798 34,139 2021-04-29 $44.89 $36.00 71.6% 21.8% 39.6% 15.9% 75.9% 3.0% -2.3% 1.5M -98.9M -351.3K 0.64 20.66 N/A N/A 1,938 1,243 39,473 34,741 2021-04-30 $43.59 $36.00 71.3% 21.7% 42.1% 15.6% 78.6% 0.0% -3.4% 1.2M -86.4M -355.4K 1.01 18.28 N/A N/A 2,146 2,177 40,022 35,539
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