CWH Options History — June 2021 In June 2021, CWH traded between $36.11 and $44.48. ATM implied volatility averaged 52.7%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 8.0% (HV 20d: 44.6%). Max pain ranged from $35.00 to $42.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2021-06-11 : Highest Volume — 31,590 contracts2021-06-22 : Largest IV drop — 8.4% change2021-06-03 : Highest IV Rank — 5.1%2021-06-02 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.59 $36.11 $44.48 $44.48 $40.92 Max Pain $38.96 $35.00 $42.00 $39.09 $37.00 ATM IV 52.7% 48.3% 56.6% 55.6% 49.9% Expected Move 15.2% 13.9% 16.4% 15.9% 14.0% HV 20d 44.6% 28.3% 63.6% 63.6% 28.3% HV 60d 52.9% 48.1% 61.9% 61.9% 48.1% IV Rank 2.4% 0.0% 5.1% 3.8% 2.0% IV Percentile 1.9% 0.0% 4.4% 2.4% 2.0% Term Structure 1.9% -1.8% 13.2% -0.1% 11.7% VWIV 54.0% 49.6% 57.4% 56.5% 50.4% Skew 25d -1.9% -5.8% 0.1% -1.5% -0.5% Skew 10d -5.5% -17.1% 1.2% -2.2% -4.1% Call IV 25d 55.9% 50.0% 60.1% 58.3% 52.4% Put IV 25d 54.0% 50.0% 58.3% 56.8% 51.9% Bid-Ask Spread % 18.65 10.17 33.86 31.63 14.00 Gamma HHI 0.08 0.05 0.18 0.09 0.08 Net GEX 767.5K -1.5M 1.9M 1.7M 1.8M Net DEX -32.1M -99.4M 37.8M -99.4M -65.1M Net VEX -491.7K -542.0K -415.9K -415.9K -538.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.21 1.72 0.26 0.21 Total Volume 9,439.045 3,346 31,590 6,220 7,759 Total OI 107,693.091 91,161 136,929 91,161 97,101
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 2021-06-01 $44.48 $39.09 55.6% 15.9% 63.6% 3.8% 56.5% -1.5% -0.1% 1.7M -99.4M -415.9K 0.26 31.63 N/A N/A 4,942 1,278 48,331 42,830 2021-06-02 $41.99 $39.09 56.1% 16.4% 57.2% 4.4% 57.2% -1.8% -1.8% 1.6M -66.7M -416.8K 0.86 29.40 N/A N/A 6,362 5,448 50,611 43,619 2021-06-03 $41.16 $42.00 56.6% 16.2% 55.1% 5.1% 57.4% -1.9% -0.9% 1.4M -53.2M -442.2K 0.34 10.17 N/A N/A 5,078 1,725 52,929 47,849 2021-06-04 $41.06 $42.00 54.1% 15.9% 54.6% 1.9% 55.6% -1.5% 0.4% 957.7K -52.8M -449.6K 1.18 10.76 N/A N/A 3,068 3,629 55,624 49,034 2021-06-07 $41.23 $42.00 55.3% 15.9% 52.8% 3.4% 57.4% -2.5% 1.1% 1.0M -53.3M -443.9K 0.99 12.31 N/A N/A 4,111 4,066 50,902 49,709 2021-06-08 $40.86 $42.00 55.3% 16.2% 52.8% 3.5% 57.1% -3.6% 1.2% 1.7M -55.2M -452.2K 0.56 22.17 N/A N/A 8,204 4,603 54,930 50,697 2021-06-09 $39.92 $41.00 54.8% 15.9% 50.7% 2.8% 55.8% -5.8% 0.1% 1.3M -37.7M -462.5K 0.56 16.02 N/A N/A 2,628 1,465 56,422 54,715 2021-06-10 $39.94 $41.00 52.0% 15.2% 49.4% 0.0% 53.2% -1.8% 1.7% 1.6M -34.5M -454.4K 0.67 16.46 N/A N/A 9,214 6,207 57,965 55,568 2021-06-11 $39.39 $40.00 51.0% 14.8% 43.9% 0.0% 52.7% -2.0% 0.6% 277.4K -25.0M -476.7K 0.32 23.11 N/A N/A 24,008 7,582 63,807 59,611 2021-06-14 $37.87 $40.00 54.0% 15.5% 43.4% 3.8% 55.6% -1.9% -0.4% -305.2K 6.5M -474.3K 1.69 27.82 N/A N/A 4,771 8,079 56,195 61,405 2021-06-15 $37.60 $40.00 52.8% 15.1% 43.4% 2.3% 54.3% -3.9% 1.5% -546.4K 13.4M -499.6K 0.71 11.97 N/A N/A 4,539 3,233 57,955 67,101 2021-06-16 $36.92 $40.00 53.2% 15.3% 39.9% 2.9% 54.6% -2.1% 0.9% -800.9K 27.7M -492.0K 1.47 33.86 N/A N/A 3,117 4,595 60,988 68,976 2021-06-17 $36.11 $40.00 53.4% 15.3% 40.1% 3.1% 55.8% -1.8% -0.3% -1.5M 37.8M -495.5K 1.72 19.07 N/A N/A 4,633 7,980 62,602 70,502 2021-06-18 $36.69 $40.00 54.7% 15.6% 40.6% 4.7% 54.0% -1.6% -0.4% -1.3M 26.7M -524.5K 0.56 19.68 N/A N/A 8,067 4,487 64,413 72,516 2021-06-21 $37.91 $35.00 53.6% 15.4% 41.9% 3.3% 55.1% -1.6% 1.0% 33.1K -19.2M -533.9K 0.33 14.26 N/A N/A 5,721 1,869 44,389 49,410 2021-06-22 $38.26 $36.00 49.0% 14.9% 42.1% 0.0% 53.5% -0.8% -0.2% 576.8K -25.7M -539.7K 0.33 13.90 N/A N/A 2,520 826 47,316 50,249 2021-06-23 $38.74 $36.00 49.4% 14.0% 42.3% 0.5% 50.3% -2.1% 1.1% 995.3K -33.0M -541.2K 0.73 14.13 N/A N/A 5,176 3,756 47,992 50,770 2021-06-24 $39.44 $36.00 48.3% 13.9% 39.0% 0.0% 49.6% 0.1% -0.2% 1.4M -41.2M -539.7K 0.91 14.62 N/A N/A 2,158 1,964 49,103 51,850 2021-06-25 $39.74 $36.00 49.4% 13.9% 33.3% 1.4% 50.0% -2.1% 0.5% 1.6M -46.7M -542.0K 0.40 17.49 N/A N/A 5,478 2,166 49,684 53,078 2021-06-28 $40.35 $36.00 50.6% 14.6% 34.0% 2.8% 51.9% 0.0% 11.5% 1.3M -52.9M -540.5K 0.36 19.72 N/A N/A 3,742 1,340 43,863 50,035 2021-06-29 $40.30 $37.00 49.4% 14.1% 33.9% 1.4% 49.9% -0.4% 13.2% 1.9M -56.6M -541.4K 0.98 17.74 N/A N/A 3,063 3,002 45,756 50,846 2021-06-30 $40.92 $37.00 49.9% 14.0% 28.3% 2.0% 50.4% -0.5% 11.7% 1.8M -65.1M -538.0K 0.21 14.00 N/A N/A 6,386 1,373 45,922 51,179
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