CWH Options History — July 2021 In July 2021, CWH traded between $36.60 and $41.33. ATM implied volatility averaged 62.3%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 23.3% (HV 20d: 39.0%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2021-07-16 : Highest Volume — 9,281 contracts2021-07-06 : Largest IV spike — 31.8% change2021-07-06 : Highest IV Rank — 22.7%2021-07-30 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.68 $36.60 $41.33 $41.33 $39.25 Max Pain $37.40 $36.00 $38.00 $37.00 $38.00 ATM IV 62.3% 50.7% 66.8% 50.7% 63.4% Expected Move 17.5% 12.7% 19.4% 13.5% 19.4% HV 20d 39.0% 27.7% 43.0% 27.7% 42.4% HV 60d 47.9% 42.6% 49.9% 48.1% 42.6% IV Rank 17.1% 3.0% 22.7% 3.0% 18.5% IV Percentile 19.4% 2.8% 26.2% 2.8% 23.4% Term Structure -0.6% -9.7% 13.4% 13.4% -3.4% VWIV 61.7% 44.9% 68.3% 48.3% 67.6% Skew 25d 0.8% -6.7% 3.4% -0.6% 1.9% Skew 10d 4.5% -2.4% 11.9% -2.4% 11.9% Call IV 25d 63.2% 48.4% 69.9% 51.0% 64.9% Put IV 25d 64.0% 48.2% 69.2% 50.4% 66.8% Bid-Ask Spread % 12.27 8.29 18.39 13.83 14.09 Gamma HHI 0.07 0.06 0.17 0.14 0.10 Net GEX 555.3K -610.3K 3.2M 3.2M 1.1M Net DEX -28.0M -75.7M 12.8K -75.7M -41.9M Net VEX -503.4K -533.3K -477.3K -533.3K -479.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.22 1.95 0.83 1.95 Total Volume 4,273.286 1,655 9,281 3,991 5,917 Total OI 96,697.952 89,903 103,756 99,806 95,789
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 2021-07-01 $41.33 $37.00 50.7% 13.5% 27.7% 3.0% 48.3% -0.6% 13.4% 3.2M -75.7M -533.3K 0.83 13.83 N/A N/A 2,184 1,807 48,210 51,596 2021-07-02 $38.78 $38.00 50.7% 12.7% 35.8% 3.0% 44.9% -0.2% 12.4% 1.4M -23.1M -514.8K 0.84 18.39 N/A N/A 3,798 3,181 49,407 52,241 2021-07-06 $38.11 $36.00 66.8% 17.4% 36.0% 22.7% 61.5% -0.3% -9.7% -28.4K -16.6M -514.8K 0.63 8.29 N/A N/A 3,024 1,918 42,476 52,114 2021-07-07 $38.58 $36.00 63.0% 17.2% 36.4% 18.0% 61.0% 0.2% 1.5% 205.4K -23.0M -519.8K 0.75 13.37 N/A N/A 1,782 1,336 43,578 53,300 2021-07-08 $37.90 $37.00 65.5% 17.8% 36.1% 21.0% 62.7% 2.3% -1.8% -67.4K -12.9M -517.3K 0.53 9.20 N/A N/A 2,497 1,321 44,292 53,635 2021-07-09 $39.39 $37.00 63.9% 17.4% 38.9% 19.2% 61.4% 2.6% 1.8% 730.0K -34.4M -519.2K 1.10 8.59 N/A N/A 2,064 2,267 44,799 54,240 2021-07-12 $39.71 $37.00 61.6% 17.2% 38.7% 16.3% 60.6% -0.1% 0.1% 768.9K -39.0M -509.6K 1.24 9.66 N/A N/A 1,616 2,001 43,643 52,931 2021-07-13 $38.48 $37.00 63.9% 17.3% 37.7% 19.1% 61.2% -6.7% -2.3% 323.5K -21.6M -501.4K 1.28 10.25 N/A N/A 2,308 2,964 44,413 53,701 2021-07-14 $38.02 $37.00 61.6% 17.0% 37.9% 16.3% 60.0% 0.6% -2.4% 299.8K -14.3M -505.2K 0.89 8.89 N/A N/A 2,791 2,495 45,683 56,300 2021-07-15 $37.51 $38.00 62.0% 16.9% 37.6% 16.8% 59.9% -0.1% -2.7% -195.4K -5.5M -497.2K 0.51 9.90 N/A N/A 2,401 1,215 45,341 56,774 2021-07-16 $37.06 $38.00 60.9% 16.9% 37.0% 15.4% 58.8% -0.4% -2.5% -610.3K 12.8K -492.4K 0.22 12.42 N/A N/A 7,591 1,690 46,499 57,257 2021-07-19 $36.60 $38.00 66.2% 18.7% 36.9% 21.9% 65.4% 1.1% -0.1% -247.0K -6.2M -495.2K 0.54 9.76 N/A N/A 3,117 1,694 39,093 50,810 2021-07-20 $39.17 $37.00 62.9% 18.0% 42.7% 17.9% 63.1% 1.9% -1.7% 344.4K -33.6M -519.2K 0.33 11.15 N/A N/A 2,349 785 41,196 52,026 2021-07-21 $39.46 $37.00 62.4% 17.9% 42.6% 17.2% 62.5% 1.7% -2.2% 662.6K -39.6M -509.9K 0.60 10.87 N/A N/A 2,013 1,210 42,029 52,260 2021-07-22 $38.71 $37.50 62.9% 18.2% 43.0% 18.0% 63.4% 1.2% -2.4% 585.6K -31.0M -506.2K 0.66 15.31 N/A N/A 999 656 42,961 52,766 2021-07-23 $38.82 $38.00 63.3% 18.3% 42.5% 18.3% 64.3% 3.4% -0.9% 775.1K -31.8M -501.1K 1.23 17.40 N/A N/A 1,891 2,327 43,245 52,964 2021-07-26 $38.84 $38.00 63.8% 19.0% 42.4% 19.1% 66.2% 1.5% -1.4% 391.9K -31.9M -491.6K 0.45 14.87 N/A N/A 2,337 1,050 41,183 50,954 2021-07-27 $38.49 $38.00 65.1% 19.3% 42.1% 20.6% 68.3% 2.2% -2.7% 376.9K -29.0M -482.4K 0.41 10.58 N/A N/A 1,743 708 41,827 49,947 2021-07-28 $38.65 $38.00 64.1% 18.8% 42.1% 19.4% 66.5% 2.0% -2.4% 589.3K -33.2M -477.3K 0.75 18.34 N/A N/A 1,316 992 43,431 50,671 2021-07-29 $39.52 $38.00 63.0% 18.8% 42.6% 18.0% 67.5% 2.5% -2.4% 1.1M -43.7M -484.0K 0.63 12.59 N/A N/A 2,688 1,696 43,965 51,110 2021-07-30 $39.25 $38.00 63.4% 19.4% 42.4% 18.5% 67.6% 1.9% -3.4% 1.1M -41.9M -479.3K 1.95 14.09 N/A N/A 2,004 3,913 44,723 51,066
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