CWH Options History — August 2021 In August 2021, CWH traded between $36.13 and $43.47. ATM implied volatility averaged 51.6%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 5.3% (HV 20d: 46.3%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.18.
Notable Days 2021-08-24 : Highest Volume — 12,961 contracts2021-08-03 : Largest IV drop — 15.5% change2021-08-02 : Highest IV Rank — 18.2%2021-08-02 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $39.66 $36.13 $43.47 $40.41 $39.85 Max Pain $37.11 $36.00 $38.00 $38.00 $38.00 ATM IV 51.6% 48.6% 63.1% 63.1% 49.9% Expected Move 14.9% 13.3% 19.7% 19.7% 14.2% HV 20d 46.3% 36.8% 51.9% 37.1% 50.9% HV 60d 42.3% 40.0% 45.1% 42.8% 41.3% IV Rank 4.4% 0.5% 18.2% 18.2% 2.2% IV Percentile 5.8% 0.4% 22.2% 22.2% 2.8% Term Structure 0.6% -2.1% 6.7% -0.1% 0.7% VWIV 53.4% 50.1% 70.0% 70.0% 50.5% Skew 25d 3.3% -0.9% 11.2% 2.1% -0.9% Skew 10d 6.2% -1.6% 15.7% 9.6% -1.2% Call IV 25d 50.9% 44.8% 63.0% 63.0% 51.9% Put IV 25d 54.2% 50.2% 65.1% 65.1% 50.9% Bid-Ask Spread % 28.96 13.45 40.39 13.45 14.81 Gamma HHI 0.10 0.08 0.13 0.08 0.11 Net GEX 949.2K -422.6K 2.5M 872.6K 806.3K Net DEX -41.5M -97.8M 4.9M -53.9M -42.7M Net VEX -419.1K -462.7K -378.3K -462.7K -396.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.37 3.99 1.49 0.92 Total Volume 6,202.364 2,423 12,961 9,092 2,591 Total OI 94,756.273 85,720 102,812 90,845 98,277
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 2021-08-02 $40.41 $38.00 63.1% 19.7% 37.1% 18.2% 70.0% 2.1% -0.1% 872.6K -53.9M -462.7K 1.49 13.45 N/A N/A 3,645 5,447 42,614 48,231 2021-08-03 $39.89 $38.00 53.3% 15.0% 36.8% 6.2% 52.9% 11.2% 6.7% 1.1M -45.8M -458.5K 1.17 18.89 N/A N/A 4,842 5,645 43,900 49,972 2021-08-04 $43.01 $38.00 53.4% 13.3% 45.0% 6.3% 53.8% 4.7% -2.1% 1.9M -88.6M -460.1K 0.65 28.09 N/A N/A 7,016 4,589 45,713 54,276 2021-08-05 $43.47 $36.00 52.6% 15.3% 44.2% 5.7% 53.6% 3.9% 1.2% 2.2M -97.8M -460.2K 0.64 35.88 N/A N/A 3,412 2,188 46,745 52,598 2021-08-06 $42.81 $36.00 50.4% 14.9% 43.2% 2.9% 51.7% 4.1% -0.7% 2.5M -88.4M -459.9K 0.56 35.99 N/A N/A 3,096 1,727 47,439 53,133 2021-08-09 $40.53 $37.00 50.6% 14.9% 47.9% 3.2% 54.5% 4.8% 0.8% 944.7K -47.0M -447.9K 2.59 30.33 N/A N/A 2,087 5,396 41,542 49,267 2021-08-10 $40.84 $37.00 50.5% 14.8% 46.4% 3.0% 56.7% 3.4% 1.0% 1.0M -50.5M -441.3K 1.79 30.08 N/A N/A 1,466 2,624 42,383 49,828 2021-08-11 $41.01 $37.00 49.1% 14.6% 46.0% 1.1% 51.6% 2.6% 1.8% 1.1M -53.0M -443.9K 1.36 24.49 N/A N/A 1,025 1,398 43,206 51,754 2021-08-12 $40.23 $37.00 50.0% 14.6% 46.4% 2.4% 51.6% 1.6% 1.4% 838.3K -41.1M -431.9K 3.99 40.02 N/A N/A 1,056 4,211 43,586 50,588 2021-08-13 $38.76 $37.00 48.6% 14.3% 48.3% 0.5% 50.1% 2.7% 1.7% 56.3K -19.8M -421.5K 2.90 38.80 N/A N/A 1,992 5,778 43,841 50,097 2021-08-16 $38.95 $37.00 50.2% 14.5% 48.0% 2.6% 54.7% 3.0% -0.9% 560.6K -26.2M -411.1K 0.85 34.46 N/A N/A 2,103 1,796 41,464 47,608 2021-08-17 $37.33 $37.00 52.1% 15.0% 44.1% 5.3% 52.6% 4.8% -0.1% 21.3K -6.7M -394.5K 0.37 29.56 N/A N/A 4,052 1,498 42,211 48,424 2021-08-18 $36.47 $37.00 51.5% 14.8% 44.5% 4.4% 51.6% 4.1% 0.3% -293.9K 4.9M -378.3K 0.81 26.76 N/A N/A 1,337 1,089 43,185 49,606 2021-08-19 $36.13 $36.00 53.0% 15.2% 44.2% 6.5% 53.2% 3.7% 1.1% -422.6K 4.9M -379.2K 0.87 29.20 N/A N/A 1,577 1,367 45,616 50,517 2021-08-20 $36.75 $37.00 51.3% 14.7% 44.8% 4.1% 52.7% 3.8% 0.1% 13.2K -1.1M -382.9K 0.44 39.63 N/A N/A 5,409 2,406 46,180 50,912 2021-08-23 $37.24 $37.00 50.5% 14.6% 45.1% 3.1% 51.1% 6.4% 0.2% 223.9K -13.7M -379.0K 0.72 19.15 N/A N/A 5,889 4,213 39,778 45,942 2021-08-24 $39.75 $36.00 51.6% 14.8% 50.9% 4.6% 52.6% 2.7% 0.3% 1.3M -46.4M -384.4K 0.74 40.39 N/A N/A 7,470 5,491 42,570 46,740 2021-08-25 $39.97 $37.00 51.1% 14.6% 50.9% 4.0% 52.0% 1.1% -0.6% 2.0M -57.2M -396.5K 0.62 22.33 N/A N/A 3,656 2,259 46,337 47,572 2021-08-26 $38.93 $37.50 51.9% 14.9% 51.2% 4.9% 52.8% 1.6% 0.4% 2.0M -39.4M -410.6K 1.07 26.80 N/A N/A 2,725 2,911 49,791 51,039 2021-08-27 $39.87 $38.00 50.7% 14.0% 51.9% 3.4% 51.2% 1.5% 0.7% 1.2M -53.1M -417.6K 0.63 22.19 N/A N/A 2,354 1,492 50,508 52,304 2021-08-30 $40.26 $38.00 50.3% 14.4% 51.0% 2.7% 52.4% 0.2% -0.9% 920.9K -50.0M -402.1K 0.73 35.86 N/A N/A 2,390 1,737 45,883 51,461 2021-08-31 $39.85 $38.00 49.9% 14.2% 50.9% 2.2% 50.5% -0.9% 0.7% 806.3K -42.7M -396.8K 0.92 14.81 N/A N/A 1,347 1,244 46,072 52,205
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