CWH Options History — October 2021

In October 2021, CWH traded between $36.01 and $41.27. ATM implied volatility averaged 55.0%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 18.1% (HV 20d: 36.8%). Max pain ranged from $36.00 to $40.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2021-10-27: Highest Volume — 10,328 contracts
  • 2021-10-04: Largest IV spike — 14.9% change
  • 2021-10-04: Highest IV Rank — 17.3%
  • 2021-10-29: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.66$36.01$41.27$41.06$37.29
Max Pain$37.76$36.00$40.00$40.00$38.00
ATM IV55.0%50.8%58.3%50.8%56.3%
Expected Move15.9%13.7%17.7%13.7%17.7%
HV 20d36.8%28.4%39.5%38.4%28.4%
HV 60d39.8%36.6%41.8%41.8%36.7%
IV Rank12.6%6.9%17.3%6.9%14.5%
IV Percentile27.8%15.5%35.7%15.5%35.7%
Term Structure-1.0%-3.7%8.6%8.6%-2.6%
VWIV55.9%50.0%62.1%50.0%62.1%
Skew 25d4.1%1.7%9.4%4.5%2.1%
Skew 10d11.6%0.3%38.9%7.4%8.2%
Call IV 25d54.4%47.3%57.9%47.3%56.5%
Put IV 25d58.5%51.8%66.7%51.8%58.6%
Bid-Ask Spread %15.6611.1925.5518.8616.70
Gamma HHI0.120.060.360.360.09
Net GEX-227.3K-2.5M2.6M2.6M-286.7K
Net DEX-17.3M-51.5M8.5M-51.5M-12.0M
Net VEX-305.8K-327.4K-278.5K-326.4K-321.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.373.680.391.48
Total Volume5,254.4761,67310,3285,2756,596
Total OI72,759.76263,91284,89170,80284,891

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$41.06$40.0050.8%13.7%38.4%6.9%50.0%4.5%8.6%2.6M-51.5M-326.4K0.3918.86N/AN/A3,7881,48736,14434,658
2021-10-04$41.27$36.0058.3%16.4%38.2%17.3%57.7%9.4%-2.0%694.0K-43.4M-327.4K0.6011.19N/AN/A1,7731,06133,05633,227
2021-10-05$40.15$36.0056.2%15.8%39.5%14.4%56.3%5.5%0.1%538.0K-32.0M-322.3K0.3714.27N/AN/A1,90370533,68533,831
2021-10-06$39.71$36.0057.3%16.1%39.1%15.8%56.4%6.7%-0.7%372.3K-26.9M-320.5K0.6011.39N/AN/A1,04562834,65234,417
2021-10-07$40.22$36.0055.8%15.6%38.8%13.8%55.9%6.6%-0.5%490.9K-32.0M-311.8K0.4917.91N/AN/A2,6261,27534,57934,721
2021-10-08$40.07$36.0054.6%15.7%38.8%12.2%55.6%6.9%0.6%-369.2K-32.4M-306.8K0.9115.26N/AN/A1,3311,20634,77834,967
2021-10-11$40.51$37.0054.7%15.4%39.0%12.3%54.6%3.2%-1.6%642.8K-35.1M-300.1K0.6513.87N/AN/A1,6771,08933,53933,691
2021-10-12$40.18$37.0054.8%15.6%37.6%12.5%55.2%2.9%-0.4%599.5K-31.2M-298.8K0.9012.45N/AN/A1,1431,03034,11134,235
2021-10-13$39.52$37.0054.5%15.3%38.0%12.0%54.2%3.3%-1.7%339.7K-23.1M-291.3K0.4414.46N/AN/A2,6371,16635,13234,785
2021-10-14$38.43$38.0053.8%15.3%39.2%11.0%53.0%4.3%-1.1%-147.3K-8.7M-282.1K1.1825.55N/AN/A3,7514,42635,56635,420
2021-10-15$37.33$38.0053.1%15.1%39.4%10.1%52.7%2.4%-0.4%-727.2K3.1M-278.5K1.1113.51N/AN/A3,3113,67236,53736,044
2021-10-18$38.34$39.0054.6%15.5%38.4%12.2%54.1%5.2%-2.7%-230.7K-13.5M-286.6K0.5612.53N/AN/A3,6912,04931,93831,974
2021-10-19$38.42$38.0054.5%15.6%36.7%12.0%54.5%4.1%-3.7%-510.4K-15.3M-296.3K3.6823.40N/AN/A1,1674,29734,00335,723
2021-10-20$38.25$40.0053.8%15.4%35.1%11.0%53.5%4.1%-2.4%-1.9M-8.2M-307.7K0.9112.01N/AN/A2,7832,53036,29440,816
2021-10-21$37.35$39.0054.0%15.6%35.6%11.4%55.2%2.3%-2.9%-2.5M4.8M-302.2K0.8017.33N/AN/A3,9523,14537,27641,638
2021-10-22$37.05$39.0054.6%15.9%35.7%12.1%55.3%1.7%-3.6%-2.0M8.5M-305.6K0.9713.79N/AN/A3,3743,28639,35042,991
2021-10-25$37.56$39.0054.6%16.6%33.6%12.2%56.9%3.5%-0.9%-283.0K-12.2M-309.5K0.6418.98N/AN/A4,5042,87636,44136,323
2021-10-26$36.35$38.0055.9%17.1%35.1%14.0%59.3%3.3%-1.7%-535.8K628.5K-303.1K0.5612.72N/AN/A5,0862,85937,98537,032
2021-10-27$36.01$38.0055.9%17.4%35.0%13.9%59.8%2.3%-1.1%-605.7K2.2M-304.4K2.3415.22N/AN/A3,0917,23740,26737,715
2021-10-28$36.82$38.0056.0%17.6%34.1%14.1%61.3%2.3%-1.3%-941.4K-4.3M-318.2K0.8017.41N/AN/A2,8232,26840,82342,700
2021-10-29$37.29$38.0056.3%17.7%28.4%14.5%62.1%2.1%-2.6%-286.7K-12.0M-321.4K1.4816.70N/AN/A2,6623,93441,97542,916