CWH Options History — December 2021 In December 2021, CWH traded between $37.10 and $42.51. ATM implied volatility averaged 49.0%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 9.8% (HV 20d: 39.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.19.
Notable Days 2021-12-10 : Highest Volume — 39,768 contracts2021-12-21 : Largest IV drop — 8.7% change2021-12-03 : Highest IV Rank — 17.7%2021-12-03 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $39.97 $37.10 $42.51 $42.51 $40.62 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 49.0% 41.3% 58.6% 55.1% 42.5% Expected Move 14.0% 11.1% 18.3% 16.7% 11.4% HV 20d 39.2% 33.7% 53.9% 53.9% 33.7% HV 60d 41.6% 40.3% 42.3% 41.6% 40.3% IV Rank 5.5% 0.0% 17.7% 12.8% 1.6% IV Percentile 16.1% 0.0% 48.8% 38.5% 0.8% Term Structure 0.2% -2.2% 2.1% 0.3% 0.8% VWIV 49.6% 39.6% 63.7% 59.2% 40.3% Skew 25d 3.2% 1.4% 6.0% 2.2% 1.5% Skew 10d 7.4% 1.6% 14.2% 1.6% 3.5% Call IV 25d 48.3% 40.4% 58.1% 55.2% 42.0% Put IV 25d 51.5% 42.9% 61.1% 57.3% 43.5% Bid-Ask Spread % 35.51 16.71 57.02 20.68 57.02 Gamma HHI 0.09 0.06 0.13 0.07 0.11 Net GEX 386.8K -1.1M 1.8M 44.3K 1.7M Net DEX -21.3M -49.0M 16.3M -41.2M -44.3M Net VEX -326.9K -365.8K -290.8K -365.8K -329.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.14 4.13 0.88 0.75 Total Volume 12,919.545 3,846 39,768 5,910 10,977 Total OI 84,476.909 71,098 93,740 93,406 83,572
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 2021-12-01 $42.51 $40.00 55.1% 16.7% 53.9% 12.8% 59.2% 2.2% 0.3% 44.3K -41.2M -365.8K 0.88 20.68 N/A N/A 3,136 2,774 43,956 49,450 2021-12-02 $41.42 $40.00 55.2% 16.8% 39.3% 13.0% 59.0% 1.8% 0.7% -73.9K -25.0M -357.1K 0.82 36.87 N/A N/A 2,110 1,736 44,374 49,271 2021-12-03 $41.36 $40.00 58.6% 18.3% 38.9% 17.7% 63.7% 3.0% 0.8% 70.9K -23.5M -354.7K 2.99 31.12 N/A N/A 2,997 8,966 44,514 49,226 2021-12-06 $42.26 $40.00 54.6% 15.5% 38.3% 12.1% 55.6% 6.0% 0.7% 555.2K -44.7M -337.0K 0.99 44.16 N/A N/A 2,377 2,361 42,285 39,862 2021-12-07 $41.51 $40.00 51.5% 14.9% 38.7% 7.8% 52.1% 4.1% 0.8% 617.1K -35.8M -327.6K 4.13 24.20 N/A N/A 2,251 9,304 43,342 39,974 2021-12-08 $40.92 $40.00 51.1% 14.1% 38.8% 7.4% 49.7% 2.1% 0.2% -846.7K -18.1M -324.3K 2.06 47.03 N/A N/A 1,919 3,951 43,835 44,076 2021-12-09 $40.54 $40.00 49.0% 14.2% 38.5% 4.5% 49.0% 4.5% 1.0% -1.1M -9.4M -315.1K 1.79 16.71 N/A N/A 3,552 6,371 44,222 44,663 2021-12-10 $39.20 $40.00 47.4% 13.5% 39.5% 2.2% 44.4% 3.2% 1.2% -574.4K 16.3M -290.8K 0.20 32.98 N/A N/A 33,105 6,663 44,279 45,515 2021-12-13 $38.69 $40.00 49.1% 13.9% 39.5% 4.5% 54.1% 2.8% -0.8% 87.2K -5.3M -309.4K 0.18 37.10 N/A N/A 19,135 3,502 42,125 38,918 2021-12-14 $38.20 $40.00 49.5% 13.8% 39.0% 5.1% 50.1% 2.1% -0.9% -87.9K -1.1M -299.4K 0.14 43.91 N/A N/A 18,973 2,743 42,808 39,534 2021-12-15 $39.28 $40.00 49.8% 14.2% 38.9% 5.5% 50.4% 3.4% -0.7% 433.0K -14.5M -308.4K 0.89 50.97 N/A N/A 13,350 11,936 43,727 39,738 2021-12-16 $38.02 $40.00 50.2% 14.3% 40.1% 6.1% 52.3% 1.4% -0.3% -516.3K 6.5M -320.0K 0.96 43.41 N/A N/A 5,994 5,775 47,480 43,662 2021-12-17 $38.53 $40.00 49.6% 13.9% 39.9% 5.2% 48.7% 4.5% -2.2% 523.1K -7.3M -315.6K 0.72 50.44 N/A N/A 8,177 5,859 48,165 44,068 2021-12-20 $37.10 $40.00 53.4% 15.2% 40.7% 10.5% 52.9% 4.7% -0.8% 52.4K 1.6M -298.2K 1.20 34.44 N/A N/A 5,699 6,829 37,137 33,961 2021-12-21 $38.15 $40.00 48.8% 14.0% 39.4% 4.1% 49.3% 2.2% -0.9% 303.2K -10.7M -317.8K 1.24 20.70 N/A N/A 5,899 7,331 38,989 35,691 2021-12-22 $38.82 $40.00 47.1% 13.5% 40.2% 1.8% 47.3% 4.5% 0.4% 555.5K -16.5M -334.8K 1.20 27.03 N/A N/A 5,212 6,275 40,626 37,704 2021-12-23 $39.54 $40.00 44.9% 12.9% 36.4% 0.0% 45.0% 2.7% -0.6% 1.1M -27.5M -344.4K 1.38 24.94 N/A N/A 4,061 5,624 42,198 39,046 2021-12-27 $39.79 $40.00 44.4% 12.6% 36.5% 0.0% 44.7% 4.0% 1.2% 856.6K -26.8M -331.7K 0.82 26.30 N/A N/A 5,582 4,595 41,098 38,385 2021-12-28 $41.10 $40.00 42.4% 12.3% 38.4% 0.0% 42.8% 3.3% 0.3% 1.4M -49.0M -341.3K 0.92 36.72 N/A N/A 4,965 4,550 42,898 38,928 2021-12-29 $40.89 $40.00 42.7% 11.8% 38.4% 0.3% 42.0% 3.0% 1.1% 1.6M -45.1M -341.6K 0.94 38.36 N/A N/A 4,507 4,238 43,048 39,162 2021-12-30 $40.85 $40.00 41.3% 11.1% 34.8% 0.0% 39.6% 2.5% 2.1% 1.8M -47.3M -327.0K 0.89 36.10 N/A N/A 4,682 4,187 43,864 39,116 2021-12-31 $40.62 $40.00 42.5% 11.4% 33.7% 1.6% 40.3% 1.5% 0.8% 1.7M -44.3M -329.0K 0.75 57.02 N/A N/A 6,267 4,710 44,450 39,122
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