CWH Options History — June 2022

In June 2022, CWH traded between $21.50 and $26.80. ATM implied volatility averaged 63.1%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 13.2% (HV 20d: 49.9%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.25.

Notable Days

2022-06-06: Highest Volume — 29,512 contracts
2022-06-13: Largest IV spike — 14.9% change
2022-06-13: Highest IV Rank — 59.4%
2022-06-01: Largest Expected Move — 20.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.46	$21.50	$26.80	$26.42	$21.50
Max Pain	$31.52	$29.00	$32.00	$31.00	$32.00
ATM IV	63.1%	57.7%	68.3%	67.8%	66.6%
Expected Move	17.8%	16.1%	20.1%	20.1%	18.6%
HV 20d	49.9%	34.5%	72.0%	72.0%	40.2%
HV 60d	54.7%	52.4%	56.3%	56.3%	53.2%
IV Rank	48.0%	36.3%	59.4%	58.4%	55.7%
IV Percentile	71.1%	58.7%	86.5%	86.1%	82.5%
Term Structure	0.2%	-6.2%	7.0%	-6.2%	5.4%
VWIV	61.1%	39.7%	75.5%	75.5%	63.6%
Skew 25d	5.3%	0.5%	10.2%	2.4%	10.2%
Skew 10d	8.9%	-1.5%	15.9%	2.7%	15.1%
Call IV 25d	62.3%	55.8%	68.0%	68.0%	62.0%
Put IV 25d	67.6%	62.1%	73.4%	70.4%	72.2%
Bid-Ask Spread %	42.14	26.51	54.46	52.04	34.23
Gamma HHI	0.14	0.05	0.22	0.15	0.05
Net GEX	-704.3K	-1.6M	6.0K	-838.4K	-283.8K
Net DEX	53.4M	32.9M	84.5M	55.8M	38.2M
Net VEX	-188.3K	-225.2K	-139.0K	-222.8K	-139.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.20	3.66	1.81	1.02
Total Volume	8,792.857	3,685	29,512	7,957	3,717
Total OI	79,883.095	52,203	97,302	86,787	58,194

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
2022-06-01	$26.42	$31.00	67.8%	20.1%	72.0%	58.4%	75.5%	2.4%	-6.2%	-838.4K	55.8M	-222.8K	1.81	52.04	N/A	N/A	2,834	5,123	39,551	47,236
2022-06-02	$26.31	$29.00	64.6%	18.4%	65.3%	51.4%	65.3%	1.8%	-2.6%	-1.0M	61.6M	-213.8K	0.67	34.10	N/A	N/A	7,064	4,752	40,103	49,240
2022-06-03	$25.56	$29.00	64.9%	18.1%	62.2%	52.1%	63.7%	3.1%	-0.6%	-1.2M	66.8M	-208.0K	1.21	35.46	N/A	N/A	3,614	4,357	40,553	49,705
2022-06-06	$26.22	$29.00	62.2%	17.2%	62.3%	46.2%	58.4%	4.8%	-1.7%	-1.1M	63.1M	-210.9K	1.04	42.33	N/A	N/A	14,440	15,072	39,844	50,019
2022-06-07	$26.46	$32.00	60.7%	16.7%	62.6%	42.7%	57.8%	1.2%	-1.8%	-1.0M	57.9M	-225.2K	3.66	42.58	N/A	N/A	3,186	11,663	42,292	51,166
2022-06-08	$26.77	$32.00	59.2%	16.6%	60.6%	39.6%	39.7%	3.9%	-1.7%	-1.2M	54.9M	-223.5K	1.75	43.30	N/A	N/A	2,557	4,472	43,452	52,370
2022-06-09	$26.80	$32.00	57.7%	16.4%	60.5%	36.3%	41.0%	0.5%	-1.5%	-1.3M	54.3M	-218.9K	1.39	44.85	N/A	N/A	2,665	3,694	43,714	52,502
2022-06-10	$26.58	$32.00	59.4%	16.6%	54.2%	40.0%	59.7%	1.5%	-2.1%	-1.6M	56.5M	-216.6K	0.58	54.46	N/A	N/A	4,374	2,520	44,039	53,005
2022-06-13	$25.66	$32.00	68.3%	19.7%	54.7%	59.4%	68.1%	7.5%	-2.8%	-790.2K	61.2M	-213.3K	0.60	42.72	N/A	N/A	5,065	3,019	42,935	49,688
2022-06-14	$25.38	$32.00	66.1%	19.0%	54.3%	54.7%	65.4%	4.8%	-1.7%	-863.1K	67.2M	-199.7K	2.32	40.69	N/A	N/A	2,619	6,076	43,303	50,160
2022-06-15	$24.66	$32.00	63.7%	18.3%	48.3%	49.5%	65.1%	4.7%	1.7%	-1.0M	72.5M	-200.9K	1.12	52.72	N/A	N/A	3,222	3,613	43,895	52,120
2022-06-16	$22.98	$32.00	65.9%	18.9%	41.1%	54.2%	66.2%	6.0%	-1.2%	-678.3K	84.5M	-169.5K	1.81	37.44	N/A	N/A	2,760	5,008	44,394	52,908
2022-06-17	$22.84	$32.00	64.1%	18.2%	39.5%	50.3%	64.8%	5.7%	-0.0%	-612.8K	82.3M	-165.0K	2.26	49.28	N/A	N/A	2,583	5,826	44,694	51,977
2022-06-21	$23.01	$32.00	61.9%	18.0%	39.2%	45.5%	62.4%	5.9%	0.6%	-245.1K	34.0M	-164.6K	0.72	26.62	N/A	N/A	6,047	4,378	23,023	29,180
2022-06-22	$23.35	$32.00	62.7%	17.7%	39.9%	47.2%	62.6%	7.7%	0.8%	-303.8K	34.4M	-175.1K	0.20	47.16	N/A	N/A	9,844	1,929	27,172	32,272
2022-06-23	$23.24	$32.00	63.8%	18.2%	39.9%	49.5%	64.3%	6.8%	-0.0%	6.0K	33.6M	-173.3K	0.88	26.51	N/A	N/A	2,608	2,298	29,871	32,611
2022-06-24	$23.49	$32.00	60.9%	16.1%	36.2%	43.2%	57.5%	6.7%	-0.9%	-100.5K	32.9M	-171.5K	0.48	50.61	N/A	N/A	5,929	2,858	30,506	32,640
2022-06-27	$23.08	$32.00	59.8%	16.8%	34.5%	40.8%	58.8%	10.0%	7.0%	-177.9K	34.0M	-159.7K	0.77	43.58	N/A	N/A	2,087	1,598	24,927	29,495
2022-06-28	$21.59	$32.00	61.8%	17.6%	40.0%	45.2%	62.3%	7.9%	6.7%	-237.5K	38.0M	-139.0K	0.86	40.93	N/A	N/A	2,812	2,416	25,509	29,798
2022-06-29	$21.70	$32.00	62.3%	17.4%	40.4%	46.4%	61.4%	7.8%	6.8%	-280.6K	38.0M	-144.2K	1.12	43.42	N/A	N/A	1,866	2,085	26,534	30,948
2022-06-30	$21.50	$32.00	66.6%	18.6%	40.2%	55.7%	63.6%	10.2%	5.4%	-283.8K	38.2M	-139.8K	1.02	34.23	N/A	N/A	1,836	1,881	26,994	31,200