CWH Options History — August 2022

In August 2022, CWH traded between $26.50 and $33.30. ATM implied volatility averaged 50.7%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 10.3% (HV 20d: 61.0%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.95.

Notable Days

2022-08-01: Highest Volume — 10,679 contracts
2022-08-03: Largest IV drop — 18.6% change
2022-08-02: Highest IV Rank — 45.9%
2022-08-02: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.67	$26.50	$33.30	$27.80	$30.37
Max Pain	$28.87	$28.00	$29.00	$28.00	$29.00
ATM IV	50.7%	43.7%	62.1%	58.6%	52.7%
Expected Move	15.1%	13.0%	20.6%	19.2%	14.2%
HV 20d	61.0%	43.5%	65.2%	47.8%	43.5%
HV 60d	55.1%	52.9%	59.4%	53.8%	53.1%
IV Rank	20.8%	5.3%	45.9%	38.2%	25.1%
IV Percentile	27.8%	3.2%	65.9%	55.6%	36.9%
Term Structure	-0.5%	-4.4%	5.7%	-4.4%	-2.2%
VWIV	53.6%	46.5%	72.4%	69.7%	53.1%
Skew 25d	7.2%	3.6%	13.5%	8.8%	4.5%
Skew 10d	12.9%	4.2%	22.2%	17.9%	10.6%
Call IV 25d	48.3%	41.8%	59.5%	56.2%	48.2%
Put IV 25d	55.5%	48.5%	71.6%	65.0%	52.7%
Bid-Ask Spread %	43.90	30.07	56.31	30.07	33.63
Gamma HHI	0.13	0.08	0.55	0.17	0.10
Net GEX	211.9K	-770.1K	2.6M	-279.6K	-210.5K
Net DEX	-11.3M	-45.2M	26.1M	10.7M	-2.1M
Net VEX	-179.7K	-202.1K	-155.3K	-194.7K	-155.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.31	2.88	2.88	0.89
Total Volume	3,667.739	744	10,679	10,679	3,458
Total OI	62,605.87	50,994	76,330	63,772	53,162

Daily Data (23 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
2022-08-01	$27.80	$28.00	58.6%	19.2%	47.8%	38.2%	69.7%	8.8%	-4.4%	-279.6K	10.7M	-194.7K	2.88	30.07	N/A	N/A	2,754	7,925	27,833	35,939
2022-08-02	$26.50	$28.00	62.1%	20.6%	47.7%	45.9%	72.4%	12.1%	-0.5%	-770.1K	26.1M	-194.1K	1.11	39.61	N/A	N/A	3,323	3,689	28,969	42,089
2022-08-03	$30.15	$28.00	50.5%	16.1%	62.9%	20.4%	56.8%	13.5%	0.1%	74.3K	-14.1M	-202.1K	0.75	49.59	N/A	N/A	5,654	4,259	29,235	44,241
2022-08-04	$29.44	$29.00	50.6%	16.0%	64.2%	20.6%	56.2%	8.1%	0.5%	87.1K	-5.1M	-200.6K	1.38	46.30	N/A	N/A	3,289	4,531	29,956	44,468
2022-08-05	$29.17	$29.00	48.9%	14.6%	64.6%	16.7%	51.8%	11.3%	-0.4%	23.6K	270.7K	-193.3K	0.82	50.04	N/A	N/A	3,130	2,576	30,590	45,740
2022-08-08	$30.47	$29.00	49.2%	14.9%	61.7%	17.5%	51.8%	8.7%	2.6%	-21.4K	-11.1M	-193.1K	0.35	43.35	N/A	N/A	6,800	2,356	28,146	33,739
2022-08-09	$29.28	$29.00	49.4%	15.6%	64.6%	17.8%	54.7%	7.9%	5.7%	125.8K	573.1K	-195.6K	1.71	50.88	N/A	N/A	1,083	1,857	31,808	34,686
2022-08-10	$30.02	$29.00	48.8%	14.7%	63.0%	16.5%	57.0%	11.1%	2.9%	307.6K	-6.8M	-192.9K	1.41	44.19	N/A	N/A	605	852	32,427	35,292
2022-08-11	$30.90	$29.00	47.1%	14.3%	60.1%	12.9%	50.6%	7.2%	3.1%	904.1K	-18.2M	-189.9K	0.31	46.67	N/A	N/A	2,031	621	32,543	35,726
2022-08-12	$31.77	$29.00	43.7%	13.0%	60.3%	5.3%	47.6%	6.7%	3.4%	2.6M	-30.6M	-185.2K	0.33	38.48	N/A	N/A	1,452	475	32,889	35,886
2022-08-15	$31.36	$29.00	47.5%	13.8%	61.0%	13.6%	49.9%	7.2%	-3.4%	273.6K	-19.2M	-179.5K	1.03	44.60	N/A	N/A	1,237	1,280	29,050	33,718
2022-08-16	$33.30	$29.00	46.4%	13.3%	62.6%	11.2%	47.5%	3.9%	-2.1%	383.2K	-45.2M	-175.0K	0.34	54.92	N/A	N/A	3,534	1,188	29,839	34,522
2022-08-17	$32.49	$29.00	51.2%	14.7%	62.9%	21.9%	50.1%	6.1%	-3.9%	462.7K	-34.6M	-170.3K	0.71	56.31	N/A	N/A	1,021	730	31,269	34,937
2022-08-18	$32.00	$29.00	49.9%	14.4%	63.6%	18.9%	52.0%	5.9%	-1.6%	375.8K	-26.4M	-181.2K	0.55	52.47	N/A	N/A	652	356	31,183	35,438
2022-08-19	$31.50	$29.00	51.3%	14.9%	64.2%	22.1%	51.6%	6.6%	-3.1%	86.4K	-11.5M	-173.4K	0.76	53.71	N/A	N/A	975	738	30,937	35,574
2022-08-22	$30.95	$29.00	51.1%	14.8%	64.4%	21.7%	53.1%	5.5%	-3.6%	-28.9K	-7.8M	-170.0K	1.22	41.52	N/A	N/A	812	991	23,861	27,133
2022-08-23	$31.06	$29.00	51.7%	14.9%	63.9%	23.0%	51.4%	6.1%	-1.1%	-29.2K	-8.8M	-168.9K	0.81	34.57	N/A	N/A	720	584	24,234	27,930
2022-08-24	$31.25	$29.00	50.3%	14.6%	63.8%	19.8%	51.2%	6.4%	-1.2%	63.0K	-10.8M	-168.5K	0.46	37.26	N/A	N/A	709	329	24,637	28,359
2022-08-25	$32.33	$29.00	48.5%	14.1%	63.9%	15.8%	46.5%	4.7%	0.5%	396.4K	-20.0M	-166.8K	0.37	40.78	N/A	N/A	1,389	517	24,986	28,544
2022-08-26	$31.37	$29.00	51.9%	14.7%	65.2%	23.4%	51.0%	3.6%	0.5%	85.5K	-11.1M	-166.3K	0.83	38.82	N/A	N/A	803	669	25,309	28,618
2022-08-29	$31.33	$29.00	52.2%	14.5%	65.0%	24.0%	53.9%	5.2%	-1.9%	50.0K	-10.6M	-160.7K	1.53	40.01	N/A	N/A	655	1,005	24,124	27,542
2022-08-30	$30.60	$29.00	52.9%	14.4%	62.9%	25.6%	52.2%	4.3%	-1.1%	-110.3K	-4.1M	-156.0K	1.39	42.04	N/A	N/A	311	433	24,554	28,273
2022-08-31	$30.37	$29.00	52.7%	14.2%	43.5%	25.1%	53.1%	4.5%	-2.2%	-210.5K	-2.1M	-155.3K	0.89	33.63	N/A	N/A	1,826	1,632	24,659	28,503