CWH Options History — September 2022

In September 2022, CWH traded between $23.03 and $32.27. ATM implied volatility averaged 57.5%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 0.3% (HV 20d: 57.2%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 2.31.

Notable Days

  • 2022-09-12: Highest Volume — 24,604 contracts
  • 2022-09-13: Largest IV spike — 16.1% change
  • 2022-09-29: Highest IV Rank — 58.1%
  • 2022-09-29: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.68$23.03$32.27$29.50$25.40
Max Pain$29.71$28.00$31.00$29.00$28.00
ATM IV57.5%46.0%67.6%51.2%67.4%
Expected Move16.4%13.4%19.8%14.8%19.6%
HV 20d57.2%41.6%80.2%43.9%80.2%
HV 60d58.3%53.4%64.6%53.5%64.6%
IV Rank35.8%10.3%58.1%21.8%57.5%
IV Percentile50.9%7.5%83.7%31.3%82.9%
Term Structure1.7%-2.6%7.3%1.1%6.1%
VWIV57.5%48.3%68.7%52.3%68.7%
Skew 25d8.4%3.5%11.8%7.5%11.3%
Skew 10d15.2%6.3%22.3%8.8%22.3%
Call IV 25d55.2%45.7%65.4%51.7%65.4%
Put IV 25d63.6%52.0%76.7%59.2%76.7%
Bid-Ask Spread %46.9533.6259.2933.6948.82
Gamma HHI0.140.080.230.110.23
Net GEX-573.5K-1.1M-61.8K-408.0K-61.8K
Net DEX18.7M-17.7M49.5M5.1M23.2M
Net VEX-146.8K-171.2K-125.1K-154.8K-158.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.310.1710.300.661.62
Total Volume7,879.6671,00624,6041,4205,616
Total OI51,580.28641,35860,00753,84660,007

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$29.50$29.0051.2%14.8%43.9%21.8%52.3%7.5%1.1%-408.0K5.1M-154.8K0.6633.69N/AN/A85556525,13128,715
2022-09-02$29.57$29.0052.2%14.2%43.8%24.1%48.3%5.4%1.7%-409.1K4.0M-147.1K1.0242.06N/AN/A52353325,15128,770
2022-09-06$28.36$31.0053.1%15.4%43.2%26.0%54.6%8.2%-0.1%-473.5K12.8M-134.8K0.9849.48N/AN/A1,8641,83023,47827,823
2022-09-07$29.22$31.0052.1%14.8%42.5%23.8%52.1%9.6%-1.1%-600.3K6.7M-137.4K0.7842.03N/AN/A1,6801,31223,89328,544
2022-09-08$28.93$30.0052.1%15.1%41.6%23.8%51.2%10.9%-2.6%-720.6K9.1M-133.5K0.7349.74N/AN/A58342324,12428,584
2022-09-09$30.20$30.0049.6%13.8%43.2%18.3%48.3%6.3%0.2%-118.0K-2.5M-136.5K0.8258.40N/AN/A1,4351,17724,38328,756
2022-09-12$32.27$30.0046.0%13.4%48.5%10.3%49.7%6.3%-0.4%-99.6K-17.7M-141.1K0.1745.84N/AN/A21,0983,50623,38527,509
2022-09-13$29.74$30.0053.4%15.1%56.5%26.7%54.4%7.6%-1.3%-592.1K12.3M-159.6K0.3150.38N/AN/A13,7724,29821,84130,381
2022-09-14$29.59$30.0053.4%14.9%51.4%26.7%53.7%9.1%-0.5%-717.5K15.0M-150.0K1.6152.15N/AN/A57492320,58029,442
2022-09-15$30.35$30.0054.2%15.7%52.1%28.5%53.5%6.3%0.6%-459.9K8.8M-154.6K1.3159.29N/AN/A2,6573,48320,78029,813
2022-09-16$28.38$30.0061.1%17.1%56.7%43.6%58.6%9.8%-1.7%-681.0K24.2M-147.7K1.6651.83N/AN/A8,58114,20223,03231,889
2022-09-19$29.10$30.0057.5%16.2%57.6%35.7%55.0%9.0%2.1%-717.3K14.2M-171.2K1.6333.62N/AN/A1,8703,04116,27725,081
2022-09-20$27.45$30.0059.9%17.1%60.6%41.0%62.3%8.7%0.6%-788.6K22.7M-161.1K5.3543.37N/AN/A7494,00617,77425,286
2022-09-21$26.95$30.0060.4%17.3%60.7%42.2%59.8%9.1%2.4%-1.1M28.3M-163.8K5.1144.09N/AN/A4652,37518,20728,319
2022-09-22$25.60$30.0061.1%17.4%62.4%43.6%60.7%3.5%2.0%-984.1K39.5M-149.0K10.3046.38N/AN/A8248,48818,45230,487
2022-09-23$23.38$30.0065.6%18.4%66.3%53.6%64.2%8.5%2.7%-545.8K49.5M-125.1K8.6247.42N/AN/A1,76715,22918,71332,618
2022-09-26$23.03$29.0065.3%19.0%66.1%53.0%66.3%8.3%5.1%-673.4K43.0M-125.3K1.3639.49N/AN/A2,5833,50918,61632,359
2022-09-27$23.71$29.0063.4%17.9%67.9%48.9%63.6%11.8%6.0%-774.5K40.7M-131.4K1.4939.11N/AN/A4,6746,98719,18233,090
2022-09-28$26.00$29.0061.2%18.2%77.4%43.8%63.3%9.1%5.8%-661.8K21.7M-154.3K0.9553.62N/AN/A4,6314,39520,98333,875
2022-09-29$24.61$29.0067.6%19.8%79.2%58.1%67.7%10.3%7.3%-442.3K31.8M-146.7K1.9655.19N/AN/A2,8385,55222,90034,956
2022-09-30$25.40$28.0067.4%19.6%80.2%57.5%68.7%11.3%6.1%-61.8K23.2M-158.5K1.6248.82N/AN/A2,1453,47123,49836,509