CWH Options History — October 2022

In October 2022, CWH traded between $24.79 and $28.46. ATM implied volatility averaged 68.9%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 0.8% (HV 20d: 68.1%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2022-10-03: Highest Volume — 8,927 contracts
  • 2022-10-05: Largest IV spike — 7.1% change
  • 2022-10-19: Highest IV Rank — 67.8%
  • 2022-10-19: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.89$24.79$28.46$25.79$27.76
Max Pain$26.90$26.00$28.00$28.00$27.00
ATM IV68.9%64.5%72.0%69.4%66.2%
Expected Move19.4%17.5%20.6%19.2%20.6%
HV 20d68.1%46.8%82.0%80.6%47.9%
HV 60d63.6%59.0%65.5%64.7%59.1%
IV Rank60.9%51.1%67.8%62.1%54.9%
IV Percentile83.3%64.3%93.7%88.1%71.0%
Term Structure-3.1%-5.3%0.0%-2.4%-1.9%
VWIV67.1%62.2%74.0%66.4%74.0%
Skew 25d11.6%8.1%16.8%16.8%9.5%
Skew 10d25.0%13.6%48.7%28.8%17.6%
Call IV 25d64.2%59.0%69.5%67.5%61.1%
Put IV 25d75.7%70.1%84.3%84.3%70.6%
Bid-Ask Spread %36.4823.6654.6936.1228.75
Gamma HHI0.080.070.110.070.07
Net GEX-2.6K-370.6K427.0K-213.3K76.5K
Net DEX10.5M-207.9K22.7M17.2M5.6M
Net VEX-176.3K-193.7K-161.0K-161.7K-174.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.322.462.461.18
Total Volume4,886.6673,3218,9278,9273,854
Total OI47,922.04842,38451,47742,38447,303

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$25.79$28.0069.4%19.2%80.6%62.1%66.4%16.8%-2.4%-213.3K17.2M-161.7K2.4636.12N/AN/A2,5806,34717,94624,438
2022-10-04$27.16$28.0065.6%17.5%82.0%53.7%62.2%10.5%0.0%-107.1K11.7M-175.1K1.3340.47N/AN/A2,9363,89718,99625,681
2022-10-05$27.01$28.0070.3%17.8%81.1%64.0%63.5%15.6%-2.1%-10.1K11.2M-177.5K1.5630.15N/AN/A2,3733,70320,38525,905
2022-10-06$26.91$26.0069.9%18.7%81.1%63.0%65.0%16.1%-2.4%9.5K11.7M-176.7K0.7129.93N/AN/A2,3871,68520,54326,062
2022-10-07$25.58$26.0069.5%18.5%80.8%62.1%63.3%14.0%-4.2%-50.4K18.9M-162.3K0.7739.47N/AN/A2,3421,80820,65026,184
2022-10-10$26.79$26.0071.3%19.7%78.6%66.2%66.6%9.7%-0.7%-186.6K14.2M-169.2K0.3234.45N/AN/A4,7021,48119,26625,339
2022-10-11$27.52$26.0071.4%19.2%74.7%66.3%68.1%10.8%-4.9%28.3K6.2M-188.0K0.4436.94N/AN/A3,2731,43622,35825,602
2022-10-12$27.79$26.0071.4%19.1%74.9%66.5%65.3%11.7%-4.1%174.5K3.1M-190.3K0.7642.73N/AN/A2,3841,80623,67225,705
2022-10-13$27.82$27.0070.7%19.2%74.1%64.8%66.4%8.1%-3.9%260.4K3.0M-193.7K0.6841.45N/AN/A2,2791,55724,05126,088
2022-10-14$27.24$27.0070.5%19.3%70.7%64.4%66.5%10.2%-4.5%300.4K6.4M-188.8K1.0539.43N/AN/A2,2392,35824,37626,264
2022-10-17$27.06$27.0070.5%19.8%70.0%64.4%66.9%8.3%-2.7%-37.7K9.9M-182.9K0.8527.00N/AN/A2,3652,01023,18626,450
2022-10-18$26.72$27.0069.3%19.6%67.0%61.9%69.2%9.0%-5.3%-14.0K11.3M-181.9K1.0849.17N/AN/A2,1262,28623,72226,595
2022-10-19$25.15$27.0072.0%20.6%70.1%67.8%69.2%11.3%-4.6%-207.2K20.2M-166.6K0.9554.69N/AN/A2,3372,22523,96526,617
2022-10-20$24.79$27.0069.1%20.0%67.9%61.3%67.9%11.2%-3.5%-284.8K22.7M-161.0K0.8640.82N/AN/A2,2881,97924,15327,050
2022-10-21$25.84$27.0068.6%20.1%60.7%60.2%68.5%14.1%-4.0%-370.6K18.2M-168.3K0.4329.19N/AN/A5,3432,28824,30627,171
2022-10-24$26.47$27.0069.1%20.5%60.6%61.2%68.1%11.6%-2.6%-184.3K13.5M-167.9K0.6823.66N/AN/A2,8561,94920,01925,098
2022-10-25$27.44$27.0066.6%19.7%61.0%55.9%67.0%10.8%-3.2%13.1K6.8M-176.9K0.6824.63N/AN/A2,2911,56921,38725,327
2022-10-26$27.52$27.0064.5%19.6%52.1%51.2%68.6%10.9%-3.0%89.8K5.8M-176.5K0.7134.86N/AN/A2,0921,49521,95925,575
2022-10-27$27.90$27.0064.5%19.3%47.5%51.1%68.3%11.6%-0.9%232.6K3.6M-177.5K0.9131.82N/AN/A1,7361,58522,54625,775
2022-10-28$28.46$27.0066.3%19.8%46.8%55.2%68.3%11.1%-4.0%427.0K-207.9K-184.8K0.7250.39N/AN/A2,5401,83322,65625,992
2022-10-31$27.76$27.0066.2%20.6%47.9%54.9%74.0%9.5%-1.9%76.5K5.6M-174.0K1.1828.75N/AN/A1,7652,08922,21925,084