CWH Options History — November 2022

In November 2022, CWH traded between $25.50 and $29.08. ATM implied volatility averaged 54.9%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 0.0% (HV 20d: 55.0%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2022-11-01: Highest Volume — 9,675 contracts
  • 2022-11-02: Largest IV drop — 16.7% change
  • 2022-11-01: Highest IV Rank — 58.6%
  • 2022-11-01: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.38$25.50$29.08$28.20$27.46
Max Pain$28.05$27.00$29.00$27.00$28.00
ATM IV54.9%48.9%67.9%67.9%51.0%
Expected Move16.5%14.8%21.6%21.6%15.5%
HV 20d55.0%44.7%59.6%44.7%54.8%
HV 60d61.3%58.5%62.0%58.5%61.5%
IV Rank30.1%16.7%58.6%58.6%21.3%
IV Percentile33.5%10.3%78.6%78.6%17.9%
Term Structure-0.6%-4.7%3.6%-4.7%-0.6%
VWIV57.3%52.4%74.9%74.9%55.5%
Skew 25d8.4%6.8%11.0%11.0%7.0%
Skew 10d13.3%0.5%34.4%34.4%2.4%
Call IV 25d51.6%46.1%61.7%61.7%46.7%
Put IV 25d60.0%53.7%72.8%72.8%53.7%
Bid-Ask Spread %42.4623.7162.6442.0153.34
Gamma HHI0.100.070.140.070.10
Net GEX61.6K-630.5K539.5K74.8K-24.5K
Net DEX7.6M-7.3M23.0M3.3M7.2M
Net VEX-157.4K-180.4K-137.3K-180.4K-147.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.341.911.490.90
Total Volume4,699.0955809,6759,6751,062
Total OI52,631.76248,28056,99748,55456,997

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$28.20$27.0067.9%21.6%44.7%58.6%74.9%11.0%-4.7%74.8K3.3M-180.4K1.4942.01N/AN/A3,8835,79222,62225,932
2022-11-02$25.50$27.0056.5%18.2%57.7%33.6%60.9%7.5%0.9%-630.5K23.0M-151.7K0.9162.64N/AN/A4,6604,26125,20029,979
2022-11-03$26.24$29.0056.8%16.7%58.7%34.1%56.7%8.8%-1.3%-252.9K16.4M-159.4K0.9135.49N/AN/A3,2142,94026,41229,785
2022-11-04$25.93$29.0055.1%16.6%56.0%30.5%56.1%9.1%1.1%-242.8K18.1M-153.8K1.7049.46N/AN/A1,9333,27926,98329,748
2022-11-07$26.81$29.0055.3%16.5%54.7%31.0%56.9%8.8%1.7%-46.2K11.9M-158.8K1.2638.49N/AN/A2,6723,38022,69325,587
2022-11-08$27.27$28.0056.5%17.4%54.2%33.6%59.1%8.2%3.5%75.0K8.1M-165.8K1.0537.75N/AN/A2,2682,38624,20426,449
2022-11-09$27.02$28.0056.9%17.3%54.2%34.4%58.0%6.9%3.6%137.6K8.2M-166.7K1.9150.19N/AN/A1,1342,16425,36026,439
2022-11-10$28.83$28.0054.5%16.5%59.1%29.1%56.2%9.7%3.3%382.5K-4.8M-173.1K0.7551.65N/AN/A3,3262,49825,50626,564
2022-11-11$29.08$28.0053.0%15.3%58.5%25.8%56.3%9.0%0.8%539.5K-7.3M-173.6K1.1641.70N/AN/A2,2842,65326,49426,639
2022-11-14$28.57$28.0054.5%15.9%58.8%29.1%55.7%8.3%0.1%343.5K-1.1M-167.4K1.6847.06N/AN/A1,4042,36425,28525,851
2022-11-15$27.81$28.0056.9%16.4%59.6%34.3%58.7%7.9%-1.2%203.8K4.2M-159.6K1.2753.62N/AN/A1,4591,85025,76826,627
2022-11-16$27.12$28.0057.8%16.6%55.8%36.3%58.7%9.0%-3.3%60.8K10.2M-154.0K1.3537.25N/AN/A1,4281,92926,12526,703
2022-11-17$27.12$28.0055.5%16.0%55.4%31.2%56.9%8.9%-3.2%-23.3K9.8M-155.5K1.4156.44N/AN/A1,3681,92326,18626,998
2022-11-18$27.42$28.0055.7%16.1%53.8%31.8%54.0%8.2%-1.0%-14.8K8.3M-147.9K0.8154.54N/AN/A2,5552,07926,14027,140
2022-11-21$27.36$28.0054.0%15.5%53.2%28.0%53.2%7.9%-3.8%35.0K8.3M-152.8K1.1831.38N/AN/A1,9582,31523,42925,396
2022-11-22$27.69$28.0051.4%15.5%51.8%22.2%52.4%9.2%-0.2%85.3K6.8M-151.5K0.7023.71N/AN/A2,6871,89324,66426,220
2022-11-23$28.00$28.0052.0%15.3%52.0%23.6%54.1%9.3%-4.7%362.4K2.6M-155.5K1.0330.12N/AN/A1,5421,58626,05726,657
2022-11-25$28.07$28.0048.9%14.8%51.7%16.7%53.1%7.5%-2.0%454.5K2.1M-149.4K0.3430.91N/AN/A43414626,28126,830
2022-11-28$26.54$28.0051.9%17.4%54.9%23.4%60.6%6.8%0.1%-15.6K13.3M-137.3K1.4132.34N/AN/A3,2344,55025,10125,698
2022-11-29$26.98$28.0051.7%16.1%54.7%23.0%55.9%7.0%-2.0%-211.0K11.5M-144.9K1.1331.59N/AN/A1,9632,22527,28329,235
2022-11-30$27.46$28.0051.0%15.5%54.8%21.3%55.5%7.0%-0.6%-24.5K7.2M-147.0K0.9053.34N/AN/A56050227,48129,516