CWH Options History — December 2022

In December 2022, CWH traded between $21.29 and $27.69. ATM implied volatility averaged 50.8%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 1.3% (HV 20d: 49.6%). Max pain ranged from $26.00 to $30.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.60.

Notable Days

  • 2022-12-05: Highest Volume — 7,872 contracts
  • 2022-12-22: Largest IV spike — 10.2% change
  • 2022-12-28: Highest IV Rank — 27.7%
  • 2022-12-01: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.58$21.29$27.69$27.41$22.29
Max Pain$27.93$26.00$30.00$28.00$26.00
ATM IV50.8%46.4%53.9%48.5%52.6%
Expected Move14.6%13.9%15.5%15.5%14.7%
HV 20d49.6%39.3%55.9%40.3%53.3%
HV 60d56.9%50.8%63.0%61.2%50.9%
IV Rank21.1%11.1%27.7%16.0%24.8%
IV Percentile19.7%6.7%32.1%9.5%27.0%
Term Structure0.9%-1.4%4.5%-1.4%1.2%
VWIV51.1%48.1%55.3%55.3%51.5%
Skew 25d6.6%2.3%9.4%6.5%6.2%
Skew 10d13.5%0.3%34.0%4.8%15.6%
Call IV 25d48.9%42.5%52.7%45.9%50.5%
Put IV 25d55.4%50.6%59.7%52.4%56.7%
Bid-Ask Spread %47.4627.8864.6538.5661.37
Gamma HHI0.160.080.370.100.14
Net GEX-404.2K-1.1M644.3K-70.3K-31.0K
Net DEX21.9M1.9M36.1M7.1M18.5M
Net VEX-114.3K-144.1K-98.0K-144.1K-107.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.217.960.420.43
Total Volume3,223.199757,8722,5881,426
Total OI53,228.76242,34366,27157,28347,082

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$27.41$28.0048.5%15.5%40.3%16.0%55.3%6.5%-1.4%-70.3K7.1M-144.1K0.4238.56N/AN/A1,82076827,70029,583
2022-12-02$27.69$28.0046.4%14.7%39.3%11.1%51.2%8.1%-0.0%644.3K1.9M-142.6K1.4932.21N/AN/A1,1551,72129,07329,949
2022-12-05$25.39$30.0050.4%14.2%50.4%20.1%50.2%7.1%1.4%-252.9K20.9M-129.6K0.5156.42N/AN/A5,2112,66128,59027,437
2022-12-06$24.73$30.0050.3%14.4%49.5%19.9%49.3%5.6%1.2%-384.5K26.8M-123.9K0.3152.60N/AN/A4,6091,44931,83229,340
2022-12-07$23.69$30.0051.3%14.8%50.6%22.1%51.8%5.4%3.0%-532.1K34.2M-113.8K1.1764.65N/AN/A1,7332,02034,01729,954
2022-12-08$23.71$30.0052.3%15.1%50.7%24.3%53.2%5.8%4.4%-728.7K36.1M-109.8K0.6548.77N/AN/A1,31585634,46730,344
2022-12-09$24.13$30.0050.9%14.5%44.2%21.2%50.8%2.3%4.5%-934.6K31.5M-115.2K0.6863.27N/AN/A1,39494435,88930,382
2022-12-12$25.16$30.0050.9%14.4%47.4%21.3%50.2%3.8%-1.0%-634.9K20.3M-119.0K0.2155.93N/AN/A4,52793427,83727,756
2022-12-13$24.45$30.0051.0%14.8%47.9%21.5%49.5%8.7%0.6%-444.4K23.2M-123.4K3.6639.67N/AN/A8823,22729,06627,903
2022-12-14$24.50$27.0949.4%14.0%47.5%17.8%48.2%6.1%0.6%-414.6K16.8M-123.8K2.9242.61N/AN/A6721,96529,35625,917
2022-12-15$23.80$27.0951.5%14.6%47.7%22.5%52.2%8.1%0.0%-628.5K20.4M-119.0K4.7638.24N/AN/A9334,44329,60325,891
2022-12-16$23.76$27.0949.2%14.1%47.7%17.4%50.3%8.2%0.1%-1.1M27.3M-119.0K7.9627.88N/AN/A5904,69730,10228,731
2022-12-19$22.20$27.0950.8%14.6%51.9%21.0%51.1%6.1%-0.6%-334.5K21.3M-101.3K1.7842.52N/AN/A1,4332,54620,48821,855
2022-12-20$21.55$27.0948.5%13.9%52.2%15.9%49.4%6.9%1.2%-447.5K24.9M-99.9K1.2432.65N/AN/A9421,16621,33323,548
2022-12-21$22.06$27.0948.7%14.0%53.0%16.3%48.1%7.5%2.2%-447.0K21.7M-104.4K0.5232.28N/AN/A1,18361021,92323,256
2022-12-22$21.29$27.0953.6%15.5%53.0%27.2%53.2%9.4%-1.4%-426.4K23.9M-99.9K2.0843.97N/AN/A6921,44022,72923,485
2022-12-23$22.12$27.0051.4%14.7%55.9%22.3%51.1%6.1%-0.0%-428.8K20.6M-104.9K0.6956.09N/AN/A68347122,86723,375
2022-12-27$21.77$26.0053.5%15.2%53.4%26.9%52.6%4.0%0.3%-319.9K20.6M-101.0K0.5858.95N/AN/A82847821,83122,479
2022-12-28$21.55$26.0053.9%15.3%52.5%27.7%53.3%9.3%0.8%-309.4K21.5M-98.0K0.9753.70N/AN/A49647922,55422,717
2022-12-29$21.95$26.0052.5%14.7%52.6%24.8%50.6%6.7%0.9%-259.4K20.2M-100.2K0.6654.39N/AN/A1,37891022,68722,876
2022-12-30$22.29$26.0052.6%14.7%53.3%24.8%51.5%6.2%1.2%-31.0K18.5M-107.5K0.4361.37N/AN/A99443223,70723,375