CWH Options History — March 2023 In March 2023, CWH traded between $19.05 and $23.06. ATM implied volatility averaged 47.7%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 11.4% (HV 20d: 36.3%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.60.
Notable Days 2023-03-15 : Highest Volume — 19,169 contracts2023-03-23 : Largest IV spike — 12.5% change2023-03-23 : Highest IV Rank — 23.7%2023-03-23 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.01 $19.05 $23.06 $22.49 $20.76 Max Pain $23.61 $23.00 $25.00 $25.00 $23.00 ATM IV 47.7% 42.6% 53.0% 47.3% 45.8% Expected Move 13.6% 12.1% 15.3% 14.1% 12.1% HV 20d 36.3% 30.7% 40.0% 37.5% 40.0% HV 60d 40.6% 38.6% 45.3% 45.3% 39.1% IV Rank 11.4% 0.0% 23.7% 9.9% 7.2% IV Percentile 11.6% 0.0% 38.1% 3.2% 3.6% Term Structure 2.0% -2.6% 11.0% 0.1% 7.9% VWIV 46.6% 39.0% 51.5% 49.3% 42.6% Skew 25d 7.0% 2.1% 10.8% 4.8% 9.0% Skew 10d 12.9% -3.2% 32.1% -3.2% 16.3% Call IV 25d 45.3% 39.2% 49.2% 45.2% 39.2% Put IV 25d 52.3% 45.0% 59.2% 50.0% 48.1% Bid-Ask Spread % 54.82 30.73 68.74 59.41 57.72 Gamma HHI 0.23 0.12 0.65 0.23 0.13 Net GEX -933.1K -1.9M -235.1K -1.4M -306.0K Net DEX 24.6M 14.4M 34.2M 27.2M 14.4M Net VEX -109.6K -135.1K -86.4K -98.2K -133.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.60 0.40 8.98 1.27 0.94 Total Volume 2,900.087 828 19,169 1,544 2,042 Total OI 45,964.087 38,279 54,947 47,361 42,472
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 2023-03-01 $22.49 $25.00 47.3% 14.1% 37.5% 9.9% 49.3% 4.8% 0.1% -1.4M 27.2M -98.2K 1.27 59.41 N/A N/A 681 863 19,577 27,784 2023-03-02 $22.45 $25.00 46.0% 13.6% 35.3% 6.9% 49.2% 4.9% -0.1% -1.5M 28.0M -96.8K 0.89 62.03 N/A N/A 1,019 909 19,865 28,260 2023-03-03 $23.06 $25.00 43.1% 12.9% 35.5% 0.2% 45.5% 4.0% -1.0% -1.6M 21.9M -101.2K 1.07 53.99 N/A N/A 1,056 1,128 20,260 28,749 2023-03-06 $22.96 $25.00 42.6% 12.2% 35.5% 0.0% 43.2% 2.1% 1.7% -1.6M 22.2M -95.3K 1.33 38.42 N/A N/A 922 1,223 19,659 27,469 2023-03-07 $22.61 $24.00 42.8% 12.2% 35.5% 0.3% 43.0% 3.2% 0.1% -1.8M 25.1M -93.3K 2.60 56.40 N/A N/A 442 1,149 20,096 28,322 2023-03-08 $22.32 $24.00 42.9% 12.1% 35.5% 0.5% 39.0% 3.4% 1.8% -1.9M 29.7M -91.3K 0.92 56.41 N/A N/A 991 912 20,208 29,136 2023-03-09 $22.48 $25.00 44.7% 12.8% 35.8% 4.6% 44.8% 4.0% 0.3% -1.9M 25.8M -92.9K 1.22 54.64 N/A N/A 846 1,029 20,823 29,561 2023-03-10 $21.96 $24.00 45.7% 13.1% 35.3% 7.0% 45.9% 3.0% 2.2% -1.9M 30.5M -86.4K 1.19 57.62 N/A N/A 1,504 1,783 21,298 29,295 2023-03-13 $20.91 $24.00 50.8% 14.7% 38.4% 18.7% 49.0% 8.6% 1.6% -1.2M 33.8M -91.5K 2.41 49.97 N/A N/A 1,080 2,598 20,571 28,293 2023-03-14 $20.79 $23.00 49.6% 14.3% 37.8% 15.8% 50.1% 8.4% 0.3% -1.1M 34.2M -88.7K 3.22 58.45 N/A N/A 982 3,161 21,206 28,010 2023-03-15 $20.57 $23.00 50.6% 14.2% 37.8% 18.2% 48.7% 7.8% -0.7% -968.3K 32.1M -93.6K 8.98 63.11 N/A N/A 1,921 17,248 21,820 27,344 2023-03-16 $20.98 $23.00 50.2% 13.9% 37.9% 17.1% 47.8% 7.3% -1.7% -924.5K 29.1M -130.4K 1.22 60.72 N/A N/A 1,018 1,242 23,506 30,593 2023-03-17 $20.34 $23.00 51.8% 14.9% 36.4% 20.8% 51.5% 9.2% 0.4% -267.3K 32.3M -124.4K 2.95 61.86 N/A N/A 839 2,474 24,214 30,733 2023-03-20 $20.27 $23.00 52.4% 15.0% 36.5% 22.2% 49.5% 9.0% -2.6% -338.0K 18.9M -125.0K 0.40 53.89 N/A N/A 1,529 604 15,747 22,532 2023-03-21 $21.02 $23.00 47.3% 13.5% 30.7% 10.6% 46.2% 9.6% -0.6% -310.2K 15.8M -135.1K 0.40 35.75 N/A N/A 1,134 453 16,634 23,038 2023-03-22 $20.13 $23.00 47.2% 13.5% 33.3% 10.3% 44.0% 6.8% 2.2% -350.6K 19.2M -127.7K 1.05 62.66 N/A N/A 539 566 17,282 23,302 2023-03-23 $19.30 $23.00 53.0% 15.3% 35.3% 23.7% 50.0% 10.5% -1.4% -389.2K 23.2M -114.8K 0.65 30.73 N/A N/A 1,225 796 17,389 23,507 2023-03-24 $19.05 $23.00 51.7% 14.8% 35.3% 20.6% 50.9% 9.5% -0.8% -471.7K 23.2M -113.2K 1.62 45.75 N/A N/A 1,185 1,915 17,802 23,515 2023-03-27 $19.49 $23.00 49.8% 14.4% 37.1% 16.2% 47.6% 10.5% 5.9% -378.6K 21.8M -116.3K 0.80 62.45 N/A N/A 1,463 1,170 16,855 24,124 2023-03-28 $19.71 $23.00 48.1% 13.9% 37.8% 12.4% 47.7% 6.3% 10.4% -289.1K 19.6M -124.8K 0.65 68.54 N/A N/A 503 325 17,882 23,938 2023-03-29 $19.80 $23.00 46.1% 13.1% 37.6% 8.0% 43.1% 10.8% 8.2% -256.4K 19.5M -124.0K 0.53 41.68 N/A N/A 552 294 18,207 24,058 2023-03-30 $19.88 $23.00 47.8% 12.8% 37.7% 11.7% 43.6% 7.9% 11.0% -235.1K 19.0M -123.7K 0.43 68.74 N/A N/A 971 416 18,278 23,960 2023-03-31 $20.76 $23.00 45.8% 12.1% 40.0% 7.2% 42.6% 9.0% 7.9% -306.0K 14.4M -133.0K 0.94 57.72 N/A N/A 1,052 990 18,349 24,123
« Feb 2023 | All History | Apr 2023 » Home CWH History March 2023