CWH Options History — May 2023 In May 2023, CWH traded between $21.84 and $27.52. ATM implied volatility averaged 43.1%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 7.6% (HV 20d: 50.7%). Max pain ranged from $20.00 to $24.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2023-05-03 : Highest Volume — 12,477 contracts2023-05-03 : Largest IV drop — 14.5% change2023-05-02 : Highest IV Rank — 22.0%2023-05-02 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.59 $21.84 $27.52 $22.52 $26.99 Max Pain $23.50 $20.00 $24.00 $20.00 $24.00 ATM IV 43.1% 39.5% 52.3% 48.8% 42.6% Expected Move 13.2% 11.7% 16.9% 15.8% 14.4% HV 20d 50.7% 35.5% 54.8% 35.5% 53.9% HV 60d 44.3% 37.3% 46.3% 37.3% 44.8% IV Rank 7.5% 0.0% 22.0% 14.1% 9.6% IV Percentile 5.2% 0.0% 42.1% 14.3% 4.8% Term Structure -0.5% -2.1% 2.4% -1.2% -2.0% VWIV 47.0% 40.6% 63.9% 55.5% 49.0% Skew 25d 6.3% 3.0% 9.1% 8.6% 3.0% Skew 10d 11.9% 2.1% 22.6% 15.7% 6.1% Call IV 25d 40.8% 37.1% 48.9% 45.4% 41.9% Put IV 25d 47.1% 43.1% 58.0% 54.0% 45.0% Bid-Ask Spread % 48.51 23.41 62.21 38.71 51.10 Gamma HHI 0.27 0.11 0.54 0.13 0.24 Net GEX 1.0M -1.2M 3.4M -155.4K 1.3M Net DEX -24.1M -60.9M 8.0M 2.7M -30.1M Net VEX -156.4K -162.2K -145.7K -154.8K -155.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.06 8.37 1.36 0.67 Total Volume 4,056 658 12,477 1,922 1,396 Total OI 57,968.455 48,139 65,124 48,139 59,556
Daily Data (22 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 2023-05-01 $22.52 $20.00 48.8% 15.8% 35.5% 14.1% 55.5% 8.6% -1.2% -155.4K 2.7M -154.8K 1.36 38.71 N/A N/A 815 1,107 22,362 25,777 2023-05-02 $21.84 $20.00 52.3% 16.9% 37.2% 22.0% 63.9% 9.1% -2.0% -241.0K 8.0M -152.0K 2.37 44.03 N/A N/A 1,937 4,597 22,980 26,711 2023-05-03 $24.38 $21.00 44.8% 13.5% 48.1% 4.8% 47.0% 5.5% -0.4% 126.9K -10.1M -159.5K 0.19 55.87 N/A N/A 10,457 2,020 22,195 28,215 2023-05-04 $23.48 $24.00 44.0% 13.6% 51.1% 3.7% 48.8% 5.7% -1.8% 502.5K -4.9M -161.2K 0.35 40.89 N/A N/A 2,147 758 28,832 28,887 2023-05-05 $24.81 $24.00 41.1% 12.6% 53.6% 0.0% 46.1% 6.0% -1.4% 1.6M -20.7M -160.1K 0.18 50.49 N/A N/A 5,094 928 29,069 29,228 2023-05-08 $24.77 $24.00 42.3% 12.7% 53.5% 3.3% 44.9% 5.9% 1.2% 491.4K -13.9M -161.5K 0.20 57.56 N/A N/A 2,122 431 26,586 26,106 2023-05-09 $25.30 $24.00 40.8% 12.5% 51.7% 0.0% 44.6% 3.5% 2.4% 745.9K -20.6M -159.4K 0.13 59.20 N/A N/A 3,781 496 27,586 26,396 2023-05-10 $25.55 $24.00 39.5% 12.1% 50.0% 0.0% 45.0% 5.8% 0.8% 1.2M -25.7M -159.5K 0.26 49.86 N/A N/A 1,386 361 29,706 26,683 2023-05-11 $25.21 $24.00 41.1% 12.3% 50.5% 4.3% 45.3% 6.2% 2.0% 1.2M -22.5M -162.2K 0.54 62.21 N/A N/A 427 231 30,549 26,845 2023-05-12 $25.16 $24.00 42.2% 12.2% 50.5% 7.3% 43.6% 4.2% 0.3% 1.3M -22.0M -159.4K 0.15 54.63 N/A N/A 3,551 533 30,568 26,985 2023-05-15 $25.73 $24.00 42.0% 12.4% 50.4% 6.9% 43.4% 6.4% -0.4% 2.2M -32.3M -157.8K 0.13 45.09 N/A N/A 3,150 425 35,273 26,085 2023-05-16 $25.61 $24.00 42.8% 12.4% 50.6% 9.0% 44.0% 7.6% -0.2% 2.8M -32.0M -160.2K 0.34 47.82 N/A N/A 1,047 356 37,379 26,221 2023-05-17 $26.75 $24.00 40.6% 11.7% 51.7% 3.1% 40.6% 7.2% -0.5% 3.2M -53.2M -153.3K 0.34 47.78 N/A N/A 1,029 353 38,075 26,560 2023-05-18 $27.01 $24.00 40.5% 11.7% 51.3% 2.6% 43.3% 6.5% -2.1% 3.4M -60.9M -145.7K 0.44 56.83 N/A N/A 1,287 564 38,457 26,667 2023-05-19 $26.38 $24.00 44.1% 12.7% 52.6% 12.6% 46.0% 7.7% -1.6% 2.4M -47.6M -149.8K 8.37 49.50 N/A N/A 965 8,077 37,089 26,760 2023-05-22 $26.07 $24.00 41.4% 12.3% 52.7% 5.1% 44.9% 8.3% -1.5% -1.2M -9.1M -156.2K 0.41 43.36 N/A N/A 2,270 931 22,769 31,877 2023-05-23 $26.24 $24.00 43.4% 12.8% 52.7% 10.6% 46.3% 6.1% -2.0% -947.8K -12.6M -155.6K 0.16 46.69 N/A N/A 1,821 289 24,933 32,491 2023-05-24 $27.43 $24.00 42.0% 13.0% 53.3% 7.0% 47.1% 4.5% 0.7% 454.4K -30.4M -153.2K 0.28 23.41 N/A N/A 5,378 1,489 26,372 32,352 2023-05-25 $26.79 $24.00 46.1% 14.4% 54.4% 18.0% 50.2% 8.5% -1.9% -30.1K -22.0M -160.5K 1.37 50.88 N/A N/A 1,639 2,239 30,448 33,952 2023-05-26 $27.49 $24.00 43.8% 13.8% 54.7% 13.0% 45.8% 6.7% -1.3% 821.1K -37.1M -153.6K 0.06 38.45 N/A N/A 6,027 338 31,514 32,701 2023-05-30 $27.52 $24.00 41.9% 14.5% 54.8% 7.3% 49.5% 5.0% 1.3% 1.2M -33.4M -150.2K 0.17 52.82 N/A N/A 4,256 727 30,467 25,042 2023-05-31 $26.99 $24.00 42.6% 14.4% 53.9% 9.6% 49.0% 3.0% -2.0% 1.3M -30.1M -155.4K 0.67 51.10 N/A N/A 836 560 33,945 25,611
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