CWH Options History — June 2023

In June 2023, CWH traded between $26.13 and $30.20. ATM implied volatility averaged 37.4%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 6.8% (HV 20d: 44.2%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2023-06-12: Highest Volume — 98,862 contracts
  • 2023-06-06: Largest IV drop — 6.6% change
  • 2023-06-01: Highest IV Rank — 11.0%
  • 2023-06-01: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.32$26.13$30.20$26.59$30.20
Max Pain$27.57$24.00$28.00$24.00$28.00
ATM IV37.4%35.2%43.1%43.1%36.7%
Expected Move10.5%9.1%13.9%13.9%9.1%
HV 20d44.2%34.6%48.0%39.6%48.0%
HV 60d45.9%44.6%47.9%44.8%44.9%
IV Rank2.1%0.0%11.0%11.0%4.0%
IV Percentile1.4%0.0%7.1%7.1%4.0%
Term Structure2.3%-2.6%12.5%-1.7%9.8%
VWIV37.0%31.7%47.8%47.8%31.7%
Skew 25d2.5%-0.2%5.7%3.9%2.9%
Skew 10d5.6%-7.1%19.0%4.0%7.6%
Call IV 25d36.5%33.1%41.2%41.2%33.1%
Put IV 25d39.0%36.0%45.1%45.1%36.0%
Bid-Ask Spread %41.4211.4163.7658.8363.76
Gamma HHI0.300.130.800.240.24
Net GEX1.8M271.6K6.4M1.0M993.8K
Net DEX-30.7M-60.6M-11.7M-25.8M-35.9M
Net VEX-169.7K-201.7K-137.1K-154.6K-199.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.013.560.250.21
Total Volume7,84288598,8621,6164,749
Total OI52,232.66738,04066,93960,56341,433

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$26.59$24.0043.1%13.9%39.6%11.0%47.8%3.9%-1.7%1.0M-25.8M-154.6K0.2558.83N/AN/A1,29432234,53726,026
2023-06-02$27.02$24.0041.0%13.4%36.6%4.7%47.4%1.7%-0.7%1.4M-30.9M-152.2K0.2756.38N/AN/A1,53242035,19126,206
2023-06-05$26.13$27.0041.2%10.9%34.6%5.2%39.0%2.8%-0.1%795.9K-21.3M-145.9K0.8545.01N/AN/A84071134,60025,882
2023-06-06$28.36$28.0038.5%10.8%44.5%0.0%36.5%3.3%-2.6%2.4M-44.7M-146.3K0.6345.47N/AN/A2,1661,36535,00626,980
2023-06-07$29.31$28.0037.0%10.7%45.2%0.0%37.8%5.7%0.3%3.4M-60.6M-142.1K0.1334.63N/AN/A4,91162735,84927,107
2023-06-08$28.82$28.0036.5%10.4%46.0%0.0%36.7%0.7%1.3%3.5M-54.0M-145.8K0.6037.67N/AN/A84550838,39927,323
2023-06-09$28.86$28.0036.4%10.3%45.5%0.0%35.8%0.8%0.8%3.8M-52.6M-142.1K0.3336.12N/AN/A1,46148038,73528,204
2023-06-12$29.03$28.0036.9%10.2%45.4%1.4%35.9%-0.2%-1.4%3.4M-52.4M-137.1K0.0139.50N/AN/A98,29356931,83026,540
2023-06-13$29.02$28.0037.9%10.5%45.1%4.4%37.3%3.7%-1.6%1.2M-29.8M-155.1K0.7132.29N/AN/A3,0862,18225,12829,235
2023-06-14$28.78$28.0037.7%10.1%45.2%3.8%35.7%3.2%-2.3%1.5M-30.5M-157.3K0.1745.43N/AN/A3,46060226,98529,401
2023-06-15$28.75$28.0036.5%10.5%43.0%0.3%36.9%2.3%-0.0%1.9M-32.4M-159.1K0.4848.55N/AN/A74135430,21129,365
2023-06-16$28.02$28.0036.6%10.2%44.1%0.7%35.7%2.8%-0.9%6.4M-21.9M-153.1K3.5629.30N/AN/A3,25011,55430,51629,498
2023-06-20$27.39$28.0036.2%10.4%44.1%0.0%35.9%1.9%1.9%271.6K-11.7M-183.7K0.5236.97N/AN/A2,2151,15322,83915,201
2023-06-21$28.68$28.0036.3%10.4%46.4%0.3%36.4%2.8%0.3%1.0M-21.6M-194.1K0.1011.41N/AN/A4,28643524,63816,098
2023-06-22$28.27$28.0037.0%10.6%46.9%2.4%36.3%0.9%0.9%1.1M-20.1M-197.3K0.3229.04N/AN/A1,38544627,61416,365
2023-06-23$27.63$28.0035.7%10.1%45.2%0.0%35.4%0.7%2.2%443.6K-14.2M-196.7K0.7348.49N/AN/A90766328,33016,567
2023-06-26$27.66$28.0035.6%9.9%44.3%0.0%36.5%3.5%10.7%413.0K-14.9M-198.4K0.7638.42N/AN/A1,7571,33422,22716,338
2023-06-27$28.90$28.0035.2%9.9%46.1%0.0%35.3%2.7%12.5%739.1K-23.3M-200.8K0.3325.75N/AN/A1,32143222,52616,771
2023-06-28$28.70$28.0037.0%9.5%46.2%5.0%34.8%3.9%9.2%924.5K-23.1M-201.2K0.6761.08N/AN/A52935623,44116,862
2023-06-29$28.70$28.0035.6%9.3%45.5%1.2%33.0%2.6%9.8%1.0M-23.2M-201.7K0.7145.70N/AN/A66847323,78917,093
2023-06-30$30.20$28.0036.7%9.1%48.0%4.0%31.7%2.9%9.8%993.8K-35.9M-199.7K0.2163.76N/AN/A3,91683323,97217,461