CWH Options History — August 2023 In August 2023, CWH traded between $24.59 and $31.38. ATM implied volatility averaged 39.5%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 17.5% (HV 20d: 57.0%). Max pain ranged from $25.00 to $31.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.09.
Notable Days 2023-08-02 : Highest Volume — 9,734 contracts2023-08-02 : Largest IV drop — 18.4% change2023-08-01 : Highest IV Rank — 40.9%2023-08-01 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.55 $24.59 $31.38 $31.38 $24.84 Max Pain $26.04 $25.00 $31.00 $31.00 $26.00 ATM IV 39.5% 36.4% 50.2% 50.2% 38.3% Expected Move 11.3% 9.9% 16.8% 16.8% 9.9% HV 20d 57.0% 37.9% 64.9% 38.3% 37.9% HV 60d 49.3% 40.8% 50.3% 40.8% 47.0% IV Rank 11.6% 3.2% 40.9% 40.9% 8.5% IV Percentile 10.5% 2.8% 47.6% 47.6% 9.9% Term Structure -0.1% -4.6% 1.8% -4.6% -0.3% VWIV 39.6% 33.3% 58.7% 58.7% 33.3% Skew 25d 5.0% 3.2% 6.7% 4.7% 3.2% Skew 10d 8.4% 3.8% 14.8% 7.4% 8.2% Call IV 25d 37.7% 35.1% 48.3% 48.3% 36.5% Put IV 25d 42.6% 39.0% 53.1% 53.1% 39.7% Bid-Ask Spread % 59.86 48.10 70.09 54.15 63.60 Gamma HHI 0.13 0.10 0.24 0.19 0.10 Net GEX 131.2K -300.6K 922.1K 922.1K -13.8K Net DEX -4.8M -39.7M 8.2M -39.7M 5.2M Net VEX -219.1K -239.5K -198.7K -239.5K -198.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.10 2.72 0.36 0.10 Total Volume 2,314.826 740 9,734 4,575 1,884 Total OI 52,927.391 48,261 59,948 53,627 49,963
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 2023-08-01 $31.38 $31.00 50.2% 16.8% 38.3% 40.9% 58.7% 4.7% -4.6% 922.1K -39.7M -239.5K 0.36 54.15 N/A N/A 3,362 1,213 31,405 22,222 2023-08-02 $27.52 $31.00 41.0% 13.0% 60.9% 15.7% 44.9% 5.4% -2.1% 41.4K -4.8M -231.7K 0.40 48.10 N/A N/A 6,960 2,774 33,391 23,053 2023-08-03 $26.20 $25.00 42.2% 11.9% 62.8% 19.1% 42.5% 6.2% -1.3% 111.7K 2.9M -221.3K 1.60 67.84 N/A N/A 1,176 1,879 36,687 23,261 2023-08-04 $27.32 $25.00 39.2% 10.7% 64.9% 10.8% 39.2% 4.3% -0.6% 106.4K -7.5M -228.7K 0.88 62.78 N/A N/A 2,022 1,770 36,749 23,125 2023-08-07 $28.21 $25.00 37.8% 10.8% 62.0% 7.0% 37.4% 4.2% 0.4% 470.3K -16.9M -231.2K 0.36 63.57 N/A N/A 2,404 865 30,948 22,558 2023-08-08 $28.14 $25.00 38.4% 11.0% 61.8% 8.7% 38.2% 5.3% 0.6% 533.5K -16.3M -237.1K 0.62 59.48 N/A N/A 456 284 31,745 22,795 2023-08-09 $27.72 $25.00 37.6% 11.1% 59.9% 6.4% 37.1% 5.0% 0.1% 479.5K -12.6M -231.8K 0.93 64.63 N/A N/A 593 552 31,844 22,941 2023-08-10 $27.59 $25.00 37.4% 10.8% 58.7% 5.8% 38.6% 3.8% 0.2% 429.4K -12.2M -229.4K 0.85 52.58 N/A N/A 1,023 865 32,099 23,028 2023-08-11 $27.58 $25.00 36.4% 10.7% 58.1% 3.2% 38.4% 3.5% 1.2% 371.3K -12.3M -235.3K 2.15 56.65 N/A N/A 430 923 32,844 23,682 2023-08-14 $27.76 $26.00 36.8% 10.7% 56.8% 4.4% 36.9% 5.1% 0.4% 390.3K -13.5M -230.8K 0.69 59.75 N/A N/A 548 376 29,560 23,620 2023-08-15 $26.52 $26.00 40.1% 11.6% 58.3% 13.4% 40.3% 6.1% -0.4% 91.6K -3.8M -222.9K 1.36 59.33 N/A N/A 538 731 29,784 23,571 2023-08-16 $26.05 $25.00 40.5% 11.6% 58.4% 14.3% 39.2% 5.1% -1.0% -151.0K -641.1K -218.1K 0.97 63.52 N/A N/A 717 698 29,842 23,717 2023-08-17 $25.69 $25.00 40.0% 11.4% 58.3% 12.9% 43.9% 5.1% 0.0% -254.6K 989.7K -213.8K 0.63 62.27 N/A N/A 1,226 769 30,000 23,243 2023-08-18 $26.21 $26.00 40.6% 11.6% 59.3% 14.7% 40.0% 4.3% 1.2% -300.6K -3.6M -219.9K 1.79 61.12 N/A N/A 469 838 30,014 23,492 2023-08-21 $25.63 $26.00 40.3% 11.0% 59.3% 13.7% 39.7% 4.0% -0.1% -26.4K -403.6K -211.5K 0.77 60.06 N/A N/A 814 624 26,166 22,095 2023-08-22 $25.32 $26.00 40.1% 11.5% 59.3% 13.4% 39.2% 6.7% 0.8% -31.4K 1.9M -207.7K 1.24 60.20 N/A N/A 681 844 26,272 22,111 2023-08-23 $25.77 $26.00 38.8% 10.8% 58.9% 9.9% 38.1% 6.3% 0.7% 55.9K -1.4M -212.4K 0.73 58.51 N/A N/A 1,323 972 26,416 22,152 2023-08-24 $24.78 $26.00 39.7% 11.4% 59.6% 12.2% 40.5% 6.2% 0.2% -56.6K 6.3M -204.5K 1.86 56.34 N/A N/A 573 1,063 27,469 23,261 2023-08-25 $24.59 $26.00 38.3% 10.8% 57.7% 8.4% 37.4% 3.6% 1.1% -65.3K 8.2M -201.7K 1.39 54.99 N/A N/A 756 1,054 27,305 23,619 2023-08-28 $24.86 $26.00 39.4% 11.0% 58.3% 11.3% 38.8% 5.6% 0.1% -86.3K 5.2M -202.7K 2.72 55.00 N/A N/A 412 1,120 26,129 23,208 2023-08-29 $25.80 $26.00 37.2% 10.0% 60.8% 5.3% 36.0% 5.6% 1.8% 19.5K -413.6K -209.3K 2.24 62.33 N/A N/A 1,086 2,433 26,485 24,045 2023-08-30 $25.11 $26.00 38.0% 9.9% 41.3% 7.7% 33.3% 5.2% 0.3% -19.8K 4.1M -200.1K 0.43 70.09 N/A N/A 798 343 26,632 22,782 2023-08-31 $24.84 $26.00 38.3% 9.9% 37.9% 8.5% 33.3% 3.2% -0.3% -13.8K 5.2M -198.7K 0.10 63.60 N/A N/A 1,713 171 27,087 22,876
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