CWH Options History — June 2024

In June 2024, CWH traded between $17.38 and $21.01. ATM implied volatility averaged 45.4%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 2.8% (HV 20d: 42.6%). Max pain ranged from $18.00 to $22.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.94.

Notable Days

  • 2024-06-27: Highest Volume — 4,741 contracts
  • 2024-06-24: Largest IV drop — 6.7% change
  • 2024-06-06: Highest IV Rank — 26.4%
  • 2024-06-17: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.78$17.38$21.01$21.01$17.80
Max Pain$19.58$18.00$22.00$22.00$18.00
ATM IV45.4%42.9%47.7%46.4%44.4%
Expected Move12.8%12.3%13.6%13.3%12.7%
HV 20d42.6%38.5%45.7%45.6%42.2%
HV 60d45.7%44.4%46.7%46.4%44.9%
IV Rank21.4%16.1%26.4%23.5%18.5%
IV Percentile61.9%44.0%75.0%71.4%56.0%
Term Structure6.8%-2.5%11.9%-2.3%11.9%
VWIV44.9%38.3%51.0%51.0%38.3%
Skew 25d1.6%-2.0%4.1%3.6%2.3%
Skew 10d4.0%-1.7%16.8%2.5%16.8%
Call IV 25d44.6%41.9%46.5%46.5%43.5%
Put IV 25d46.2%42.9%50.6%50.1%45.8%
Bid-Ask Spread %63.1749.3878.5077.3167.48
Gamma HHI0.170.100.420.140.18
Net GEX-14.6K-264.9K119.4K21.8K-158.7K
Net DEX5.9M1.6M9.0M1.6M7.6M
Net VEX-71.0K-84.5K-59.4K-84.5K-74.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.0214.540.059.64
Total Volume1,577.2112194,7412,8884,213
Total OI29,73019,57635,45727,29426,212

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.01$22.0046.4%13.3%45.6%23.5%51.0%3.6%-2.3%21.8K1.6M-84.5K0.0577.31N/AN/A2,74414415,48911,805
2024-06-04$20.66$21.0047.2%13.5%45.1%25.2%47.2%4.1%-2.5%59.2K1.8M-83.4K1.6474.55N/AN/A8313616,49411,808
2024-06-05$20.16$21.0045.4%13.0%45.7%21.4%45.0%4.1%-1.3%27.5K3.7M-79.9K0.8678.50N/AN/A24120816,50511,908
2024-06-06$19.70$20.0047.7%13.0%40.4%26.4%44.9%1.6%4.8%12.9K4.7M-77.3K0.0249.38N/AN/A4,5487016,56611,997
2024-06-07$19.04$20.0047.0%12.5%41.8%24.9%43.4%-1.6%9.9%99.3K5.9M-74.5K0.6452.04N/AN/A73547420,91312,044
2024-06-10$19.04$20.0047.3%12.8%41.6%25.4%44.7%0.3%6.1%105.8K6.2M-74.6K0.3054.54N/AN/A50815321,55112,294
2024-06-11$18.88$20.0045.0%12.4%38.5%20.5%44.8%2.1%8.0%54.6K7.3M-72.1K0.6454.64N/AN/A38524521,76212,349
2024-06-12$19.38$20.0043.9%12.6%40.3%18.3%44.1%-0.8%8.4%119.4K5.6M-76.1K0.7753.31N/AN/A65750921,84712,423
2024-06-13$18.81$20.0044.2%12.7%40.2%19.0%44.3%2.1%7.6%40.3K7.4M-72.3K3.1259.98N/AN/A4471,39622,03312,552
2024-06-14$17.95$20.0045.5%13.1%42.0%21.7%47.0%3.7%6.9%-80.5K9.0M-64.6K0.3564.79N/AN/A66223422,10812,112
2024-06-17$18.39$20.0047.4%13.6%43.3%25.7%46.5%1.7%6.0%-71.0K8.1M-66.6K0.4061.85N/AN/A1,32452322,30012,232
2024-06-18$18.39$19.0047.0%13.5%43.3%24.7%46.9%1.1%7.8%-73.3K7.5M-67.7K0.3362.63N/AN/A35011622,68912,435
2024-06-20$18.45$19.0045.1%12.9%42.8%20.9%46.0%2.2%9.7%-71.7K7.3M-67.8K0.5666.87N/AN/A26214822,95412,503
2024-06-21$17.98$19.0046.0%13.2%42.4%22.6%45.1%2.3%7.4%-264.9K7.6M-63.7K1.6362.40N/AN/A24039122,99811,867
2024-06-24$18.27$19.0042.9%12.3%42.5%16.1%43.0%1.8%9.5%-41.8K4.7M-64.5K0.0763.72N/AN/A1,62811210,4639,113
2024-06-25$17.38$18.0043.6%12.5%45.4%17.7%44.0%1.5%10.3%-21.6K5.8M-59.4K0.8763.61N/AN/A35230511,3409,186
2024-06-26$17.89$18.0043.0%12.3%43.3%16.5%43.4%1.0%10.0%-19.8K5.0M-63.1K0.4966.40N/AN/A45822511,4329,377
2024-06-27$17.73$18.0043.2%12.4%42.4%16.8%43.5%-2.0%11.1%-15.6K5.1M-62.9K14.5466.16N/AN/A3054,43611,7309,479
2024-06-28$17.80$18.0044.4%12.7%42.2%18.5%38.3%2.3%11.9%-158.7K7.6M-74.5K9.6467.48N/AN/A3963,81711,89214,320