CWH Options History — July 2024

In July 2024, CWH traded between $17.66 and $23.27. ATM implied volatility averaged 61.7%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 12.1% (HV 20d: 49.6%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.58.

Notable Days

  • 2024-07-02: Highest Volume — 5,108 contracts
  • 2024-07-10: Largest IV spike — 26.0% change
  • 2024-07-31: Highest IV Rank — 92.7%
  • 2024-07-31: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.72$17.66$23.27$17.66$23.27
Max Pain$18.45$18.00$20.00$18.00$20.00
ATM IV61.7%42.3%79.3%43.6%79.3%
Expected Move18.2%12.5%22.7%12.5%22.7%
HV 20d49.6%37.4%58.1%40.5%57.6%
HV 60d46.6%41.5%49.0%44.4%48.7%
IV Rank54.8%12.8%92.7%16.9%92.7%
IV Percentile84.7%37.3%99.6%46.8%99.6%
Term Structure-7.1%-19.6%12.6%12.6%-19.6%
VWIV63.5%43.2%78.8%45.1%78.2%
Skew 25d2.3%-0.6%5.6%3.8%3.8%
Skew 10d3.9%-4.0%14.6%14.6%5.9%
Call IV 25d62.2%42.7%76.0%44.5%76.0%
Put IV 25d64.5%44.5%80.9%48.2%79.8%
Bid-Ask Spread %41.5630.5669.2657.5248.48
Gamma HHI0.190.080.310.250.08
Net GEX-192.7K-453.3K68.1K-273.3K68.1K
Net DEX560.5K-11.9M13.2M10.1M-8.6M
Net VEX-98.4K-103.8K-82.6K-82.6K-100.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.580.097.912.220.78
Total Volume1,191.4095475,1081,1521,577
Total OI39,625.90930,42243,13730,42243,137

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$17.66$18.0043.6%12.5%40.5%16.9%45.1%3.8%12.6%-273.3K10.1M-82.6K2.2257.52N/AN/A35879412,19218,230
2024-07-02$17.98$18.0043.5%12.5%37.4%15.4%43.2%1.8%12.3%-275.4K9.2M-86.4K7.9159.75N/AN/A5734,53512,38418,981
2024-07-03$18.16$18.0045.0%12.9%37.7%18.6%45.6%2.7%11.9%-381.7K10.6M-96.6K4.4569.26N/AN/A2871,27612,77323,271
2024-07-05$17.70$18.0042.3%16.6%37.8%12.8%57.6%1.9%-3.9%-448.4K13.2M-94.6K2.3438.48N/AN/A20447712,96724,506
2024-07-08$17.98$18.0045.1%16.7%38.0%18.9%57.7%-0.4%-4.0%-453.3K12.2M-94.8K4.2730.90N/AN/A19382513,07424,860
2024-07-09$18.37$18.0048.0%16.9%37.4%25.1%58.8%0.8%-4.3%-435.9K10.7M-97.1K3.9036.49N/AN/A21483413,13325,673
2024-07-10$18.80$18.0060.4%17.3%38.5%52.0%60.0%0.9%-6.5%-406.9K8.9M-99.7K0.7935.99N/AN/A42833713,24326,258
2024-07-11$20.88$18.0062.0%17.8%53.5%55.4%61.3%1.7%-7.5%-197.4K-567.3K-101.2K0.4141.95N/AN/A1,05043213,41626,480
2024-07-12$21.43$18.0057.7%16.5%53.5%46.0%57.8%1.6%-4.1%-101.0K-3.9M-99.9K0.2741.31N/AN/A67218313,95326,492
2024-07-15$22.18$18.0064.6%18.5%52.8%60.9%64.3%1.1%-10.0%-39.5K-7.0M-99.0K0.4441.62N/AN/A79134814,28526,519
2024-07-16$22.98$18.0062.7%18.0%49.4%56.9%62.4%1.2%-8.3%-4.0K-10.2M-99.3K0.3632.57N/AN/A1,20442814,58026,658
2024-07-17$23.27$18.0063.5%18.2%49.2%58.6%63.5%-0.6%-8.7%56.8K-11.9M-98.4K0.5032.20N/AN/A57528914,92326,884
2024-07-18$22.14$18.0065.4%18.7%53.8%62.6%64.9%2.2%-11.8%-37.0K-6.7M-102.0K0.9438.81N/AN/A38536015,06027,041
2024-07-19$21.24$18.0066.3%19.0%56.7%64.6%65.9%2.3%-9.8%-116.9K-3.0M-100.9K0.4846.20N/AN/A52225015,19027,253
2024-07-22$21.09$19.0068.2%19.6%55.6%68.7%68.1%4.3%-10.9%-224.5K427.7K-100.0K0.3231.16N/AN/A86727813,35826,525
2024-07-23$20.34$19.0070.5%20.2%57.7%73.6%71.1%3.6%-11.1%-304.5K3.6M-99.2K1.0430.56N/AN/A27428613,82926,617
2024-07-24$20.27$19.0072.9%20.9%54.0%78.8%72.5%0.9%-12.0%-314.7K3.7M-100.9K1.6834.85N/AN/A26544413,89126,801
2024-07-25$21.58$19.0071.8%20.6%57.0%76.5%73.1%3.1%-12.8%-195.1K-724.6K-103.4K0.4735.56N/AN/A47222313,96627,034
2024-07-26$22.63$19.0070.8%20.3%58.1%74.4%71.1%3.9%-11.7%-86.5K-4.8M-103.8K0.6642.77N/AN/A51033614,26027,179
2024-07-29$22.76$19.0075.8%21.7%58.1%85.1%75.6%3.8%-16.5%-68.4K-5.4M-101.3K0.0938.21N/AN/A1,19711114,46127,432
2024-07-30$23.07$20.0078.8%22.6%57.6%91.5%78.8%5.6%-18.5%985-7.5M-102.7K0.5349.59N/AN/A35818915,49127,510
2024-07-31$23.27$20.0079.3%22.7%57.6%92.7%78.2%3.8%-19.6%68.1K-8.6M-100.0K0.7848.48N/AN/A88569215,50127,636