CWH Options History — August 2024

In August 2024, CWH traded between $19.00 and $22.93. ATM implied volatility averaged 54.3%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 7.1% (HV 20d: 61.4%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.06.

Notable Days

  • 2024-08-23: Highest Volume — 1,744 contracts
  • 2024-08-05: Largest IV spike — 35.9% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.77$19.00$22.93$21.59$21.84
Max Pain$21.50$20.00$22.00$20.00$21.00
ATM IV54.3%42.7%83.0%54.6%42.7%
Expected Move14.8%12.2%19.0%15.7%12.2%
HV 20d61.4%54.3%68.9%65.5%54.3%
HV 60d52.7%50.3%55.5%50.9%54.7%
IV Rank38.5%13.6%100.0%39.4%13.6%
IV Percentile71.2%32.1%100.0%75.0%32.1%
Term Structure-0.1%-3.2%3.9%-2.3%1.8%
VWIV52.0%45.9%66.8%53.6%47.9%
Skew 25d5.8%0.8%8.7%0.8%5.4%
Skew 10d10.5%1.6%17.2%6.6%10.3%
Call IV 25d49.2%41.6%61.8%55.4%41.6%
Put IV 25d54.9%47.0%70.5%56.2%47.0%
Bid-Ask Spread %48.1426.7063.3854.6649.09
Gamma HHI0.170.100.240.100.15
Net GEX-138.8K-529.8K89.5K-30.8K-6.0K
Net DEX1.4M-7.3M9.2M-1.9M-2.4M
Net VEX-77.9K-93.5K-67.2K-93.1K-72.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.194.020.661.16
Total Volume585.091891,7441,349311
Total OI36,067.27324,06345,64544,36626,410

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$21.59$20.0054.6%15.7%65.5%39.4%53.6%0.8%-2.3%-30.8K-1.9M-93.1K0.6654.66N/AN/A81153816,16128,205
2024-08-02$20.45$20.0061.1%17.5%68.2%53.3%59.9%5.5%-3.2%-214.4K2.6M-90.4K1.8863.38N/AN/A23043216,29228,241
2024-08-05$20.02$22.0083.0%19.0%68.9%100.0%66.8%8.7%-1.7%-347.0K5.6M-93.5K3.2039.33N/AN/A19161116,27028,296
2024-08-06$20.06$22.0067.9%17.0%68.6%67.7%57.5%7.2%-2.1%-331.7K4.9M-87.9K0.5740.59N/AN/A22913116,35028,187
2024-08-07$19.64$22.0068.5%17.6%68.8%69.0%60.8%7.5%-2.9%-407.7K6.6M-85.6K4.0241.06N/AN/A12851516,39928,195
2024-08-08$19.73$22.0061.2%16.5%57.2%53.2%57.8%7.3%-0.7%-362.7K5.9M-82.8K0.9340.22N/AN/A16515316,45028,468
2024-08-09$19.77$22.0055.2%15.7%56.2%40.4%54.7%7.9%-0.2%-236.5K4.7M-78.4K1.6247.97N/AN/A11719016,50428,591
2024-08-12$19.00$22.0066.0%15.6%55.6%63.6%54.0%7.0%0.8%-529.8K9.2M-70.8K0.8650.44N/AN/A70861016,58928,467
2024-08-13$20.06$22.0065.3%15.2%57.9%62.2%56.7%5.9%-1.0%-142.2K3.1M-73.7K1.7853.70N/AN/A35563116,85928,206
2024-08-14$19.73$22.0051.7%14.8%57.5%32.9%52.7%6.6%-0.7%-182.0K4.7M-70.5K0.7353.85N/AN/A31022616,76128,573
2024-08-15$21.20$22.0048.4%13.9%61.9%25.8%49.3%6.0%0.5%18.0K-1.1M-77.3K0.9954.94N/AN/A13913816,93228,632
2024-08-16$20.64$22.0044.6%12.8%60.9%17.8%45.9%4.4%3.9%-90.6K846.5K-74.2K0.5545.69N/AN/A20511217,04628,599
2024-08-19$20.23$22.0047.4%13.6%61.2%23.8%46.9%6.0%0.6%-120.6K3.5M-68.8K0.5451.64N/AN/A37620412,86811,195
2024-08-20$19.95$22.0047.1%13.5%60.1%23.0%47.7%5.0%0.7%-118.9K4.2M-67.2K0.5426.70N/AN/A22011813,03911,301
2024-08-21$20.45$22.0048.3%13.8%60.8%25.6%46.8%5.3%0.9%-100.8K2.5M-70.0K0.1947.44N/AN/A4308013,16611,355
2024-08-22$20.48$21.0049.0%14.0%56.2%27.1%48.5%6.4%-0.6%-83.6K2.3M-70.4K0.3151.27N/AN/A1484613,47111,360
2024-08-23$22.40$21.0047.1%13.5%62.8%23.2%48.1%6.9%1.1%17.4K-4.1M-77.1K0.2049.72N/AN/A1,45129313,59211,385
2024-08-26$22.93$21.0047.1%13.5%63.3%23.1%46.9%3.8%-0.3%89.5K-7.3M-80.4K0.4145.94N/AN/A55322814,48011,485
2024-08-27$22.80$21.0046.3%13.3%63.1%21.3%47.8%5.1%1.1%81.9K-6.6M-77.9K0.2254.95N/AN/A1533314,80011,599
2024-08-28$22.27$21.0046.2%13.2%63.5%21.2%48.4%3.9%0.9%43.0K-4.4M-77.0K1.1249.78N/AN/A424714,74411,592
2024-08-29$21.80$21.0045.3%13.0%58.0%19.3%46.0%4.2%1.8%2.3K-2.6M-74.4K0.9346.71N/AN/A13712714,75411,611
2024-08-30$21.84$21.0042.7%12.2%54.3%13.6%47.9%5.4%1.8%-6.0K-2.4M-72.8K1.1649.09N/AN/A14416714,78311,627