CWH Options History — September 2024

In September 2024, CWH traded between $21.52 and $25.30. ATM implied volatility averaged 48.1%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 0.8% (HV 20d: 47.4%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.77.

Notable Days

  • 2024-09-18: Highest Volume — 2,712 contracts
  • 2024-09-11: Largest IV drop — 8.3% change
  • 2024-09-10: Highest IV Rank — 37.7%
  • 2024-09-10: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.29$21.52$25.30$22.46$23.98
Max Pain$22.30$21.00$23.00$21.00$23.00
ATM IV48.1%43.5%54.0%49.0%47.0%
Expected Move13.7%12.5%14.4%14.0%13.5%
HV 20d47.4%38.0%55.7%54.2%42.2%
HV 60d54.3%53.1%55.0%54.7%55.0%
IV Rank25.1%15.0%37.7%27.1%22.6%
IV Percentile58.8%32.1%70.6%67.5%55.6%
Term Structure7.3%0.1%11.2%0.1%10.0%
VWIV48.0%43.4%52.3%48.5%47.2%
Skew 25d4.6%2.5%6.9%3.8%3.4%
Skew 10d8.9%0.2%14.1%9.5%4.2%
Call IV 25d45.7%40.4%49.4%47.5%45.8%
Put IV 25d50.3%45.7%54.1%51.3%49.2%
Bid-Ask Spread %47.5225.2661.0948.5436.96
Gamma HHI0.160.130.200.130.13
Net GEX155.2K-70.2K385.1K52.2K183.3K
Net DEX-10.1M-22.1M-1.4M-5.2M-9.4M
Net VEX-70.2K-74.8K-65.4K-73.2K-73.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.092.540.372.08
Total Volume1,028.851402,712240283
Total OI27,13921,08634,36926,59223,049

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$22.46$21.0049.0%14.0%54.2%27.1%48.5%3.8%0.1%52.2K-5.2M-73.2K0.3748.54N/AN/A1756514,84111,751
2024-09-04$22.00$21.0049.0%14.0%55.0%27.1%50.6%3.4%1.1%6.4K-3.5M-71.1K0.2452.18N/AN/A1393414,85111,742
2024-09-05$22.18$22.0051.0%14.0%54.1%31.3%49.9%5.3%6.7%26.9K-4.3M-71.3K0.2548.67N/AN/A1122814,91611,755
2024-09-06$21.52$22.0051.4%14.1%55.6%32.0%50.5%6.0%7.3%-41.4K-1.7M-68.7K2.5448.03N/AN/A17744914,92311,754
2024-09-09$21.74$22.0051.3%14.4%55.7%31.8%50.5%3.9%5.9%-40.7K-2.2M-66.2K2.5350.92N/AN/A18847614,85311,847
2024-09-10$21.57$22.0054.0%14.4%53.4%37.7%52.3%5.4%5.5%-70.2K-1.4M-65.4K0.6454.02N/AN/A1,25379714,95512,246
2024-09-11$21.89$22.0049.5%14.2%50.4%28.1%50.2%2.9%7.3%31.8K-3.6M-66.4K0.5757.50N/AN/A62935715,89312,445
2024-09-12$21.99$22.0048.4%13.9%49.8%25.5%48.0%3.8%7.9%52.3K-4.3M-66.0K0.0961.09N/AN/A2,39421016,08612,448
2024-09-13$23.23$22.0048.0%13.8%47.1%24.8%48.5%4.9%8.6%327.6K-14.4M-68.9K0.6854.86N/AN/A65044017,99412,644
2024-09-16$23.09$22.0049.0%14.1%45.8%27.0%49.6%2.9%8.0%337.7K-14.2M-66.7K1.3354.61N/AN/A37850318,04412,585
2024-09-17$24.27$22.0049.2%14.1%47.3%27.3%48.9%4.9%7.5%347.8K-20.1M-68.3K0.4457.04N/AN/A59526318,20612,971
2024-09-18$24.38$22.0049.2%14.1%46.6%27.3%48.5%5.1%6.9%344.3K-21.0M-68.5K0.7556.61N/AN/A1,5541,15818,39913,183
2024-09-19$24.54$23.0047.7%13.7%46.3%24.0%48.5%6.5%6.5%385.1K-22.1M-71.7K0.3358.63N/AN/A1,81059419,50914,195
2024-09-20$24.47$23.0046.8%13.4%46.4%22.2%46.9%5.0%7.3%155.4K-21.7M-72.2K0.2756.26N/AN/A63117319,72214,647
2024-09-23$23.62$23.0045.5%13.0%38.0%19.3%44.8%6.5%9.2%102.0K-6.8M-70.1K0.3444.34N/AN/A75825512,5588,528
2024-09-24$24.59$23.0043.5%12.5%39.7%15.0%44.0%6.9%9.3%193.5K-10.6M-73.1K0.3128.46N/AN/A53816513,0648,726
2024-09-25$24.41$23.0044.2%12.7%39.7%16.6%43.4%3.4%10.3%198.0K-10.6M-74.5K1.0125.26N/AN/A40941313,5478,800
2024-09-26$25.30$23.0044.8%12.8%40.0%17.8%44.7%5.1%9.9%267.5K-13.7M-74.3K0.4028.44N/AN/A71828513,5328,749
2024-09-27$24.66$23.0044.4%12.7%40.4%17.0%44.8%2.5%11.2%244.2K-12.0M-74.8K0.2027.97N/AN/A4338813,9528,870
2024-09-30$23.98$23.0047.0%13.5%42.2%22.6%47.2%3.4%10.0%183.3K-9.4M-73.5K2.0836.96N/AN/A9219114,1218,928