CWH Options History — October 2024 In October 2024, CWH traded between $20.11 and $24.32. ATM implied volatility averaged 58.6%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 16.6% (HV 20d: 42.0%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.52.
Notable Days 2024-10-31 : Highest Volume — 7,105 contracts2024-10-29 : Largest IV drop — 24.6% change2024-10-28 : Highest IV Rank — 76.5%2024-10-28 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $22.58 $20.11 $24.32 $23.98 $20.11 Max Pain $21.65 $20.00 $23.00 $23.00 $20.00 ATM IV 58.6% 44.1% 72.1% 47.1% 58.3% Expected Move 17.3% 12.6% 20.7% 13.5% 16.7% HV 20d 42.0% 35.6% 63.8% 41.3% 63.8% HV 60d 50.0% 45.7% 55.3% 55.0% 53.9% IV Rank 47.5% 16.3% 76.5% 22.9% 46.9% IV Percentile 77.2% 38.9% 96.8% 56.7% 77.4% Term Structure -6.6% -15.4% 11.8% 10.0% -6.1% VWIV 61.4% 43.3% 75.8% 48.0% 58.2% Skew 25d 5.7% 2.0% 9.2% 5.6% 5.1% Skew 10d 10.5% 6.0% 16.7% 6.0% 7.6% Call IV 25d 58.3% 41.7% 76.3% 44.2% 57.6% Put IV 25d 64.0% 46.8% 78.3% 49.8% 62.7% Bid-Ask Spread % 43.39 27.83 64.28 36.11 63.19 Gamma HHI 0.16 0.10 0.56 0.13 0.10 Net GEX 98.6K -640.6K 525.0K 179.2K 72.9K Net DEX -6.6M -14.8M 130.5K -9.3M 130.5K Net VEX -69.2K -79.1K -58.9K -73.1K -58.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.52 0.09 6.43 2.76 0.33 Total Volume 1,688.652 237 7,105 237 7,105 Total OI 25,311.435 20,286 30,311 23,171 27,305
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 2024-10-01 $23.98 $23.00 47.1% 13.5% 41.3% 22.9% 48.0% 5.6% 10.0% 179.2K -9.3M -73.1K 2.76 36.11 N/A N/A 63 174 14,120 9,051 2024-10-02 $23.65 $23.00 44.1% 12.6% 40.8% 16.3% 43.3% 5.1% 11.8% 137.1K -7.6M -71.4K 0.89 46.44 N/A N/A 1,209 1,071 14,154 9,140 2024-10-03 $22.95 $22.00 46.3% 16.6% 42.5% 21.1% 57.8% 7.3% -3.9% 63.6K -5.3M -68.6K 0.70 39.60 N/A N/A 223 157 14,005 9,017 2024-10-04 $23.47 $22.00 44.5% 16.4% 41.3% 17.3% 60.8% 6.2% -4.2% 124.0K -7.1M -69.2K 3.36 40.90 N/A N/A 136 457 14,011 9,061 2024-10-07 $23.09 $22.00 49.1% 17.2% 41.9% 27.2% 61.5% 7.8% -5.8% 55.7K -5.5M -67.0K 6.43 36.90 N/A N/A 369 2,371 14,081 9,476 2024-10-08 $23.07 $22.00 50.7% 17.2% 41.7% 30.7% 59.2% 8.9% -5.6% -117.6K -3.3M -69.9K 2.42 41.15 N/A N/A 243 588 14,252 11,282 2024-10-09 $22.63 $22.00 60.3% 17.3% 42.2% 51.2% 64.5% 7.0% -5.8% -172.8K -1.7M -68.0K 0.16 44.42 N/A N/A 1,949 312 14,390 11,297 2024-10-10 $22.29 $22.00 61.0% 17.5% 42.6% 52.8% 61.9% 4.5% -6.9% -97.1K -800.3K -67.5K 0.11 39.93 N/A N/A 3,623 396 16,042 11,438 2024-10-11 $22.80 $22.00 59.6% 17.1% 38.5% 49.7% 59.8% 4.7% -7.0% -47.1K -5.6M -79.1K 3.47 43.01 N/A N/A 262 910 18,757 11,554 2024-10-14 $23.48 $22.00 61.9% 17.7% 39.9% 54.7% 61.5% 4.9% -7.9% 79.8K -9.4M -76.7K 2.99 41.00 N/A N/A 202 604 18,191 10,939 2024-10-15 $23.59 $22.00 62.7% 18.0% 35.6% 56.3% 62.1% 3.3% -8.8% 156.6K -10.5M -76.5K 0.48 42.96 N/A N/A 172 82 18,300 10,860 2024-10-16 $24.32 $22.00 62.7% 18.0% 37.3% 56.5% 61.5% 5.4% -8.6% 525.0K -14.8M -76.5K 1.26 41.24 N/A N/A 358 451 18,385 10,921 2024-10-17 $23.61 $22.00 59.6% 17.1% 38.6% 49.7% 60.2% 4.7% -7.5% 138.2K -10.7M -73.2K 1.55 40.86 N/A N/A 116 180 18,461 10,830 2024-10-18 $23.14 $22.00 61.6% 17.7% 39.2% 54.1% 61.3% 4.9% -7.7% -640.6K -9.0M -71.5K 0.26 42.32 N/A N/A 371 96 18,528 10,910 2024-10-21 $21.57 $22.00 63.4% 18.2% 44.6% 57.9% 64.4% 3.8% -10.0% 151.4K -3.8M -63.7K 0.46 31.79 N/A N/A 580 265 13,635 6,651 2024-10-22 $21.34 $22.00 64.2% 18.4% 41.4% 59.6% 64.9% 4.6% -10.2% 138.1K -3.0M -62.7K 4.84 43.27 N/A N/A 274 1,327 13,960 6,834 2024-10-23 $20.96 $22.00 66.0% 18.9% 41.5% 63.5% 65.5% 6.0% -11.9% 141.2K -2.7M -59.6K 0.36 37.44 N/A N/A 228 81 14,059 6,372 2024-10-24 $21.14 $22.00 71.3% 20.4% 38.8% 74.8% 74.7% 8.7% -14.1% 155.8K -3.5M -61.5K 0.09 48.83 N/A N/A 2,449 228 14,171 6,405 2024-10-25 $20.89 $20.00 71.0% 20.4% 38.3% 74.3% 71.8% 4.4% -14.4% 248.6K -6.0M -64.5K 0.26 27.83 N/A N/A 672 176 16,583 6,456 2024-10-28 $21.55 $20.00 72.1% 20.7% 40.0% 76.5% 75.8% 2.0% -15.4% 285.6K -8.5M -67.5K 1.35 44.76 N/A N/A 1,664 2,248 16,955 6,561 2024-10-29 $22.98 $20.00 54.3% 15.6% 47.0% 38.3% 57.2% 7.4% -6.0% 380.0K -13.2M -72.2K 0.29 59.64 N/A N/A 3,217 922 18,450 9,058 2024-10-30 $22.81 $20.00 54.7% 15.7% 46.9% 39.2% 56.6% 9.2% -6.7% 310.8K -10.9M -72.2K 0.25 64.28 N/A N/A 207 51 17,716 9,539 2024-10-31 $20.11 $20.00 58.3% 16.7% 63.8% 46.9% 58.2% 5.1% -6.1% 72.9K 130.5K -58.9K 0.33 63.19 N/A N/A 5,336 1,769 17,766 9,539
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