CWH Options History — November 2024

In November 2024, CWH traded between $20.18 and $25.16. ATM implied volatility averaged 48.8%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 20.4% (HV 20d: 69.2%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.54.

Notable Days

  • 2024-11-26: Highest Volume — 5,015 contracts
  • 2024-11-12: Largest IV spike — 47.2% change
  • 2024-11-12: Highest IV Rank — 85.6%
  • 2024-11-01: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.37$20.18$25.16$20.18$24.30
Max Pain$22.05$20.00$25.00$20.00$25.00
ATM IV48.8%42.5%76.3%57.7%44.1%
Expected Move13.0%12.2%16.5%16.5%12.6%
HV 20d69.2%50.0%73.6%63.0%50.0%
HV 60d53.4%51.7%55.4%53.9%53.0%
IV Rank26.4%12.9%85.6%45.6%16.3%
IV Percentile50.2%23.4%98.0%77.0%35.7%
Term Structure-1.2%-5.8%0.3%-5.8%-1.4%
VWIV46.1%42.7%59.3%59.3%45.1%
Skew 25d2.9%-1.5%6.3%6.3%1.1%
Skew 10d7.7%1.0%12.5%10.7%7.5%
Call IV 25d44.6%40.4%56.2%56.2%43.4%
Put IV 25d47.5%42.3%62.5%62.5%44.5%
Bid-Ask Spread %49.3632.3067.0667.0661.12
Gamma HHI0.200.140.800.170.15
Net GEX592.2K124.3K2.9M260.0K124.3K
Net DEX-15.1M-29.5M-2.1M-2.1M-8.6M
Net VEX-65.5K-75.5K-59.5K-60.6K-73.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.0319.902.170.04
Total Volume1,550.951505,0151,507180
Total OI27,975.7520,53437,51629,12928,241

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$20.18$20.0057.7%16.5%63.0%45.6%59.3%6.3%-5.8%260.0K-2.1M-60.6K2.1767.06N/AN/A4761,03119,9579,172
2024-11-04$20.55$21.0059.6%14.6%63.6%49.7%49.5%4.4%-1.2%460.8K-5.2M-62.1K0.4454.06N/AN/A98843622,0529,147
2024-11-05$21.80$21.0058.6%14.1%67.6%47.4%49.6%5.4%-1.8%473.8K-10.2M-65.9K1.0652.40N/AN/A26428120,1359,360
2024-11-06$23.40$21.0048.9%12.7%72.1%26.6%44.4%5.8%-0.2%572.4K-18.6M-65.9K0.3252.66N/AN/A80225820,2419,317
2024-11-07$23.41$22.0046.7%12.6%71.9%22.0%42.7%3.7%-0.8%587.6K-20.5M-65.5K0.2842.60N/AN/A2557120,5369,283
2024-11-08$23.65$22.0045.0%12.2%71.5%18.4%42.7%4.9%0.0%615.0K-21.0M-64.7K0.0348.49N/AN/A1,3564420,7019,270
2024-11-11$24.41$22.0051.8%12.2%71.7%33.0%42.9%4.0%-1.5%732.4K-28.3M-64.7K0.2548.12N/AN/A1,26131622,2589,287
2024-11-12$23.33$22.0076.3%13.6%73.6%85.6%48.1%2.6%-1.9%826.3K-22.3M-67.6K1.1358.64N/AN/A2,0772,35322,8689,513
2024-11-13$23.66$22.0045.9%13.2%72.9%20.2%47.0%2.5%-1.1%784.4K-24.5M-66.6K2.3749.80N/AN/A4991,18523,80510,963
2024-11-14$24.12$22.0046.2%13.2%72.4%20.8%46.7%1.6%-1.4%825.2K-28.4M-67.4K0.0455.30N/AN/A3,05413724,01010,745
2024-11-15$23.92$22.0044.9%12.9%72.1%18.1%45.1%5.0%-1.0%2.9M-29.5M-65.5K0.0849.61N/AN/A3,16626626,67610,840
2024-11-18$22.84$22.0043.5%12.5%69.4%15.1%43.8%4.8%0.1%246.4K-6.7M-60.1K0.4532.30N/AN/A45720414,2176,317
2024-11-19$22.41$22.0045.7%13.1%69.6%19.8%45.5%2.8%-2.0%230.4K-5.8M-59.5K0.5938.52N/AN/A26915914,5846,447
2024-11-20$22.71$22.0044.4%12.7%69.3%16.9%47.2%3.8%-0.9%251.3K-6.5M-61.1K0.9435.47N/AN/A19017914,7856,463
2024-11-21$23.89$22.0043.2%12.4%71.3%14.4%43.8%0.7%0.3%331.8K-10.7M-63.9K0.1735.39N/AN/A90915514,8846,544
2024-11-22$23.98$22.0043.6%12.5%71.0%15.3%46.2%-0.3%0.2%381.1K-11.7M-66.6K0.1050.01N/AN/A1,49115615,6136,546
2024-11-25$25.16$22.0044.0%12.6%72.0%16.1%44.5%1.3%-1.5%516.7K-16.2M-68.1K0.4145.06N/AN/A65827116,5736,601
2024-11-26$25.02$22.0042.5%12.2%68.9%12.9%43.4%-1.5%-0.9%530.6K-15.7M-66.2K19.9058.05N/AN/A2404,77516,8186,611
2024-11-27$24.63$25.0042.9%12.3%69.1%13.9%43.8%-0.3%-1.0%170.1K-10.4M-75.5K0.0352.56N/AN/A145516,84711,288
2024-11-29$24.30$25.0044.1%12.6%50.0%16.3%45.1%1.1%-1.4%124.3K-8.6M-73.4K0.0461.12N/AN/A173716,94411,297