CWH Options History — December 2024

In December 2024, CWH traded between $20.61 and $24.92. ATM implied volatility averaged 46.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 5.0% (HV 20d: 41.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.26.

Notable Days

  • 2024-12-19: Highest Volume — 3,237 contracts
  • 2024-12-11: Largest IV drop — 12.6% change
  • 2024-12-30: Highest IV Rank — 37.4%
  • 2024-12-30: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.47$20.61$24.92$24.08$21.12
Max Pain$22.29$20.00$25.00$25.00$20.00
ATM IV46.6%41.8%53.9%44.0%52.1%
Expected Move13.2%12.0%15.4%12.6%14.9%
HV 20d41.6%34.7%51.6%50.4%38.9%
HV 60d52.4%51.1%53.0%52.6%52.3%
IV Rank21.7%11.5%37.4%16.2%33.6%
IV Percentile47.8%13.9%70.6%35.3%69.8%
Term Structure4.0%-2.7%9.4%-0.3%2.9%
VWIV46.7%42.2%53.4%44.8%50.9%
Skew 25d2.6%-0.1%6.4%3.2%1.0%
Skew 10d5.0%-0.4%10.8%7.6%10.8%
Call IV 25d45.7%41.8%52.9%44.4%52.9%
Put IV 25d48.3%44.0%56.8%47.6%53.8%
Bid-Ask Spread %52.4743.2768.7768.7746.93
Gamma HHI0.170.120.270.150.14
Net GEX152.8K-99.8K378.2K86.4K304.7K
Net DEX-4.8M-14.1M6.8M-7.3M-6.4M
Net VEX-56.5K-70.4K-42.5K-70.4K-48.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.260.0427.420.380.59
Total Volume1,214.6671723,237172520
Total OI27,370.1919,55330,95928,29823,057

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$24.08$25.0044.0%12.6%50.4%16.2%44.8%3.2%-0.3%86.4K-7.3M-70.4K0.3868.77N/AN/A1254716,99911,299
2024-12-03$23.50$25.0045.4%13.0%51.6%19.1%45.8%3.1%-2.7%42.7K-4.7M-67.3K0.1056.46N/AN/A5245317,03311,329
2024-12-04$23.87$25.0044.8%12.9%48.0%17.9%45.3%1.9%-0.8%98.0K-7.0M-68.5K7.9459.54N/AN/A2642,09517,41511,364
2024-12-05$24.04$23.0044.4%12.5%41.1%17.0%43.2%3.7%5.4%129.8K-7.9M-68.3K27.4251.04N/AN/A922,52317,55611,199
2024-12-06$24.52$23.0044.4%12.3%41.6%16.9%43.9%1.0%4.8%237.3K-11.5M-67.0K0.1553.75N/AN/A71310617,60010,937
2024-12-09$24.92$23.0047.8%12.3%41.8%24.4%44.3%-0.1%7.1%323.1K-14.1M-67.5K0.1947.32N/AN/A2,20142918,18910,969
2024-12-10$24.87$23.0049.8%12.8%40.4%28.7%45.4%1.4%4.3%300.3K-13.6M-67.4K0.0457.89N/AN/A2,0877418,08710,953
2024-12-11$24.36$23.0043.6%12.5%37.5%15.2%44.3%0.9%5.8%378.2K-12.3M-66.8K0.1155.48N/AN/A6186919,69811,011
2024-12-12$23.25$23.0044.9%12.9%41.0%18.1%46.0%1.1%4.4%196.6K-5.7M-62.7K0.3654.53N/AN/A64423019,80011,037
2024-12-13$22.53$23.0041.8%12.0%41.6%11.5%42.2%3.3%7.3%98.4K-1.4M-59.0K0.5953.02N/AN/A54432219,93611,023
2024-12-16$21.59$23.0043.8%12.6%43.9%15.8%44.1%1.7%6.6%-87.4K3.8M-50.9K2.4251.48N/AN/A23757319,78310,980
2024-12-17$21.74$23.0045.6%13.1%41.3%19.6%47.1%0.9%6.1%-59.3K2.5M-51.1K0.6255.58N/AN/A38023619,89910,865
2024-12-18$20.75$23.0047.6%13.6%43.8%23.8%49.2%0.6%2.4%-99.8K6.8M-45.4K0.1959.29N/AN/A83516119,97510,870
2024-12-19$20.61$23.0049.3%14.1%43.4%27.6%50.3%5.8%1.2%-85.8K3.7M-42.5K0.5847.90N/AN/A2,0551,18219,8358,898
2024-12-20$21.16$20.0044.8%12.9%40.0%17.9%46.4%5.0%5.3%155.6K-945.5K-45.4K0.9050.47N/AN/A42538121,4189,385
2024-12-23$20.88$20.0047.9%13.7%39.9%24.6%47.8%4.5%3.1%251.5K-4.6M-45.0K1.0144.60N/AN/A84285014,7594,794
2024-12-24$21.02$20.0045.7%13.1%34.7%19.9%45.6%6.4%9.4%227.5K-4.7M-48.4K0.8547.76N/AN/A45138215,3645,826
2024-12-26$21.52$20.0046.8%13.4%36.5%22.2%47.1%1.6%6.5%265.8K-6.6M-50.1K0.5743.75N/AN/A25214415,6506,010
2024-12-27$20.77$20.0049.9%14.3%37.8%28.8%52.5%3.7%3.4%227.0K-4.2M-48.0K2.2153.09N/AN/A13930715,8136,090
2024-12-30$20.74$20.0053.9%15.4%37.8%37.4%53.4%4.9%0.7%219.3K-4.0M-46.2K0.2343.27N/AN/A1,13725915,9016,168
2024-12-31$21.12$20.0052.1%14.9%38.9%33.6%50.9%1.0%2.9%304.7K-6.4M-48.4K0.5946.93N/AN/A32719316,8826,175