CXM Options History — September 2021

Name: CXM Options Analytics - September 2021
Creator: Options Analysis Suite

In September 2021, CXM traded between $17.58 and $18.15. ATM implied volatility averaged 73.7%. The 30-day expected move averaged 21.1%. Max pain ranged from $17.50 to $17.50. Net GEX was positive for 3 of 3 trading days. Term structure was in contango for 2 of 3 days. Put/call ratio averaged 0.98.

Notable Days

2021-09-30: Highest Volume — 312 contracts
2021-09-30: Largest IV drop — 2.6% change
2021-09-28: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.95	$17.58	$18.15	$18.15	$17.58
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	73.7%	72.2%	74.7%	74.7%	72.2%
Expected Move	21.1%	20.7%	21.4%	21.4%	20.7%
Term Structure	0.8%	-0.2%	1.4%	1.1%	1.4%
VWIV	75.3%	74.4%	76.6%	76.6%	75.0%
Skew 25d	-0.1%	-1.5%	2.6%	-1.5%	-1.5%
Skew 10d	10.7%	1.9%	20.6%	9.6%	20.6%
Call IV 25d	76.5%	75.0%	78.8%	78.8%	75.9%
Put IV 25d	76.4%	74.4%	77.6%	77.3%	74.4%
Bid-Ask Spread %	66.72	53.00	77.66	53.00	77.66
Gamma HHI	0.47	0.45	0.49	0.45	0.49
Net GEX	81.0K	69.6K	87.9K	87.9K	69.6K
Net DEX	-1.7M	-2.0M	-1.4M	-2.0M	-1.4M
Net VEX	-11.2K	-11.8K	-10.6K	-11.8K	-10.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.12	2.00	0.82	2.00
Total Volume	188.333	122	312	131	312
Total OI	5,585	5,542	5,641	5,641	5,572

Daily Data (3 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 Vol	Put Vol	Call OI	Put OI
2021-09-28	$18.15	$17.50	74.7%	21.4%	0.0%	0.0%	76.6%	-1.5%	1.1%	87.9K	-2.0M	-11.8K	0.82	53.00	72	59	4,591	1,050
2021-09-29	$18.11	$17.50	74.2%	21.3%	0.0%	0.0%	74.4%	2.6%	-0.2%	85.4K	-1.8M	-11.3K	0.12	69.51	109	13	4,475	1,067
2021-09-30	$17.58	$17.50	72.2%	20.7%	0.0%	0.0%	75.0%	-1.5%	1.4%	69.6K	-1.4M	-10.6K	2.00	77.66	104	208	4,454	1,118