CXM Options History — November 2021

In November 2021, CXM traded between $14.30 and $19.68. ATM implied volatility averaged 81.4%. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 21.3% (HV 20d: 60.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.91.

Notable Days

  • 2021-11-04: Highest Volume — 3,306 contracts
  • 2021-11-29: Largest IV spike — 79.2% change
  • 2021-11-29: Largest Expected Move — 45.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.17$14.30$19.68$19.58$14.30
Max Pain$18.81$15.00$20.00$17.50$15.00
ATM IV81.4%64.8%159.2%64.8%98.0%
Expected Move23.5%18.6%45.6%18.6%28.1%
HV 20d60.1%50.2%64.0%52.9%59.6%
Term Structure-7.3%-21.0%10.1%10.1%-21.0%
VWIV80.4%65.5%114.1%65.5%99.4%
Skew 25d2.9%-19.1%12.1%-1.8%12.1%
Skew 10d21.6%-32.9%259.3%7.9%27.5%
Call IV 25d79.3%67.6%96.8%68.2%92.2%
Put IV 25d82.2%57.9%104.3%66.4%104.3%
Bid-Ask Spread %53.8825.71104.6341.4762.84
Gamma HHI0.210.140.300.300.22
Net GEX17.4K-15.4K73.5K73.5K15.4K
Net DEX-131.1K-2.8M1.6M-2.8M625.9K
Net VEX-15.5K-17.9K-12.7K-16.0K-13.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.910.673.591.371.50
Total Volume2,037.5241,5233,3061,5621,581
Total OI7,4625,9108,9415,9107,928

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$19.58$17.5064.8%18.6%52.9%0.0%65.5%-1.8%10.1%73.5K-2.8M-16.0K1.3741.476609023,8132,097
2021-11-02$19.68$17.5066.0%18.9%50.2%0.0%67.3%-0.7%-3.3%71.5K-2.8M-16.0K1.4756.686289233,7902,146
2021-11-03$17.92$17.5072.5%20.8%61.2%0.0%74.2%-19.1%5.1%48.1K-1.5M-15.3K3.4679.317292,5223,9522,183
2021-11-04$17.76$20.0074.9%22.4%58.7%0.0%78.1%2.6%0.4%3.5K149.0K-17.3K3.5949.617202,5864,1273,585
2021-11-05$17.11$20.0072.7%22.8%60.3%0.0%80.1%3.4%-9.7%1.6K786.0K-16.2K3.5554.026822,4204,2153,596
2021-11-08$18.27$20.0081.3%23.1%63.5%0.0%80.1%2.9%-9.7%24.6K-782.5K-17.4K1.2428.239901,2284,2823,361
2021-11-09$18.48$20.0077.6%23.1%62.5%0.0%80.4%2.6%-10.0%36.0K-965.7K-17.9K1.8945.956381,2074,4773,474
2021-11-10$17.74$20.0078.7%22.6%63.3%0.0%80.0%1.6%-3.6%24.4K-218.9K-16.8K2.2252.415271,1684,5123,498
2021-11-11$17.93$20.0078.6%22.5%60.9%0.0%78.9%3.1%-9.5%26.5K-390.7K-16.9K1.8545.476231,1514,6083,551
2021-11-12$18.23$20.0077.6%22.2%60.8%0.0%77.6%1.4%-9.0%33.9K-674.5K-16.9K1.6625.717191,1934,6753,576
2021-11-15$18.00$20.0077.0%22.1%60.5%0.0%77.4%5.5%-7.9%27.2K-309.7K-16.0K1.4634.527741,1304,8353,624
2021-11-16$17.82$20.0075.9%21.8%60.3%0.0%77.8%2.7%-7.2%17.9K-72.5K-15.4K1.9042.356001,1374,8263,664
2021-11-17$17.73$20.0076.3%21.9%60.1%0.0%76.9%2.6%-7.3%11.4K19.3K-15.6K2.2153.665481,2104,8763,691
2021-11-18$17.25$20.0074.1%21.2%58.6%0.0%74.7%5.3%-5.5%-3.6K795.9K-14.5K2.4845.985231,2954,8773,797
2021-11-19$16.68$20.0075.1%21.5%59.6%0.0%78.9%3.5%-6.9%-6.0K1.6M-14.5K2.1255.106751,4294,9513,990
2021-11-22$15.55$17.5078.7%22.6%62.4%0.0%78.7%5.7%-9.9%-14.1K930.0K-13.5K1.7053.417311,2433,1872,744
2021-11-23$14.89$17.5080.1%23.0%63.2%0.0%79.0%8.3%-9.3%-15.4K1.1M-12.7K1.3155.699271,2193,3622,800
2021-11-24$15.19$17.5081.7%23.4%64.0%0.0%82.2%8.0%-8.3%-10.3K869.8K-13.4K0.9371.768728153,6392,821
2021-11-26$15.17$17.5088.8%25.5%63.1%0.0%86.5%11.0%-13.3%-2.7K672.1K-13.9K1.6072.705859383,9032,820
2021-11-29$15.39$17.50159.2%45.6%56.5%0.0%114.1%0.6%-18.6%2.7K102.8K-15.5K0.67104.631,3989423,9032,946
2021-11-30$14.30$15.0098.0%28.1%59.6%0.0%99.4%12.1%-21.0%15.4K625.9K-13.3K1.5062.846329494,9642,964