CXM Options History — January 2022

Name: CXM Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, CXM traded between $10.30 and $15.91. ATM implied volatility averaged 74.0%. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 21.3% (HV 20d: 52.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2022-01-07: Highest Volume — 1,813 contracts
2022-01-21: Largest IV spike — 17.3% change
2022-01-24: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.89	$10.30	$15.91	$15.91	$11.09
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	74.0%	65.7%	85.0%	69.9%	81.9%
Expected Move	21.1%	18.8%	24.4%	20.0%	23.5%
HV 20d	52.7%	44.8%	70.1%	70.1%	53.1%
HV 60d	65.2%	63.9%	67.0%	64.5%	63.9%
Term Structure	-1.0%	-10.9%	7.2%	-3.4%	-4.1%
VWIV	72.1%	63.3%	82.8%	69.1%	71.9%
Skew 25d	7.2%	1.5%	16.0%	5.2%	13.3%
Skew 10d	9.6%	-18.1%	62.5%	10.2%	62.5%
Call IV 25d	70.2%	64.8%	79.7%	67.6%	71.5%
Put IV 25d	77.4%	67.2%	93.7%	72.8%	84.9%
Bid-Ask Spread %	42.24	19.29	76.13	35.54	34.96
Gamma HHI	0.43	0.27	0.61	0.40	0.27
Net GEX	90.5K	-31.2K	234.5K	230.7K	396
Net DEX	-46.2K	-5.9M	2.9M	-5.9M	1.9M
Net VEX	-12.8K	-22.9K	-6.0K	-22.9K	-7.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.22	1.86	1.50	0.46
Total Volume	1,379.05	843	1,813	1,554	1,352
Total OI	13,155.8	7,975	15,704	14,333	8,982

Daily Data (20 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
2022-01-03	$15.91	$15.00	69.9%	20.0%	70.1%	0.0%	69.1%	5.2%	-3.4%	230.7K	-5.9M	-22.9K	1.50	35.54	621	933	10,793	3,540
2022-01-04	$15.60	$15.00	67.8%	19.4%	66.5%	0.0%	69.5%	3.0%	-0.1%	234.5K	-5.1M	-22.2K	1.57	31.85	641	1,005	10,896	3,637
2022-01-05	$14.79	$15.00	66.9%	19.2%	62.9%	0.0%	69.3%	2.0%	0.3%	201.9K	-2.8M	-20.3K	1.78	31.36	559	993	10,981	3,827
2022-01-06	$14.68	$15.00	68.0%	19.5%	62.3%	0.0%	67.9%	1.5%	1.8%	196.9K	-2.5M	-19.9K	1.86	47.61	532	991	10,989	3,859
2022-01-07	$14.80	$15.00	67.4%	19.2%	61.1%	0.0%	68.1%	2.5%	2.9%	207.1K	-2.9M	-19.7K	1.15	35.35	842	971	11,079	3,860
2022-01-10	$14.27	$15.00	72.0%	19.9%	51.0%	0.0%	70.9%	4.0%	-0.7%	175.8K	-1.3M	-17.0K	1.64	25.98	564	924	11,077	3,860
2022-01-11	$14.91	$15.00	69.5%	19.2%	50.3%	0.0%	68.1%	4.4%	1.7%	234.2K	-3.0M	-18.4K	1.45	19.29	700	1,018	11,111	3,861
2022-01-12	$14.37	$15.00	65.7%	18.8%	48.6%	0.0%	67.6%	1.7%	-0.0%	191.7K	-1.3M	-16.3K	1.75	30.69	527	920	11,227	3,912
2022-01-13	$13.75	$15.00	69.1%	19.8%	50.8%	0.0%	67.8%	4.0%	2.7%	124.1K	490.8K	-13.5K	1.32	38.62	557	733	11,207	3,908
2022-01-14	$13.36	$15.00	69.5%	19.9%	49.5%	0.0%	63.3%	8.2%	1.0%	79.6K	1.2M	-11.5K	0.22	24.53	839	185	11,260	3,902
2022-01-18	$12.76	$15.00	71.3%	20.4%	50.7%	0.0%	69.8%	7.5%	-0.3%	-372	1.9M	-9.3K	0.57	33.38	537	306	11,577	3,854
2022-01-19	$12.51	$15.00	70.0%	20.1%	49.5%	0.0%	66.6%	7.0%	-0.1%	-31.2K	2.1M	-9.3K	0.48	19.37	578	277	11,635	3,946
2022-01-20	$11.64	$15.00	71.9%	20.6%	49.6%	0.0%	72.2%	5.7%	7.2%	-13.8K	2.7M	-7.7K	0.71	42.79	690	489	11,655	3,894
2022-01-21	$10.88	$15.00	84.3%	24.2%	49.8%	0.0%	81.5%	4.6%	-10.9%	-11.5K	2.9M	-6.5K	0.82	69.91	608	497	11,714	3,990
2022-01-24	$10.76	$15.00	85.0%	24.4%	45.3%	0.0%	82.8%	10.0%	-9.1%	-11.3K	2.3M	-6.0K	0.56	76.13	956	536	4,610	3,365
2022-01-25	$10.44	$15.00	84.2%	24.2%	44.8%	0.0%	77.8%	13.1%	-2.5%	-3.7K	2.1M	-6.9K	0.57	60.87	1,047	599	5,012	3,419
2022-01-26	$10.51	$15.00	84.5%	24.2%	45.8%	0.0%	80.8%	15.6%	-2.6%	707	2.1M	-6.8K	0.60	73.72	834	503	5,357	3,424
2022-01-27	$10.30	$15.00	79.6%	22.8%	45.4%	0.0%	79.3%	14.4%	0.7%	1.4K	2.2M	-6.6K	0.55	62.59	893	490	5,413	3,489
2022-01-28	$10.50	$15.00	81.6%	23.4%	46.7%	0.0%	77.0%	16.0%	-3.8%	2.2K	2.1M	-7.1K	0.48	50.25	901	433	5,516	3,478
2022-01-31	$11.09	$15.00	81.9%	23.5%	53.1%	0.0%	71.9%	13.3%	-4.1%	396	1.9M	-7.5K	0.46	34.96	928	424	5,484	3,498