CXM Options History — February 2022 In February 2022, CXM traded between $10.54 and $12.57. ATM implied volatility averaged 77.1%. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 16.8% (HV 20d: 60.3%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.76.
Notable Days 2022-02-28 : Highest Volume — 2,073 contracts2022-02-09 : Largest IV drop — 16.1% change2022-02-02 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.53 $10.54 $12.57 $11.44 $11.88 Max Pain $12.76 $12.50 $15.00 $15.00 $12.50 ATM IV 77.1% 70.5% 87.5% 73.9% 80.2% Expected Move 21.7% 20.2% 23.4% 21.2% 23.0% HV 20d 60.3% 55.7% 68.9% 55.7% 59.1% HV 60d 65.3% 62.7% 68.4% 64.4% 62.7% Term Structure -1.3% -7.0% 2.7% -0.7% -4.2% VWIV 75.7% 66.0% 89.1% 74.5% 89.1% Skew 25d 6.6% -9.2% 14.7% 5.2% 9.7% Skew 10d 27.8% -24.9% 197.9% -2.3% 32.4% Call IV 25d 73.5% 63.5% 84.5% 76.8% 79.3% Put IV 25d 80.1% 68.0% 89.1% 82.0% 89.1% Bid-Ask Spread % 69.46 20.41 94.77 20.41 89.50 Gamma HHI 0.31 0.23 0.51 0.28 0.33 Net GEX 8.5K -7.9K 18.6K 2.7K -6.1K Net DEX 1.3M 191.8K 2.0M 1.6M 338.3K Net VEX -7.8K -9.2K -6.4K -8.6K -8.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.33 2.32 0.52 1.71 Total Volume 1,353.737 827 2,073 1,459 2,073 Total OI 8,204.526 4,060 9,988 9,175 5,213
Daily Data (19 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 2022-02-01 $11.44 $15.00 73.9% 21.2% 55.7% 0.0% 74.5% 5.2% -0.7% 2.7K 1.6M -8.6K 0.52 20.41 963 496 5,677 3,498 2022-02-02 $11.10 $15.00 81.7% 23.4% 55.9% 0.0% 71.9% 11.0% -4.3% 10.0K 1.7M -8.1K 0.55 43.61 897 496 5,901 3,391 2022-02-03 $10.54 $12.50 83.5% 22.4% 55.7% 0.0% 77.0% -9.2% 1.8% 10.4K 1.9M -6.9K 0.57 60.95 902 515 5,941 3,391 2022-02-04 $10.97 $12.50 83.8% 22.3% 59.3% 0.0% 73.6% 10.9% -1.5% 10.4K 1.7M -7.6K 0.62 71.23 834 514 5,984 3,387 2022-02-07 $10.96 $12.50 87.5% 22.4% 58.9% 0.0% 76.4% 8.7% -6.4% 10.8K 1.8M -7.2K 0.59 48.06 828 486 5,980 3,392 2022-02-08 $11.17 $12.50 84.1% 22.2% 59.5% 0.0% 73.7% 9.7% -0.3% 11.0K 1.8M -7.2K 0.49 75.59 959 473 5,976 3,403 2022-02-09 $11.56 $12.50 70.5% 20.2% 58.4% 0.0% 76.0% 11.3% 1.0% 12.0K 1.6M -8.2K 0.49 90.90 981 479 5,937 3,406 2022-02-10 $11.41 $12.50 73.9% 21.2% 57.7% 0.0% 71.6% 5.6% -3.0% 11.7K 1.7M -7.5K 0.40 75.87 882 351 6,006 3,413 2022-02-11 $10.89 $12.50 80.0% 22.9% 57.9% 0.0% 73.7% 8.0% -7.0% 11.3K 2.0M -6.4K 0.45 74.72 757 338 6,017 3,438 2022-02-14 $11.88 $12.50 75.1% 21.5% 67.2% 0.0% 83.4% 6.3% -4.4% 9.3K 1.5M -7.7K 0.33 42.57 1,020 340 6,062 3,452 2022-02-15 $12.57 $12.50 72.1% 20.7% 68.9% 0.0% 73.3% 10.5% -2.6% 14.2K 978.6K -7.9K 0.49 64.06 982 481 6,154 3,462 2022-02-16 $12.50 $12.50 71.9% 20.6% 68.5% 0.0% 70.8% 7.0% -1.1% 18.6K 891.3K -9.2K 0.54 73.12 701 378 6,357 3,537 2022-02-17 $11.97 $12.50 73.9% 21.2% 65.2% 0.0% 68.3% 3.2% 2.1% 15.1K 1.5M -8.2K 0.60 85.66 642 383 6,384 3,535 2022-02-18 $11.79 $12.50 71.1% 20.4% 60.3% 0.0% 66.0% 2.3% 0.5% 5.5K 1.9M -7.6K 0.65 64.58 630 407 6,446 3,542 2022-02-22 $11.67 $12.50 74.5% 21.4% 60.3% 0.0% 75.9% 3.8% 2.2% 6.1K 311.4K -7.5K 0.39 82.94 692 271 2,333 1,727 2022-02-23 $11.47 $12.50 73.8% 21.2% 59.5% 0.0% 71.0% 14.7% 2.7% 7.7K 304.5K -7.4K 0.49 81.98 554 273 2,421 1,733 2022-02-24 $11.65 $12.50 75.1% 21.5% 59.6% 0.0% 87.9% 2.3% 1.8% 8.5K 191.8K -7.9K 2.30 94.77 567 1,306 2,434 1,746 2022-02-25 $11.62 $12.50 78.5% 22.5% 59.0% 0.0% 84.2% 4.0% -2.1% -7.9K 456.8K -8.3K 2.32 79.14 564 1,306 2,474 2,736 2022-02-28 $11.88 $12.50 80.2% 23.0% 59.1% 0.0% 89.1% 9.7% -4.2% -6.1K 338.3K -8.2K 1.71 89.50 765 1,308 2,477 2,736
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