CXM Options History — June 2022

In June 2022, CXM traded between $9.71 and $13.12. ATM implied volatility averaged 81.0%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 0.1% (HV 20d: 81.1%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2022-06-14: Highest Volume — 4,216 contracts
  • 2022-06-08: Largest IV drop — 26.2% change
  • 2022-06-06: Highest IV Rank — 44.9%
  • 2022-06-01: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.09$9.71$13.12$12.59$10.12
Max Pain$12.14$10.00$15.00$12.50$10.00
ATM IV81.0%67.4%103.5%95.5%70.3%
Expected Move22.0%19.3%27.4%27.4%20.2%
HV 20d81.1%69.2%90.4%76.0%83.4%
HV 60d75.6%71.4%79.4%73.6%79.4%
IV Rank22.8%9.3%44.9%37.0%12.1%
IV Percentile48.8%9.7%91.3%85.9%20.5%
Term Structure-4.8%-17.6%2.8%-17.6%-0.1%
VWIV75.6%65.5%91.2%85.2%69.2%
Skew 25d4.4%-13.0%16.2%7.0%-13.0%
Skew 10d25.9%-20.6%80.2%0.3%-20.6%
Call IV 25d76.0%58.1%94.8%94.8%78.1%
Put IV 25d80.4%65.1%101.8%101.8%65.1%
Bid-Ask Spread %54.2631.1171.3056.8245.59
Gamma HHI0.290.240.440.260.27
Net GEX30.1K55447.2K40.5K33.5K
Net DEX-638.4K-1.5M338.4K-1.1M-796.4K
Net VEX-10.1K-15.3K-6.7K-11.9K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.070.520.280.08
Total Volume1,9268534,2161,0382,547
Total OI7,429.6195,05512,9155,9287,535

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$12.59$12.5095.5%27.4%76.0%37.0%85.2%7.0%-17.6%40.5K-1.1M-11.9K0.2856.828132254,7391,189
2022-06-02$13.12$15.0099.4%22.6%75.4%40.9%76.7%5.5%-8.9%47.2K-1.4M-12.9K0.3351.086802274,7511,179
2022-06-03$12.97$15.0097.8%22.3%72.6%39.3%77.3%5.9%-3.0%45.5K-1.4M-12.9K0.4154.647533084,8181,184
2022-06-06$11.94$15.00103.5%21.9%78.0%44.9%80.9%-3.4%-6.5%34.8K-758.3K-10.8K0.2461.721,3313154,9021,264
2022-06-07$12.00$15.00102.6%22.6%75.9%44.0%77.7%9.3%-7.9%41.0K-807.7K-10.9K0.3664.788162915,3611,275
2022-06-08$12.19$15.0075.7%21.7%75.3%17.4%77.3%7.9%-2.3%45.2K-930.9K-11.1K0.3750.837872915,4461,274
2022-06-09$11.68$15.0078.2%22.4%69.2%19.9%81.1%1.7%-5.6%39.0K-694.3K-10.2K0.3352.777762565,5571,274
2022-06-10$11.02$15.0084.4%24.2%72.1%26.1%81.4%16.2%-10.5%28.4K-316.1K-8.7K0.1562.761,9912925,5971,275
2022-06-13$9.71$15.0091.3%26.2%83.0%32.8%84.4%1.6%-15.2%18.9K81.9K-6.7K0.5252.801,1966276,2951,285
2022-06-14$9.99$12.5089.6%25.7%84.0%31.2%91.2%4.0%-9.8%20.3K70.0K-7.0K0.3731.113,0781,1386,6691,771
2022-06-15$10.35$10.0073.0%20.9%84.9%14.8%72.7%10.5%-1.4%21.7K-488.3K-8.3K0.2570.142,83371310,3642,551
2022-06-16$9.76$10.0076.2%21.8%85.5%18.0%67.8%-2.6%-3.7%554338.4K-6.7K0.4360.561,7117439,9462,416
2022-06-17$10.14$10.0070.5%20.2%85.4%12.4%71.4%8.2%-0.8%12.7K-283.9K-6.8K0.4071.301,8127219,8422,116
2022-06-21$10.13$10.0068.8%19.7%85.4%10.7%72.0%-3.4%2.8%14.3K-82.2K-7.0K0.2056.489921963,7951,260
2022-06-22$10.18$10.0071.4%20.5%85.4%13.2%74.5%1.7%-1.1%18.1K-116.5K-7.0K0.2955.576841964,1411,249
2022-06-23$11.09$10.0073.1%20.9%89.6%14.9%66.8%4.9%-4.3%24.0K-470.0K-8.4K0.3041.116561974,1771,249
2022-06-24$11.57$10.0067.4%19.3%90.4%9.3%65.5%12.3%0.5%30.9K-789.9K-10.1K0.0853.442,3351904,5321,240
2022-06-27$11.40$10.0069.7%20.0%87.0%11.5%71.9%6.3%-2.2%43.9K-1.5M-15.3K0.0853.452,3401906,2451,237
2022-06-28$10.50$10.0072.3%20.7%82.7%14.1%72.2%10.6%-2.7%36.2K-962.4K-13.4K0.0843.742,3801826,2551,237
2022-06-29$10.52$10.0071.3%20.4%82.8%13.1%71.1%1.8%-0.6%36.3K-973.7K-13.2K0.0748.812,4551826,2911,239
2022-06-30$10.12$10.0070.3%20.2%83.4%12.1%69.2%-13.0%-0.1%33.5K-796.4K-12.0K0.0845.592,3621856,3261,209