CXM Options History — November 2022

In November 2022, CXM traded between $7.79 and $9.03. ATM implied volatility averaged 75.2%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 22.1% (HV 20d: 53.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.89.

Notable Days

2022-11-30: Highest Volume — 1,139 contracts
2022-11-09: Largest IV spike — 21.5% change
2022-11-30: Highest IV Rank — 42.1%
2022-11-30: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.35	$7.79	$9.03	$9.03	$8.51
Max Pain	$9.76	$7.50	$10.00	$7.50	$10.00
ATM IV	75.2%	60.7%	89.2%	65.4%	89.2%
Expected Move	22.1%	18.7%	25.6%	18.7%	25.6%
HV 20d	53.2%	46.2%	57.7%	49.7%	53.4%
HV 60d	58.9%	57.2%	61.0%	57.2%	58.7%
IV Rank	20.7%	6.5%	42.1%	11.0%	42.1%
IV Percentile	47.6%	1.6%	81.3%	12.3%	81.3%
Term Structure	-7.9%	-17.3%	8.9%	2.4%	-17.3%
VWIV	72.6%	56.3%	87.7%	65.4%	87.7%
Skew 25d	8.3%	-1.5%	15.6%	7.1%	0.3%
Skew 10d	27.2%	-12.5%	64.0%	-12.5%	12.5%
Call IV 25d	73.7%	67.3%	87.9%	69.2%	87.9%
Put IV 25d	82.0%	76.2%	91.4%	76.2%	88.1%
Bid-Ask Spread %	72.20	36.98	100.13	87.91	53.10
Gamma HHI	0.42	0.32	0.57	0.48	0.32
Net GEX	5.6K	2.7K	9.8K	9.8K	6.9K
Net DEX	70.4K	-57	155.9K	52.7K	49.5K
Net VEX	-1.7K	-2.8K	-1.3K	-2.8K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.00	1.68	1.20	0.10
Total Volume	485.524	0	1,139	497	1,139
Total OI	5,817.095	5,347	6,264	5,996	5,450

Daily Data (21 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
2022-11-01	$9.03	$7.50	65.4%	18.7%	49.7%	11.0%	65.4%	7.1%	2.4%	9.8K	52.7K	-2.8K	1.20	87.91	226	271	5,385	611
2022-11-02	$8.44	$7.50	66.8%	19.1%	52.5%	12.3%	68.1%	10.8%	8.9%	5.7K	155.9K	-2.1K	1.08	100.13	230	248	5,386	613
2022-11-03	$8.26	$10.00	63.0%	21.3%	52.6%	8.7%	79.8%	12.9%	-8.2%	4.7K	76.1K	-1.7K	1.29	86.66	185	239	5,386	469
2022-11-04	$8.02	$10.00	62.7%	20.6%	52.3%	8.4%	72.8%	15.6%	-5.6%	3.3K	112.3K	-1.4K	1.63	84.92	184	299	5,386	467
2022-11-07	$7.96	$10.00	70.7%	21.7%	46.4%	16.0%	58.7%	12.6%	-6.8%	3.4K	108.1K	-1.4K	1.62	82.80	169	274	5,447	481
2022-11-08	$8.06	$10.00	60.7%	22.1%	46.2%	6.5%	64.2%	11.8%	-9.2%	3.6K	77.1K	-1.5K	1.68	84.96	157	264	5,454	491
2022-11-09	$7.79	$10.00	73.7%	21.1%	47.3%	18.8%	64.6%	2.7%	-2.9%	2.7K	141.6K	-1.3K	1.35	94.77	195	264	5,454	491
2022-11-10	$8.47	$10.00	79.2%	22.7%	57.1%	24.1%	72.5%	11.1%	-8.4%	5.0K	68.0K	-1.7K	1.51	95.45	178	269	5,483	489
2022-11-11	$8.62	$10.00	75.4%	21.6%	56.1%	20.5%	73.8%	2.0%	-3.2%	6.6K	25.1K	-2.0K	1.00	79.63	264	265	5,484	484
2022-11-14	$8.30	$10.00	76.3%	21.9%	54.1%	21.3%	56.3%	10.2%	-5.9%	4.5K	53.7K	-1.7K	0.92	81.71	288	265	5,578	485
2022-11-15	$8.72	$10.00	81.7%	23.4%	57.1%	26.5%	74.7%	6.0%	-9.8%	6.6K	-57	-2.0K	0.57	82.69	461	265	5,607	486
2022-11-16	$8.48	$10.00	79.5%	22.8%	57.7%	24.3%	71.3%	9.3%	-10.1%	7.0K	12.1K	-1.9K	0.58	93.56	461	266	5,769	486
2022-11-17	$8.32	$10.00	77.9%	22.3%	56.1%	22.8%	74.5%	5.9%	-9.5%	6.2K	34.6K	-1.8K	0.59	82.18	462	272	5,769	488
2022-11-18	$8.16	$10.00	75.1%	21.5%	56.3%	20.2%	73.2%	13.5%	-5.7%	5.2K	68.2K	-1.4K	0.73	53.45	329	240	5,767	497
2022-11-21	$8.17	$10.00	80.0%	22.9%	55.8%	24.9%	80.0%	12.1%	-10.4%	5.1K	90.9K	-1.4K	0.52	52.04	318	164	4,954	393
2022-11-22	$8.35	$10.00	82.6%	23.7%	52.8%	27.3%	72.7%	12.0%	-15.3%	6.4K	56.2K	-1.7K	0.45	41.51	368	164	5,009	395
2022-11-23	$8.51	$10.00	80.1%	23.0%	53.5%	25.0%	79.2%	8.5%	-14.8%	6.4K	56.8K	-1.6K	0.60	55.15	275	166	4,994	390
2022-11-25	$8.41	$10.00	76.2%	21.8%	53.4%	21.2%	0.0%	4.7%	-4.7%	6.1K	75.5K	-1.5K	0.00	47.32	0	0	4,995	386
2022-11-28	$8.38	$10.00	80.3%	23.0%	53.2%	25.1%	83.8%	-1.5%	-14.4%	5.8K	78.5K	-1.5K	0.00	36.98	52	0	4,995	386
2022-11-29	$8.30	$10.00	83.7%	24.0%	53.2%	28.4%	79.0%	7.3%	-14.8%	5.8K	86.2K	-1.4K	0.33	39.27	45	15	5,033	386
2022-11-30	$8.51	$10.00	89.2%	25.6%	53.4%	42.1%	87.7%	0.3%	-17.3%	6.9K	49.5K	-1.5K	0.10	53.10	1,037	102	5,058	392