CXM Options History — June 2024

In June 2024, CXM traded between $8.54 and $10.86. ATM implied volatility averaged 40.5%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 17.8% (HV 20d: 58.3%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 6.70.

Notable Days

2024-06-06: Highest Volume — 8,664 contracts
2024-06-06: Largest IV drop — 41.6% change
2024-06-05: Highest IV Rank — 71.2%
2024-06-05: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.28	$8.54	$10.86	$10.86	$9.66
Max Pain	$9.87	$7.50	$12.50	$12.50	$10.00
ATM IV	40.5%	27.0%	85.2%	77.3%	34.6%
Expected Move	11.8%	7.7%	24.4%	22.2%	9.9%
HV 20d	58.3%	24.8%	69.1%	31.8%	69.1%
HV 60d	41.4%	27.7%	45.0%	27.7%	45.0%
IV Rank	23.2%	6.4%	71.2%	62.2%	17.6%
IV Percentile	30.4%	0.8%	99.2%	98.4%	24.6%
Term Structure	-3.6%	-30.5%	10.8%	-23.4%	1.0%
VWIV	42.4%	27.2%	82.7%	75.8%	35.2%
Skew 25d	-2.7%	-15.7%	9.7%	-1.6%	1.5%
Skew 10d	-0.1%	-27.8%	45.1%	-27.8%	2.2%
Call IV 25d	41.8%	24.7%	79.9%	75.5%	34.6%
Put IV 25d	39.0%	22.4%	84.8%	73.9%	36.2%
Bid-Ask Spread %	37.67	9.23	48.31	37.83	43.39
Gamma HHI	0.32	0.26	0.52	0.33	0.28
Net GEX	-9.7K	-36.3K	58.2K	58.2K	5.7K
Net DEX	1.5M	-585.7K	2.9M	-585.7K	24.8K
Net VEX	-15.3K	-23.2K	-11.9K	-23.1K	-17.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.70	0.15	39.26	0.46	3.58
Total Volume	1,894.684	204	8,664	1,895	1,379
Total OI	23,701.789	15,985	27,941	16,184	24,220

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
2024-06-03	$10.86	$12.50	77.3%	22.2%	31.8%	62.2%	75.8%	-1.6%	-23.4%	58.2K	-585.7K	-23.1K	0.46	37.83	1,302	593	11,698	4,486
2024-06-04	$10.71	$12.50	76.0%	21.8%	29.4%	60.7%	75.5%	9.4%	-21.7%	44.4K	-236.6K	-22.0K	0.15	29.06	782	114	11,547	4,627
2024-06-05	$10.84	$12.50	85.2%	24.4%	24.8%	71.2%	82.7%	2.8%	-30.5%	44.9K	-565.5K	-23.2K	0.45	27.31	4,010	1,821	11,307	4,678
2024-06-06	$9.16	$12.50	49.8%	10.2%	62.0%	39.8%	36.8%	9.7%	0.8%	-36.1K	2.6M	-12.0K	2.13	9.23	2,768	5,896	13,745	5,808
2024-06-07	$8.89	$10.00	30.9%	10.8%	62.1%	12.0%	37.9%	4.5%	-0.7%	-13.6K	1.5M	-14.1K	2.40	39.85	1,459	3,499	15,421	7,537
2024-06-10	$8.98	$10.00	28.8%	11.0%	62.8%	9.0%	38.7%	7.5%	0.3%	-29.0K	2.5M	-15.3K	11.89	42.04	114	1,355	15,708	10,076
2024-06-11	$8.96	$10.00	29.2%	11.6%	62.8%	9.6%	37.5%	-10.7%	-2.8%	-36.3K	2.9M	-14.4K	4.17	42.64	149	622	15,772	11,054
2024-06-12	$9.07	$10.00	37.1%	10.6%	63.0%	21.2%	36.1%	-10.5%	-0.0%	-30.5K	2.6M	-15.9K	0.25	42.27	592	149	15,792	11,441
2024-06-13	$8.89	$10.00	30.9%	8.9%	62.1%	12.0%	33.5%	-15.7%	-0.8%	-30.9K	2.7M	-14.3K	17.04	39.62	45	767	15,805	11,239
2024-06-14	$8.82	$10.00	39.1%	11.2%	61.9%	24.2%	40.8%	-11.8%	-1.6%	-29.2K	2.6M	-13.3K	4.89	44.43	281	1,373	15,839	10,868
2024-06-17	$8.89	$10.00	32.1%	9.2%	62.2%	13.8%	39.0%	-11.1%	-1.4%	-19.8K	2.3M	-13.9K	18.25	48.31	112	2,044	16,084	11,857
2024-06-18	$8.64	$10.00	34.8%	10.0%	61.3%	17.9%	29.5%	-1.4%	-3.3%	-23.0K	2.0M	-13.0K	0.45	39.15	360	161	16,045	11,192
2024-06-20	$8.54	$10.00	34.4%	9.9%	61.2%	17.1%	43.6%	-4.7%	-2.7%	-23.9K	2.0M	-11.9K	1.72	39.20	75	129	16,227	11,115
2024-06-21	$8.75	$7.50	28.8%	8.3%	63.0%	9.0%	27.2%	2.6%	10.8%	-19.8K	1.8M	-12.4K	39.26	41.46	35	1,374	16,264	11,008
2024-06-24	$9.14	$7.50	28.6%	8.2%	66.5%	8.7%	37.1%	-5.1%	2.8%	-11.3K	1.0M	-13.6K	6.37	46.26	84	535	12,132	10,223
2024-06-25	$8.98	$7.50	31.0%	8.9%	65.9%	12.2%	31.3%	-10.8%	-0.2%	-15.7K	1.3M	-13.0K	4.53	39.89	86	390	12,134	10,726
2024-06-26	$9.18	$7.50	27.0%	7.7%	67.2%	6.4%	33.3%	-5.7%	2.6%	-11.4K	985.2K	-13.5K	7.38	24.13	65	480	12,082	11,026
2024-06-27	$9.41	$7.50	34.3%	9.8%	68.5%	17.1%	34.5%	-0.6%	3.0%	-6.9K	641.4K	-14.7K	1.89	39.67	346	653	12,093	11,458
2024-06-28	$9.66	$10.00	34.6%	9.9%	69.1%	17.6%	35.2%	1.5%	1.0%	5.7K	24.8K	-17.4K	3.58	43.39	301	1,078	12,132	12,088