CXM Options History — October 2024

In October 2024, CXM traded between $7.00 and $7.56. ATM implied volatility averaged 37.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 0.8% (HV 20d: 37.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 6.16.

Notable Days

  • 2024-10-07: Highest Volume — 2,219 contracts
  • 2024-10-09: Largest IV spike — 43.7% change
  • 2024-10-29: Highest IV Rank — 27.1%
  • 2024-10-29: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.25$7.00$7.56$7.38$7.46
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV37.9%26.6%44.0%40.4%41.1%
Expected Move11.2%10.1%12.6%11.6%11.8%
HV 20d37.2%31.3%42.5%42.5%33.9%
HV 60d37.2%35.6%38.7%37.4%35.8%
IV Rank17.5%0.0%27.1%21.0%22.6%
IV Percentile49.2%0.0%71.8%61.9%67.5%
Term Structure4.7%-1.1%11.0%-1.1%6.1%
VWIV38.6%35.3%40.8%40.4%39.4%
Skew 25d35.1%4.3%174.4%28.5%7.7%
Skew 10d50.7%7.8%254.7%43.7%14.4%
Call IV 25d39.2%33.4%45.4%43.1%45.4%
Put IV 25d74.3%42.9%216.3%71.6%53.1%
Bid-Ask Spread %24.747.0548.0348.019.30
Gamma HHI0.350.320.470.330.35
Net GEX-3.4K-11.5K6.8K-8.3K4.1K
Net DEX278.9K-160.2K608.2K395.5K-110.9K
Net VEX-12.5K-14.5K-8.6K-8.6K-13.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.160.0072.890.1114.55
Total Volume380.52202,21991342
Total OI30,844.47829,03032,43329,03030,829

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$7.38$7.5040.4%11.6%42.5%21.0%40.4%28.5%-1.1%-8.3K395.5K-8.6K0.1148.0182910,81218,218
2024-10-02$7.36$7.5037.3%10.7%42.5%16.1%37.3%174.4%1.3%-6.9K393.6K-8.6K21.7448.033167410,88318,226
2024-10-03$7.17$7.5041.2%11.3%31.3%22.2%39.4%15.4%1.7%-11.4K538.0K-8.7K72.8933.26181,31210,91218,235
2024-10-04$7.46$7.5036.2%11.3%34.6%14.4%39.4%24.1%1.2%-3.2K351.9K-9.0K0.0033.69679010,91718,259
2024-10-07$7.00$7.5030.3%11.5%40.5%5.1%40.6%4.3%2.8%-10.8K547.5K-9.3K1.5222.198821,33711,53618,259
2024-10-08$7.01$7.5026.6%11.7%40.3%0.0%40.8%41.0%0.8%-11.5K608.2K-13.7K1.5935.5225240012,31019,246
2024-10-09$7.09$7.5038.3%11.0%40.3%18.2%38.3%13.5%3.6%-7.1K465.2K-14.2K4.2922.13146012,56119,246
2024-10-10$7.12$7.5037.7%10.8%39.5%17.3%0.0%43.8%2.9%-6.1K435.5K-13.9K0.0035.3933012,57119,264
2024-10-11$7.26$7.5037.2%10.7%36.8%16.4%37.2%43.7%3.0%1.9K248.7K-14.0K0.0035.878012,59619,264
2024-10-14$7.19$7.5037.8%10.8%36.7%17.4%37.8%47.3%4.9%-3.8K359.3K-13.7K0.0023.6036012,59819,264
2024-10-15$7.30$7.5038.3%11.0%37.4%18.1%38.3%46.4%2.3%6.8K220.2K-13.4K0.0021.62522012,62219,264
2024-10-16$7.29$7.5040.3%11.6%37.4%21.3%40.3%9.5%1.9%4.3K320.5K-13.4K0.0022.4310013,12019,264
2024-10-17$7.21$7.5037.1%10.6%36.5%16.3%37.1%50.0%6.3%-1.0K356.4K-13.2K0.6036.17422513,12319,264
2024-10-18$7.29$7.5037.1%10.6%36.8%16.3%37.1%49.8%9.5%-7.5K288.4K-12.8K0.8621.76353013,16019,273
2024-10-21$7.24$7.5038.6%11.1%35.6%18.7%38.6%19.7%7.0%-8.9K309.9K-12.8K0.1622.1932510,71819,088
2024-10-22$7.13$7.5038.7%11.1%35.8%18.8%38.8%31.6%8.1%-10.2K338.5K-12.7K0.0024.351,356110,75019,088
2024-10-23$7.04$7.5039.1%11.2%35.9%19.5%38.9%60.3%7.1%-5.9K288.1K-13.3K9.0022.3543611,64519,088
2024-10-24$7.17$7.5035.4%10.1%36.2%13.6%35.3%56.8%11.0%-3.3K199.8K-13.5K8.2322.053932111,64919,084
2024-10-25$7.25$7.5038.4%11.0%36.5%18.4%38.5%7.1%8.7%-1.1K90.8K-13.6K0.007.1032011,68619,086
2024-10-28$7.42$7.5039.4%11.3%37.7%19.9%39.4%8.5%6.9%2.4K-42.0K-13.6K0.007.4181011,70519,086
2024-10-29$7.56$7.5044.0%12.6%34.9%27.1%0.0%14.2%4.4%6.1K-160.2K-14.5K0.007.5512011,73919,086
2024-10-30$7.45$7.5041.8%12.0%35.3%23.7%0.0%9.0%7.5%2.1K-27.4K-14.1K0.007.050011,74319,086
2024-10-31$7.46$7.5041.1%11.8%33.9%22.6%0.0%7.7%6.1%4.1K-110.9K-13.5K14.559.302232011,74319,086