CXM Options History — November 2024

In November 2024, CXM traded between $7.13 and $8.38. ATM implied volatility averaged 54.3%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 7.8% (HV 20d: 46.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 2.50.

Notable Days

2024-11-22: Highest Volume — 1,932 contracts
2024-11-11: Largest IV spike — 62.3% change
2024-11-29: Highest IV Rank — 70.8%
2024-11-29: Largest Expected Move — 20.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.89	$7.13	$8.38	$7.55	$8.18
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	54.3%	35.6%	72.1%	44.2%	72.1%
Expected Move	16.0%	12.7%	20.7%	12.7%	20.7%
HV 20d	46.6%	19.8%	53.9%	31.1%	53.6%
HV 60d	42.1%	35.5%	44.8%	35.5%	40.5%
IV Rank	43.2%	14.0%	70.8%	27.3%	70.8%
IV Percentile	79.5%	29.0%	96.0%	72.6%	96.0%
Term Structure	-7.4%	-13.6%	5.7%	5.7%	-13.6%
VWIV	56.4%	44.2%	76.7%	44.2%	76.7%
Skew 25d	12.4%	-12.4%	35.4%	15.0%	5.2%
Skew 10d	43.2%	-20.4%	155.9%	27.8%	60.1%
Call IV 25d	56.9%	35.9%	76.2%	46.3%	76.2%
Put IV 25d	69.3%	47.1%	85.4%	61.3%	81.4%
Bid-Ask Spread %	63.98	7.51	76.96	7.51	56.27
Gamma HHI	0.45	0.33	0.58	0.35	0.55
Net GEX	22.9K	-3.3K	54.2K	4.8K	49.3K
Net DEX	-837.4K	-1.7M	230.6K	-177.1K	-1.5M
Net VEX	-15.0K	-17.9K	-13.2K	-14.6K	-17.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.50	0.00	39.56	2.63	0.21
Total Volume	404.5	81	1,932	225	125
Total OI	27,687.8	20,669	32,562	31,147	24,489

Daily Data (20 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
2024-11-01	$7.55	$7.50	44.2%	12.7%	31.1%	27.3%	44.2%	15.0%	5.7%	4.8K	-177.1K	-14.6K	2.63	7.51	62	163	11,741	19,406
2024-11-04	$7.59	$7.50	47.1%	15.1%	19.8%	31.9%	52.0%	35.4%	-7.0%	6.9K	-290.6K	-13.8K	0.04	72.43	78	3	11,783	19,568
2024-11-05	$7.13	$7.50	43.1%	15.0%	30.8%	25.7%	52.4%	-12.4%	-7.9%	-3.3K	230.6K	-13.2K	0.01	58.43	227	2	11,794	19,566
2024-11-06	$7.55	$7.50	39.2%	14.1%	36.7%	19.5%	49.1%	34.8%	-7.8%	9.2K	-251.9K	-13.2K	0.00	73.36	358	0	11,972	19,567
2024-11-07	$7.75	$7.50	39.3%	14.0%	37.6%	19.8%	49.0%	32.9%	-4.8%	19.9K	-615.4K	-14.1K	0.04	72.27	161	6	12,112	19,567
2024-11-08	$7.53	$7.50	35.6%	14.0%	38.8%	14.0%	49.0%	17.8%	-7.1%	22.1K	-377.2K	-13.3K	0.20	75.12	158	31	12,234	19,568
2024-11-11	$8.27	$7.50	57.9%	15.6%	50.4%	48.7%	54.5%	1.0%	-8.9%	23.4K	-1.3M	-14.4K	0.05	70.39	485	25	12,290	19,578
2024-11-12	$8.21	$7.50	65.2%	15.3%	50.6%	60.1%	53.1%	4.7%	-8.7%	24.5K	-1.3M	-14.8K	0.00	76.96	474	0	12,493	19,579
2024-11-13	$7.99	$7.50	53.0%	15.2%	51.9%	41.1%	53.1%	5.7%	-9.1%	22.4K	-1.1M	-14.7K	0.09	71.09	120	11	12,724	19,579
2024-11-14	$7.80	$7.50	52.8%	15.1%	52.6%	40.7%	53.1%	15.9%	-4.9%	21.8K	-751.2K	-14.0K	39.56	75.79	9	356	12,658	19,580
2024-11-15	$7.69	$7.50	52.7%	15.1%	52.9%	40.7%	56.4%	18.5%	-6.5%	9.5K	-681.4K	-13.9K	1.81	74.12	89	161	12,658	19,904
2024-11-18	$7.75	$7.50	55.6%	15.9%	52.8%	45.2%	59.1%	18.1%	-7.9%	8.6K	-417.5K	-13.7K	0.12	72.66	120	14	6,018	14,651
2024-11-19	$7.79	$7.50	58.7%	16.8%	52.3%	50.0%	50.1%	18.6%	-6.9%	12.5K	-597.7K	-14.8K	0.88	72.60	243	215	6,130	14,662
2024-11-20	$7.81	$7.50	57.8%	16.6%	51.9%	48.5%	56.2%	17.4%	-7.6%	14.4K	-655.1K	-14.9K	1.13	74.81	290	327	6,398	14,872
2024-11-21	$8.05	$7.50	58.6%	16.8%	52.5%	49.8%	59.5%	1.4%	-6.6%	22.6K	-986.7K	-15.7K	0.47	58.16	539	253	6,645	15,194
2024-11-22	$8.38	$7.50	60.0%	17.2%	53.9%	52.0%	57.5%	5.2%	-7.6%	34.3K	-1.3M	-16.2K	0.04	40.21	1,857	75	7,090	15,187
2024-11-25	$8.34	$7.50	59.2%	17.0%	53.7%	50.8%	65.3%	-5.4%	-5.3%	54.2K	-1.7M	-17.9K	2.11	55.83	189	399	8,675	15,252
2024-11-26	$8.23	$7.50	67.4%	19.3%	53.9%	63.5%	70.1%	0.9%	-13.2%	51.4K	-1.5M	-17.7K	0.06	57.00	237	14	8,931	15,329
2024-11-27	$8.20	$7.50	67.3%	19.3%	53.5%	63.3%	68.2%	17.3%	-11.9%	50.5K	-1.5M	-17.6K	0.49	64.63	144	70	8,972	15,340
2024-11-29	$8.18	$7.50	72.1%	20.7%	53.6%	70.8%	76.7%	5.2%	-13.6%	49.3K	-1.5M	-17.8K	0.21	56.27	103	22	9,082	15,407