CRAK Options History — September 2021

In September 2021, CRAK traded between $27.35 and $29.41. ATM implied volatility averaged 39.8%. The 30-day expected move averaged 11.4%. Max pain ranged from $22.00 to $28.00. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 2 of 11 days.

Notable Days

  • 2021-09-20: Highest Volume — 115 contracts
  • 2021-09-23: Largest IV spike — 42.1% change
  • 2021-09-17: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.68$27.35$29.41$28.64$29.26
Max Pain$27.36$22.00$28.00$27.00$28.00
ATM IV39.8%29.8%52.0%52.0%43.9%
Expected Move11.4%8.5%14.9%14.9%12.6%
Term Structure-12.5%-27.6%18.0%-8.6%-27.6%
VWIV42.9%25.3%65.6%49.0%25.3%
Skew 25d-8.2%-13.6%1.3%-7.4%-13.6%
Skew 10d0.8%-21.1%20.1%-21.1%20.1%
Call IV 25d42.0%21.5%48.5%45.1%48.5%
Put IV 25d33.8%22.8%41.4%37.8%34.9%
Bid-Ask Spread %152.92133.85200.00200.00136.52
Gamma HHI0.260.151.001.000.17
Net GEX-1.9K-3.0K-35-35-2.0K
Net DEX16.0K2828.1K2816.3K
Net VEX-104-16800-117
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume14.182011500
Total OI83.5452210722107

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-16$28.64$27.000.0%0.0%0.0%0.0%0.0%0.0%0.0%-352800.00200.0000022
2021-09-17$28.07$22.0052.0%14.9%0.0%0.0%49.0%0.0%0.0%-2122.5K-230.00197.42022034
2021-09-20$27.35$28.0038.0%10.9%0.0%0.0%31.9%-7.4%-8.6%-2.5K26.4K-1340.00154.100115070
2021-09-21$27.93$28.0031.0%8.9%0.0%0.0%0.0%-6.1%18.0%-2.2K20.2K-1160.00154.4900070
2021-09-22$28.48$28.0029.8%8.5%0.0%0.0%65.6%-5.0%16.3%-3.0K28.1K-1680.00153.42013096
2021-09-23$29.02$28.0042.3%12.1%0.0%0.0%25.3%-6.9%-11.1%-2.5K14.8K-1010.00142.8103097
2021-09-24$28.91$28.0037.5%10.7%0.0%0.0%0.0%1.3%-23.5%-2.1K14.5K-1040.00133.85030104
2021-09-27$29.41$28.0040.0%11.5%0.0%0.0%0.0%-9.9%-25.0%-2.1K19.2K-1370.00136.52000105
2021-09-28$29.23$28.0041.3%11.8%0.0%0.0%0.0%-12.7%-25.1%-2.0K17.0K-1240.00136.52000107
2021-09-29$29.21$28.0042.5%12.2%0.0%0.0%0.0%-13.4%-26.1%-2.0K16.9K-1240.00136.52000107
2021-09-30$29.26$28.0043.9%12.6%0.0%0.0%0.0%-13.6%-27.6%-2.0K16.3K-1170.00136.52000107