CRAK Options History — October 2021 In October 2021, CRAK traded between $29.70 and $31.59. ATM implied volatility averaged 33.8%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 17.5% (HV 20d: 16.3%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 7.10.
Notable Days 2021-10-29 : Highest Volume — 152 contracts2021-10-13 : Largest IV drop — 64.5% change2021-10-01 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $30.71 $29.70 $31.59 $29.70 $29.79 Max Pain $26.10 $26.00 $28.00 $28.00 $26.00 ATM IV 33.8% 20.6% 68.7% 68.7% 27.9% Expected Move 8.2% 5.9% 19.7% 19.7% 8.0% HV 20d 16.3% 11.5% 22.7% 22.7% 16.5% Term Structure -3.6% -24.5% 6.5% -24.5% -7.2% VWIV 30.5% 20.4% 45.4% 33.0% 35.4% Skew 25d -3.2% -65.2% 19.2% -65.2% -1.0% Skew 10d 1.4% -59.0% 26.5% -59.0% -3.0% Call IV 25d 30.4% 14.5% 84.5% 84.5% 29.9% Put IV 25d 27.2% 18.4% 45.0% 19.4% 28.9% Bid-Ask Spread % 143.13 129.62 158.60 156.20 150.73 Gamma HHI 0.33 0.18 0.56 0.18 0.39 Net GEX -98 -2.0K 1.5K -2.0K 986 Net DEX -11.0K -34.7K 18.8K 18.8K -32.3K Net VEX -83 -159 -19 -116 -159 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.10 0.00 14.11 0.00 5.08 Total Volume 54.238 0 152 0 152 Total OI 100.667 89 118 107 100
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 2021-10-01 $29.70 $28.00 68.7% 19.7% 0.0% 0.0% 0.0% -65.2% -24.5% -2.0K 18.8K -116 0.00 156.20 0 0 0 107 2021-10-04 $29.86 $26.00 31.3% 11.5% 0.0% 0.0% 33.0% 2.8% -4.1% -1.6K 8.6K -49 0.00 158.60 0 2 0 107 2021-10-05 $30.21 $26.00 40.2% 6.3% 0.0% 0.0% 0.0% 19.2% -0.6% -1.3K 9.6K -83 0.00 138.79 0 0 0 107 2021-10-06 $30.10 $26.00 53.8% 9.5% 0.0% 0.0% 0.0% 1.8% -3.0% -1.6K 8.6K -47 0.00 149.72 0 0 0 107 2021-10-07 $30.03 $26.00 38.8% 6.8% 22.7% 0.0% 0.0% 0.8% -6.4% -1.4K 5.4K -32 0.00 131.30 0 0 0 107 2021-10-08 $30.31 $26.00 41.8% 6.8% 22.0% 0.0% 0.0% -4.7% -1.7% -1.4K 8.1K -62 0.00 144.79 0 0 0 107 2021-10-11 $30.43 $26.00 41.0% 7.3% 21.3% 0.0% 0.0% 4.6% -7.6% -840 3.5K -29 0.00 129.62 0 0 0 107 2021-10-12 $30.78 $26.00 59.0% 8.6% 20.9% 0.0% 26.5% 1.6% -7.6% -946 5.5K -44 0.00 142.54 6 0 0 107 2021-10-13 $30.85 $26.00 21.0% 6.0% 20.3% 0.0% 0.0% -5.4% -0.6% -671 2.0K -19 0.00 141.00 5 0 0 107 2021-10-14 $31.18 $26.00 27.3% 7.8% 19.9% 0.0% 0.0% 12.4% 0.8% 105 -9.5K -55 0.00 131.58 0 0 6 93 2021-10-15 $31.31 $26.00 20.6% 5.9% 17.8% 0.0% 0.0% -5.5% -0.1% 927 -20.6K -80 0.00 138.78 0 0 11 107 2021-10-18 $31.19 $26.00 20.6% 5.9% 13.9% 0.0% 20.4% -11.4% 0.6% 792 -20.0K -81 0.00 134.64 3 0 11 78 2021-10-19 $31.32 $26.00 21.0% 6.0% 12.8% 0.0% 0.0% -12.9% 0.3% 815 -20.1K -79 0.00 134.47 1 0 11 78 2021-10-20 $31.58 $26.00 26.1% 7.5% 11.8% 0.0% 21.2% -1.2% 2.3% 1.5K -30.0K -75 14.11 136.57 9 127 14 78 2021-10-21 $31.33 $26.00 23.1% 6.6% 11.5% 0.0% 28.8% -8.6% -3.9% 697 -25.4K -119 12.70 149.83 10 127 14 78 2021-10-22 $31.12 $26.00 30.5% 8.8% 11.8% 0.0% 30.3% 2.2% -2.0% 565 -25.7K -129 12.70 137.23 10 127 15 78 2021-10-25 $31.59 $26.00 30.4% 8.7% 11.5% 0.0% 33.1% 1.7% 6.5% 732 -29.7K -112 12.70 153.22 10 127 15 78 2021-10-26 $31.37 $26.00 36.7% 10.5% 11.6% 0.0% 45.4% 3.7% -9.4% 915 -29.4K -96 11.55 148.53 11 127 15 78 2021-10-27 $30.58 $26.00 24.6% 7.0% 15.5% 0.0% 31.7% -1.8% -6.7% 706 -24.7K -125 7.94 146.83 16 127 16 78 2021-10-28 $30.28 $26.00 26.2% 7.5% 16.1% 0.0% 29.7% -0.5% -0.9% 908 -34.7K -154 8.47 150.73 15 127 21 78 2021-10-29 $29.79 $26.00 27.9% 8.0% 16.5% 0.0% 35.4% -1.0% -7.2% 986 -32.3K -159 5.08 150.73 25 127 22 78
« Sep 2021 | All History | Nov 2021 » Home CRAK History October 2021