CRAK Options History — November 2021 In November 2021, CRAK traded between $26.67 and $30.29. ATM implied volatility averaged 34.4%. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 16.9% (HV 20d: 17.4%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 4.48.
Notable Days 2021-11-19 : Highest Volume — 157 contracts2021-11-15 : Largest IV spike — 48.3% change2021-11-02 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.90 $26.67 $30.29 $30.08 $26.67 Max Pain $27.10 $26.00 $28.00 $26.00 $27.00 ATM IV 34.4% 23.3% 53.8% 46.4% 29.1% Expected Move 8.9% 6.7% 13.3% 13.3% 8.3% HV 20d 17.4% 16.2% 20.4% 16.7% 20.1% HV 60d 19.9% 19.1% 20.9% 19.5% 20.6% Term Structure -3.3% -21.7% 18.3% -9.2% 18.1% VWIV 33.4% 26.1% 54.7% 48.2% 41.9% Skew 25d -1.9% -21.7% 14.1% -8.6% -21.7% Skew 10d -9.3% -33.2% 12.0% -13.2% -1.0% Call IV 25d 35.0% 18.7% 62.6% 52.4% 62.6% Put IV 25d 33.1% 24.0% 56.2% 43.8% 40.9% Bid-Ask Spread % 141.25 123.14 153.53 145.66 143.13 Gamma HHI 0.47 0.29 0.70 0.46 0.35 Net GEX 1.6K 180 2.4K 1.3K 757 Net DEX -40.1K -55.7K -17.4K -49.8K -22.3K Net VEX -257 -315 -225 -267 -315 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.48 3.63 5.08 5.08 3.63 Total Volume 149 134 157 152 139 Total OI 111.5 106 119 111 118
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 2021-11-02 $30.08 $26.00 46.4% 13.3% 16.7% 0.0% 48.2% -8.6% -9.2% 1.3K -49.8K -267 5.08 145.66 25 127 33 78 2021-11-03 $29.94 $26.00 45.9% 13.2% 16.3% 0.0% 54.7% 0.4% -12.1% 1.8K -49.7K -264 5.08 153.53 25 127 33 78 2021-11-04 $29.69 $27.00 48.0% 7.1% 16.5% 0.0% 26.7% -9.0% 0.2% 1.8K -46.4K -261 5.08 143.86 25 127 33 78 2021-11-05 $30.19 $27.00 49.5% 9.8% 17.6% 0.0% 29.1% 6.8% -10.8% 1.5K -50.3K -251 5.08 135.08 25 127 33 78 2021-11-08 $30.29 $27.00 53.8% 9.7% 17.3% 0.0% 31.6% -6.3% -12.0% 2.4K -55.7K -225 4.88 144.83 26 127 33 78 2021-11-09 $30.29 $27.00 38.9% 8.4% 17.2% 0.0% 27.3% 11.6% -7.1% 2.0K -55.2K -248 4.88 128.27 26 127 34 78 2021-11-10 $30.00 $28.00 23.3% 6.7% 17.0% 0.0% 29.6% 4.0% -2.8% 2.3K -51.0K -235 4.88 141.09 26 127 33 78 2021-11-11 $29.84 $28.00 23.4% 6.7% 17.0% 0.0% 28.7% 1.3% -4.0% 2.2K -47.6K -239 4.88 143.91 26 127 33 78 2021-11-12 $29.69 $28.00 24.9% 7.1% 16.4% 0.0% 28.2% 0.1% -8.0% 2.1K -45.8K -237 4.70 140.50 27 127 33 78 2021-11-15 $29.47 $28.00 36.9% 10.6% 16.2% 0.0% 32.3% -12.1% -12.2% 2.2K -45.3K -261 4.38 146.21 29 127 36 78 2021-11-16 $29.20 $27.00 24.7% 7.1% 16.4% 0.0% 29.5% 4.7% -5.8% 2.3K -44.5K -265 4.38 142.73 29 127 37 78 2021-11-17 $28.73 $27.00 24.1% 6.9% 16.8% 0.0% 27.3% -9.0% -3.3% 1.8K -40.8K -251 4.38 139.53 29 127 37 78 2021-11-18 $28.45 $27.00 27.7% 7.9% 16.2% 0.0% 29.4% 9.5% 0.4% 1.5K -34.1K -261 4.38 140.68 29 127 37 78 2021-11-19 $27.74 $27.00 31.4% 9.0% 17.7% 0.0% 29.5% -3.2% 6.5% 1.1K -31.9K -251 4.41 123.14 29 128 41 78 2021-11-22 $27.73 $27.00 27.9% 8.0% 17.8% 0.0% 26.1% 9.8% -6.6% 925 -26.1K -247 3.89 128.82 28 109 40 66 2021-11-23 $28.09 $27.00 36.5% 10.5% 17.5% 0.0% 31.5% 0.5% -21.7% 1.6K -33.1K -254 3.76 140.40 29 109 40 66 2021-11-24 $28.09 $27.00 36.9% 10.6% 17.6% 0.0% 37.4% -21.2% 1.0% 1.7K -37.1K -280 3.76 153.40 29 109 41 66 2021-11-26 $26.98 $27.00 32.7% 9.4% 20.4% 0.0% 42.6% 14.1% 4.6% 537 -17.4K -287 4.36 145.72 25 109 41 66 2021-11-29 $26.92 $27.00 25.2% 7.2% 20.4% 0.0% 37.3% -9.6% 18.3% 180 -17.7K -249 3.63 144.51 30 109 42 66 2021-11-30 $26.67 $27.00 29.1% 8.3% 20.1% 0.0% 41.9% -21.7% 18.1% 757 -22.3K -315 3.63 143.13 30 109 52 66
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