CRAK Options History — December 2021

Name: CRAK Options Analytics - December 2021
Creator: Options Analysis Suite

In December 2021, CRAK traded between $26.14 and $27.99. ATM implied volatility averaged 33.1%. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 9.5% (HV 20d: 23.5%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 3.04.

Notable Days

2021-12-16: Highest Volume — 142 contracts
2021-12-07: Largest IV spike — 67.1% change
2021-12-15: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.14	$26.14	$27.99	$26.79	$27.12
Max Pain	$24.69	$24.00	$27.00	$27.00	$24.00
ATM IV	33.1%	20.2%	59.9%	21.9%	25.6%
Expected Move	9.1%	5.5%	13.3%	6.3%	7.3%
HV 20d	23.5%	19.6%	27.6%	19.6%	22.5%
HV 60d	20.4%	19.4%	20.9%	20.4%	20.1%
Term Structure	-3.0%	-23.9%	29.2%	18.6%	-4.8%
VWIV	52.2%	24.2%	71.5%	31.0%	59.0%
Skew 25d	-0.7%	-39.4%	15.6%	-39.4%	1.8%
Skew 10d	0.1%	-35.6%	17.1%	-24.3%	2.2%
Call IV 25d	38.3%	20.5%	69.5%	69.5%	28.1%
Put IV 25d	37.6%	25.1%	54.9%	30.1%	29.9%
Bid-Ask Spread %	140.63	112.11	152.36	137.18	145.67
Gamma HHI	0.40	0.30	0.54	0.37	0.46
Net GEX	1.3K	-2.4K	2.3K	798	2.1K
Net DEX	-26.8K	-46.8K	-16.3K	-22.1K	-26.7K
Net VEX	-249	-326	-189	-296	-228
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.04	2.18	3.63	3.52	2.77
Total Volume	118.409	83	142	140	83
Total OI	94.818	59	120	118	65

Daily Data (22 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
2021-12-01	$26.79	$27.00	21.9%	6.3%	19.6%	0.0%	31.0%	-39.4%	18.6%	798	-22.1K	-296	3.52	137.18	31	109	52	66
2021-12-02	$27.24	$27.00	27.8%	8.0%	21.2%	0.0%	41.7%	-26.3%	17.3%	1.1K	-28.8K	-287	3.63	143.40	30	109	52	66
2021-12-03	$27.01	$27.00	27.9%	8.0%	21.2%	0.0%	43.3%	-7.2%	20.4%	1.1K	-25.1K	-296	3.63	141.87	30	109	52	66
2021-12-06	$27.34	$24.00	31.8%	12.9%	20.6%	0.0%	52.5%	3.5%	-23.9%	1.1K	-32.8K	-296	3.63	143.54	30	109	52	66
2021-12-07	$27.99	$24.00	53.0%	11.9%	22.8%	0.0%	53.7%	7.1%	-16.8%	2.3K	-46.8K	-326	3.63	147.13	30	109	52	66
2021-12-08	$27.95	$24.00	39.8%	7.7%	22.8%	0.0%	48.5%	0.9%	4.6%	2.3K	-36.6K	-238	3.63	143.94	30	109	52	66
2021-12-09	$27.57	$24.00	59.9%	12.6%	23.0%	0.0%	56.8%	5.7%	-6.8%	1.8K	-34.5K	-284	3.41	137.48	32	109	52	66
2021-12-10	$27.57	$24.00	31.2%	5.5%	23.0%	0.0%	61.1%	6.3%	1.7%	1.6K	-33.1K	-277	3.41	112.11	32	109	54	66
2021-12-13	$27.22	$24.00	30.6%	11.1%	23.2%	0.0%	55.2%	-1.9%	-23.3%	816	-24.7K	-257	3.41	146.35	32	109	53	66
2021-12-14	$27.16	$24.00	34.2%	9.4%	23.2%	0.0%	48.4%	15.6%	-5.9%	466	-22.5K	-239	3.41	143.88	32	109	53	66
2021-12-15	$26.91	$24.00	46.3%	13.3%	23.2%	0.0%	58.4%	-10.3%	-22.4%	356	-21.4K	-255	3.41	141.63	32	109	53	66
2021-12-16	$27.51	$24.00	24.8%	7.1%	24.5%	0.0%	24.2%	4.6%	29.2%	1.2K	-25.8K	-234	3.30	118.70	33	109	53	66
2021-12-17	$27.09	$24.00	26.6%	7.6%	24.8%	0.0%	58.1%	5.6%	10.5%	-2.4K	-24.7K	-239	3.30	149.34	33	109	53	66
2021-12-20	$26.14	$0.00	35.3%	10.1%	26.3%	0.0%	52.8%	-2.6%	-20.5%	1.2K	-16.3K	-199	2.18	143.32	28	61	40	19
2021-12-21	$26.69	$0.00	22.0%	6.3%	27.6%	0.0%	44.4%	2.3%	-5.2%	1.5K	-25.1K	-233	2.18	135.88	28	61	40	19
2021-12-22	$26.76	$0.00	31.8%	9.1%	27.1%	0.0%	42.2%	1.9%	-9.4%	1.4K	-23.6K	-227	2.18	130.63	28	61	40	19
2021-12-23	$26.74	$0.00	43.9%	12.6%	27.1%	0.0%	64.7%	2.5%	-9.4%	1.5K	-23.1K	-231	2.18	152.36	28	61	40	19
2021-12-27	$27.04	$0.00	20.2%	5.8%	23.5%	0.0%	53.2%	8.2%	8.8%	1.6K	-19.6K	-189	2.26	142.39	27	61	40	19
2021-12-28	$27.04	$0.00	33.7%	9.7%	23.5%	0.0%	63.3%	-9.7%	-13.6%	2.2K	-27.0K	-220	2.26	141.58	27	61	41	19
2021-12-29	$27.19	$0.00	27.1%	7.8%	23.3%	0.0%	63.9%	4.2%	-5.4%	1.7K	-24.1K	-207	2.77	145.53	22	61	41	19
2021-12-30	$27.07	$0.00	32.1%	9.2%	23.3%	0.0%	71.5%	12.6%	-9.7%	2.3K	-25.3K	-228	2.77	149.95	22	61	46	19
2021-12-31	$27.12	$0.00	25.6%	7.3%	22.5%	0.0%	59.0%	1.8%	-4.8%	2.1K	-26.7K	-228	2.77	145.67	22	61	46	19