CRAK Options History — January 2022

Name: CRAK Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, CRAK traded between $27.64 and $30.00. ATM implied volatility averaged 37.2%. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 14.8% (HV 20d: 22.4%). 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 6 of 20 days. Put/call ratio averaged 2.57.

Notable Days

2022-01-19: Highest Volume — 89 contracts
2022-01-26: Largest IV spike — 98.2% change
2022-01-21: Largest Expected Move — 18.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.78	$27.64	$30.00	$27.64	$28.44
Max Pain	$26.55	$26.00	$28.00	$28.00	$26.00
ATM IV	37.2%	21.5%	64.3%	39.0%	27.3%
Expected Move	9.3%	4.6%	18.4%	11.2%	7.8%
HV 20d	22.4%	14.5%	26.7%	23.3%	26.7%
HV 60d	21.9%	20.5%	23.6%	20.5%	23.6%
Term Structure	-7.0%	-31.8%	18.0%	-5.6%	-2.2%
VWIV	54.9%	23.5%	95.5%	71.6%	30.2%
Skew 25d	-0.8%	-25.8%	17.5%	-25.8%	5.1%
Skew 10d	2.3%	-16.1%	26.9%	-16.1%	2.4%
Call IV 25d	39.8%	17.3%	91.5%	61.3%	29.1%
Put IV 25d	38.9%	22.4%	102.8%	35.5%	34.2%
Bid-Ask Spread %	143.97	122.59	157.61	148.63	147.15
Gamma HHI	0.54	0.44	0.68	0.47	0.49
Net GEX	3.8K	2.4K	5.3K	2.4K	4.4K
Net DEX	-59.2K	-84.9K	-28.9K	-28.9K	-48.0K
Net VEX	-256	-283	-199	-209	-199
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.57	2.18	2.77	2.77	2.65
Total Volume	84.95	83	89	83	84
Total OI	68.15	65	72	65	72

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
2022-01-03	$27.64	$0.00	39.0%	11.2%	23.3%	0.0%	71.6%	-25.8%	-5.6%	2.4K	-28.9K	-209	2.77	148.63	22	61	46	19
2022-01-04	$28.06	$0.00	42.5%	12.2%	23.5%	0.0%	91.1%	3.9%	-31.8%	2.9K	-32.0K	-220	2.77	149.25	22	61	46	19
2022-01-05	$28.33	$0.00	55.2%	15.8%	22.2%	0.0%	93.9%	-13.3%	-30.2%	4.1K	-51.8K	-269	2.77	148.84	22	61	46	19
2022-01-06	$28.63	$0.00	38.1%	4.6%	22.5%	0.0%	55.6%	17.5%	6.0%	3.4K	-58.7K	-279	2.77	133.69	22	61	46	19
2022-01-07	$28.93	$0.00	24.4%	4.9%	22.0%	0.0%	36.6%	5.1%	0.5%	3.5K	-64.3K	-281	2.77	122.59	22	61	46	19
2022-01-10	$28.81	$0.00	47.4%	6.6%	22.1%	0.0%	67.6%	2.8%	10.2%	3.2K	-57.4K	-279	2.77	148.38	22	61	46	19
2022-01-11	$29.60	$0.00	60.4%	6.4%	23.0%	0.0%	68.7%	4.7%	4.5%	4.4K	-61.7K	-256	2.77	136.91	22	61	46	19
2022-01-12	$29.97	$0.00	27.7%	7.9%	23.1%	0.0%	95.5%	-22.8%	-5.4%	4.5K	-69.5K	-269	2.77	134.65	22	61	46	19
2022-01-13	$29.91	$0.00	28.3%	8.1%	22.6%	0.0%	45.3%	-16.6%	-11.6%	4.0K	-71.1K	-267	2.44	145.91	25	61	46	19
2022-01-14	$30.00	$28.00	29.7%	8.5%	21.8%	0.0%	39.4%	6.7%	-11.4%	5.0K	-80.8K	-272	2.44	131.19	25	61	49	19
2022-01-18	$29.80	$28.00	21.5%	6.2%	20.9%	0.0%	34.7%	-11.4%	1.2%	4.9K	-75.3K	-265	2.26	144.98	27	61	49	19
2022-01-19	$29.97	$28.00	24.4%	7.0%	14.5%	0.0%	23.5%	0.6%	-2.4%	5.2K	-84.9K	-264	2.18	144.91	28	61	51	19
2022-01-20	$29.38	$26.00	33.5%	9.6%	16.3%	0.0%	42.0%	0.1%	-7.4%	5.3K	-77.2K	-269	2.18	145.72	28	61	52	19
2022-01-21	$28.65	$26.00	64.3%	18.4%	19.5%	0.0%	47.9%	4.4%	-26.3%	3.7K	-62.8K	-266	2.18	146.52	28	61	52	19
2022-01-24	$27.67	$26.00	33.9%	9.7%	23.7%	0.0%	52.6%	-3.6%	-10.0%	3.0K	-47.2K	-252	2.26	146.31	27	61	52	19
2022-01-25	$28.30	$26.00	29.1%	8.3%	24.7%	0.0%	36.0%	12.3%	18.0%	3.9K	-57.7K	-259	2.65	157.61	23	61	52	19
2022-01-26	$28.05	$26.00	57.6%	16.5%	25.0%	0.0%	79.1%	11.3%	-24.2%	2.7K	-63.8K	-283	2.65	149.57	23	61	53	19
2022-01-27	$27.71	$26.00	36.1%	10.4%	25.4%	0.0%	55.8%	1.3%	-9.4%	3.0K	-42.8K	-221	2.65	149.96	23	61	53	19
2022-01-28	$27.75	$26.00	23.4%	6.7%	25.3%	0.0%	30.8%	1.0%	-1.7%	3.3K	-47.9K	-235	2.65	146.70	23	61	53	19
2022-01-31	$28.44	$26.00	27.3%	7.8%	26.7%	0.0%	30.2%	5.1%	-2.2%	4.4K	-48.0K	-199	2.65	147.15	23	61	53	19