CRAK Options History — February 2022

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

In February 2022, CRAK traded between $27.18 and $29.55. ATM implied volatility averaged 36.0%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 11.8% (HV 20d: 24.2%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.84.

Notable Days

2022-02-16: Highest Volume — 85 contracts
2022-02-25: Largest IV spike — 131.6% change
2022-02-25: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.76	$27.18	$29.55	$28.82	$27.61
Max Pain	$26.89	$26.00	$27.00	$26.00	$27.00
ATM IV	36.0%	22.1%	59.6%	34.6%	48.7%
Expected Move	9.9%	6.3%	17.1%	9.9%	14.0%
HV 20d	24.2%	19.5%	26.5%	26.3%	22.0%
HV 60d	23.5%	22.4%	24.1%	23.8%	23.2%
Term Structure	-4.9%	-30.5%	19.5%	-4.1%	-17.1%
VWIV	36.2%	23.2%	67.3%	26.9%	32.5%
Skew 25d	-1.4%	-26.6%	26.6%	4.7%	-20.0%
Skew 10d	0.1%	-43.4%	35.7%	2.8%	17.1%
Call IV 25d	34.1%	16.0%	59.6%	29.4%	58.2%
Put IV 25d	32.7%	20.6%	56.9%	34.1%	38.2%
Bid-Ask Spread %	134.00	109.76	146.65	146.65	142.69
Gamma HHI	0.56	0.44	0.71	0.55	0.47
Net GEX	4.8K	2.2K	8.5K	4.8K	2.7K
Net DEX	-62.0K	-80.1K	-24.5K	-64.9K	-35.2K
Net VEX	-213	-267	-132	-253	-166
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.84	2.54	4.07	2.65	3.33
Total Volume	81.316	65	85	84	65
Total OI	72.421	69	76	72	76

Daily Data (19 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
2022-02-01	$28.82	$26.00	34.6%	9.9%	26.3%	0.0%	26.9%	4.7%	-4.1%	4.8K	-64.9K	-253	2.65	146.65	23	61	53	19
2022-02-02	$28.85	$26.00	34.1%	9.8%	25.8%	0.0%	48.7%	2.2%	-4.8%	4.5K	-63.4K	-241	2.65	131.34	23	61	53	19
2022-02-03	$28.76	$27.00	54.9%	13.4%	25.7%	0.0%	32.3%	26.6%	-5.8%	3.2K	-65.4K	-267	2.65	128.93	23	61	53	19
2022-02-04	$29.08	$27.00	45.9%	13.1%	25.7%	0.0%	35.6%	0.4%	-30.5%	3.8K	-77.6K	-249	2.65	109.76	23	61	53	19
2022-02-07	$29.55	$27.00	32.3%	6.9%	26.1%	0.0%	23.2%	-5.1%	-5.2%	6.4K	-75.2K	-229	2.65	128.59	23	61	53	19
2022-02-08	$29.15	$27.00	40.0%	9.5%	26.5%	0.0%	32.2%	-5.4%	-14.6%	5.6K	-73.4K	-247	2.65	120.89	23	61	53	19
2022-02-09	$29.55	$27.00	24.2%	6.9%	25.1%	0.0%	23.7%	-5.2%	-4.9%	6.9K	-74.2K	-217	2.65	132.15	23	61	53	19
2022-02-10	$29.36	$27.00	22.1%	6.3%	24.8%	0.0%	24.2%	-2.4%	-0.9%	6.1K	-76.8K	-226	2.65	131.28	23	61	53	19
2022-02-11	$29.22	$27.00	22.5%	6.4%	24.8%	0.0%	57.2%	-2.7%	-2.9%	5.3K	-76.7K	-238	2.65	144.36	23	61	54	19
2022-02-14	$29.12	$27.00	26.9%	7.7%	24.8%	0.0%	67.3%	15.5%	1.3%	8.5K	-78.0K	-221	2.65	144.40	23	61	54	19
2022-02-15	$29.46	$27.00	34.9%	10.0%	25.1%	0.0%	32.2%	-0.8%	4.1%	4.3K	-75.7K	-241	2.65	126.48	23	61	54	19
2022-02-16	$29.47	$27.00	28.7%	8.2%	25.0%	0.0%	36.8%	-19.0%	3.9%	4.9K	-80.1K	-235	2.54	139.01	24	61	54	19
2022-02-17	$28.93	$27.00	22.1%	6.3%	24.9%	0.0%	27.6%	0.5%	19.5%	6.3K	-60.6K	-182	2.54	119.03	24	61	55	19
2022-02-18	$28.49	$27.00	26.6%	7.6%	23.8%	0.0%	25.3%	9.0%	-4.7%	5.4K	-59.3K	-185	2.54	141.85	24	61	55	19
2022-02-22	$28.34	$27.00	49.1%	14.1%	20.2%	0.0%	41.1%	14.3%	-9.8%	4.3K	-46.4K	-189	3.21	142.12	19	61	51	19
2022-02-23	$27.85	$27.00	50.2%	14.4%	19.5%	0.0%	44.6%	-26.6%	-13.0%	3.0K	-33.4K	-148	3.21	140.23	19	61	51	19
2022-02-24	$27.18	$27.00	25.7%	7.4%	21.1%	0.0%	43.6%	0.1%	9.6%	2.2K	-24.5K	-132	4.07	140.25	15	61	50	19
2022-02-25	$27.72	$27.00	59.6%	17.1%	22.0%	0.0%	33.4%	-12.2%	-14.1%	3.1K	-37.1K	-177	3.33	136.06	15	50	56	19
2022-02-28	$27.61	$27.00	48.7%	14.0%	22.0%	0.0%	32.5%	-20.0%	-17.1%	2.7K	-35.2K	-166	3.33	142.69	15	50	56	20