CRAK Options History — April 2022 In April 2022, CRAK traded between $29.49 and $31.46. ATM implied volatility averaged 36.2%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 18.7% (HV 20d: 17.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.01.
Notable Days 2022-04-01 : Highest Volume — 134 contracts2022-04-18 : Largest IV spike — 82.2% change2022-04-12 : Highest IV Rank — 100.0%2022-04-18 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.40 $29.49 $31.46 $30.33 $30.17 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 36.2% 20.3% 68.7% 34.0% 34.9% Expected Move 8.3% 5.8% 13.5% 6.6% 10.0% HV 20d 17.6% 13.0% 25.3% 19.7% 25.3% HV 60d 23.8% 22.3% 24.5% 24.5% 24.3% IV Rank 33.1% 0.3% 100.0% 28.5% 30.5% IV Percentile 51.9% 0.7% 99.3% 55.2% 58.8% Term Structure -3.3% -28.6% 16.8% -11.3% 9.1% VWIV 33.6% 23.5% 48.2% 31.8% 26.7% Skew 25d 2.3% -14.2% 13.8% 4.4% -4.6% Skew 10d 0.6% -8.0% 15.1% -2.6% 1.1% Call IV 25d 30.9% 21.3% 55.1% 32.9% 45.9% Put IV 25d 33.2% 22.1% 56.2% 37.3% 41.3% Bid-Ask Spread % 134.18 102.08 154.50 144.06 131.18 Gamma HHI 0.48 0.37 0.70 0.38 0.39 Net GEX 16.8K 11.7K 22.9K 11.7K 19.7K Net DEX -194.5K -305.2K -125.4K -132.7K -257.1K Net VEX -786 -987 -555 -589 -961 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.15 0.01 0.00 Total Volume 84.7 0 134 134 42 Total OI 203.7 152 259 152 259
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 2022-04-01 $30.33 $0.00 34.0% 6.6% 19.7% 28.5% 0.0% 4.4% -11.3% 11.7K -132.7K -589 0.01 144.06 133 1 151 1 2022-04-04 $30.35 $0.00 38.7% 7.5% 19.6% 38.3% 0.0% 2.7% -3.7% 12.6K -159.8K -628 0.01 143.54 133 1 156 1 2022-04-05 $30.09 $0.00 39.8% 7.2% 18.3% 40.5% 0.0% 11.3% -0.8% 11.7K -149.8K -591 0.01 145.30 133 1 156 1 2022-04-06 $30.21 $0.00 59.0% 9.6% 16.2% 80.0% 0.0% 13.8% -20.0% 12.2K -131.9K -579 0.01 144.03 133 1 151 1 2022-04-07 $29.83 $0.00 40.0% 7.7% 17.2% 40.8% 31.8% 1.0% -8.5% 12.0K -125.4K -555 0.01 137.38 94 1 151 1 2022-04-08 $30.16 $30.00 39.1% 6.7% 17.4% 39.0% 23.5% 2.7% -0.2% 17.7K -153.5K -754 0.01 139.20 90 1 201 1 2022-04-11 $29.99 $30.00 56.4% 7.3% 17.6% 74.7% 28.2% 0.7% -1.9% 16.2K -155.5K -735 0.01 141.52 90 1 201 1 2022-04-12 $30.16 $30.00 68.7% 13.2% 16.0% 100.0% 45.5% -14.2% -17.0% 15.8K -186.7K -840 0.01 148.31 90 1 201 1 2022-04-13 $30.74 $30.00 23.9% 6.8% 14.6% 7.6% 45.7% 2.3% 16.8% 13.8K -242.0K -925 0.01 154.50 90 1 201 1 2022-04-14 $30.63 $30.00 25.8% 7.4% 14.7% 11.7% 24.5% 2.6% 11.8% 13.3K -205.9K -861 0.01 147.38 90 1 203 1 2022-04-18 $31.18 $30.00 47.1% 13.5% 14.0% 55.5% 48.2% 1.1% -28.6% 19.0K -191.0K -832 0.00 151.38 87 0 186 0 2022-04-19 $31.26 $30.00 20.3% 5.8% 13.0% 0.3% 28.8% 1.2% -1.0% 21.1K -164.9K -709 0.00 140.06 82 0 187 0 2022-04-20 $31.46 $30.00 25.4% 7.3% 13.1% 10.6% 33.5% 0.9% 8.7% 21.1K -209.4K -851 0.00 113.70 76 0 188 0 2022-04-21 $30.82 $30.00 32.1% 9.2% 15.7% 24.6% 33.3% -2.8% -9.4% 22.9K -251.2K -867 0.00 121.22 76 0 233 0 2022-04-22 $30.57 $30.00 27.6% 7.9% 16.2% 15.3% 26.7% 1.3% -5.4% 21.2K -251.2K -896 0.15 116.78 67 10 233 0 2022-04-25 $29.62 $30.00 28.7% 8.2% 20.0% 17.6% 0.0% 12.5% -4.1% 16.9K -189.3K -823 0.00 102.08 66 0 234 10 2022-04-26 $29.49 $30.00 25.5% 7.3% 20.0% 11.0% 0.0% 5.7% 3.4% 17.1K -195.2K -821 0.00 112.49 51 0 234 10 2022-04-27 $29.93 $30.00 29.5% 8.5% 19.9% 19.3% 0.0% -0.7% -0.4% 19.0K -233.2K -906 0.00 121.20 0 0 249 10 2022-04-28 $30.99 $30.00 28.4% 8.1% 23.3% 17.0% 0.0% 3.5% -3.0% 21.6K -305.2K -987 0.00 128.24 51 0 249 10 2022-04-29 $30.17 $30.00 34.9% 10.0% 25.3% 30.5% 0.0% -4.6% 9.1% 19.7K -257.1K -961 0.00 131.18 42 0 249 10
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