CRAK Options History — June 2022

In June 2022, CRAK traded between $29.40 and $35.87. ATM implied volatility averaged 38.1%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 5.7% (HV 20d: 32.4%). Max pain ranged from $26.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2022-06-16: Highest Volume — 1,047 contracts
  • 2022-06-06: Largest IV spike — 86.8% change
  • 2022-06-24: Highest IV Rank — 94.4%
  • 2022-06-24: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.37$29.40$35.87$33.45$29.67
Max Pain$29.24$26.00$30.00$26.00$30.00
ATM IV38.1%22.2%66.0%47.6%38.4%
Expected Move10.8%6.4%18.9%13.7%11.0%
HV 20d32.4%24.7%39.5%30.8%39.4%
HV 60d28.7%24.8%32.8%25.6%32.8%
IV Rank36.9%4.1%94.4%56.7%37.6%
IV Percentile59.6%6.1%99.0%86.3%67.7%
Term Structure-0.4%-30.8%28.6%-11.0%-3.7%
VWIV41.0%20.9%77.7%37.9%43.3%
Skew 25d5.5%-21.9%33.9%32.8%2.3%
Skew 10d9.1%-12.4%41.6%41.6%6.4%
Call IV 25d35.8%21.1%59.0%21.1%37.0%
Put IV 25d41.3%21.0%75.3%53.9%39.3%
Bid-Ask Spread %122.14109.34140.96140.96120.67
Gamma HHI0.220.150.300.260.24
Net GEX115.0K71.1K168.6K129.0K79.4K
Net DEX-2.4M-3.9M-1.1M-2.6M-1.2M
Net VEX-7.9K-9.2K-6.9K-7.5K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.190.740.290.33
Total Volume660.3333931,047831393
Total OI1,784.6671,4742,3121,4751,694

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$33.45$26.0047.6%13.7%30.8%56.7%37.9%32.8%-11.0%129.0K-2.6M-7.5K0.29140.966461851,283192
2022-06-02$33.67$26.0029.0%7.6%29.3%18.2%23.9%10.5%0.1%127.7K-2.7M-7.2K0.29117.236391851,318192
2022-06-03$34.11$26.0023.8%7.3%27.1%7.4%36.3%-3.6%4.8%110.1K-2.9M-7.4K0.74123.102661971,302192
2022-06-06$34.75$26.0044.4%11.8%27.4%50.0%37.6%-11.8%-7.3%82.8K-3.0M-7.4K0.50121.444022001,270204
2022-06-07$35.87$30.0029.4%6.4%24.7%19.0%27.6%2.8%1.6%120.4K-3.7M-7.4K0.39113.505202021,455207
2022-06-08$35.55$30.0028.7%8.2%24.7%17.5%29.6%3.1%6.7%168.6K-3.9M-8.5K0.44122.284592011,667212
2022-06-09$35.31$30.0022.2%6.4%25.3%4.1%20.9%-1.5%16.0%160.2K-3.9M-9.0K0.45116.964462011,718213
2022-06-10$34.36$30.0026.8%7.7%26.8%13.6%27.7%-1.4%-2.6%148.3K-3.4M-8.7K0.35115.525692011,750213
2022-06-13$32.66$30.0038.5%11.0%30.0%37.7%31.9%11.2%-26.0%148.7K-2.9M-9.2K0.35125.835822051,916213
2022-06-14$32.98$30.0028.9%8.3%30.1%18.0%39.5%3.4%-2.9%154.3K-3.1M-9.1K0.44124.234612051,920210
2022-06-15$32.67$30.0029.9%8.6%29.7%20.1%36.9%-3.2%-3.5%162.3K-2.9M-8.5K0.26114.767962051,919210
2022-06-16$31.02$30.0036.2%10.4%34.7%32.9%36.3%5.0%21.5%142.8K-2.1M-8.3K0.24114.258412062,102210
2022-06-17$30.70$30.0049.8%14.3%34.7%61.1%66.4%12.3%10.6%72.0K-1.8M-8.2K0.25138.908302062,073211
2022-06-21$31.39$30.0037.7%10.8%35.7%36.1%59.9%33.9%28.6%95.9K-1.6M-7.8K0.21125.32440941,43689
2022-06-22$30.49$30.0042.1%12.1%36.1%45.2%43.8%15.9%-1.9%77.8K-1.2M-7.3K0.19109.34512961,46689
2022-06-23$29.40$30.0037.3%10.7%38.0%35.4%44.4%-14.8%1.1%80.1K-1.1M-6.9K0.20115.76483951,56791
2022-06-24$29.90$30.0066.0%18.9%38.4%94.4%77.7%10.7%-14.0%71.1K-1.2M-7.5K0.27126.71348951,56491
2022-06-27$30.60$30.0035.4%10.2%39.5%31.4%37.8%17.2%2.8%95.5K-1.3M-7.3K0.30114.16314951,57591
2022-06-28$30.89$30.0046.3%13.3%39.2%53.8%55.4%-21.9%0.4%99.1K-1.5M-7.9K0.28135.34334951,56991
2022-06-29$30.41$30.0061.5%17.6%39.4%85.2%46.7%12.8%-30.8%88.7K-1.7M-8.4K0.30128.65320971,60291
2022-06-30$29.67$30.0038.4%11.0%39.4%37.6%43.3%2.3%-3.7%79.4K-1.2M-7.0K0.33120.67296971,60193