CRAK Options History — July 2022

In July 2022, CRAK traded between $27.25 and $30.30. ATM implied volatility averaged 45.0%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 11.5% (HV 20d: 33.4%). Max pain ranged from $26.00 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 0.14.

Notable Days

2022-07-14: Highest Volume — 746 contracts
2022-07-12: Largest IV spike — 107.3% change
2022-07-08: Highest IV Rank — 100.0%
2022-07-29: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.55	$27.25	$30.30	$29.56	$30.30
Max Pain	$28.00	$26.00	$30.00	$30.00	$28.00
ATM IV	45.0%	28.9%	85.2%	35.5%	68.0%
Expected Move	11.3%	8.3%	19.5%	10.2%	19.5%
HV 20d	33.4%	27.4%	39.8%	39.1%	27.9%
HV 60d	33.8%	32.7%	34.4%	32.7%	33.2%
IV Rank	41.2%	13.4%	100.0%	31.6%	73.5%
IV Percentile	70.4%	34.3%	100.0%	58.7%	98.1%
Term Structure	-6.0%	-33.8%	17.9%	-8.3%	-33.8%
VWIV	38.5%	28.3%	55.8%	47.6%	50.3%
Skew 25d	9.2%	1.3%	17.2%	17.1%	17.2%
Skew 10d	12.4%	-2.3%	44.1%	-2.3%	7.1%
Call IV 25d	38.8%	24.3%	66.7%	38.3%	24.3%
Put IV 25d	48.0%	37.5%	79.0%	55.4%	41.5%
Bid-Ask Spread %	116.99	98.50	140.91	111.74	135.70
Gamma HHI	0.26	0.17	0.36	0.25	0.36
Net GEX	54.5K	27.8K	79.8K	79.8K	74.4K
Net DEX	-736.9K	-1.1M	-276.9K	-1.1M	-1.1M
Net VEX	-5.4K	-6.8K	-3.2K	-6.8K	-6.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.06	0.19	0.15	0.16
Total Volume	572	222	746	703	224
Total OI	1,637.05	1,204	2,042	1,694	1,312

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
2022-07-01	$29.56	$30.00	35.5%	10.2%	39.1%	31.6%	47.6%	17.1%	-8.3%	79.8K	-1.1M	-6.8K	0.15	111.74	610	93	1,601	93
2022-07-05	$28.48	$26.00	55.5%	13.4%	39.8%	72.9%	33.8%	7.2%	6.5%	72.7K	-939.6K	-6.4K	0.15	111.93	617	93	1,917	93
2022-07-06	$27.82	$28.00	44.6%	8.5%	38.8%	50.5%	28.3%	7.4%	2.3%	49.2K	-704.0K	-5.9K	0.18	111.00	616	113	1,905	113
2022-07-07	$28.43	$28.00	39.6%	10.6%	37.4%	40.0%	35.5%	4.6%	-3.1%	53.8K	-618.5K	-5.0K	0.18	102.96	616	113	1,914	113
2022-07-08	$28.45	$28.00	79.0%	15.7%	37.7%	100.0%	48.0%	12.2%	-8.7%	61.2K	-805.8K	-5.8K	0.18	118.47	616	113	1,912	113
2022-07-11	$28.04	$28.00	41.1%	10.3%	37.7%	35.6%	34.2%	3.7%	-5.1%	46.4K	-553.1K	-4.6K	0.18	98.50	619	113	1,912	113
2022-07-12	$27.60	$28.00	85.2%	9.0%	37.2%	100.0%	28.3%	2.8%	-1.3%	37.4K	-484.5K	-4.5K	0.18	106.38	618	113	1,913	113
2022-07-13	$27.63	$28.00	33.6%	9.6%	34.3%	20.7%	41.6%	11.1%	17.9%	45.5K	-557.7K	-4.9K	0.18	119.76	619	114	1,916	113
2022-07-14	$27.25	$28.00	32.2%	9.2%	33.7%	18.4%	35.2%	10.9%	11.3%	27.8K	-276.9K	-3.2K	0.18	107.32	632	114	1,916	114
2022-07-15	$27.67	$28.00	33.8%	9.7%	34.8%	21.0%	32.8%	12.1%	-13.9%	39.7K	-510.4K	-4.4K	0.19	119.72	602	114	1,928	114
2022-07-18	$28.09	$28.00	41.4%	11.9%	31.7%	32.6%	32.6%	8.8%	-6.5%	44.7K	-679.3K	-5.2K	0.14	124.77	218	31	1,175	29
2022-07-19	$28.86	$28.00	28.9%	8.3%	33.6%	13.4%	31.0%	8.6%	2.2%	57.3K	-758.1K	-5.5K	0.14	119.47	217	31	1,225	29
2022-07-20	$28.94	$28.00	35.6%	10.2%	32.3%	23.8%	38.5%	14.6%	-6.8%	56.0K	-763.5K	-5.5K	0.16	108.72	191	31	1,223	29
2022-07-21	$28.49	$28.00	35.5%	10.2%	31.3%	23.6%	36.3%	1.3%	-2.1%	53.0K	-695.6K	-5.4K	0.06	116.05	510	31	1,226	29
2022-07-22	$28.49	$28.00	40.1%	11.5%	28.7%	30.6%	35.6%	5.1%	-20.7%	53.5K	-693.4K	-5.2K	0.06	132.06	510	31	1,270	29
2022-07-25	$29.01	$28.00	42.5%	12.2%	28.9%	34.3%	43.5%	5.7%	-13.4%	60.5K	-933.6K	-6.1K	0.06	129.92	513	31	1,280	29
2022-07-26	$28.86	$28.00	32.7%	9.4%	27.4%	19.2%	32.5%	12.0%	-1.1%	57.7K	-774.6K	-5.4K	0.06	107.78	507	31	1,281	29
2022-07-27	$29.50	$28.00	57.6%	16.5%	28.4%	57.6%	55.8%	12.3%	-19.1%	56.7K	-982.3K	-6.5K	0.06	140.91	508	31	1,281	29
2022-07-28	$29.61	$28.00	37.0%	10.6%	28.1%	25.8%	47.9%	9.3%	-16.1%	63.8K	-862.1K	-5.7K	0.06	116.72	505	31	1,281	29
2022-07-29	$30.30	$28.00	68.0%	19.5%	27.9%	73.5%	50.3%	17.2%	-33.8%	74.4K	-1.1M	-6.5K	0.16	135.70	193	31	1,283	29