CRAK Options History — October 2022

In October 2022, CRAK traded between $27.90 and $30.32. ATM implied volatility averaged 43.2%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 7.3% (HV 20d: 35.9%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.13.

Notable Days

  • 2022-10-03: Highest Volume — 255 contracts
  • 2022-10-11: Largest IV spike — 150.9% change
  • 2022-10-11: Highest IV Rank — 100.0%
  • 2022-10-18: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.10$27.90$30.32$28.05$30.27
Max Pain$27.71$26.00$28.00$26.00$28.00
ATM IV43.2%29.4%85.5%53.6%43.4%
Expected Move11.8%8.3%16.5%15.4%12.5%
HV 20d35.9%26.5%40.1%36.6%26.5%
HV 60d29.8%28.6%30.3%28.6%29.7%
IV Rank35.3%14.2%100.0%51.4%35.6%
IV Percentile66.4%31.3%100.0%87.3%75.4%
Term Structure-5.3%-35.9%22.8%17.7%-16.8%
VWIV37.9%28.2%58.6%58.6%31.0%
Skew 25d10.2%2.6%29.7%29.7%17.2%
Skew 10d13.2%-4.7%52.0%8.2%17.6%
Call IV 25d34.3%22.4%59.4%44.1%29.7%
Put IV 25d44.5%31.3%73.8%73.8%46.9%
Bid-Ask Spread %117.9870.87151.70129.6790.86
Gamma HHI0.340.270.400.370.37
Net GEX47.7K33.2K68.2K37.4K56.1K
Net DEX-530.7K-801.4K-323.8K-526.1K-567.1K
Net VEX-2.6K-3.8K-1.7K-3.2K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.040.180.040.16
Total Volume130.33384255255102
Total OI1,099.811,0691,1191,0981,073

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$28.05$26.0053.6%15.4%36.6%51.4%58.6%29.7%17.7%37.4K-526.1K-3.2K0.04129.6724691,07820
2022-10-04$29.20$26.0050.0%14.3%39.7%45.9%35.0%7.4%-17.5%40.8K-431.8K-2.2K0.04118.8322291,07820
2022-10-05$29.38$26.0030.3%8.7%39.7%15.6%30.0%4.7%6.4%54.1K-737.4K-3.8K0.1095.618991,07720
2022-10-06$29.16$28.0035.5%8.8%39.6%23.5%35.4%6.8%16.2%47.4K-552.0K-2.8K0.10102.128991,08320
2022-10-07$28.61$28.0054.5%14.3%39.2%52.8%57.2%7.5%6.4%43.4K-567.9K-3.2K0.08135.8211491,08320
2022-10-10$28.37$28.0034.1%8.3%39.1%21.4%28.9%3.8%22.8%39.4K-448.8K-2.6K0.08111.2711491,08220
2022-10-11$27.90$28.0085.5%15.2%37.3%100.0%54.3%4.3%3.7%33.2K-423.5K-2.6K0.15151.70122181,08720
2022-10-12$28.18$28.0036.1%10.3%37.5%24.3%36.2%2.6%3.4%43.0K-561.3K-3.1K0.15127.29122181,09720
2022-10-13$28.81$28.0042.1%12.1%38.0%33.5%42.7%4.9%-13.1%39.8K-423.6K-2.3K0.15121.51122181,09720
2022-10-14$28.03$28.0034.7%10.0%38.9%22.2%34.9%24.9%0.7%35.5K-323.8K-1.7K0.15117.37122181,09720
2022-10-17$28.75$28.0046.5%13.3%39.9%40.3%42.1%6.2%-13.4%45.3K-420.2K-2.1K0.15113.01122181,09720
2022-10-18$28.64$28.0057.7%16.5%39.9%57.4%44.5%14.7%-23.6%43.3K-442.1K-2.3K0.16140.44114181,09720
2022-10-19$29.15$28.0047.9%13.7%40.1%42.3%36.1%10.0%-9.2%44.6K-431.3K-2.0K0.16113.04114181,09920
2022-10-20$29.09$28.0048.0%13.8%39.9%42.5%44.7%6.2%-35.9%43.6K-429.3K-2.0K0.16129.35114181,09920
2022-10-21$29.74$28.0037.0%10.6%33.4%25.7%30.6%10.1%-5.8%59.2K-733.9K-3.2K0.16116.91114181,09920
2022-10-24$29.61$28.0029.9%8.6%31.4%14.9%28.2%4.8%-7.0%61.7K-713.7K-3.4K0.18118.7271131,06415
2022-10-25$29.58$28.0029.4%8.4%31.5%14.2%30.8%6.5%-3.6%49.3K-426.9K-2.0K0.1470.8794131,06915
2022-10-26$30.08$28.0035.4%10.2%29.1%23.3%29.8%10.0%-6.7%56.5K-542.9K-2.3K0.14129.3294131,05415
2022-10-27$30.12$28.0044.5%12.8%28.5%37.3%35.7%20.3%-30.5%60.7K-640.2K-2.6K0.17127.1577131,05415
2022-10-28$30.32$28.0031.6%9.0%28.5%17.4%28.6%11.3%-5.0%68.2K-801.4K-3.3K0.17116.6878131,05715
2022-10-31$30.27$28.0043.4%12.5%26.5%35.6%31.0%17.2%-16.8%56.1K-567.1K-2.4K0.1690.8688141,05815