CRAK Options History — December 2022

In December 2022, CRAK traded between $30.35 and $33.47. ATM implied volatility averaged 31.3%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 6.9% (HV 20d: 24.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.27.

Notable Days

2022-12-06: Highest Volume — 51 contracts
2022-12-02: Largest IV spike — 163.1% change
2022-12-02: Highest IV Rank — 53.7%
2022-12-02: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.37	$30.35	$33.47	$33.47	$31.22
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	31.3%	16.7%	55.3%	21.0%	27.2%
Expected Move	9.4%	4.8%	15.8%	6.0%	7.8%
HV 20d	24.4%	22.5%	27.5%	25.6%	23.6%
HV 60d	28.6%	24.7%	31.0%	30.4%	24.7%
IV Rank	18.1%	0.0%	53.7%	1.2%	15.3%
IV Percentile	35.6%	0.0%	88.9%	0.8%	21.8%
Term Structure	0.2%	-33.4%	24.9%	19.1%	-4.7%
VWIV	20.2%	11.0%	30.1%	30.1%	19.7%
Skew 25d	4.2%	-16.1%	15.5%	14.7%	9.5%
Skew 10d	8.9%	-14.5%	70.7%	0.3%	7.7%
Call IV 25d	23.1%	13.1%	43.8%	15.4%	13.1%
Put IV 25d	27.3%	18.0%	35.6%	30.1%	22.6%
Bid-Ask Spread %	138.29	116.92	152.47	123.69	129.78
Gamma HHI	0.34	0.21	0.70	0.70	0.21
Net GEX	45.3K	11.9K	137.0K	137.0K	14.4K
Net DEX	-536.8K	-1.4M	-153.5K	-1.4M	-206.8K
Net VEX	-1.1K	-2.7K	-771	-2.3K	-894
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	3.33	0.00	0.00
Total Volume	13.762	0	51	1	0
Total OI	758.238	173	1,221	1,108	220

Daily Data (21 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
2022-12-01	$33.47	$30.00	21.0%	6.0%	25.6%	1.2%	30.1%	14.7%	19.1%	137.0K	-1.4M	-2.3K	0.00	123.69	1	0	1,061	47
2022-12-02	$32.88	$30.00	55.3%	15.8%	26.5%	53.7%	0.0%	-2.6%	-33.4%	82.1K	-1.4M	-2.7K	0.00	128.58	0	0	1,059	47
2022-12-05	$31.91	$30.00	32.4%	11.0%	27.5%	18.7%	0.0%	7.7%	-6.2%	100.3K	-974.3K	-1.7K	0.00	143.69	11	0	1,059	48
2022-12-06	$31.53	$30.00	24.0%	10.9%	27.4%	5.8%	0.0%	12.0%	-3.2%	61.0K	-667.7K	-1.1K	0.00	142.46	51	0	1,070	48
2022-12-07	$31.47	$30.00	42.5%	10.1%	27.4%	34.2%	0.0%	12.6%	-5.8%	75.2K	-709.1K	-1.3K	0.11	142.66	9	1	1,119	48
2022-12-08	$31.03	$30.00	29.4%	13.5%	26.2%	14.2%	0.0%	-9.6%	-9.3%	50.0K	-563.7K	-839	0.00	146.60	0	0	1,128	48
2022-12-09	$30.76	$30.00	33.3%	13.7%	24.3%	20.0%	0.0%	-8.3%	-10.6%	49.8K	-535.2K	-853	0.00	147.51	40	0	1,128	48
2022-12-12	$31.44	$30.00	33.1%	7.1%	23.4%	19.8%	0.0%	-16.1%	6.3%	55.3K	-689.6K	-945	0.00	144.56	2	0	1,168	48
2022-12-13	$31.80	$30.00	46.3%	10.9%	23.8%	40.0%	11.0%	7.5%	-1.2%	58.4K	-765.3K	-867	0.00	148.36	10	0	1,168	48
2022-12-14	$31.64	$30.00	35.2%	10.1%	23.2%	23.0%	0.0%	4.5%	2.5%	56.5K	-745.0K	-840	0.00	147.41	1	0	1,173	48
2022-12-15	$31.37	$30.00	48.4%	13.9%	22.8%	43.1%	17.1%	13.0%	-7.2%	54.8K	-673.3K	-777	0.04	145.44	48	2	1,170	48
2022-12-16	$31.27	$30.00	39.4%	11.3%	22.7%	29.4%	0.0%	15.5%	-3.2%	51.0K	-531.4K	-771	0.00	146.75	20	0	1,136	46
2022-12-19	$30.35	$30.00	24.7%	7.1%	24.7%	6.9%	23.3%	4.3%	-1.8%	13.9K	-182.4K	-830	3.33	127.95	9	30	171	2
2022-12-20	$30.87	$30.00	25.7%	7.4%	25.5%	8.4%	22.0%	0.5%	19.4%	12.2K	-153.5K	-898	0.00	144.03	0	5	175	32
2022-12-21	$30.96	$30.00	19.5%	5.6%	22.5%	0.0%	18.4%	5.6%	2.7%	12.7K	-171.8K	-906	0.00	116.92	9	0	175	37
2022-12-22	$30.55	$30.00	25.7%	7.4%	22.7%	9.4%	0.0%	9.3%	4.9%	11.9K	-180.0K	-924	0.00	140.89	0	0	183	37
2022-12-23	$30.96	$30.00	20.1%	5.8%	23.2%	0.8%	0.0%	3.9%	6.7%	13.8K	-196.1K	-985	0.00	128.70	0	0	183	37
2022-12-27	$31.30	$30.00	16.7%	4.8%	23.2%	0.0%	19.7%	-2.8%	-1.3%	16.5K	-199.3K	-861	0.00	128.44	0	30	183	37
2022-12-28	$30.80	$30.00	17.3%	5.0%	23.3%	0.9%	0.0%	-1.7%	6.1%	12.0K	-169.7K	-868	0.00	127.25	10	0	183	37
2022-12-29	$31.21	$30.00	40.2%	11.5%	23.6%	34.2%	0.0%	9.6%	24.9%	12.0K	-173.7K	-817	0.00	152.47	0	0	183	37
2022-12-30	$31.22	$30.00	27.2%	7.8%	23.6%	15.3%	0.0%	9.5%	-4.7%	14.4K	-206.8K	-894	0.00	129.78	0	0	183	37