CRAK Options History — February 2023

In February 2023, CRAK traded between $31.13 and $32.66. ATM implied volatility averaged 24.8%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.6% (HV 20d: 19.2%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2023-02-16: Highest Volume — 20 contracts
2023-02-06: Largest IV spike — 79.1% change
2023-02-01: Highest IV Rank — 46.0%
2023-02-01: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.96	$31.13	$32.66	$32.59	$31.54
Max Pain	$27.26	$27.00	$30.00	$30.00	$29.00
ATM IV	24.8%	17.6%	47.9%	47.9%	20.6%
Expected Move	6.6%	5.0%	13.7%	13.7%	5.9%
HV 20d	19.2%	15.9%	20.5%	15.9%	19.4%
HV 60d	21.6%	20.5%	23.0%	23.0%	20.7%
IV Rank	12.9%	2.5%	46.0%	46.0%	6.9%
IV Percentile	21.2%	2.8%	83.7%	83.7%	7.9%
Term Structure	-1.6%	-20.1%	22.0%	-20.1%	-1.2%
VWIV	19.7%	12.9%	23.3%	12.9%	23.3%
Skew 25d	0.5%	-27.8%	14.7%	1.2%	14.7%
Skew 10d	7.6%	-11.1%	30.2%	3.7%	27.3%
Call IV 25d	23.2%	14.1%	59.8%	59.8%	14.1%
Put IV 25d	23.6%	15.2%	61.0%	61.0%	28.9%
Bid-Ask Spread %	122.04	77.63	144.78	144.78	117.72
Gamma HHI	0.39	0.32	0.46	0.40	0.41
Net GEX	20.3K	14.9K	25.9K	17.2K	21.8K
Net DEX	-182.5K	-232.0K	-134.5K	-201.9K	-156.5K
Net VEX	-567	-681	-456	-649	-473
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	3.684	0	20	0	1
Total OI	189.579	180	202	184	187

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-02-01	$32.59	$30.00	47.9%	13.7%	15.9%	46.0%	0.0%	1.2%	-20.1%	17.2K	-201.9K	-649	144.78	0	0	164	20
2023-02-02	$31.88	$27.00	18.5%	5.0%	18.0%	3.8%	12.9%	7.8%	4.5%	16.7K	-199.9K	-655	124.99	2	0	164	20
2023-02-03	$31.57	$27.00	19.0%	6.4%	18.5%	4.6%	0.0%	7.2%	-1.2%	18.3K	-183.6K	-599	109.52	9	0	165	20
2023-02-06	$31.13	$27.00	34.1%	6.1%	17.8%	26.2%	0.0%	6.3%	-0.8%	15.9K	-138.8K	-567	115.47	0	0	171	20
2023-02-07	$31.81	$27.00	43.3%	5.6%	19.3%	39.3%	0.0%	-4.9%	-5.9%	18.1K	-150.0K	-549	123.37	0	0	171	20
2023-02-08	$31.95	$27.00	36.4%	10.4%	19.3%	29.5%	0.0%	2.9%	-9.8%	14.9K	-204.0K	-681	140.93	0	0	171	20
2023-02-09	$31.75	$27.00	19.7%	5.6%	19.4%	5.5%	0.0%	-1.7%	-1.4%	21.3K	-178.1K	-551	127.78	18	0	171	20
2023-02-10	$32.45	$27.00	21.8%	6.2%	19.9%	8.5%	0.0%	4.3%	-3.2%	21.9K	-229.6K	-631	126.92	0	0	173	20
2023-02-13	$32.59	$27.00	23.1%	6.6%	19.9%	10.4%	20.5%	0.7%	-0.7%	22.7K	-232.0K	-587	118.36	8	0	173	20
2023-02-14	$32.66	$27.00	31.3%	9.0%	19.9%	22.2%	0.0%	-27.8%	-6.9%	21.2K	-218.1K	-610	140.16	0	0	181	20
2023-02-15	$32.30	$27.00	19.1%	5.5%	20.3%	4.8%	0.0%	1.3%	0.0%	23.0K	-215.7K	-583	125.77	1	0	181	20
2023-02-16	$32.35	$27.00	17.8%	5.1%	19.4%	2.8%	0.0%	-5.5%	22.0%	25.9K	-227.3K	-542	116.83	20	0	182	20
2023-02-17	$31.97	$27.00	18.7%	5.4%	19.3%	4.2%	0.0%	-0.2%	3.8%	21.8K	-168.2K	-576	129.92	0	0	182	20
2023-02-21	$31.90	$27.00	17.6%	5.0%	19.1%	2.5%	0.0%	2.3%	2.5%	22.1K	-165.7K	-542	117.74	0	0	177	3
2023-02-22	$31.48	$27.00	21.7%	6.2%	19.3%	8.4%	22.1%	-4.5%	-8.6%	19.2K	-142.9K	-489	131.34	4	0	177	3
2023-02-23	$32.00	$27.00	19.4%	5.6%	20.5%	5.2%	0.0%	2.2%	-0.5%	22.6K	-175.3K	-568	77.63	3	0	177	3
2023-02-24	$31.57	$27.00	21.0%	6.0%	19.9%	7.4%	0.0%	1.0%	-2.1%	18.9K	-134.5K	-456	121.32	0	0	180	3
2023-02-27	$31.82	$27.00	20.8%	6.0%	20.2%	7.2%	23.3%	1.5%	-1.2%	21.9K	-144.8K	-462	108.25	0	4	180	3
2023-02-28	$31.54	$29.00	20.6%	5.9%	19.4%	6.9%	0.0%	14.7%	-1.2%	21.8K	-156.5K	-473	117.72	1	0	180	7