CRAK Options History — April 2023

In April 2023, CRAK traded between $30.57 and $32.44. ATM implied volatility averaged 23.8%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 3.5% (HV 20d: 20.3%). Max pain ranged from $25.00 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 0.22.

Notable Days

2023-04-18: Highest Volume — 13 contracts
2023-04-10: Largest IV spike — 232.7% change
2023-04-10: Highest IV Rank — 59.9%
2023-04-10: Largest Expected Move — 12.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.57	$30.57	$32.44	$32.44	$30.76
Max Pain	$25.79	$25.00	$30.00	$30.00	$25.00
ATM IV	23.8%	16.4%	57.6%	18.9%	21.2%
Expected Move	6.6%	4.7%	12.6%	5.4%	6.1%
HV 20d	20.3%	17.7%	24.3%	23.5%	17.7%
HV 60d	20.4%	20.2%	20.6%	20.3%	20.3%
IV Rank	11.5%	0.9%	59.9%	4.4%	7.7%
IV Percentile	21.2%	0.8%	92.5%	6.0%	15.9%
Term Structure	-2.3%	-11.8%	6.4%	-1.4%	-5.1%
VWIV	24.2%	10.5%	56.9%	26.8%	10.5%
Skew 25d	3.0%	-5.0%	10.8%	3.0%	5.4%
Skew 10d	4.7%	-14.0%	13.1%	13.1%	2.6%
Call IV 25d	21.5%	13.1%	48.7%	14.8%	16.4%
Put IV 25d	24.4%	15.6%	52.2%	17.7%	21.8%
Bid-Ask Spread %	126.01	98.65	150.70	126.48	109.13
Gamma HHI	0.21	0.18	0.24	0.22	0.23
Net GEX	3.4K	1.4K	4.9K	2.9K	2.6K
Net DEX	-68.0K	-92.8K	-37.1K	-90.2K	-38.1K
Net VEX	-598	-669	-542	-554	-577
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	2.00	0.00	0.00
Total Volume	3.368	0	13	3	0
Total OI	129.158	117	136	117	135

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-04-03	$32.44	$30.00	18.9%	5.4%	23.5%	4.4%	0.0%	3.0%	-1.4%	2.9K	-90.2K	-554	0.00	126.48	3	0	72	45
2023-04-04	$31.75	$30.00	16.9%	4.9%	24.2%	1.6%	0.0%	9.1%	-0.3%	4.0K	-79.6K	-567	2.00	122.88	1	2	75	45
2023-04-05	$32.07	$30.00	27.1%	7.8%	24.3%	16.1%	26.8%	5.8%	-11.3%	4.0K	-78.5K	-585	0.00	126.30	1	0	76	47
2023-04-06	$31.75	$25.00	17.3%	5.1%	24.1%	2.1%	0.0%	1.4%	-1.7%	4.2K	-72.4K	-585	0.00	114.65	1	0	76	47
2023-04-10	$32.05	$25.00	57.6%	12.6%	24.3%	59.9%	0.0%	3.5%	-6.1%	2.2K	-80.0K	-669	0.00	150.70	0	0	77	47
2023-04-11	$32.42	$25.00	18.3%	4.8%	23.1%	3.5%	17.7%	3.0%	4.5%	4.8K	-90.0K	-558	0.00	98.65	7	0	77	47
2023-04-12	$32.19	$25.00	16.4%	4.7%	23.4%	0.9%	13.2%	5.5%	-4.5%	3.9K	-92.2K	-542	0.67	128.14	3	2	74	47
2023-04-13	$32.35	$25.00	24.4%	7.0%	18.2%	12.2%	0.0%	1.1%	-2.4%	3.1K	-87.9K	-598	0.00	136.08	6	0	77	47
2023-04-14	$32.15	$25.00	18.4%	5.3%	18.2%	3.6%	0.0%	1.3%	-4.3%	4.4K	-92.8K	-603	0.00	128.84	8	0	83	47
2023-04-17	$31.89	$25.00	16.5%	4.7%	18.1%	1.0%	0.0%	-0.0%	2.2%	4.9K	-83.7K	-630	0.00	124.13	0	0	87	47
2023-04-18	$31.58	$25.00	20.1%	5.8%	18.4%	6.1%	56.9%	2.8%	2.4%	4.6K	-69.1K	-598	0.00	106.56	13	0	87	47
2023-04-19	$31.18	$25.00	21.3%	6.1%	18.3%	7.9%	0.0%	0.0%	-1.9%	4.3K	-53.0K	-587	0.00	124.17	1	0	89	47
2023-04-20	$30.95	$25.00	28.0%	8.0%	18.5%	17.5%	0.0%	0.1%	-3.3%	4.1K	-49.0K	-647	0.00	137.35	0	0	89	47
2023-04-21	$30.95	$25.00	40.6%	11.6%	18.1%	35.6%	19.9%	1.3%	-8.2%	1.4K	-53.9K	-648	0.00	146.18	12	0	89	47
2023-04-24	$31.23	$25.00	17.0%	4.9%	18.2%	1.7%	0.0%	6.2%	4.6%	3.0K	-45.4K	-602	0.00	109.31	0	0	87	47
2023-04-25	$30.57	$25.00	17.3%	4.9%	18.9%	2.1%	0.0%	0.9%	-2.4%	2.3K	-37.1K	-556	0.00	125.64	0	0	87	47
2023-04-26	$30.63	$25.00	20.4%	5.8%	18.3%	6.5%	10.5%	10.8%	6.4%	1.9K	-52.1K	-605	0.00	132.07	4	0	87	47
2023-04-27	$30.87	$25.00	35.5%	10.2%	18.5%	28.2%	0.0%	-5.0%	-11.8%	2.3K	-48.0K	-648	0.00	147.03	0	0	88	47
2023-04-28	$30.76	$25.00	21.2%	6.1%	17.7%	7.7%	0.0%	5.4%	-5.1%	2.6K	-38.1K	-577	0.00	109.13	0	0	88	47