CRAK Options History — May 2023 In May 2023, CRAK traded between $29.11 and $30.71. ATM implied volatility averaged 27.8%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 12.6% (HV 20d: 15.2%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-30 : Highest Volume — 16 contracts2023-05-12 : Largest IV spike — 103.1% change2023-05-05 : Highest IV Rank — 55.4%2023-05-31 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.94 $29.11 $30.71 $30.71 $29.11 Max Pain $29.32 $25.00 $30.00 $25.00 $30.00 ATM IV 27.8% 16.3% 54.5% 20.1% 53.6% Expected Move 7.6% 4.7% 15.4% 5.7% 15.4% HV 20d 15.2% 13.9% 17.7% 17.7% 14.5% HV 60d 19.1% 18.0% 20.0% 19.8% 18.4% IV Rank 17.2% 0.7% 55.4% 6.1% 54.2% IV Percentile 35.0% 0.8% 90.9% 11.9% 90.1% Term Structure -3.0% -17.6% 22.4% 5.4% -17.6% Skew 25d 7.0% -3.6% 35.1% 9.0% 35.1% Skew 10d 4.3% -4.6% 14.3% 7.7% 4.6% Call IV 25d 23.0% 15.3% 45.9% 17.4% 30.1% Put IV 25d 30.0% 16.5% 65.2% 26.4% 65.2% Bid-Ask Spread % 125.16 101.23 149.19 110.04 148.43 Gamma HHI 0.27 0.20 0.38 0.23 0.20 Net GEX 1.4K -856 2.6K 2.5K 1.3K Net DEX 765 -38.0K 34.3K -38.0K 5.2K Net VEX -518 -612 -427 -573 -592 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 1.955 0 16 7 0 Total OI 140.818 133 149 135 149
Daily Data (22 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 2023-05-01 $30.71 $25.00 20.1% 5.7% 17.7% 6.1% 0.0% 9.0% 5.4% 2.5K -38.0K -573 0.00 110.04 0 7 88 47 2023-05-02 $30.18 $25.00 28.9% 8.3% 16.4% 18.7% 0.0% -1.4% -3.4% 2.0K -22.6K -611 0.00 136.54 0 0 88 54 2023-05-03 $29.92 $25.00 36.7% 10.5% 15.2% 30.0% 0.0% 1.1% -10.7% 2.1K -22.5K -612 0.00 138.63 0 0 88 54 2023-05-04 $29.57 $30.00 33.6% 8.9% 14.6% 25.4% 0.0% 10.1% -14.4% 1.2K -1.9K -563 0.00 133.79 0 0 88 54 2023-05-05 $30.02 $30.00 54.5% 10.9% 15.9% 55.4% 0.0% 2.4% -10.9% 1.1K -22.0K -601 0.00 148.65 0 0 88 54 2023-05-08 $30.13 $30.00 27.5% 6.0% 15.5% 16.7% 0.0% 6.5% -6.5% 1.8K -14.5K -534 0.00 119.55 4 0 88 54 2023-05-09 $30.01 $30.00 35.7% 8.4% 14.5% 28.5% 0.0% 11.8% -5.3% 2.2K -16.3K -585 0.00 129.21 0 0 88 54 2023-05-10 $30.27 $30.00 22.9% 6.6% 15.1% 10.2% 0.0% 5.0% 0.0% 2.1K -7.6K -509 0.00 101.23 0 0 88 54 2023-05-11 $30.04 $30.00 19.4% 5.6% 14.9% 5.1% 0.0% 1.0% 1.8% 1.7K 579 -482 0.00 130.24 0 0 88 54 2023-05-12 $29.77 $30.00 39.4% 11.3% 15.0% 33.7% 0.0% 1.0% -10.7% 1.1K -10.4K -544 0.00 149.19 5 0 88 54 2023-05-15 $29.88 $30.00 25.9% 7.4% 15.1% 14.4% 0.0% 8.7% -9.1% 2.0K -3.0K -502 0.00 111.28 1 0 91 54 2023-05-16 $29.57 $30.00 18.6% 5.3% 15.1% 4.0% 0.0% -1.1% 12.6% 1.7K 273 -525 0.00 135.34 6 0 92 54 2023-05-17 $30.05 $30.00 21.1% 6.1% 16.2% 7.6% 0.0% 7.2% -1.0% 2.0K 926 -473 0.00 111.78 0 0 95 54 2023-05-18 $29.99 $30.00 21.9% 6.3% 16.0% 8.8% 0.0% 5.1% 22.4% 2.6K -3.6K -517 0.00 107.00 0 0 95 54 2023-05-19 $29.83 $30.00 16.3% 4.7% 16.1% 0.7% 0.0% 21.4% 0.6% 2.4K 219 -499 0.00 121.69 4 0 95 54 2023-05-22 $30.02 $30.00 16.6% 4.8% 15.9% 1.2% 0.0% 1.2% 0.1% -856 34.3K -427 0.00 120.23 0 0 81 52 2023-05-23 $29.98 $30.00 21.3% 6.1% 14.1% 7.9% 0.0% 2.6% -3.1% 277 22.4K -441 0.00 121.78 0 0 81 52 2023-05-24 $30.08 $30.00 21.6% 6.2% 14.2% 8.3% 0.0% 10.6% -4.0% 505 24.8K -467 0.00 113.40 0 0 81 52 2023-05-25 $29.88 $30.00 21.6% 6.2% 13.9% 8.2% 0.0% 5.9% 0.3% 454 29.2K -457 0.00 124.17 0 0 81 52 2023-05-26 $29.95 $30.00 21.1% 6.0% 14.0% 7.5% 0.0% -3.6% 1.1% 408 28.7K -446 0.00 109.25 0 0 81 52 2023-05-30 $29.66 $30.00 33.3% 9.6% 14.3% 25.1% 0.0% 13.2% -13.7% 236 32.8K -441 0.00 132.20 16 0 81 52 2023-05-31 $29.11 $30.00 53.6% 15.4% 14.5% 54.2% 0.0% 35.1% -17.6% 1.3K 5.2K -592 0.00 148.43 0 0 97 52
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