CRAK Options History — June 2023

In June 2023, CRAK traded between $29.47 and $31.21. ATM implied volatility averaged 32.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 15.7% (HV 20d: 16.5%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2023-06-27: Highest Volume — 73 contracts
2023-06-08: Largest IV spike — 152.6% change
2023-06-13: Highest IV Rank — 100.0%
2023-06-13: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.48	$29.47	$31.21	$29.47	$30.30
Max Pain	$29.75	$29.00	$30.00	$30.00	$29.00
ATM IV	32.2%	14.0%	103.6%	22.8%	14.0%
Expected Move	6.9%	4.0%	10.3%	6.5%	4.0%
HV 20d	16.5%	15.1%	18.1%	15.1%	15.8%
HV 60d	17.2%	15.3%	19.1%	18.4%	15.3%
IV Rank	21.5%	0.0%	100.0%	10.0%	0.0%
IV Percentile	38.6%	0.0%	100.0%	25.0%	0.0%
Term Structure	-0.2%	-8.3%	16.6%	-5.6%	-0.6%
VWIV	17.5%	12.6%	22.4%	12.6%	22.4%
Skew 25d	1.5%	-12.0%	25.3%	2.8%	-0.8%
Skew 10d	3.0%	-4.8%	12.3%	1.7%	-1.2%
Call IV 25d	21.7%	13.0%	42.6%	17.7%	15.1%
Put IV 25d	23.2%	14.3%	44.1%	20.5%	14.3%
Bid-Ask Spread %	133.96	110.65	151.65	119.05	125.72
Gamma HHI	0.26	0.18	0.41	0.28	0.21
Net GEX	2.1K	-2.1K	9.4K	1.2K	9.4K
Net DEX	-24.8K	-59.3K	23.3K	15.5K	-57.0K
Net VEX	-562	-810	-430	-530	-802
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.50	0.00	0.00
Total Volume	5.429	0	73	1	3
Total OI	149.524	118	213	149	213

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
2023-06-01	$29.47	$30.00	22.8%	6.5%	15.1%	10.0%	0.0%	2.8%	-5.6%	1.2K	15.5K	-530	0.00	119.05	1	0	97	52
2023-06-02	$30.19	$30.00	19.5%	5.6%	16.9%	5.3%	0.0%	3.7%	-2.7%	2.4K	-14.1K	-567	0.00	118.89	0	0	97	52
2023-06-05	$30.15	$0.00	38.9%	9.9%	16.0%	33.1%	0.0%	6.8%	-6.2%	2.0K	-19.1K	-588	0.00	147.26	0	0	97	52
2023-06-06	$30.44	$0.00	38.5%	7.7%	16.3%	32.5%	0.0%	3.8%	-0.7%	3.0K	-28.1K	-597	0.00	142.97	1	0	97	52
2023-06-07	$30.82	$0.00	20.6%	4.2%	16.8%	6.8%	0.0%	2.9%	7.0%	1.8K	-29.9K	-518	0.00	135.14	0	0	98	52
2023-06-08	$30.97	$0.00	51.9%	9.7%	16.6%	51.8%	0.0%	-12.0%	-5.2%	2.5K	-45.9K	-577	0.00	147.63	1	0	98	52
2023-06-09	$30.98	$0.00	68.0%	9.3%	16.3%	74.8%	0.0%	2.6%	-2.4%	2.3K	-49.5K	-580	0.00	150.81	0	0	99	52
2023-06-12	$30.83	$0.00	56.0%	7.9%	16.0%	57.6%	0.0%	1.4%	9.4%	2.4K	-42.5K	-562	0.00	149.20	0	1	99	52
2023-06-13	$31.03	$0.00	103.6%	10.3%	16.1%	100.0%	0.0%	1.5%	-7.8%	2.4K	-50.9K	-562	0.00	151.65	0	0	101	53
2023-06-14	$30.84	$0.00	30.9%	8.9%	15.7%	17.2%	0.0%	25.3%	0.4%	3.3K	-44.7K	-578	0.00	150.18	0	0	101	53
2023-06-15	$31.21	$0.00	25.9%	7.4%	15.3%	11.5%	12.6%	-6.6%	16.6%	3.4K	-53.9K	-524	0.50	140.94	4	2	101	53
2023-06-16	$31.06	$30.00	17.7%	5.1%	15.4%	2.2%	0.0%	2.2%	0.8%	1.3K	-56.8K	-474	0.00	117.84	7	0	102	54
2023-06-20	$30.51	$30.00	23.9%	6.9%	16.7%	9.2%	0.0%	-2.5%	-4.9%	-1.8K	952	-470	0.00	124.34	0	0	68	50
2023-06-21	$30.67	$30.00	18.0%	5.2%	16.7%	2.5%	0.0%	-0.1%	-2.0%	-1.7K	11.1K	-451	0.00	123.04	0	0	68	50
2023-06-22	$30.22	$30.00	19.1%	5.5%	17.6%	3.7%	0.0%	-1.2%	3.3%	-1.4K	8.9K	-465	0.00	123.18	1	0	68	50
2023-06-23	$29.88	$30.00	20.0%	5.7%	18.1%	4.7%	0.0%	7.0%	-1.6%	-2.0K	23.3K	-430	0.00	133.05	0	0	69	50
2023-06-26	$30.06	$30.00	17.9%	5.1%	18.0%	2.3%	0.0%	3.0%	-1.1%	-348	6.9K	-492	0.00	124.78	1	0	69	50
2023-06-27	$30.23	$30.00	35.4%	10.2%	18.1%	22.3%	22.4%	-5.8%	-8.3%	-2.1K	7.6K	-449	0.01	145.90	72	1	72	50
2023-06-28	$30.13	$29.00	17.8%	5.1%	17.8%	2.2%	0.0%	-2.1%	3.3%	7.2K	-43.7K	-770	0.00	110.65	9	0	143	51
2023-06-29	$30.17	$29.00	16.9%	4.8%	16.2%	1.2%	0.0%	-1.3%	5.2%	7.8K	-59.3K	-810	0.00	130.90	10	0	152	51
2023-06-30	$30.30	$29.00	14.0%	4.0%	15.8%	0.0%	0.0%	-0.8%	-0.6%	9.4K	-57.0K	-802	0.00	125.72	3	0	162	51