CRAK Options History — October 2023

In October 2023, CRAK traded between $32.31 and $33.91. ATM implied volatility averaged 26.5%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 7.1% (HV 20d: 19.4%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.06.

Notable Days

2023-10-13: Highest Volume — 49 contracts
2023-10-18: Largest IV spike — 77.8% change
2023-10-06: Highest IV Rank — 30.3%
2023-10-11: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.15	$32.31	$33.91	$33.89	$33.24
Max Pain	$31.09	$30.00	$32.00	$30.00	$30.00
ATM IV	26.5%	14.1%	39.4%	22.1%	19.4%
Expected Move	7.1%	4.1%	10.1%	6.3%	5.6%
HV 20d	19.4%	17.0%	20.8%	17.0%	17.1%
HV 60d	17.1%	16.3%	18.0%	16.3%	16.4%
IV Rank	16.2%	2.8%	30.3%	11.4%	8.4%
IV Percentile	54.1%	2.4%	85.3%	42.1%	26.6%
Term Structure	-4.6%	-17.9%	9.0%	-2.8%	0.1%
VWIV	25.8%	14.5%	46.5%	22.7%	46.5%
Skew 25d	1.2%	-14.2%	25.7%	-0.9%	25.7%
Skew 10d	4.8%	-8.6%	40.9%	-2.6%	15.1%
Call IV 25d	24.9%	15.1%	39.7%	19.8%	15.1%
Put IV 25d	26.1%	17.1%	41.6%	18.9%	40.8%
Bid-Ask Spread %	135.41	111.21	149.07	133.35	138.00
Gamma HHI	0.21	0.16	0.28	0.24	0.27
Net GEX	12.7K	9.6K	17.3K	10.4K	15.7K
Net DEX	-271.5K	-409.9K	-152.7K	-217.2K	-348.3K
Net VEX	-659	-862	-431	-525	-681
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	5.455	0	49	13	1
Total OI	175.136	136	222	136	198

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
2023-10-02	$33.89	$30.00	22.1%	6.3%	17.0%	11.4%	22.7%	-0.9%	-2.8%	10.4K	-217.2K	-525	0.00	133.35	13	0	118	18
2023-10-03	$33.32	$30.00	27.9%	8.0%	17.9%	17.7%	14.5%	-14.2%	-9.4%	10.2K	-200.2K	-602	0.00	133.59	14	0	126	18
2023-10-04	$32.31	$30.00	23.1%	6.6%	20.8%	12.5%	0.0%	5.8%	-6.9%	9.8K	-156.1K	-516	0.00	129.18	0	1	125	18
2023-10-05	$32.37	$32.00	31.8%	4.6%	20.3%	21.9%	0.0%	-6.4%	1.2%	9.9K	-152.7K	-545	0.00	129.97	0	0	125	19
2023-10-06	$32.49	$32.00	39.4%	9.8%	18.8%	30.3%	0.0%	1.6%	1.7%	9.6K	-155.7K	-581	0.00	147.53	0	0	125	19
2023-10-09	$32.70	$32.00	33.4%	5.9%	18.7%	23.7%	19.4%	0.7%	-1.0%	10.4K	-167.3K	-543	0.50	143.80	2	1	125	19
2023-10-10	$33.30	$32.00	31.2%	8.3%	20.2%	21.3%	0.0%	-6.7%	-11.9%	11.9K	-199.9K	-505	0.00	140.85	5	0	125	19
2023-10-11	$33.31	$32.00	35.3%	10.1%	20.2%	25.7%	0.0%	1.8%	-12.3%	13.0K	-205.8K	-431	0.00	149.07	0	6	125	19
2023-10-12	$33.13	$32.00	28.0%	8.0%	19.6%	17.8%	0.0%	-2.1%	-8.0%	9.7K	-190.2K	-529	0.00	135.00	0	0	125	25
2023-10-13	$33.20	$32.00	27.1%	7.8%	19.7%	16.9%	0.0%	-2.7%	-10.9%	10.6K	-186.2K	-520	0.00	143.50	49	0	125	25
2023-10-16	$33.78	$32.00	24.6%	7.1%	20.5%	14.1%	0.0%	0.8%	-6.8%	14.3K	-355.3K	-731	0.00	141.51	0	0	174	25
2023-10-17	$33.91	$32.00	14.1%	4.1%	20.5%	2.8%	0.0%	0.3%	3.4%	14.2K	-352.5K	-740	0.00	126.77	0	3	174	25
2023-10-18	$33.89	$32.00	25.1%	7.2%	20.5%	14.7%	0.0%	1.5%	-8.2%	14.5K	-354.0K	-709	0.00	130.26	1	0	174	26
2023-10-19	$33.66	$32.00	17.8%	5.1%	20.5%	6.8%	0.0%	2.6%	9.0%	13.4K	-361.7K	-773	0.00	136.07	18	0	178	26
2023-10-20	$33.32	$32.00	18.3%	5.2%	20.5%	7.2%	46.5%	1.0%	1.9%	17.3K	-409.9K	-790	0.00	111.21	6	0	196	26
2023-10-23	$33.09	$30.00	23.3%	6.7%	20.5%	12.8%	0.0%	1.3%	-5.1%	13.3K	-339.0K	-834	0.00	130.50	0	0	177	21
2023-10-24	$33.14	$30.00	24.0%	6.9%	19.5%	13.5%	0.0%	1.6%	-1.8%	13.1K	-325.4K	-862	0.00	133.09	0	0	177	21
2023-10-25	$32.79	$30.00	31.0%	8.9%	19.4%	21.0%	0.0%	9.0%	-17.9%	16.3K	-334.5K	-712	0.00	141.85	0	0	177	21
2023-10-26	$32.73	$30.00	27.5%	7.9%	18.9%	17.3%	0.0%	-7.1%	-14.0%	14.2K	-312.2K	-788	0.00	125.02	0	0	177	21
2023-10-27	$32.69	$30.00	34.5%	9.9%	18.4%	24.9%	0.0%	11.9%	-4.2%	14.0K	-306.6K	-811	0.00	147.50	0	0	177	21
2023-10-30	$33.13	$30.00	23.7%	6.8%	18.0%	13.2%	0.0%	-0.1%	2.9%	14.0K	-341.7K	-767	0.00	131.33	0	0	177	21
2023-10-31	$33.24	$30.00	19.4%	5.6%	17.1%	8.4%	0.0%	25.7%	0.1%	15.7K	-348.3K	-681	0.00	138.00	1	0	177	21