CRAK Options History — April 2024

In April 2024, CRAK traded between $36.83 and $40.26. ATM implied volatility averaged 33.9%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 17.1% (HV 20d: 16.8%). Max pain ranged from $31.00 to $37.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.79.

Notable Days

2024-04-03: Highest Volume — 66 contracts
2024-04-23: Largest IV spike — 42.1% change
2024-04-08: Highest IV Rank — 34.2%
2024-04-29: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.46	$36.83	$40.26	$38.31	$36.83
Max Pain	$31.68	$31.00	$37.00	$34.00	$31.00
ATM IV	33.9%	23.3%	43.1%	28.3%	38.1%
Expected Move	9.1%	6.2%	11.0%	8.1%	10.9%
HV 20d	16.8%	12.6%	21.2%	12.6%	21.2%
HV 60d	15.2%	13.7%	16.9%	13.7%	16.9%
IV Rank	24.3%	12.7%	34.2%	18.2%	28.8%
IV Percentile	79.6%	49.6%	92.1%	71.0%	87.7%
Term Structure	-5.5%	-13.3%	11.6%	8.0%	-13.3%
VWIV	39.2%	16.7%	62.4%	18.3%	54.7%
Skew 25d	0.9%	-3.7%	9.7%	0.4%	0.1%
Skew 10d	6.2%	0.9%	26.0%	2.4%	2.5%
Call IV 25d	39.0%	24.2%	48.9%	45.9%	48.9%
Put IV 25d	39.8%	28.8%	49.0%	46.3%	49.0%
Bid-Ask Spread %	164.26	145.57	171.36	152.57	165.14
Gamma HHI	0.21	0.18	0.54	0.20	0.18
Net GEX	6.7K	2.5K	20.5K	10.7K	3.0K
Net DEX	-187.3K	-338.3K	-50.3K	-275.7K	-50.3K
Net VEX	-708	-867	-337	-451	-650
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.00	8.00	0.00	0.00
Total Volume	8.591	0	66	2	1
Total OI	153.409	113	178	113	134

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
2024-04-01	$38.31	$34.00	28.3%	8.1%	12.6%	18.2%	0.0%	0.4%	8.0%	10.7K	-275.7K	-451	0.00	152.57	2	0	110	3
2024-04-02	$38.95	$34.00	36.5%	10.5%	13.0%	27.1%	0.0%	0.0%	-9.5%	10.3K	-299.4K	-430	0.00	150.79	1	0	110	3
2024-04-03	$39.34	$34.00	37.0%	10.6%	12.9%	27.5%	18.3%	9.4%	-10.5%	9.9K	-338.3K	-337	3.13	145.57	16	50	110	3
2024-04-04	$39.28	$37.00	41.0%	8.1%	12.8%	32.0%	62.4%	-0.5%	-4.3%	7.2K	-258.7K	-852	0.00	164.35	5	0	120	53
2024-04-05	$40.08	$31.00	40.0%	6.2%	13.6%	30.8%	16.7%	0.9%	6.2%	6.5K	-321.3K	-811	0.00	158.65	2	0	125	53
2024-04-08	$40.26	$31.00	43.1%	8.2%	13.3%	34.2%	0.0%	2.1%	-5.2%	5.5K	-327.9K	-767	0.00	164.26	0	0	125	53
2024-04-09	$39.58	$31.00	34.1%	8.0%	15.0%	24.5%	0.0%	-0.4%	-6.2%	7.0K	-288.3K	-867	0.00	162.91	20	0	125	53
2024-04-10	$39.23	$31.00	28.9%	8.3%	15.6%	18.8%	0.0%	0.2%	-5.6%	6.9K	-244.9K	-844	0.00	167.16	2	0	125	53
2024-04-11	$39.47	$31.00	28.9%	8.3%	15.1%	18.8%	30.4%	9.7%	-2.9%	6.2K	-257.2K	-779	0.00	167.28	14	0	125	53
2024-04-12	$38.73	$31.00	28.6%	8.2%	17.0%	18.5%	0.0%	-0.9%	-5.4%	6.1K	-203.8K	-840	0.00	166.49	3	0	121	53
2024-04-15	$38.48	$31.00	32.8%	9.4%	16.0%	23.1%	53.0%	0.4%	-10.0%	7.5K	-189.8K	-845	0.00	165.11	5	0	121	53
2024-04-16	$37.72	$31.00	31.5%	9.0%	17.6%	21.6%	0.0%	-0.4%	-6.4%	7.6K	-140.8K	-788	0.00	167.87	10	0	121	53
2024-04-17	$37.54	$31.00	31.2%	9.0%	17.4%	21.3%	54.7%	-0.4%	-6.4%	6.4K	-137.0K	-739	8.00	168.45	5	40	121	53
2024-04-18	$37.03	$31.00	32.5%	9.3%	17.7%	22.7%	0.0%	-0.4%	-6.9%	7.6K	-125.0K	-796	0.00	169.18	0	10	123	48
2024-04-19	$37.28	$31.00	33.8%	9.7%	17.8%	24.1%	0.0%	0.0%	-8.0%	20.5K	-137.9K	-701	0.00	170.41	0	0	123	48
2024-04-22	$38.27	$31.00	23.3%	6.7%	20.2%	12.7%	0.0%	-3.7%	11.6%	3.5K	-94.6K	-681	0.00	161.60	3	0	86	45
2024-04-23	$38.43	$31.00	33.1%	9.5%	20.2%	23.4%	0.0%	1.0%	-7.7%	2.5K	-97.8K	-634	0.00	167.51	0	0	89	45
2024-04-24	$38.05	$31.00	33.8%	9.7%	20.5%	24.1%	0.0%	-0.1%	-8.7%	2.8K	-93.4K	-709	0.00	167.48	0	0	89	45
2024-04-25	$37.83	$31.00	35.7%	10.2%	20.5%	26.2%	0.0%	0.4%	-9.4%	3.0K	-80.6K	-684	0.00	168.52	0	0	89	45
2024-04-26	$37.63	$31.00	35.9%	10.3%	20.3%	26.4%	0.0%	0.5%	-9.9%	2.9K	-75.6K	-684	0.00	171.01	0	0	89	45
2024-04-29	$37.80	$31.00	38.3%	11.0%	20.4%	29.1%	0.0%	0.3%	-10.5%	3.0K	-83.4K	-681	0.00	171.36	0	0	89	45
2024-04-30	$36.83	$31.00	38.1%	10.9%	21.2%	28.8%	0.0%	0.1%	-13.3%	3.0K	-50.3K	-650	0.00	165.14	1	0	89	45