CRAK Options History — May 2024 In May 2024, CRAK traded between $35.64 and $37.27. ATM implied volatility averaged 38.8%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 21.0% (HV 20d: 17.9%). Max pain ranged from $31.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-17 : Highest Volume — 4 contracts2024-05-03 : Largest IV spike — 116.2% change2024-05-14 : Highest IV Rank — 77.6%2024-05-01 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.72 $35.64 $37.27 $36.42 $36.16 Max Pain $31.86 $31.00 $32.00 $31.00 $32.00 ATM IV 38.8% 12.8% 83.0% 41.6% 30.0% Expected Move 8.3% 3.7% 11.9% 11.9% 8.6% HV 20d 17.9% 15.5% 21.9% 20.8% 15.5% HV 60d 17.0% 16.5% 17.5% 17.0% 17.5% IV Rank 29.6% 1.3% 77.6% 32.6% 20.0% IV Percentile 74.7% 1.2% 99.2% 91.7% 67.5% Term Structure -4.5% -26.6% 22.8% -26.6% 5.4% VWIV 37.0% 37.0% 37.0% 37.0% 37.0% Skew 25d 11.7% -0.3% 24.1% 0.3% 0.9% Skew 10d 6.9% -0.2% 21.5% 8.5% 2.4% Call IV 25d 26.8% 11.2% 53.7% 52.6% 45.7% Put IV 25d 38.5% 29.9% 53.8% 52.8% 46.6% Bid-Ask Spread % 151.46 139.54 170.68 169.90 152.01 Gamma HHI 0.24 0.20 0.34 0.22 0.27 Net GEX 2.1K 491 7.2K 3.2K 764 Net DEX -30.8K -61.5K 16.1K -27.8K 4.0K Net VEX -536 -641 -445 -526 -455 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 0.227 0 4 0 0 Total OI 127.727 116 136 135 116
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 2024-05-01 $36.42 $31.00 41.6% 11.9% 20.8% 32.6% 0.0% 0.3% -26.6% 3.2K -27.8K -526 0.00 169.90 0 0 90 45 2024-05-02 $36.96 $31.00 12.8% 3.7% 21.9% 1.3% 0.0% 0.0% 0.0% 1.4K -37.2K -583 0.00 163.46 1 0 90 45 2024-05-03 $36.86 $31.00 27.7% 7.9% 20.1% 17.5% 0.0% 0.2% -8.4% 2.8K -54.8K -641 0.00 170.68 0 0 91 45 2024-05-06 $37.06 $32.00 47.8% 8.1% 20.1% 39.3% 0.0% 17.0% -5.7% 2.8K -61.5K -633 0.00 147.05 0 0 91 45 2024-05-07 $36.80 $32.00 48.7% 8.0% 19.6% 40.3% 0.0% 16.8% -6.3% 2.9K -49.8K -609 0.00 151.13 0 0 91 45 2024-05-08 $36.70 $32.00 50.8% 8.0% 19.5% 42.6% 0.0% 0.4% -6.3% 3.0K -33.1K -493 0.00 148.05 0 0 91 45 2024-05-09 $36.98 $32.00 53.8% 8.0% 19.6% 45.9% 0.0% 18.2% -5.9% 2.8K -57.6K -609 0.00 148.45 0 0 91 45 2024-05-10 $36.83 $32.00 54.5% 7.8% 18.7% 46.6% 0.0% 15.4% -6.1% 2.7K -51.3K -590 0.00 148.90 0 0 91 45 2024-05-13 $36.92 $32.00 72.0% 8.1% 18.7% 65.7% 0.0% 18.4% -7.3% 2.7K -53.7K -571 0.00 147.90 0 0 91 45 2024-05-14 $37.05 $32.00 83.0% 8.4% 17.6% 77.6% 0.0% 20.6% -7.2% 2.9K -56.0K -572 0.00 151.15 0 0 91 45 2024-05-15 $36.58 $32.00 28.6% 8.2% 18.0% 18.5% 0.0% 0.8% -7.8% 2.8K -28.4K -463 0.00 145.91 0 0 91 45 2024-05-16 $36.48 $32.00 22.3% 6.4% 17.4% 11.7% 0.0% 13.7% 22.8% 2.6K -39.1K -545 0.00 148.82 0 0 91 45 2024-05-17 $37.19 $32.00 28.9% 8.3% 18.7% 18.8% 37.0% 24.1% -4.3% 7.2K -58.2K -541 0.00 145.46 4 0 91 45 2024-05-20 $37.19 $32.00 30.8% 8.8% 15.9% 20.8% 0.0% 21.1% -5.1% 491 -23.5K -519 0.00 139.54 0 0 71 45 2024-05-21 $37.27 $32.00 33.0% 9.5% 15.8% 23.2% 0.0% 21.6% -6.7% 854 -28.1K -532 0.00 152.04 0 0 71 45 2024-05-22 $36.95 $32.00 31.6% 9.1% 15.7% 21.8% 0.0% 19.2% -5.7% 799 -18.2K -514 0.00 147.84 0 0 71 45 2024-05-23 $36.60 $32.00 31.7% 9.1% 15.9% 21.8% 0.0% 11.5% -7.4% 766 -8.7K -506 0.00 151.10 0 0 71 45 2024-05-24 $36.58 $32.00 32.6% 9.3% 15.9% 22.8% 0.0% 12.1% -6.8% 755 -8.1K -502 0.00 151.96 0 0 71 45 2024-05-28 $36.81 $32.00 34.4% 9.9% 16.0% 24.8% 0.0% 14.3% -8.9% 694 -13.0K -487 0.00 150.94 0 0 71 45 2024-05-29 $35.89 $32.00 28.1% 8.1% 15.8% 17.9% 0.0% -0.3% 6.1% 729 11.2K -453 0.00 149.69 0 0 71 45 2024-05-30 $35.64 $32.00 29.9% 8.6% 15.5% 19.9% 0.0% 0.1% 3.9% 852 16.1K -445 0.00 150.13 0 0 71 45 2024-05-31 $36.16 $32.00 30.0% 8.6% 15.5% 20.0% 0.0% 0.9% 5.4% 764 4.0K -455 0.00 152.01 0 0 71 45
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