CRAK Options History — June 2024

In June 2024, CRAK traded between $34.98 and $36.11. ATM implied volatility averaged 37.1%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 22.0% (HV 20d: 15.1%). Max pain ranged from $32.00 to $36.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.17.

Notable Days

2024-06-27: Highest Volume — 3 contracts
2024-06-12: Largest IV drop — 41.2% change
2024-06-11: Highest IV Rank — 46.4%
2024-06-05: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.38	$34.98	$36.11	$36.11	$35.64
Max Pain	$34.74	$32.00	$36.00	$32.00	$34.00
ATM IV	37.1%	30.8%	54.3%	30.9%	36.4%
Expected Move	9.7%	6.8%	13.1%	8.9%	10.4%
HV 20d	15.1%	11.9%	16.5%	15.5%	11.9%
HV 60d	17.0%	16.4%	17.6%	17.3%	16.4%
IV Rank	29.5%	20.9%	46.4%	21.0%	30.6%
IV Percentile	81.2%	67.9%	95.6%	69.0%	81.3%
Term Structure	-7.8%	-15.6%	5.7%	-6.0%	-9.5%
Skew 25d	-0.9%	-12.7%	1.0%	0.0%	0.3%
Skew 10d	-2.0%	-5.4%	7.9%	2.6%	-1.9%
Call IV 25d	42.2%	35.2%	53.9%	49.1%	47.3%
Put IV 25d	41.3%	25.0%	54.2%	49.1%	47.6%
Bid-Ask Spread %	172.14	150.41	177.93	150.41	175.84
Gamma HHI	0.39	0.26	0.66	0.26	0.66
Net GEX	-148	-2.6K	1.0K	840	-2.6K
Net DEX	36.0K	5.9K	66.0K	5.9K	60.9K
Net VEX	-343	-440	-267	-440	-305
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.50	0.00	0.00
Total Volume	0.263	0	3	0	1
Total OI	98.211	45	119	116	48

Daily Data (19 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
2024-06-03	$36.11	$32.00	30.9%	8.9%	15.5%	21.0%	0.0%	0.0%	-6.0%	840	5.9K	-440	0.00	150.41	0	0	71	45
2024-06-04	$35.52	$32.00	34.8%	10.0%	16.2%	25.2%	0.0%	0.4%	-9.9%	845	20.0K	-420	0.00	152.70	1	0	71	45
2024-06-05	$35.47	$32.00	45.7%	13.1%	16.1%	37.1%	0.0%	0.3%	-15.6%	943	19.3K	-421	0.00	153.08	0	0	72	45
2024-06-06	$35.78	$36.00	36.1%	8.5%	16.5%	26.7%	0.0%	0.9%	-6.5%	932	12.1K	-422	0.00	177.93	0	0	72	45
2024-06-07	$35.54	$36.00	39.7%	6.8%	16.3%	30.5%	0.0%	0.9%	5.7%	947	17.8K	-411	0.00	177.58	0	0	72	45
2024-06-10	$35.58	$36.00	43.8%	8.5%	16.3%	35.0%	0.0%	0.6%	-6.7%	865	18.7K	-393	0.00	175.99	0	0	72	45
2024-06-11	$35.29	$36.00	54.3%	9.3%	16.4%	46.4%	0.0%	0.8%	-8.6%	914	25.0K	-376	0.00	177.36	0	0	72	45
2024-06-12	$35.23	$36.00	31.9%	9.2%	16.3%	22.1%	0.0%	-11.9%	-9.1%	901	32.9K	-348	0.00	172.75	0	0	72	45
2024-06-13	$34.98	$36.00	30.8%	8.8%	15.9%	20.9%	0.0%	-0.0%	-8.4%	957	33.9K	-354	0.00	173.89	0	0	72	45
2024-06-14	$35.09	$36.00	32.1%	9.2%	16.0%	25.2%	0.0%	0.5%	-7.6%	981	30.1K	-352	0.00	176.53	0	0	72	45
2024-06-17	$35.08	$36.00	32.9%	9.4%	13.9%	26.3%	0.0%	1.0%	-7.6%	1.0K	31.7K	-326	0.00	176.56	0	0	72	45
2024-06-18	$35.03	$36.00	32.9%	9.4%	13.9%	26.2%	0.0%	0.5%	-8.2%	1.0K	38.5K	-306	0.00	174.47	0	0	72	45
2024-06-20	$35.42	$36.00	35.3%	10.1%	14.7%	29.2%	0.0%	0.2%	-6.6%	936	31.3K	-290	0.00	175.32	0	0	72	45
2024-06-21	$35.08	$34.00	34.6%	9.9%	14.8%	28.3%	0.0%	-0.1%	-6.9%	-2.4K	45.7K	-277	0.00	176.25	0	0	74	45
2024-06-24	$35.19	$34.00	37.5%	10.8%	14.6%	32.0%	0.0%	0.5%	-9.0%	-2.4K	66.0K	-272	0.00	175.81	0	0	10	35
2024-06-25	$35.41	$34.00	37.7%	10.8%	14.9%	32.2%	0.0%	0.4%	-8.1%	-2.5K	64.1K	-271	0.00	175.89	0	0	10	35
2024-06-26	$35.30	$34.00	37.9%	10.9%	14.6%	32.5%	0.0%	-0.0%	-8.2%	-2.5K	65.6K	-269	0.00	175.30	0	0	10	35
2024-06-27	$35.44	$34.00	39.0%	11.2%	11.9%	33.8%	0.0%	-12.7%	-10.6%	-2.6K	65.3K	-267	0.50	176.90	2	1	10	35
2024-06-28	$35.64	$34.00	36.4%	10.4%	11.9%	30.6%	0.0%	0.3%	-9.5%	-2.6K	60.9K	-305	0.00	175.84	1	0	12	36