CRAK Options History — July 2024

In July 2024, CRAK traded between $34.56 and $36.30. ATM implied volatility averaged 34.1%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 22.7% (HV 20d: 11.4%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.50.

Notable Days

2024-07-29: Highest Volume — 5 contracts
2024-07-10: Largest IV drop — 46.1% change
2024-07-09: Highest IV Rank — 48.1%
2024-07-30: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.41	$34.56	$36.30	$36.11	$36.02
Max Pain	$34.77	$34.00	$35.00	$34.00	$35.00
ATM IV	34.1%	24.6%	50.6%	39.1%	42.0%
Expected Move	9.0%	7.1%	12.4%	11.2%	12.0%
HV 20d	11.4%	9.9%	12.9%	11.6%	12.9%
HV 60d	14.7%	12.8%	16.7%	16.7%	13.2%
IV Rank	27.4%	15.4%	48.1%	33.9%	36.6%
IV Percentile	68.3%	42.9%	95.2%	87.3%	88.1%
Term Structure	-11.1%	-31.6%	-4.4%	-11.1%	-13.8%
VWIV	13.1%	13.1%	13.1%	13.1%	13.1%
Skew 25d	1.5%	-0.3%	11.2%	-0.0%	0.0%
Skew 10d	4.1%	-5.5%	10.7%	1.4%	10.7%
Call IV 25d	42.5%	28.3%	53.4%	50.2%	53.4%
Put IV 25d	44.0%	35.1%	53.5%	50.2%	53.5%
Bid-Ask Spread %	176.59	170.13	179.26	177.04	175.94
Gamma HHI	0.63	0.57	0.67	0.63	0.60
Net GEX	-2.6K	-3.5K	-2.1K	-2.6K	-3.5K
Net DEX	66.7K	51.1K	83.6K	53.3K	71.1K
Net VEX	-279	-317	-215	-314	-317
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	1.00	0.00
Total Volume	0.545	0	5	0	0
Total OI	51.045	49	56	49	56

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
2024-07-01	$36.11	$34.00	39.1%	11.2%	11.6%	33.9%	0.0%	-0.0%	-11.1%	-2.6K	53.3K	-314	0.00	177.04	0	0	13	36
2024-07-02	$36.19	$34.00	39.8%	11.4%	11.7%	34.7%	0.0%	-0.1%	-11.0%	-2.6K	52.3K	-312	0.00	177.77	0	0	13	36
2024-07-03	$36.30	$34.00	42.8%	12.3%	9.9%	38.5%	0.0%	-0.1%	-13.5%	-2.7K	51.1K	-311	0.00	177.85	0	0	13	36
2024-07-05	$36.00	$0.00	42.7%	8.1%	10.4%	38.4%	0.0%	0.4%	-4.4%	-2.6K	55.4K	-297	0.00	174.68	0	0	13	36
2024-07-08	$35.66	$0.00	47.3%	8.2%	10.6%	44.0%	0.0%	0.7%	-4.9%	-2.5K	59.5K	-290	0.00	176.11	0	0	13	36
2024-07-09	$35.25	$0.00	50.6%	7.7%	11.1%	48.1%	0.0%	0.3%	-4.9%	-2.2K	64.1K	-276	0.00	177.36	0	0	13	36
2024-07-10	$35.03	$0.00	27.3%	7.8%	11.3%	19.3%	0.0%	0.9%	-5.0%	-2.1K	66.1K	-262	0.00	179.26	0	0	13	36
2024-07-11	$35.26	$0.00	27.8%	8.0%	11.2%	19.9%	0.0%	6.6%	-5.4%	-3.1K	83.6K	-215	1.00	177.66	1	1	13	36
2024-07-12	$35.36	$0.00	29.8%	8.6%	11.2%	22.5%	0.0%	9.4%	-7.3%	-2.7K	69.1K	-263	0.00	177.26	1	0	13	37
2024-07-15	$35.42	$0.00	30.5%	8.8%	10.9%	22.8%	0.0%	0.8%	-7.0%	-2.4K	63.1K	-279	0.00	177.29	0	0	14	37
2024-07-16	$35.52	$0.00	33.4%	9.6%	10.9%	26.3%	0.0%	11.2%	-7.3%	-2.4K	63.6K	-275	1.00	176.20	1	1	14	37
2024-07-17	$35.64	$0.00	31.7%	9.1%	10.9%	24.3%	13.1%	0.4%	-7.3%	-2.4K	60.4K	-292	0.00	170.13	2	0	15	38
2024-07-18	$35.25	$35.00	27.1%	7.8%	11.7%	18.6%	0.0%	-0.3%	-9.7%	-2.2K	63.9K	-291	0.00	175.60	0	0	16	38
2024-07-19	$34.85	$35.00	24.6%	7.1%	11.7%	15.4%	0.0%	-0.1%	-8.9%	-2.4K	67.0K	-275	0.00	177.51	0	0	16	38
2024-07-22	$34.95	$35.00	25.3%	7.3%	11.3%	16.3%	0.0%	-0.1%	-8.8%	-2.5K	73.3K	-269	0.00	177.22	0	0	13	38
2024-07-23	$34.56	$35.00	24.8%	7.1%	11.8%	15.7%	0.0%	0.0%	-9.9%	-2.3K	77.7K	-252	0.00	177.64	0	0	13	38
2024-07-24	$34.64	$35.00	25.4%	7.3%	11.6%	16.4%	0.0%	0.1%	-10.3%	-2.2K	74.5K	-262	0.00	177.78	0	0	13	38
2024-07-25	$34.99	$35.00	26.3%	7.5%	12.2%	17.5%	0.0%	1.4%	-10.7%	-2.5K	74.1K	-262	0.00	174.77	0	0	13	38
2024-07-26	$35.30	$35.00	28.9%	8.3%	12.6%	20.7%	0.0%	1.0%	-25.9%	-2.8K	71.5K	-261	0.00	177.52	0	0	13	38
2024-07-29	$35.27	$35.00	40.1%	11.5%	12.4%	34.7%	0.0%	0.0%	-26.4%	-2.8K	72.9K	-255	0.00	174.85	0	5	13	38
2024-07-30	$35.48	$35.00	43.1%	12.4%	11.6%	38.4%	0.0%	0.4%	-31.6%	-3.4K	79.6K	-308	0.00	177.52	0	0	13	43
2024-07-31	$36.02	$35.00	42.0%	12.0%	12.9%	36.6%	0.0%	0.0%	-13.8%	-3.5K	71.1K	-317	0.00	175.94	0	0	13	43