CRAK Options History — September 2024

In September 2024, CRAK traded between $32.99 and $35.04. ATM implied volatility averaged 37.6%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 21.6% (HV 20d: 16.0%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 5.00.

Notable Days

2024-09-17: Highest Volume — 11 contracts
2024-09-05: Largest IV spike — 236.7% change
2024-09-26: Highest IV Rank — 51.6%
2024-09-26: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.99	$32.99	$35.04	$35.04	$34.17
Max Pain	$36.20	$36.00	$38.00	$38.00	$36.00
ATM IV	37.6%	10.5%	57.5%	10.5%	42.6%
Expected Move	9.7%	3.0%	16.5%	3.0%	12.2%
HV 20d	16.0%	14.8%	17.1%	15.1%	16.9%
HV 60d	16.4%	15.4%	17.0%	15.4%	17.0%
IV Rank	30.4%	1.7%	51.6%	1.7%	35.8%
IV Percentile	71.4%	2.0%	96.8%	2.0%	85.3%
Term Structure	-5.5%	-15.4%	18.6%	18.6%	-10.3%
Skew 25d	3.5%	-8.1%	25.3%	-8.1%	1.7%
Skew 10d	1.1%	-12.6%	25.9%	-1.1%	2.7%
Call IV 25d	40.5%	17.9%	68.8%	37.1%	52.9%
Put IV 25d	44.1%	29.0%	70.4%	29.0%	54.6%
Bid-Ask Spread %	174.09	150.21	179.40	150.21	176.87
Gamma HHI	0.43	0.37	0.49	0.40	0.47
Net GEX	-19.2K	-27.5K	-15.0K	-15.7K	-15.4K
Net DEX	289.2K	178.2K	406.3K	278.4K	214.3K
Net VEX	-1.3K	-1.4K	-1.1K	-1.3K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.00	0.00	10.00	10.00	0.00
Total Volume	1.65	0	11	0	2
Total OI	223.8	195	243	236	195

Daily Data (20 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
2024-09-03	$35.04	$38.00	10.5%	3.0%	15.1%	1.7%	0.0%	-8.1%	18.6%	-15.7K	278.4K	-1.3K	0.00	150.21	0	0	23	213
2024-09-04	$34.56	$38.00	14.1%	4.0%	15.7%	5.5%	0.0%	14.0%	15.6%	-19.3K	327.0K	-1.3K	0.00	151.42	0	0	23	213
2024-09-05	$34.32	$36.00	47.4%	9.3%	15.9%	40.9%	0.0%	1.1%	-6.6%	-22.0K	319.2K	-1.4K	0.00	176.10	0	0	23	213
2024-09-06	$33.66	$36.00	45.8%	8.7%	15.8%	39.2%	0.0%	0.7%	-6.6%	-19.7K	317.3K	-1.4K	0.00	174.49	0	7	23	213
2024-09-09	$33.80	$36.00	52.7%	9.4%	15.8%	46.5%	0.0%	1.7%	-7.8%	-27.5K	314.5K	-1.4K	0.00	178.51	0	0	23	220
2024-09-10	$33.51	$36.00	56.0%	9.2%	15.9%	50.0%	0.0%	1.4%	-7.3%	-15.8K	344.6K	-1.4K	0.00	175.81	0	0	23	220
2024-09-11	$32.99	$36.00	33.2%	9.5%	16.3%	25.8%	0.0%	1.1%	-6.1%	-21.8K	406.3K	-1.4K	0.00	172.48	0	10	23	220
2024-09-12	$33.24	$36.00	33.1%	9.5%	16.7%	25.7%	0.0%	2.2%	-7.9%	-19.2K	344.3K	-1.3K	0.00	174.44	0	0	23	210
2024-09-13	$33.52	$36.00	33.0%	9.4%	16.4%	25.5%	0.0%	1.8%	-8.3%	-15.0K	328.8K	-1.3K	0.00	177.31	0	0	23	210
2024-09-16	$33.65	$36.00	33.5%	9.6%	16.2%	26.1%	0.0%	1.1%	-7.8%	-15.9K	325.6K	-1.3K	0.00	175.74	0	0	23	210
2024-09-17	$33.80	$36.00	34.4%	9.9%	15.7%	27.1%	0.0%	10.4%	-8.4%	-24.1K	323.6K	-1.2K	10.00	177.22	1	10	23	210
2024-09-18	$33.88	$36.00	34.5%	9.9%	14.8%	27.2%	0.0%	1.4%	-8.5%	-24.0K	299.5K	-1.2K	0.00	178.05	0	1	24	209
2024-09-19	$34.42	$36.00	34.7%	9.9%	16.1%	27.4%	0.0%	0.8%	-2.9%	-17.6K	283.9K	-1.2K	0.00	178.12	0	0	24	210
2024-09-20	$34.08	$36.00	35.3%	10.1%	16.3%	28.0%	0.0%	25.3%	-5.7%	-17.0K	319.4K	-1.2K	0.00	177.21	2	0	24	210
2024-09-23	$34.16	$36.00	36.5%	10.5%	15.3%	29.3%	0.0%	1.2%	-7.7%	-17.1K	209.8K	-1.2K	0.00	177.60	0	0	16	179
2024-09-24	$34.33	$36.00	39.3%	11.3%	15.5%	32.3%	0.0%	8.2%	-10.3%	-18.9K	178.2K	-1.1K	0.00	177.44	0	0	16	179
2024-09-25	$33.89	$36.00	36.4%	10.4%	15.9%	29.2%	0.0%	1.2%	-7.2%	-22.5K	254.1K	-1.2K	0.00	175.67	0	0	16	179
2024-09-26	$34.43	$36.00	57.5%	16.5%	17.1%	51.6%	0.0%	1.5%	-15.4%	-19.7K	185.6K	-1.2K	0.00	179.40	0	0	16	179
2024-09-27	$34.28	$36.00	40.9%	11.7%	16.9%	34.0%	0.0%	1.6%	-9.6%	-15.2K	208.7K	-1.2K	0.00	177.72	0	0	16	179
2024-09-30	$34.17	$36.00	42.6%	12.2%	16.9%	35.8%	0.0%	1.7%	-10.3%	-15.4K	214.3K	-1.2K	0.00	176.87	0	2	16	179