CRAK Options History — October 2024

In October 2024, CRAK traded between $31.26 and $34.93. ATM implied volatility averaged 42.1%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 26.5% (HV 20d: 15.6%). Max pain ranged from $30.00 to $36.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.01.

Notable Days

  • 2024-10-23: Highest Volume — 201 contracts
  • 2024-10-22: Largest IV spike — 84.0% change
  • 2024-10-30: Highest IV Rank — 49.5%
  • 2024-10-30: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.17$31.26$34.93$34.23$31.26
Max Pain$34.17$30.00$36.00$36.00$30.00
ATM IV42.1%25.1%55.5%44.7%50.0%
Expected Move11.2%7.2%15.9%12.8%14.3%
HV 20d15.6%12.9%18.3%16.0%14.9%
HV 60d17.2%15.8%18.3%16.9%15.8%
IV Rank35.3%17.2%49.5%38.0%43.7%
IV Percentile79.8%34.5%95.2%88.1%90.5%
Term Structure-8.8%-18.7%16.0%-11.8%-18.0%
VWIV21.2%13.4%31.5%31.5%18.6%
Skew 25d-2.2%-25.6%10.8%1.9%-0.1%
Skew 10d-5.1%-45.5%20.8%3.1%-15.1%
Call IV 25d48.2%27.2%64.0%54.4%64.0%
Put IV 25d46.0%29.4%63.9%56.4%63.9%
Bid-Ask Spread %175.33171.17178.61178.07174.51
Gamma HHI0.370.300.470.470.40
Net GEX-2.0K-14.6K16.6K-14.6K12.7K
Net DEX133.5K-46.7K298.4K211.2K64.2K
Net VEX-1.6K-2.1K-1.2K-1.2K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.040.000.00
Total Volume17.174020122
Total OI374.13193572193565

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$34.23$36.0044.7%12.8%16.0%38.0%0.0%1.9%-11.8%-14.6K211.2K-1.2K0.00178.072016177
2024-10-02$34.28$36.0045.1%12.9%15.3%38.4%0.0%0.7%-11.6%-14.4K205.6K-1.2K0.00176.32100018177
2024-10-03$34.67$36.0045.2%8.8%15.6%38.6%0.0%10.8%-4.6%-2.9K81.9K-1.6K0.00171.1700118177
2024-10-04$34.93$36.0045.8%9.0%13.9%39.2%0.0%0.4%-4.8%-4.2K44.2K-1.6K0.00175.0700118177
2024-10-07$34.67$36.0051.7%9.4%14.2%45.5%0.0%-2.4%-5.3%-4.9K64.7K-1.5K0.00172.9700118177
2024-10-08$34.25$36.0054.3%9.6%14.6%48.2%0.0%-5.4%-5.9%-6.8K90.6K-1.5K0.00173.22025118177
2024-10-09$34.17$36.0034.1%9.8%13.3%26.7%0.0%2.1%-6.9%-7.7K148.9K-1.6K0.00172.4200118202
2024-10-10$34.27$36.0034.5%9.9%13.1%27.1%0.0%-6.1%-8.1%-8.9K122.0K-1.6K0.00176.8800118202
2024-10-11$34.28$36.0034.9%10.0%12.9%27.6%31.5%4.9%-5.9%-7.5K137.4K-1.6K0.00176.9220118202
2024-10-14$34.09$36.0036.7%10.5%13.0%29.5%0.0%-2.8%-7.8%-6.8K158.3K-1.5K0.00176.3800120202
2024-10-15$32.90$36.0035.9%10.3%18.2%28.7%0.0%0.5%-7.6%-10.1K247.3K-1.5K0.00175.4000120202
2024-10-16$33.07$36.0036.8%10.5%18.3%29.6%0.0%0.3%-8.0%-9.9K233.1K-1.5K0.00177.9800120202
2024-10-17$33.14$36.0037.3%10.7%17.2%30.2%0.0%0.4%-8.2%-9.9K227.8K-1.5K0.00177.6000120202
2024-10-18$32.92$36.0037.4%10.7%17.1%30.3%0.0%0.4%-9.0%-10.7K247.8K-1.4K0.00176.9700120202
2024-10-21$32.53$36.0025.1%7.2%17.3%17.2%13.4%-12.5%16.0%-12.7K298.4K-1.3K0.04172.74502117202
2024-10-22$32.50$33.0046.1%13.2%17.1%39.5%0.0%0.6%-6.2%-1.7K236.6K-1.4K0.00177.1804167200
2024-10-23$32.00$33.0040.2%11.5%17.4%33.2%18.6%-0.1%-11.2%-6.2K250.2K-1.4K0.00176.752010167204
2024-10-24$32.04$30.0041.1%11.8%16.0%34.2%0.0%0.6%-11.8%16.3K-46.7K-2.1K0.00178.6101368204
2024-10-25$31.92$30.0042.9%12.3%16.0%36.1%0.0%-10.7%-12.9%16.2K-27.4K-2.0K0.00174.9402368203
2024-10-28$31.90$30.0046.9%13.4%16.0%40.3%0.0%-25.6%-16.7%16.1K11.3K-1.8K0.00172.3202368201
2024-10-29$31.55$30.0046.5%13.3%16.1%39.9%0.0%0.2%-16.5%15.4K15.3K-1.8K0.00174.6301368199
2024-10-30$31.43$30.0055.5%15.9%16.0%49.5%0.0%-8.6%-18.7%16.6K48.5K-1.7K0.00173.6301368198
2024-10-31$31.26$30.0050.0%14.3%14.9%43.7%0.0%-0.1%-18.0%12.7K64.2K-1.6K0.00174.5102368197