CRAK Options History — November 2024

In November 2024, CRAK traded between $30.81 and $31.84. ATM implied volatility averaged 61.7%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 47.6% (HV 20d: 14.1%). Max pain ranged from $30.00 to $37.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 2.67.

Notable Days

2024-11-15: Highest Volume — 95 contracts
2024-11-13: Largest IV drop — 52.1% change
2024-11-12: Highest IV Rank — 96.0%
2024-11-29: Largest Expected Move — 20.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.34	$30.81	$31.84	$31.21	$31.48
Max Pain	$35.95	$30.00	$37.00	$30.00	$35.00
ATM IV	61.7%	47.6%	99.4%	57.6%	70.3%
Expected Move	15.0%	12.2%	20.1%	16.5%	20.1%
HV 20d	14.1%	12.1%	16.2%	14.2%	14.1%
HV 60d	15.3%	15.1%	15.6%	15.2%	15.2%
IV Rank	56.1%	41.1%	96.0%	51.6%	65.1%
IV Percentile	93.1%	85.3%	99.6%	96.8%	96.4%
Term Structure	-7.2%	-31.0%	-0.8%	-31.0%	-14.3%
VWIV	31.5%	8.7%	61.9%	8.7%	55.7%
Skew 25d	31.5%	0.1%	60.6%	0.1%	47.3%
Skew 10d	27.2%	-24.3%	76.1%	-6.5%	38.3%
Call IV 25d	45.8%	21.0%	66.0%	66.0%	59.4%
Put IV 25d	77.3%	57.0%	106.7%	66.1%	106.7%
Bid-Ask Spread %	160.54	155.26	173.22	173.22	163.26
Gamma HHI	0.43	0.22	0.77	0.43	0.24
Net GEX	6.7K	-11.4K	21.7K	13.9K	-1.4K
Net DEX	51.7K	-112.8K	287.4K	59.9K	49.1K
Net VEX	-714	-1.6K	-142	-1.6K	-168
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.67	0.00	8.00	8.00	0.00
Total Volume	9.15	0	95	3	0
Total OI	318.3	44	563	563	49

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
2024-11-01	$31.21	$30.00	57.6%	16.5%	14.2%	51.6%	0.0%	0.1%	-31.0%	13.9K	59.9K	-1.6K	0.00	173.22	0	3	368	195
2024-11-04	$31.31	$37.00	67.8%	14.4%	14.5%	62.5%	8.7%	31.2%	-14.1%	13.7K	58.0K	-1.5K	0.00	155.26	0	15	368	192
2024-11-05	$31.59	$37.00	67.8%	12.4%	15.1%	62.6%	26.3%	18.3%	-6.7%	13.7K	-10.5K	-1.4K	0.00	159.48	0	9	368	177
2024-11-06	$31.84	$37.00	58.8%	12.2%	15.7%	52.9%	40.9%	32.0%	-5.6%	14.8K	-112.8K	-1.4K	8.00	162.19	2	16	368	171
2024-11-07	$31.52	$37.00	62.5%	12.3%	15.6%	56.9%	16.3%	32.2%	-4.8%	17.3K	-42.0K	-1.3K	0.00	158.08	0	5	371	162
2024-11-08	$31.14	$37.00	67.0%	14.2%	15.8%	61.6%	0.0%	33.4%	-12.8%	21.7K	127.1K	-1.0K	0.00	159.18	0	0	371	157
2024-11-11	$31.32	$37.00	86.2%	13.6%	16.2%	82.1%	0.0%	35.1%	-5.5%	17.3K	-24.7K	-1.1K	0.00	159.83	0	0	371	157
2024-11-12	$30.81	$37.00	99.4%	13.4%	12.2%	96.0%	0.0%	30.7%	-6.5%	17.9K	41.0K	-944	0.00	155.52	0	0	371	157
2024-11-13	$30.96	$37.00	47.6%	13.6%	12.2%	41.1%	61.9%	36.6%	-6.3%	17.8K	47.8K	-866	0.00	158.39	0	5	371	157
2024-11-14	$30.98	$37.00	49.4%	14.2%	12.1%	43.0%	0.0%	34.8%	-1.2%	14.1K	48.9K	-750	0.00	159.11	0	0	371	152
2024-11-15	$30.91	$37.00	49.3%	14.1%	12.1%	42.9%	10.8%	37.7%	-0.9%	-11.4K	287.4K	-601	0.00	160.42	0	95	371	152
2024-11-18	$31.54	$37.00	49.8%	14.3%	14.2%	43.4%	0.0%	38.4%	-1.1%	-4.3K	107.7K	-273	0.00	160.39	0	0	14	57
2024-11-19	$31.27	$37.00	58.3%	16.7%	14.4%	52.4%	55.7%	35.6%	-6.5%	-3.9K	108.0K	-268	0.00	161.13	0	30	14	57
2024-11-20	$31.29	$35.00	53.5%	15.4%	13.5%	47.4%	0.0%	36.5%	-0.8%	-1.2K	50.6K	-172	0.00	158.39	0	0	16	28
2024-11-21	$31.43	$35.00	60.8%	17.4%	13.6%	55.1%	0.0%	41.3%	-7.4%	-1.1K	45.3K	-184	0.00	161.51	2	0	16	28
2024-11-22	$31.51	$35.00	51.8%	14.8%	13.6%	45.5%	0.0%	26.7%	-1.9%	-857	43.1K	-203	0.00	161.94	0	0	19	28
2024-11-25	$31.82	$35.00	54.6%	15.7%	14.1%	48.5%	0.0%	60.6%	-2.9%	-1.7K	60.8K	-142	0.00	159.20	0	0	19	28
2024-11-26	$31.55	$35.00	55.1%	15.8%	13.9%	49.1%	0.0%	3.5%	-3.6%	-941	43.0K	-193	0.00	162.85	1	0	19	28
2024-11-27	$31.30	$35.00	66.8%	19.1%	14.1%	61.5%	0.0%	17.1%	-10.6%	-1.1K	45.7K	-187	0.00	161.51	0	0	20	28
2024-11-29	$31.48	$35.00	70.3%	20.1%	14.1%	65.1%	0.0%	47.3%	-14.3%	-1.4K	49.1K	-168	0.00	163.26	0	0	20	29