CRAK Options History — December 2024 In December 2024, CRAK traded between $27.13 and $31.58. ATM implied volatility averaged 60.7%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 44.4% (HV 20d: 16.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-24 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 45.5% change2024-12-10 : Highest IV Rank — 84.2%2024-12-04 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.54 $27.13 $31.58 $31.58 $27.50 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 60.7% 44.7% 88.2% 62.7% 62.3% Expected Move 15.6% 12.8% 20.5% 18.0% 17.9% HV 20d 16.3% 11.6% 23.0% 14.1% 22.8% HV 60d 15.7% 14.2% 18.4% 14.8% 18.0% IV Rank 55.0% 38.0% 84.2% 57.2% 56.7% IV Percentile 88.3% 71.0% 98.8% 94.4% 91.3% Term Structure -14.0% -26.0% -6.2% -6.2% -26.0% Skew 25d 24.6% -7.6% 57.8% 57.8% -0.1% Skew 10d 21.1% -21.5% 45.4% 45.4% -5.6% Call IV 25d 58.6% 47.6% 70.2% 63.1% 70.2% Put IV 25d 83.2% 50.8% 122.9% 120.9% 70.1% Bid-Ask Spread % 172.29 161.17 179.06 162.54 170.88 Gamma HHI 0.26 0.22 0.33 0.25 0.29 Net GEX -571 -1.1K -76 -1.1K -110 Net DEX 39.1K 14.0K 64.2K 45.2K 14.6K Net VEX -129 -186 -71 -173 -79 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.048 0 1 0 0 Total OI 39.905 19 48 48 20
Daily Data (21 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 2024-12-02 $31.58 $35.00 62.7% 18.0% 14.1% 57.2% 0.0% 57.8% -6.2% -1.1K 45.2K -173 0.00 162.54 0 0 20 28 2024-12-03 $31.57 $35.00 65.0% 18.6% 14.1% 59.6% 0.0% 52.4% -7.4% -851 42.0K -186 0.00 161.17 0 0 20 28 2024-12-04 $31.27 $35.00 71.4% 20.5% 14.2% 66.3% 0.0% 54.7% -7.9% -886 45.7K -166 0.00 161.58 0 0 20 28 2024-12-05 $31.30 $0.00 73.2% 13.2% 13.8% 68.2% 0.0% 24.2% -11.7% -1.1K 47.8K -157 0.00 178.00 0 0 20 28 2024-12-06 $30.98 $0.00 75.2% 13.1% 13.8% 70.4% 0.0% 25.0% -11.1% -942 48.4K -152 0.00 179.06 0 0 20 28 2024-12-09 $31.09 $0.00 85.2% 13.8% 13.3% 81.0% 0.0% 25.6% -13.0% -763 43.2K -172 0.00 177.94 0 0 20 28 2024-12-10 $31.06 $0.00 88.2% 13.7% 13.1% 84.2% 0.0% 25.7% -12.3% -780 44.1K -166 0.00 177.83 0 0 20 28 2024-12-11 $31.08 $0.00 48.1% 13.8% 11.6% 41.6% 0.0% 26.1% -12.9% -777 43.9K -163 0.00 178.82 0 0 20 28 2024-12-12 $30.55 $0.00 47.4% 13.6% 13.1% 40.9% 0.0% 26.8% -11.9% -792 49.0K -147 0.00 176.09 0 0 20 28 2024-12-13 $30.35 $0.00 56.2% 16.1% 13.2% 50.2% 0.0% 27.1% -21.3% -742 48.8K -143 0.00 177.85 0 0 20 28 2024-12-16 $29.76 $0.00 52.0% 14.9% 14.8% 45.8% 0.0% 28.8% -13.7% -673 52.1K -126 0.00 177.00 0 0 20 28 2024-12-17 $29.48 $0.00 60.6% 17.4% 12.5% 54.8% 0.0% 36.8% -19.5% -658 50.8K -135 0.00 173.94 0 0 20 28 2024-12-18 $28.70 $0.00 56.3% 16.1% 14.9% 50.3% 0.0% 38.8% -14.2% -562 52.2K -126 0.00 173.39 0 0 20 28 2024-12-19 $28.55 $0.00 56.6% 16.2% 14.8% 50.7% 0.0% 39.2% -11.5% -569 55.3K -109 0.00 172.31 0 0 20 28 2024-12-20 $28.65 $0.00 57.6% 16.5% 14.7% 51.6% 0.0% 40.2% -11.1% -76 64.2K -111 0.00 172.16 0 0 20 28 2024-12-23 $27.13 $0.00 44.7% 12.8% 22.8% 38.0% 0.0% -7.6% -11.7% -143 16.4K -71 0.00 166.14 0 0 10 9 2024-12-24 $27.38 $0.00 44.8% 12.8% 22.7% 38.1% 0.0% -0.5% -9.9% -146 16.1K -76 0.00 169.75 1 0 10 9 2024-12-26 $27.45 $0.00 53.9% 15.5% 23.0% 47.8% 0.0% -1.5% -18.9% -91 14.0K -83 0.00 171.27 0 0 11 9 2024-12-27 $27.39 $0.00 54.8% 15.7% 23.0% 48.7% 0.0% -1.6% -18.3% -92 14.1K -82 0.00 169.92 0 0 11 9 2024-12-30 $27.48 $0.00 59.0% 16.9% 22.9% 53.2% 0.0% -1.3% -22.8% -97 14.2K -82 0.00 170.54 0 0 11 9 2024-12-31 $27.50 $0.00 62.3% 17.9% 22.8% 56.7% 0.0% -0.1% -26.0% -110 14.6K -79 0.00 170.88 0 0 11 9
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