CRAK Options History — January 2025

In January 2025, CRAK traded between $27.76 and $29.36. ATM implied volatility averaged 55.3%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 34.1% (HV 20d: 21.3%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-01-02: Highest Volume — 16 contracts
  • 2025-01-15: Largest IV drop — 73.0% change
  • 2025-01-13: Highest IV Rank — 100.0%
  • 2025-01-02: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.65$27.76$29.36$27.76$28.59
Max Pain$28.00$28.00$28.00$28.00$28.00
ATM IV55.3%35.6%131.8%53.2%44.0%
Expected Move10.8%3.5%15.3%15.3%12.6%
HV 20d21.3%12.6%26.6%23.4%14.1%
HV 60d18.2%17.7%18.4%18.2%18.3%
IV Rank42.8%21.7%100.0%47.1%28.5%
IV Percentile72.0%48.0%100.0%80.6%64.7%
Term Structure-5.5%-19.1%17.9%-19.1%-12.1%
VWIV15.6%11.7%25.9%12.0%11.7%
Skew 25d-5.5%-47.5%1.4%0.6%-3.2%
Skew 10d4.6%-50.5%16.4%-1.0%3.4%
Call IV 25d47.8%35.4%72.7%72.7%52.7%
Put IV 25d42.4%23.4%73.3%73.3%49.6%
Bid-Ask Spread %173.27167.57181.25171.78174.80
Gamma HHI0.230.190.360.360.26
Net GEX1.1K-1592.0K-1591.9K
Net DEX-4.4K-19.0K15.7K15.7K-15.4K
Net VEX-154-187-71-71-177
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.5016160
Total OI39.220492049

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$27.76$0.0053.2%15.3%23.4%47.1%0.0%0.6%-19.1%-15915.7K-710.00171.78160119
2025-01-03$28.14$0.0053.0%15.2%24.4%46.8%0.0%-47.5%-19.0%6464.4K-1460.00172.8000269
2025-01-06$28.08$0.0060.6%9.8%24.3%54.8%0.0%0.9%-4.9%6215.5K-1370.00178.8200269
2025-01-07$28.01$0.0072.5%11.6%24.3%67.5%0.0%0.4%-7.3%6214.9K-1370.00179.3500269
2025-01-08$28.05$0.0065.6%5.9%24.2%60.2%12.0%-0.2%17.9%6264.9K-1360.00173.6420269
2025-01-10$27.88$28.0072.9%3.5%24.1%67.9%0.0%-1.9%17.7%1.1K3.3K-1370.00173.5900289
2025-01-13$28.38$28.00107.0%4.2%25.4%100.0%0.0%-10.4%15.6%1.1K6.1K-1160.00167.5710289
2025-01-14$28.57$28.00131.8%10.5%25.3%100.0%0.0%1.4%-4.8%934129-1460.00173.9600299
2025-01-15$29.15$28.0035.6%10.2%26.6%21.7%0.0%-5.3%-4.5%1.1K-5.8K-1690.00172.1900299
2025-01-16$29.14$28.0036.4%10.4%25.7%22.4%0.0%-0.2%-6.5%1.0K-5.7K-1680.00169.1500299
2025-01-17$29.36$28.0042.0%12.0%25.7%26.9%0.0%-7.9%-9.2%1.1K-8.1K-1770.00173.2800299
2025-01-21$29.16$28.0038.1%10.9%23.9%23.8%0.0%-5.4%-7.7%1.1K-6.4K-1620.00171.1800299
2025-01-22$28.91$28.0038.2%10.9%24.0%23.8%0.0%-4.1%-8.0%1.0K879-1260.00171.3901299
2025-01-23$29.18$28.0038.6%11.1%24.2%24.2%12.5%-10.2%-7.4%1.0K-5.1K-1700.00171.19602910
2025-01-24$29.19$28.0045.2%13.0%12.6%29.5%0.0%-6.9%-10.9%1.6K-17.3K-1870.00170.45003510
2025-01-27$29.09$28.0042.5%12.2%12.6%27.4%25.9%0.7%-9.4%1.5K-16.3K-1850.00181.25303510
2025-01-28$28.77$28.0042.8%12.3%13.6%27.5%0.0%-2.6%-9.3%1.9K-16.1K-1750.00173.06003810
2025-01-29$28.73$28.0043.7%12.5%13.6%28.3%0.0%-0.5%-10.8%2.0K-18.7K-1820.00173.13003810
2025-01-30$28.83$28.0042.9%12.3%13.6%27.6%11.7%-6.8%-10.0%2.0K-19.0K-1770.00172.90013810
2025-01-31$28.59$28.0044.0%12.6%14.1%28.5%0.0%-3.2%-12.1%1.9K-15.4K-1770.00174.80003811