CGW Options History — April 2009 In April 2009, CGW traded between $12.33 and $13.80. ATM implied volatility averaged 52.9%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 17.5% (HV 20d: 35.4%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 18 of 20 trading days.
Notable Days 2009-04-02 : Highest Volume — 2 contracts2009-04-17 : Largest IV spike — 174.6% change2009-04-01 : Highest IV Rank — 32.2%2009-04-01 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $13.09 $12.33 $13.80 $12.33 $13.75 Max Pain $11.95 $11.00 $12.00 $12.00 $12.00 ATM IV 52.9% 20.6% 72.3% 72.3% 56.1% Expected Move 15.2% 5.9% 20.7% 20.7% 16.1% HV 20d 35.4% 30.2% 44.7% 44.7% 30.2% HV 60d 43.1% 41.3% 44.4% 44.0% 41.3% IV Rank 21.7% 4.4% 32.2% 32.2% 23.5% IV Percentile 71.0% 20.2% 90.5% 90.5% 75.8% VWIV 74.2% 74.2% 74.2% 74.2% 74.2% Skew 25d 8.1% -22.3% 32.6% 4.5% 31.8% Skew 10d -6.2% -29.3% 17.7% 4.5% -2.8% Call IV 25d 52.2% 33.0% 64.0% 59.9% 33.5% Put IV 25d 60.4% 39.0% 67.7% 64.4% 65.2% Bid-Ask Spread % 185.31 159.59 200.00 174.17 185.91 Gamma HHI 0.33 0.28 1.00 0.28 0.30 Net GEX 15 -11 25 11 20 Net DEX -1.5K -2.3K 346 -959 -2.3K Net VEX -20 -23 0 -22 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 2 0 0 Total OI 6.35 0 7 7 7
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2009-04-01 $12.33 $12.00 72.3% 20.7% 44.7% 32.2% 0.0% 4.5% 0.0% 11 -959 -22 0.00 174.17 N/A N/A 0 0 4 3 2009-04-02 $12.67 $12.00 55.6% 15.9% 38.4% 23.2% 74.2% -20.5% 0.0% 12 -1.1K -22 0.00 177.56 N/A N/A 0 2 4 3 2009-04-03 $12.84 $12.00 55.5% 15.9% 38.0% 23.1% 0.0% 11.6% 0.0% 16 -1.6K -23 0.00 184.69 N/A N/A 0 0 4 3 2009-04-06 $12.76 $12.00 55.4% 15.9% 36.7% 23.1% 0.0% 11.9% 0.0% 16 -1.5K -23 0.00 185.73 N/A N/A 0 0 4 3 2009-04-08 $12.55 $12.00 56.1% 16.1% 33.6% 23.5% 0.0% 11.9% 0.0% 15 -1.4K -23 0.00 188.32 N/A N/A 0 0 4 3 2009-04-09 $13.03 $11.00 54.1% 15.5% 34.9% 22.4% 0.0% 0.0% 0.0% -11 346 -3 0.00 174.15 N/A N/A 0 0 0 1 2009-04-13 $13.05 $12.00 55.9% 16.0% 34.2% 23.4% 0.0% 5.3% 0.0% 18 -1.7K -22 0.00 189.21 N/A N/A 0 0 4 3 2009-04-14 $12.81 $12.00 55.8% 16.0% 35.4% 23.3% 0.0% 8.8% 0.0% 17 -1.5K -22 0.00 190.06 N/A N/A 0 0 4 3 2009-04-15 $13.09 $12.00 54.6% 15.7% 35.8% 22.7% 0.0% 5.8% 0.0% 17 -1.8K -22 0.00 192.84 N/A N/A 0 0 4 3 2009-04-16 $13.37 $0.00 20.6% 5.9% 34.6% 4.4% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2009-04-17 $13.35 $12.00 56.7% 16.2% 34.1% 23.8% 0.0% 11.1% 0.0% 18 -2.0K -22 0.00 188.90 N/A N/A 0 0 4 3 2009-04-20 $12.81 $12.00 57.9% 16.6% 37.4% 24.4% 0.0% -22.3% 0.0% 13 -907 -20 0.00 184.02 N/A N/A 0 0 4 3 2009-04-21 $13.06 $12.00 46.4% 13.3% 37.7% 18.2% 0.0% 4.9% 0.0% 19 -1.7K -22 0.00 188.36 N/A N/A 0 0 4 3 2009-04-22 $13.00 $12.00 44.4% 12.7% 34.7% 17.1% 0.0% -1.7% 0.0% 19 -1.7K -22 0.00 189.05 N/A N/A 0 0 4 3 2009-04-23 $13.31 $12.00 57.1% 16.4% 34.8% 24.0% 0.0% 9.3% 0.0% 18 -1.9K -22 0.00 188.83 N/A N/A 0 0 4 3 2009-04-24 $13.42 $12.00 42.3% 12.1% 34.6% 16.0% 0.0% 12.1% 0.0% 20 -2.0K -22 0.00 188.97 N/A N/A 0 0 4 3 2009-04-27 $13.39 $12.00 58.5% 16.8% 34.7% 24.7% 0.0% 11.9% 0.0% 18 -2.0K -22 0.00 188.90 N/A N/A 0 0 4 3 2009-04-28 $13.42 $12.00 48.3% 13.8% 33.2% 19.2% 0.0% 17.4% 0.0% 25 -2.0K -21 0.00 159.59 N/A N/A 0 0 4 3 2009-04-29 $13.80 $12.00 54.3% 15.6% 31.2% 22.5% 0.0% 32.6% 0.0% 21 -2.3K -22 0.00 186.87 N/A N/A 0 0 4 3 2009-04-30 $13.75 $12.00 56.1% 16.1% 30.2% 23.5% 0.0% 31.8% 0.0% 20 -2.3K -21 0.00 185.91 N/A N/A 0 0 4 3
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