CGW Options History — August 2009 In August 2009, CGW traded between $15.84 and $17.17. ATM implied volatility averaged 72.3%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 52.3% (HV 20d: 20.0%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 21 of 21 trading days.
Notable Days 2009-08-27 : Largest IV spike — 482.3% change2009-08-27 : Highest IV Rank — 76.4%2009-08-27 : Largest Expected Move — 44.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.59 $15.84 $17.17 $16.74 $16.93 Max Pain $13.81 $13.00 $14.00 $13.00 $14.00 ATM IV 72.3% 26.4% 153.7% 69.8% 31.5% Expected Move 20.7% 7.6% 44.1% 20.0% 9.0% HV 20d 20.0% 16.6% 21.8% 21.7% 20.4% HV 60d 24.3% 22.4% 27.1% 27.0% 22.4% IV Rank 33.2% 8.8% 76.4% 31.8% 11.5% IV Percentile 76.6% 11.1% 98.8% 88.1% 11.5% Skew 25d -14.3% -70.6% 17.0% -12.4% -22.6% Skew 10d -23.3% -74.4% 14.1% -36.1% -17.1% Call IV 25d 75.9% 28.0% 134.7% 69.3% 42.8% Put IV 25d 61.6% 20.2% 151.7% 56.9% 20.2% Bid-Ask Spread % 168.73 122.21 200.00 168.06 122.21 Gamma HHI 0.59 0.42 0.98 0.43 0.98 Net GEX 2.9K 60 4.5K 3.3K 4.5K Net DEX -127.0K -176.1K -22.7K -176.1K -94.6K Net VEX -216 -332 -16 -332 -77 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 129 27 167 167 83
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2009-08-03 $16.74 $13.00 69.8% 20.0% 21.7% 31.8% 0.0% -12.4% 0.0% 3.3K -176.1K -332 0.00 168.06 N/A N/A 0 0 154 13 2009-08-04 $16.69 $14.00 61.1% 17.5% 18.2% 27.2% 0.0% 0.0% 0.0% 60 -23.0K -16 0.00 200.00 N/A N/A 0 0 15 12 2009-08-05 $16.58 $14.00 61.1% 17.5% 18.1% 27.2% 0.0% 0.0% 0.0% 65 -22.7K -16 0.00 200.00 N/A N/A 0 0 15 12 2009-08-06 $16.24 $13.00 70.0% 20.1% 20.4% 31.9% 0.0% -7.4% 0.0% 3.3K -159.5K -329 0.00 172.54 N/A N/A 0 0 154 13 2009-08-07 $16.31 $13.00 89.6% 25.7% 20.4% 42.3% 0.0% -47.5% 0.0% 2.8K -159.7K -332 0.00 172.80 N/A N/A 0 0 154 13 2009-08-10 $16.28 $13.00 72.7% 20.8% 20.3% 33.3% 0.0% -6.2% 0.0% 3.3K -161.0K -312 0.00 172.06 N/A N/A 0 0 154 13 2009-08-11 $16.25 $14.00 73.7% 21.1% 20.4% 33.9% 0.0% -7.2% 0.0% 3.1K -142.1K -293 0.00 172.16 N/A N/A 0 0 141 13 2009-08-12 $16.37 $14.00 73.7% 21.1% 18.1% 33.9% 0.0% -2.8% 0.0% 3.1K -145.8K -290 0.00 171.24 N/A N/A 0 0 141 13 2009-08-13 $16.50 $14.00 76.2% 21.8% 17.0% 35.2% 0.0% -24.4% 0.0% 3.1K -150.2K -283 0.00 170.08 N/A N/A 0 0 141 13 2009-08-14 $16.38 $14.00 75.7% 21.7% 16.6% 34.9% 0.0% -2.6% 0.0% 3.1K -146.0K -282 0.00 171.71 N/A N/A 0 0 141 13 2009-08-17 $15.84 $14.00 79.2% 22.7% 18.7% 36.8% 0.0% -9.6% 0.0% 3.3K -129.5K -271 0.00 175.56 N/A N/A 0 0 141 13 2009-08-18 $16.17 $14.00 78.9% 22.6% 20.1% 36.6% 0.0% -4.9% 0.0% 3.2K -140.0K -265 0.00 174.19 N/A N/A 0 0 141 13 2009-08-19 $16.32 $14.00 81.1% 23.2% 20.2% 37.8% 0.0% -5.4% 0.0% 3.1K -144.3K -261 0.00 171.53 N/A N/A 0 0 141 13 2009-08-20 $16.53 $14.00 82.5% 23.6% 20.6% 38.5% 0.0% -0.4% 0.0% 3.1K -150.6K -257 0.00 169.38 N/A N/A 0 0 141 13 2009-08-21 $16.89 $14.00 85.4% 24.5% 21.8% 40.1% 0.0% 4.0% 0.0% 2.7K -142.8K -230 0.00 166.18 N/A N/A 0 0 128 13 2009-08-24 $16.92 $14.00 87.8% 25.2% 21.8% 41.4% 0.0% -61.5% 0.0% 3.2K -147.9K -212 0.00 166.07 N/A N/A 0 0 128 13 2009-08-25 $17.08 $14.00 54.2% 15.5% 21.8% 23.5% 0.0% -70.6% 0.0% 4.2K -164.9K -181 0.00 164.23 N/A N/A 0 0 128 13 2009-08-26 $17.10 $14.00 26.4% 7.6% 21.3% 8.8% 0.0% -3.3% 0.0% 4.0K -99.0K -80 0.00 150.76 N/A N/A 0 0 70 13 2009-08-27 $17.17 $14.00 153.7% 44.1% 21.3% 76.4% 0.0% 17.0% 0.0% 925 -73.8K -127 0.00 166.01 N/A N/A 0 0 70 13 2009-08-28 $17.07 $14.00 34.6% 9.9% 21.4% 13.1% 0.0% -4.3% 0.0% 3.7K -92.8K -90 0.00 146.45 N/A N/A 0 0 70 13 2009-08-31 $16.93 $14.00 31.5% 9.0% 20.4% 11.5% 0.0% -22.6% 0.0% 4.5K -94.6K -77 0.00 122.21 N/A N/A 0 0 70 13
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