CGW Options History — July 2021 In July 2021, CGW traded between $53.76 and $57.14. ATM implied volatility averaged 17.4%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 375.9% (HV 20d: 393.3%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 2 of 13 trading days. Term structure was in contango for 2 of 13 days. Put/call ratio averaged 0.33.
Notable Days 2021-07-29 : Highest Volume — 6 contracts2021-07-19 : Largest IV spike — 72.2% change2021-07-19 : Highest IV Rank — 8.8%2021-07-19 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $55.51 $53.76 $57.14 $54.89 $57.14 Max Pain $57.00 $57.00 $57.00 $57.00 $57.00 ATM IV 17.4% 14.3% 26.5% 14.3% 16.4% Expected Move 5.0% 4.1% 7.6% 4.1% 4.7% HV 20d 393.3% 392.8% 394.1% 393.4% 393.3% HV 60d 227.9% 227.7% 228.2% 228.1% 227.7% IV Rank 4.0% 2.3% 8.8% 2.3% 3.5% IV Percentile 2.0% 0.4% 5.2% 0.4% 3.2% Term Structure -0.7% -3.3% 8.0% -1.4% -1.2% VWIV 14.5% 11.9% 16.2% 15.5% 11.9% Skew 25d 3.2% -1.3% 7.6% 2.0% -1.3% Skew 10d 3.6% 0.5% 6.1% 4.0% 0.5% Call IV 25d 17.9% 15.1% 27.7% 15.2% 19.0% Put IV 25d 21.2% 17.2% 32.2% 17.2% 17.7% Bid-Ask Spread % 149.08 139.82 164.41 147.98 139.82 Gamma HHI 0.78 0.30 1.00 1.00 0.30 Net GEX -248 -975 289 0 189 Net DEX 2.7K 0 8.1K 0 2.2K Net VEX -26 -80 0 0 -77 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.00 1.00 0.00 Total Volume 1.077 0 6 1 0 Total OI 2.692 0 8 0 8
Daily Data (13 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 2021-07-14 $54.89 $0.00 14.3% 4.1% 393.4% 2.3% 0.0% 2.0% -1.4% 0 0 0 0.00 147.98 N/A N/A 0 1 0 0 2021-07-15 $54.65 $0.00 18.7% 5.4% 393.5% 4.7% 0.0% 3.1% 8.0% -187 2.4K -9 0.00 164.41 N/A N/A 0 0 0 1 2021-07-16 $54.67 $0.00 15.4% 4.4% 393.7% 2.9% 0.0% 1.7% -2.9% -348 2.1K -9 0.00 144.00 N/A N/A 0 0 0 1 2021-07-19 $53.76 $0.00 26.5% 7.6% 394.1% 8.8% 0.0% 4.5% -2.2% -219 2.7K -9 0.00 150.03 N/A N/A 0 0 0 1 2021-07-20 $54.83 $0.00 19.2% 5.5% 393.8% 4.9% 0.0% 4.3% -1.9% -259 2.2K -9 0.00 152.79 N/A N/A 0 0 0 1 2021-07-21 $55.09 $0.00 18.6% 5.3% 393.6% 4.6% 0.0% 3.9% -1.9% -269 2.1K -8 0.00 156.03 N/A N/A 0 0 0 1 2021-07-22 $55.18 $0.00 15.1% 4.3% 393.4% 2.8% 0.0% 2.9% 0.3% -349 2.0K -8 0.00 143.49 N/A N/A 0 0 0 1 2021-07-23 $55.80 $0.00 14.5% 4.2% 392.8% 2.5% 0.0% 3.7% -1.0% -306 1.6K -7 1.00 145.07 N/A N/A 2 2 0 1 2021-07-26 $55.87 $0.00 15.4% 4.4% 392.8% 2.9% 15.5% 3.1% -0.8% -334 1.4K -7 0.00 147.08 N/A N/A 0 1 0 1 2021-07-27 $56.13 $0.00 16.4% 4.7% 392.9% 3.4% 16.2% 3.0% -0.3% -460 5.2K -57 0.00 141.75 N/A N/A 2 0 2 3 2021-07-28 $56.44 $57.00 15.9% 4.6% 392.9% 3.2% 0.0% 3.5% -0.5% -975 8.1K -64 0.00 145.23 N/A N/A 0 0 2 4 2021-07-29 $57.12 $57.00 20.3% 5.8% 393.0% 5.5% 11.9% 7.6% -3.3% 289 2.4K -80 0.00 160.42 N/A N/A 6 0 4 4 2021-07-30 $57.14 $57.00 16.4% 4.7% 393.3% 3.5% 0.0% -1.3% -1.2% 189 2.2K -77 0.00 139.82 N/A N/A 0 0 4 4
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