CGW Options History — August 2021

In August 2021, CGW traded between $57.26 and $59.52. ATM implied volatility averaged 15.4%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 116.3% (HV 20d: 131.6%). Max pain ranged from $50.00 to $57.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2021-08-05: Highest Volume — 50 contracts
  • 2021-08-09: Largest IV spike — 38.1% change
  • 2021-08-09: Highest IV Rank — 6.3%
  • 2021-08-02: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.47$57.26$59.52$57.26$59.45
Max Pain$52.55$50.00$57.00$57.00$50.00
ATM IV15.4%11.5%20.2%18.9%13.5%
Expected Move4.3%3.3%5.4%5.4%3.9%
HV 20d131.6%8.5%393.7%393.5%8.5%
HV 60d227.7%227.6%227.8%227.7%227.6%
IV Rank3.5%1.1%6.3%4.8%2.5%
IV Percentile3.2%0.4%8.0%4.4%2.8%
Term Structure-0.2%-4.5%3.2%-4.5%0.6%
VWIV22.0%13.9%40.7%14.9%15.2%
Skew 25d1.1%-3.5%5.7%2.3%2.0%
Skew 10d1.5%-6.7%11.6%3.7%0.6%
Call IV 25d15.7%11.2%19.9%18.2%14.8%
Put IV 25d16.8%11.9%21.3%20.5%16.8%
Bid-Ask Spread %133.89123.78149.69140.57127.42
Gamma HHI0.270.190.420.310.19
Net GEX15.9K1.4K24.4K1.4K23.7K
Net DEX-138.1K-236.4K-6.6K-6.6K-236.4K
Net VEX-765-1.5K-135-146-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume9.5050719
Total OI100.5911415214152

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$57.26$57.0018.9%5.4%393.5%4.8%0.0%2.3%-4.5%1.4K-6.6K-1460.00140.57N/AN/A70104
2021-08-03$57.91$57.0016.5%4.7%393.2%3.5%0.0%2.5%-2.3%1.7K-8.4K-1350.00146.38N/AN/A10104
2021-08-04$57.87$57.0016.8%4.8%393.4%3.6%14.9%3.3%-1.8%3.9K-26.6K-1710.00144.07N/AN/A100154
2021-08-05$58.15$54.0017.5%4.2%393.4%4.1%0.0%4.5%3.2%3.9K-33.5K-2040.00139.48N/AN/A500164
2021-08-06$57.91$54.0014.6%3.9%393.7%2.5%0.0%0.4%2.3%5.6K-58.8K-2600.00140.77N/AN/A50264
2021-08-09$57.72$54.0020.2%4.4%393.7%6.3%16.0%-3.5%0.8%10.2K-87.9K-6730.07149.69N/AN/A151764
2021-08-10$58.07$54.0017.9%4.5%393.5%5.6%0.0%0.1%2.1%11.9K-78.0K-3330.00132.22N/AN/A00814
2021-08-11$58.38$54.0015.9%4.5%12.0%4.2%15.8%0.1%1.0%17.2K-115.3K-6150.00133.23N/AN/A50964
2021-08-12$58.56$54.0013.2%3.8%11.7%2.3%33.3%-0.5%1.3%15.8K-108.7K-4170.00133.81N/AN/A60964
2021-08-13$58.90$54.0014.2%4.1%11.7%3.0%33.2%0.0%-1.3%19.4K-160.3K-8080.00134.85N/AN/A1701014
2021-08-16$59.02$54.0014.3%4.1%8.9%3.1%35.4%-0.7%0.1%18.7K-177.5K-8810.00128.55N/AN/A1801044
2021-08-17$58.42$53.0016.3%4.7%8.5%4.5%15.3%-0.7%1.7%23.1K-171.2K-9070.00127.32N/AN/A701184
2021-08-18$58.24$50.0016.8%4.8%8.8%4.8%0.0%-0.0%1.1%23.6K-193.2K-1.1K0.00125.20N/AN/A051324
2021-08-19$58.01$50.0017.9%5.1%9.1%5.6%0.0%0.2%0.2%24.4K-198.8K-1.2K0.00124.38N/AN/A201384
2021-08-20$58.55$50.0016.6%4.8%8.9%4.7%15.4%2.0%-0.5%20.2K-227.5K-1.2K1.00123.78N/AN/A111389
2021-08-23$58.77$50.0012.8%3.7%8.9%2.1%14.8%0.5%-1.0%20.9K-218.4K-1.5K0.00127.71N/AN/A101288
2021-08-24$58.85$50.0011.9%3.4%8.8%1.4%0.0%-0.2%-0.7%17.5K-161.2K-8770.00149.50N/AN/A101299
2021-08-25$59.01$50.0013.4%3.8%8.8%2.4%13.9%5.7%-2.3%22.3K-174.1K-8370.00128.59N/AN/A101309
2021-08-26$58.62$50.0011.5%3.3%8.5%1.1%40.7%-2.5%0.2%20.7K-181.9K-1.1K0.33129.08N/AN/A311329
2021-08-27$59.26$50.0012.7%3.6%9.1%1.9%0.0%4.0%-0.6%22.1K-195.9K-9430.00129.97N/AN/A1101339
2021-08-30$59.52$50.0014.2%4.1%9.2%3.0%15.2%4.3%-3.1%22.2K-218.0K-1.2K0.24128.92N/AN/A17413310
2021-08-31$59.45$50.0013.5%3.9%8.5%2.5%0.0%2.0%0.6%23.7K-236.4K-1.3K0.00127.42N/AN/A19014210