CGW Options History — October 2021

In October 2021, CGW traded between $55.80 and $59.18. ATM implied volatility averaged 17.7%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.5% (HV 20d: 13.2%). Max pain ranged from $57.00 to $61.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2021-10-25: Highest Volume — 54 contracts
  • 2021-10-13: Largest IV drop — 49.7% change
  • 2021-10-12: Highest IV Rank — 14.9%
  • 2021-10-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.29$55.80$59.18$55.96$59.02
Max Pain$57.19$57.00$61.00$61.00$57.00
ATM IV17.7%12.3%31.4%19.3%14.1%
Expected Move4.4%3.5%5.5%5.5%4.0%
HV 20d13.2%9.3%15.7%13.2%9.8%
HV 60d53.0%11.3%228.0%228.0%11.6%
IV Rank5.4%1.6%14.9%6.5%2.9%
IV Percentile13.2%1.2%26.8%19.2%6.8%
Term Structure0.0%-3.6%3.8%2.5%0.8%
VWIV15.5%12.7%24.2%24.2%14.0%
Skew 25d4.3%-0.9%8.9%1.8%-0.9%
Skew 10d2.8%-2.9%9.0%7.0%-0.4%
Call IV 25d12.3%9.7%20.3%20.3%14.2%
Put IV 25d16.5%10.7%22.1%22.1%13.3%
Bid-Ask Spread %121.92116.33131.32125.26120.21
Gamma HHI0.150.110.200.190.15
Net GEX26.3K13.4K40.2K18.6K40.2K
Net DEX-177.3K-319.4K-68.3K-125.9K-319.4K
Net VEX-1.6K-2.2K-855-1.6K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.001.000.000.38
Total Volume20.667054151
Total OI310.381292328293328

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$55.96$61.0019.3%5.5%13.2%6.5%0.0%1.8%2.5%18.6K-125.9K-1.6K0.00125.26N/AN/A1027914
2021-10-04$55.88$57.0021.3%5.2%13.2%7.9%0.0%6.6%-2.7%17.7K-124.1K-1.6K0.33125.95N/AN/A3127914
2021-10-05$56.39$57.0021.7%5.2%13.8%8.2%0.0%8.9%0.2%20.5K-149.1K-1.7K0.00120.36N/AN/A0227914
2021-10-06$56.17$57.0020.9%4.8%13.6%7.6%0.0%7.9%0.8%18.6K-107.6K-1.3K0.00116.49N/AN/A1027913
2021-10-07$56.53$57.0019.9%4.3%14.0%7.0%0.0%7.5%-0.5%19.0K-117.4K-1.2K0.00122.96N/AN/A0028114
2021-10-08$56.18$57.0021.3%4.6%14.0%7.9%0.0%6.0%-0.2%15.5K-78.5K-1.0K0.00121.83N/AN/A0328014
2021-10-11$55.82$57.0028.2%4.6%14.0%12.7%0.0%5.5%-0.1%13.4K-68.3K-8550.00122.68N/AN/A24028013
2021-10-12$55.80$57.0031.4%4.7%14.0%14.9%0.0%8.2%-0.2%17.9K-92.0K-1.2K0.00120.11N/AN/A0028016
2021-10-13$56.43$57.0015.8%4.5%14.8%4.1%24.2%6.5%1.8%22.7K-146.3K-1.6K0.00118.37N/AN/A0230316
2021-10-14$57.14$57.0014.8%4.2%15.7%3.4%0.0%5.2%-0.5%23.0K-129.7K-1.2K1.00122.52N/AN/A2230316
2021-10-15$57.36$57.0014.5%4.2%14.9%3.2%0.0%4.4%1.2%25.1K-146.3K-1.4K0.00123.25N/AN/A1030317
2021-10-18$57.35$57.0014.8%4.2%14.3%3.4%0.0%3.2%0.6%26.8K-175.3K-1.6K0.00131.32N/AN/A1029615
2021-10-19$57.56$57.0013.3%3.8%14.2%2.4%0.0%3.8%-2.8%29.2K-186.3K-1.6K0.00122.92N/AN/A0030215
2021-10-20$57.86$57.0018.5%5.3%14.1%6.0%15.7%4.0%-3.6%30.2K-212.6K-1.9K0.42118.25N/AN/A331430315
2021-10-21$58.10$57.0013.4%3.8%13.7%2.4%12.8%2.2%3.8%32.9K-229.7K-1.9K0.42122.12N/AN/A331430516
2021-10-22$58.64$57.0012.3%3.5%14.0%1.6%12.7%1.7%1.1%36.3K-254.1K-1.9K0.42122.96N/AN/A331430616
2021-10-25$58.70$57.0012.5%3.6%13.4%1.8%16.7%0.0%-0.1%31.7K-228.1K-1.6K0.35121.12N/AN/A401430616
2021-10-26$58.61$57.0013.0%3.7%9.3%2.2%14.2%1.0%-0.7%39.2K-293.9K-2.2K0.41123.49N/AN/A341430616
2021-10-27$58.39$57.0014.1%4.0%9.5%2.9%14.1%-0.1%-1.6%36.2K-255.5K-1.9K0.41121.87N/AN/A341430916
2021-10-28$59.18$57.0016.8%4.8%9.7%4.8%15.2%6.6%0.5%37.8K-282.8K-1.9K0.40116.33N/AN/A351430916
2021-10-29$59.02$57.0014.1%4.0%9.8%2.9%14.0%-0.9%0.8%40.2K-319.4K-2.1K0.38120.21N/AN/A371431216