CGW Options History — December 2021

In December 2021, CGW traded between $57.73 and $60.74. ATM implied volatility averaged 32.0%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 16.3% (HV 20d: 15.7%). Max pain ranged from $56.00 to $63.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.30.

Notable Days

  • 2021-12-07: Highest Volume — 85 contracts
  • 2021-12-08: Largest IV spike — 102.8% change
  • 2021-12-13: Highest IV Rank — 32.6%
  • 2021-12-03: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.54$57.73$60.74$58.08$60.74
Max Pain$61.38$56.00$63.00$56.00$63.00
ATM IV32.0%17.4%56.8%35.8%29.9%
Expected Move7.4%3.5%12.0%10.3%8.6%
HV 20d15.7%10.3%19.1%10.3%17.3%
HV 60d13.0%11.8%14.0%11.8%13.0%
IV Rank15.4%5.2%32.6%18.0%13.9%
IV Percentile43.1%27.2%67.6%42.8%45.2%
Term Structure-2.0%-10.6%6.8%-3.8%-6.1%
VWIV32.6%28.5%41.1%35.3%30.0%
Skew 25d20.1%2.1%32.8%20.3%22.7%
Skew 10d25.2%0.2%42.1%26.8%24.9%
Call IV 25d19.6%14.2%32.8%32.8%19.5%
Put IV 25d39.7%17.9%58.6%53.1%42.2%
Bid-Ask Spread %143.55128.25156.19149.92146.06
Gamma HHI0.160.120.220.120.20
Net GEX38.0K24.4K49.2K28.0K45.2K
Net DEX-344.8K-530.7K-160.5K-189.3K-458.8K
Net VEX-2.7K-3.4K-1.8K-2.3K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.891.860.981.77
Total Volume73.40960858161
Total OI397.773384409404385

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$58.08$56.0035.8%10.3%10.3%18.0%35.3%20.3%-3.8%28.0K-189.3K-2.3K0.98149.92N/AN/A414036143
2021-12-02$58.73$56.0036.0%10.3%11.2%18.2%32.3%30.9%-5.3%31.9K-267.0K-2.6K0.91153.67N/AN/A444036144
2021-12-03$58.16$56.0041.8%12.0%11.1%22.2%34.2%32.8%-8.6%30.5K-296.1K-2.8K0.91156.19N/AN/A444036444
2021-12-06$59.24$0.0042.4%6.8%13.1%22.6%0.0%12.9%3.8%38.5K-391.8K-3.0K0.91140.97N/AN/A444036444
2021-12-07$60.20$0.0019.9%4.2%14.2%6.9%0.0%17.8%2.9%46.7K-363.0K-2.3K0.89130.66N/AN/A454036444
2021-12-08$60.63$0.0040.3%6.3%14.5%21.1%0.0%11.1%1.8%49.2K-530.7K-3.4K0.93143.25N/AN/A434036544
2021-12-09$60.18$0.0046.1%7.0%14.6%25.2%0.0%22.5%6.4%42.7K-393.4K-2.8K0.93142.59N/AN/A434036244
2021-12-10$60.12$0.0047.8%6.8%14.6%26.4%0.0%14.6%-3.2%37.5K-351.1K-2.4K0.93140.92N/AN/A434036244
2021-12-13$60.08$0.0056.8%7.0%14.4%32.6%0.0%6.9%-4.0%45.5K-425.8K-2.9K0.93137.15N/AN/A434036244
2021-12-14$59.28$0.0028.4%3.5%15.0%12.9%0.0%2.1%6.8%41.6K-335.2K-2.7K0.93128.25N/AN/A434036244
2021-12-15$59.94$0.0024.0%6.9%15.6%9.8%0.0%14.3%-2.1%43.9K-403.9K-2.8K1.00140.95N/AN/A404036244
2021-12-16$59.76$0.0023.1%6.6%15.6%9.2%0.0%20.1%-4.6%31.0K-267.5K-1.8K1.11146.56N/AN/A364036344
2021-12-17$59.25$63.0022.6%6.5%15.7%8.9%29.9%24.7%2.5%43.0K-271.6K-2.3K1.17145.00N/AN/A364236445
2021-12-20$57.73$63.0028.2%8.1%18.0%12.7%36.7%23.7%-2.8%24.4K-160.5K-2.2K1.86143.10N/AN/A213934341
2021-12-21$58.37$63.0025.5%7.3%18.6%10.9%41.1%27.0%-2.6%30.7K-252.7K-2.6K1.77140.72N/AN/A223934341
2021-12-22$59.07$63.0017.4%5.0%19.0%5.2%38.5%9.4%0.9%31.2K-295.1K-2.7K1.77144.24N/AN/A223934441
2021-12-23$59.45$63.0025.6%7.3%19.1%10.9%29.1%22.9%-0.8%34.6K-307.1K-2.7K1.77145.19N/AN/A223934441
2021-12-27$59.72$63.0029.3%8.4%18.6%13.5%28.5%22.4%-10.6%39.3K-418.8K-3.3K1.77144.67N/AN/A223934441
2021-12-28$60.19$63.0028.5%8.2%18.6%12.9%29.8%23.4%-7.3%42.1K-433.8K-3.1K1.77145.12N/AN/A223934441
2021-12-29$60.54$63.0025.6%7.3%17.9%10.9%29.7%30.4%-3.4%34.9K-327.9K-2.1K1.77146.66N/AN/A223934441
2021-12-30$60.44$63.0028.4%8.1%17.6%12.9%29.0%29.0%-3.9%43.5K-445.5K-3.0K1.77146.29N/AN/A223934441
2021-12-31$60.74$63.0029.9%8.6%17.3%13.9%30.0%22.7%-6.1%45.2K-458.8K-3.0K1.77146.06N/AN/A223934441