CGW Options History — April 2022

In April 2022, CGW traded between $48.33 and $52.84. ATM implied volatility averaged 24.4%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 6.4% (HV 20d: 18.0%). Max pain ranged from $48.00 to $53.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.60.

Notable Days

2022-04-29: Highest Volume — 153 contracts
2022-04-11: Largest IV spike — 69.4% change
2022-04-12: Highest IV Rank — 32.3%
2022-04-29: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.84	$48.33	$52.84	$52.83	$48.33
Max Pain	$52.00	$48.00	$53.00	$53.00	$48.00
ATM IV	24.4%	17.4%	56.9%	18.7%	27.2%
Expected Move	5.6%	3.6%	7.8%	3.6%	7.8%
HV 20d	18.0%	16.4%	21.6%	21.6%	18.1%
HV 60d	20.3%	19.9%	21.2%	20.4%	20.7%
IV Rank	9.6%	4.8%	32.3%	5.7%	11.6%
IV Percentile	50.9%	29.6%	80.4%	35.6%	70.0%
Term Structure	-1.6%	-9.1%	4.1%	-3.3%	-4.5%
VWIV	18.2%	12.8%	30.1%	15.1%	26.8%
Skew 25d	6.1%	-6.6%	13.5%	2.8%	-6.6%
Skew 10d	7.6%	-3.7%	20.9%	12.2%	14.2%
Call IV 25d	18.7%	14.0%	33.0%	18.3%	33.0%
Put IV 25d	24.8%	19.1%	33.9%	21.0%	26.4%
Bid-Ask Spread %	115.30	105.10	124.52	105.10	123.53
Gamma HHI	0.21	0.18	0.25	0.23	0.20
Net GEX	12.5K	4.1K	19.0K	16.7K	7.1K
Net DEX	-107.1K	-162.5K	-22.1K	-133.3K	-54.8K
Net VEX	-970	-1.1K	-792	-809	-961
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.56	0.64	0.64	0.56
Total Volume	133	0	153	128	153
Total OI	189.1	165	205	165	205

Daily Data (20 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
2022-04-01	$52.83	$53.00	18.7%	3.6%	21.6%	5.7%	15.1%	2.8%	-3.3%	16.7K	-133.3K	-809	0.64	105.10	N/A	N/A	78	50	114	51
2022-04-04	$52.84	$53.00	19.8%	4.6%	20.3%	6.5%	16.5%	6.2%	-0.5%	15.7K	-123.2K	-802	0.62	107.53	N/A	N/A	81	50	114	51
2022-04-05	$52.34	$53.00	21.1%	4.3%	20.7%	7.4%	13.0%	4.1%	4.1%	16.5K	-132.6K	-872	0.62	114.36	N/A	N/A	82	51	120	51
2022-04-06	$51.88	$53.00	26.8%	4.9%	18.5%	11.4%	16.4%	3.3%	-2.0%	14.5K	-127.8K	-1.1K	0.62	124.52	N/A	N/A	82	51	128	51
2022-04-07	$52.19	$53.00	20.2%	6.0%	17.1%	6.7%	15.4%	5.7%	-0.3%	13.9K	-120.9K	-893	0.63	115.75	N/A	N/A	81	51	128	51
2022-04-08	$51.87	$53.00	25.4%	4.3%	17.2%	10.4%	15.1%	8.0%	1.3%	16.8K	-140.3K	-955	0.63	109.55	N/A	N/A	81	51	128	51
2022-04-11	$51.09	$53.00	43.1%	4.5%	18.2%	22.7%	14.8%	12.9%	3.7%	12.4K	-104.8K	-955	0.63	114.22	N/A	N/A	81	51	128	51
2022-04-12	$50.93	$53.00	56.9%	5.9%	17.7%	32.3%	17.7%	13.5%	0.8%	12.6K	-108.7K	-961	0.64	113.87	N/A	N/A	83	53	128	51
2022-04-13	$51.49	$53.00	24.0%	6.9%	17.2%	9.4%	16.1%	6.9%	-5.1%	14.4K	-130.3K	-1.1K	0.56	121.50	N/A	N/A	94	53	138	53
2022-04-14	$51.10	$53.00	18.1%	5.2%	16.4%	5.2%	12.8%	8.8%	-1.7%	14.6K	-139.8K	-1.1K	0.57	116.65	N/A	N/A	93	53	138	53
2022-04-18	$50.36	$53.00	17.8%	5.1%	16.4%	5.1%	0.0%	6.4%	0.2%	13.0K	-113.3K	-1.1K	0.58	116.72	N/A	N/A	90	52	139	53
2022-04-19	$50.84	$53.00	18.4%	5.3%	16.6%	5.4%	0.0%	6.4%	-9.1%	12.0K	-103.8K	-1.0K	0.57	110.48	N/A	N/A	92	52	139	52
2022-04-20	$51.54	$53.00	18.2%	5.2%	17.1%	5.3%	0.0%	7.3%	-3.6%	19.0K	-157.8K	-1.0K	0.57	118.39	N/A	N/A	92	52	149	52
2022-04-21	$50.94	$53.00	17.4%	5.0%	17.0%	4.8%	0.0%	6.2%	-0.8%	17.7K	-162.5K	-1.1K	0.57	119.42	N/A	N/A	92	52	149	52
2022-04-22	$50.34	$53.00	18.2%	5.2%	17.5%	5.3%	0.0%	3.6%	1.0%	10.0K	-93.3K	-1.0K	0.57	106.93	N/A	N/A	92	52	149	52
2022-04-25	$49.96	$53.00	24.9%	7.1%	17.6%	10.0%	0.0%	11.2%	-6.5%	7.5K	-84.4K	-908	0.57	115.34	N/A	N/A	92	52	149	52
2022-04-26	$48.47	$48.00	23.8%	6.8%	20.3%	9.2%	26.9%	3.3%	2.1%	5.3K	-40.1K	-911	0.60	113.71	N/A	N/A	92	55	149	55
2022-04-27	$48.42	$48.00	22.2%	6.4%	16.5%	8.1%	0.0%	6.0%	-3.2%	4.1K	-22.1K	-792	0.00	122.32	N/A	N/A	0	0	149	55
2022-04-28	$49.06	$48.00	25.3%	7.3%	17.7%	10.3%	30.1%	6.5%	-4.9%	5.9K	-47.2K	-926	0.59	116.20	N/A	N/A	93	55	149	55
2022-04-29	$48.33	$48.00	27.2%	7.8%	18.1%	11.6%	26.8%	-6.6%	-4.5%	7.1K	-54.8K	-961	0.56	123.53	N/A	N/A	98	55	150	55