CGW Options History — June 2022

In June 2022, CGW traded between $42.34 and $48.92. ATM implied volatility averaged 27.9%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.9% (HV 20d: 25.9%). Max pain ranged from $42.00 to $50.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.27.

Notable Days

2022-06-14: Highest Volume — 191 contracts
2022-06-09: Largest IV spike — 38.3% change
2022-06-30: Highest IV Rank — 20.1%
2022-06-16: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.29	$42.34	$48.92	$47.95	$44.06
Max Pain	$45.67	$42.00	$50.00	$47.00	$42.00
ATM IV	27.9%	17.8%	34.5%	25.7%	32.9%
Expected Move	7.6%	5.1%	9.9%	7.4%	9.4%
HV 20d	25.9%	18.7%	30.7%	25.6%	30.5%
HV 60d	23.2%	21.1%	25.1%	21.8%	25.0%
IV Rank	13.3%	5.1%	20.1%	10.6%	20.1%
IV Percentile	76.5%	32.0%	90.0%	70.0%	90.0%
Term Structure	-3.1%	-15.2%	3.3%	-7.8%	-9.3%
VWIV	27.9%	20.6%	34.0%	31.4%	32.8%
Skew 25d	5.5%	-1.0%	17.5%	16.3%	10.0%
Skew 10d	4.3%	-5.7%	18.0%	4.1%	8.5%
Call IV 25d	28.6%	12.5%	42.3%	12.5%	33.3%
Put IV 25d	34.1%	22.4%	47.8%	28.8%	43.3%
Bid-Ask Spread %	119.88	109.38	133.68	120.16	119.33
Gamma HHI	0.22	0.12	0.72	0.16	0.14
Net GEX	2.0K	-28.9K	12.8K	5.6K	6.7K
Net DEX	-31.0K	-132.3K	172.3K	-96.8K	-69.0K
Net VEX	-609	-937	-419	-937	-576
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.06	0.41	0.40	0.06
Total Volume	141.667	67	191	185	71
Total OI	191.571	105	252	236	116

Daily Data (21 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
2022-06-01	$47.95	$47.00	25.7%	7.4%	25.6%	10.6%	31.4%	16.3%	-7.8%	5.6K	-96.8K	-937	0.40	120.16	N/A	N/A	132	53	169	67
2022-06-02	$48.92	$50.00	25.6%	6.2%	24.9%	10.5%	0.0%	5.8%	-5.9%	12.3K	-115.9K	-731	0.40	114.28	N/A	N/A	132	53	169	67
2022-06-03	$48.59	$50.00	26.1%	6.0%	22.1%	10.9%	0.0%	2.7%	0.5%	10.7K	-118.2K	-743	0.40	126.11	N/A	N/A	133	53	170	67
2022-06-06	$48.66	$50.00	29.1%	5.8%	21.3%	12.9%	0.0%	2.5%	0.5%	12.1K	-132.3K	-773	0.40	128.36	N/A	N/A	133	53	171	67
2022-06-07	$48.84	$50.00	25.7%	5.1%	18.7%	10.6%	0.0%	-1.0%	-0.3%	12.8K	-115.9K	-678	0.40	120.63	N/A	N/A	133	53	171	67
2022-06-08	$48.02	$50.00	17.8%	5.1%	19.8%	5.1%	0.0%	3.0%	3.3%	12.2K	-104.4K	-674	0.40	115.92	N/A	N/A	131	53	172	67
2022-06-09	$47.43	$50.00	24.6%	7.1%	20.5%	9.8%	20.8%	6.7%	-2.3%	7.7K	-88.2K	-691	0.41	119.55	N/A	N/A	131	54	176	67
2022-06-10	$46.23	$48.00	32.3%	9.3%	22.7%	15.2%	0.0%	5.6%	-15.2%	-351	-9.0K	-736	0.40	122.83	N/A	N/A	131	53	176	68
2022-06-13	$44.14	$48.00	26.3%	7.5%	26.2%	11.0%	20.9%	4.7%	0.8%	-6.7K	37.2K	-696	0.41	109.38	N/A	N/A	131	54	176	68
2022-06-14	$43.30	$48.00	28.4%	8.2%	26.8%	12.5%	0.0%	2.2%	1.4%	-19.2K	125.0K	-560	0.38	112.61	N/A	N/A	138	53	176	68
2022-06-15	$43.96	$48.00	28.8%	8.3%	26.5%	12.7%	20.6%	6.2%	-4.0%	-28.9K	67.8K	-587	0.40	122.16	N/A	N/A	132	53	182	68
2022-06-16	$42.34	$42.00	34.5%	9.9%	28.0%	16.7%	34.0%	5.5%	2.1%	-10.4K	172.3K	-497	0.40	118.59	N/A	N/A	132	53	184	68
2022-06-17	$42.47	$42.00	27.1%	7.8%	27.4%	11.5%	31.8%	1.9%	2.2%	-12.3K	162.6K	-470	0.40	120.55	N/A	N/A	132	53	184	68
2022-06-21	$42.72	$42.00	27.3%	7.8%	27.6%	11.7%	27.7%	3.5%	-2.2%	4.6K	-30.7K	-419	0.06	132.54	N/A	N/A	69	4	96	9
2022-06-22	$42.77	$42.00	26.6%	7.6%	27.0%	14.4%	26.4%	8.0%	-4.8%	4.8K	-31.7K	-420	0.06	115.92	N/A	N/A	69	4	96	9
2022-06-23	$42.99	$42.00	29.7%	8.5%	27.2%	17.1%	29.9%	17.5%	-3.2%	5.1K	-33.4K	-440	0.06	112.15	N/A	N/A	63	4	96	9
2022-06-24	$44.47	$42.00	27.4%	7.8%	30.5%	15.1%	30.8%	3.0%	-4.4%	5.3K	-50.4K	-439	0.06	133.68	N/A	N/A	63	4	98	9
2022-06-27	$44.95	$42.00	32.3%	9.2%	30.7%	19.5%	30.5%	4.8%	-9.6%	7.5K	-90.0K	-653	0.06	119.52	N/A	N/A	64	4	99	9
2022-06-28	$44.13	$42.00	28.1%	8.1%	30.5%	15.7%	28.6%	1.8%	-7.3%	6.1K	-59.8K	-495	0.06	122.07	N/A	N/A	68	4	100	9
2022-06-29	$44.09	$42.00	29.1%	8.3%	30.5%	16.6%	24.7%	5.6%	0.2%	7.0K	-70.0K	-581	0.06	111.12	N/A	N/A	68	4	106	9
2022-06-30	$44.06	$42.00	32.9%	9.4%	30.5%	20.1%	32.8%	10.0%	-9.3%	6.7K	-69.0K	-576	0.06	119.33	N/A	N/A	67	4	107	9