CGW Options History — July 2022

In July 2022, CGW traded between $43.53 and $48.95. ATM implied volatility averaged 29.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.3% (HV 20d: 23.9%). Max pain ranged from $41.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.18.

Notable Days

2022-07-07: Highest Volume — 74 contracts
2022-07-13: Largest IV drop — 62.4% change
2022-07-18: Highest IV Rank — 47.0%
2022-07-18: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.36	$43.53	$48.95	$44.54	$48.95
Max Pain	$41.95	$41.00	$48.00	$48.00	$42.00
ATM IV	29.2%	19.5%	55.4%	29.3%	19.5%
Expected Move	7.3%	5.6%	9.3%	8.4%	5.6%
HV 20d	23.9%	17.3%	30.9%	29.7%	18.6%
HV 60d	25.4%	25.1%	26.0%	25.1%	25.7%
IV Rank	28.4%	9.2%	47.0%	16.8%	19.4%
IV Percentile	74.7%	38.1%	98.4%	86.4%	38.1%
Term Structure	-5.2%	-14.3%	0.3%	-14.3%	-3.1%
VWIV	26.6%	17.3%	34.5%	32.1%	17.3%
Skew 25d	5.6%	-2.8%	13.2%	13.2%	2.7%
Skew 10d	2.2%	-12.4%	14.4%	-0.2%	0.1%
Call IV 25d	26.4%	20.2%	34.3%	28.1%	20.4%
Put IV 25d	32.0%	23.1%	41.3%	41.3%	23.1%
Bid-Ask Spread %	118.70	109.86	132.58	119.15	119.34
Gamma HHI	0.14	0.11	0.19	0.16	0.18
Net GEX	8.1K	5.9K	13.7K	6.6K	13.7K
Net DEX	-97.6K	-205.9K	-45.2K	-62.6K	-205.9K
Net VEX	-595	-691	-474	-538	-677
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.06	0.29	0.06	0.27
Total Volume	58.45	44	74	71	56
Total OI	123.4	114	134	114	134

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
2022-07-01	$44.54	$48.00	29.3%	8.4%	29.7%	16.8%	32.1%	13.2%	-14.3%	6.6K	-62.6K	-538	0.06	119.15	N/A	N/A	67	4	105	9
2022-07-05	$43.97	$41.00	32.8%	7.5%	29.8%	19.9%	22.3%	6.6%	-6.8%	5.9K	-50.5K	-474	0.06	109.86	N/A	N/A	69	4	105	9
2022-07-06	$44.52	$41.00	25.3%	5.7%	30.4%	13.2%	24.0%	7.0%	-3.7%	7.5K	-73.0K	-585	0.06	114.33	N/A	N/A	69	4	107	9
2022-07-07	$45.06	$41.00	30.8%	6.8%	30.9%	18.2%	28.8%	3.6%	0.1%	8.2K	-96.3K	-674	0.07	112.70	N/A	N/A	69	5	107	9
2022-07-08	$44.81	$41.00	34.2%	7.3%	30.5%	21.2%	24.0%	3.8%	-0.6%	7.5K	-81.6K	-584	0.08	125.95	N/A	N/A	66	5	107	9
2022-07-11	$44.33	$41.00	43.6%	7.2%	30.4%	29.6%	28.6%	4.5%	0.3%	7.0K	-86.1K	-578	0.09	111.29	N/A	N/A	57	5	110	9
2022-07-12	$43.88	$41.00	55.4%	8.6%	29.4%	40.2%	30.3%	-1.3%	-9.6%	6.9K	-78.8K	-552	0.09	120.45	N/A	N/A	56	5	111	9
2022-07-13	$44.00	$41.00	20.8%	6.0%	24.5%	9.2%	25.7%	8.1%	-1.2%	7.2K	-66.8K	-531	0.22	111.21	N/A	N/A	41	9	111	9
2022-07-14	$43.53	$42.00	25.2%	7.2%	23.8%	31.6%	26.2%	12.5%	-6.9%	6.0K	-45.2K	-486	0.12	113.25	N/A	N/A	41	5	111	13
2022-07-15	$44.17	$42.00	31.6%	9.1%	23.7%	45.4%	29.6%	1.6%	-8.7%	6.7K	-69.8K	-557	0.12	120.93	N/A	N/A	42	5	112	13
2022-07-18	$44.07	$42.00	32.4%	9.3%	19.2%	47.0%	34.5%	-2.8%	-13.3%	6.2K	-71.8K	-524	0.10	132.58	N/A	N/A	40	4	111	12
2022-07-19	$45.38	$42.00	28.1%	8.1%	21.5%	37.9%	27.2%	4.3%	-5.2%	8.0K	-90.9K	-534	0.29	116.11	N/A	N/A	41	12	111	12
2022-07-20	$45.60	$42.00	28.0%	8.0%	21.5%	37.6%	25.8%	10.3%	-8.6%	8.0K	-100.9K	-662	0.29	120.57	N/A	N/A	41	12	112	16
2022-07-21	$46.10	$42.00	26.7%	7.7%	21.6%	34.9%	25.3%	6.4%	-3.9%	8.3K	-100.2K	-621	0.29	116.82	N/A	N/A	41	12	112	16
2022-07-22	$46.29	$42.00	25.1%	7.2%	21.6%	31.5%	28.4%	3.0%	-2.3%	8.7K	-118.9K	-657	0.29	125.17	N/A	N/A	41	12	112	16
2022-07-25	$46.51	$42.00	20.2%	5.8%	18.5%	20.7%	25.4%	3.5%	-1.9%	8.9K	-124.4K	-639	0.29	124.33	N/A	N/A	41	12	112	16
2022-07-26	$46.43	$42.00	26.7%	7.6%	18.2%	34.7%	29.8%	12.1%	-1.9%	9.3K	-125.9K	-691	0.27	117.37	N/A	N/A	44	12	112	16
2022-07-27	$47.17	$42.00	23.6%	6.8%	17.3%	28.2%	20.8%	3.7%	-4.5%	9.4K	-134.0K	-655	0.25	123.28	N/A	N/A	48	12	114	16
2022-07-28	$47.93	$42.00	25.1%	7.2%	17.7%	31.5%	25.3%	9.4%	-7.1%	12.1K	-167.7K	-686	0.25	119.31	N/A	N/A	48	12	118	16
2022-07-29	$48.95	$42.00	19.5%	5.6%	18.6%	19.4%	17.3%	2.7%	-3.1%	13.7K	-205.9K	-677	0.27	119.34	N/A	N/A	44	12	118	16