CGW Options History — August 2022

In August 2022, CGW traded between $46.06 and $50.74. ATM implied volatility averaged 21.8%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.4% (HV 20d: 19.3%). Max pain ranged from $42.00 to $46.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-08-08: Highest Volume — 71 contracts
  • 2022-08-10: Largest IV drop — 49.3% change
  • 2022-08-08: Highest IV Rank — 42.5%
  • 2022-08-03: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.85$46.06$50.74$48.80$46.06
Max Pain$45.48$42.00$46.00$42.00$46.00
ATM IV21.8%14.1%30.2%27.3%21.0%
Expected Move5.8%4.0%7.9%7.8%6.0%
HV 20d19.3%16.8%21.8%18.7%21.7%
HV 60d23.9%23.1%25.2%25.2%24.3%
IV Rank24.2%7.6%42.5%36.1%22.6%
IV Percentile47.3%9.9%88.1%76.2%42.9%
Term Structure0.3%-7.2%10.9%-4.0%-0.1%
VWIV19.6%14.6%25.3%21.0%22.5%
Skew 25d2.4%-7.4%12.3%12.3%-3.3%
Skew 10d3.0%-1.7%13.3%2.7%-1.2%
Call IV 25d20.4%14.9%29.3%21.7%19.7%
Put IV 25d22.8%16.4%34.0%34.0%16.4%
Bid-Ask Spread %118.15110.90128.46125.66115.50
Gamma HHI0.170.140.250.170.15
Net GEX14.2K8.8K18.5K13.0K8.8K
Net DEX-224.1K-321.3K-103.4K-206.9K-103.4K
Net VEX-731-878-572-699-572
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.470.220.36
Total Volume22.130716764
Total OI153.261134159134158

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$48.80$42.0027.3%7.8%18.7%36.1%21.0%12.3%-4.0%13.0K-206.9K-6990.22125.66N/AN/A551211816
2022-08-02$48.65$42.0024.7%7.1%17.8%30.5%25.3%3.6%-3.6%14.4K-226.2K-8180.22121.62N/AN/A551212918
2022-08-03$48.82$42.0027.6%7.9%17.6%36.8%23.6%3.5%-5.9%15.2K-235.3K-8780.22128.46N/AN/A551212918
2022-08-04$49.45$46.0026.6%5.7%17.6%34.6%18.7%4.8%2.3%15.7K-242.4K-7970.22110.90N/AN/A541212918
2022-08-05$48.68$46.0028.7%6.5%18.8%39.2%20.2%-0.7%-3.0%14.5K-218.7K-8530.47114.42N/AN/A472213018
2022-08-08$49.28$46.0030.2%6.0%18.1%42.5%16.8%4.3%1.2%16.0K-250.8K-8510.45112.53N/AN/A492213028
2022-08-09$48.67$46.0027.8%5.0%18.4%37.2%0.0%-1.8%-0.3%14.3K-222.1K-7540.00116.94N/AN/A0013028
2022-08-10$49.97$46.0014.1%4.0%19.8%7.6%0.0%1.7%6.1%16.7K-274.1K-7330.00115.43N/AN/A0013028
2022-08-11$49.94$46.0016.1%4.6%19.0%11.9%14.6%0.8%3.3%17.3K-292.8K-7560.00117.26N/AN/A6013028
2022-08-12$50.62$46.0014.3%4.1%18.9%8.1%15.7%4.0%0.9%18.5K-313.9K-7290.00116.82N/AN/A2012928
2022-08-15$50.67$46.0018.7%5.4%18.7%17.6%0.0%6.7%-0.7%18.3K-321.3K-7410.00124.54N/AN/A0812728
2022-08-16$50.74$46.0018.4%5.3%16.8%16.8%0.0%6.4%-4.0%17.4K-302.1K-7730.00120.59N/AN/A0012529
2022-08-17$50.24$46.0017.0%4.9%17.7%13.9%0.0%-0.7%2.1%16.0K-280.6K-6890.00119.44N/AN/A0012528
2022-08-18$50.29$46.0016.3%4.7%17.6%12.3%0.0%1.7%10.9%15.8K-274.3K-6960.00120.28N/AN/A0012528
2022-08-19$49.37$46.0019.7%5.6%19.4%19.7%0.0%4.0%8.5%12.8K-229.2K-7040.00114.05N/AN/A0012528
2022-08-22$48.31$46.0022.8%6.5%21.3%26.4%0.0%3.5%-3.7%11.9K-196.7K-7060.00118.85N/AN/A0012524
2022-08-23$48.10$46.0022.3%6.4%21.4%25.3%16.8%5.4%-2.1%11.3K-180.1K-7230.00116.15N/AN/A10012524
2022-08-24$48.11$46.0017.9%5.1%20.7%15.9%17.7%4.0%4.7%14.0K-184.2K-7320.00113.48N/AN/A10013524
2022-08-25$48.49$46.0019.4%5.6%20.1%19.2%0.0%8.6%2.3%14.4K-204.7K-6610.00120.46N/AN/A0013324
2022-08-26$47.03$46.0024.7%7.1%21.5%30.5%0.0%-6.0%-7.2%11.0K-152.3K-6350.00119.27N/AN/A0113324
2022-08-29$46.95$46.0026.6%7.6%21.5%34.7%22.7%-7.4%-6.5%10.6K-133.7K-6440.00119.68N/AN/A0113325
2022-08-30$46.34$46.0018.8%5.4%21.8%17.9%0.0%-0.5%6.6%9.6K-108.4K-6590.00115.17N/AN/A0013325
2022-08-31$46.06$46.0021.0%6.0%21.7%22.6%22.5%-3.3%-0.1%8.8K-103.4K-5720.36115.50N/AN/A471713325