CGW Options History — October 2022

In October 2022, CGW traded between $40.87 and $45.86. ATM implied volatility averaged 30.4%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 3.4% (HV 20d: 33.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2022-10-18: Highest Volume — 66 contracts
2022-10-06: Largest IV spike — 30.2% change
2022-10-10: Highest IV Rank — 70.6%
2022-10-19: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.03	$40.87	$45.86	$42.51	$45.72
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	30.4%	21.9%	43.2%	26.2%	31.8%
Expected Move	8.1%	6.3%	10.2%	7.5%	9.1%
HV 20d	33.8%	30.6%	36.4%	32.0%	30.6%
HV 60d	27.0%	24.8%	28.5%	24.8%	28.3%
IV Rank	42.9%	24.6%	70.6%	33.7%	45.8%
IV Percentile	77.8%	35.7%	97.2%	66.7%	86.5%
Term Structure	-4.8%	-10.3%	1.9%	-3.7%	-9.9%
VWIV	26.1%	22.9%	28.6%	23.0%	24.5%
Skew 25d	6.5%	-1.6%	19.3%	11.9%	7.8%
Skew 10d	3.3%	-17.0%	22.6%	-1.3%	11.6%
Call IV 25d	29.9%	20.2%	38.8%	28.3%	25.6%
Put IV 25d	36.4%	29.6%	44.1%	40.2%	33.4%
Bid-Ask Spread %	112.43	104.32	124.73	118.83	109.66
Gamma HHI	0.39	0.20	0.46	0.20	0.45
Net GEX	7.3K	2.4K	12.0K	2.4K	11.9K
Net DEX	-107.4K	-208.9K	-24.3K	-24.3K	-205.9K
Net VEX	-739	-876	-429	-429	-819
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.27	0.40	0.40	0.29
Total Volume	58.429	49	66	49	62
Total OI	114.429	77	126	77	123

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
2022-10-03	$42.51	$0.00	26.2%	7.5%	32.0%	33.7%	0.0%	11.9%	-3.7%	2.4K	-24.3K	-429	0.40	118.83	N/A	N/A	35	14	52	25
2022-10-04	$43.92	$0.00	28.0%	8.0%	34.4%	37.7%	0.0%	8.5%	-5.3%	5.6K	-83.5K	-615	0.33	114.74	N/A	N/A	43	14	66	25
2022-10-05	$43.57	$0.00	28.7%	8.2%	33.5%	39.2%	0.0%	12.5%	-5.8%	6.9K	-103.4K	-784	0.33	115.41	N/A	N/A	43	14	86	25
2022-10-06	$42.64	$40.00	37.4%	6.7%	34.1%	58.0%	0.0%	4.3%	-1.3%	7.0K	-100.2K	-815	0.32	107.81	N/A	N/A	44	14	86	25
2022-10-07	$41.46	$40.00	34.1%	7.8%	34.0%	50.8%	0.0%	0.9%	0.5%	5.0K	-60.6K	-686	0.32	104.32	N/A	N/A	44	14	86	25
2022-10-10	$41.66	$40.00	43.2%	7.9%	33.5%	70.6%	0.0%	1.5%	-3.6%	5.0K	-72.6K	-740	0.32	106.32	N/A	N/A	44	14	86	25
2022-10-11	$41.22	$40.00	36.8%	8.2%	31.6%	56.6%	23.0%	3.5%	-1.9%	4.6K	-57.2K	-689	0.29	118.24	N/A	N/A	49	14	86	25
2022-10-12	$40.87	$40.00	28.9%	8.3%	31.6%	39.7%	27.2%	1.1%	-3.5%	4.6K	-47.5K	-680	0.29	123.30	N/A	N/A	49	14	91	25
2022-10-13	$41.67	$40.00	27.8%	8.0%	32.5%	37.3%	26.9%	7.9%	-4.8%	5.5K	-69.3K	-722	0.29	108.50	N/A	N/A	49	14	91	25
2022-10-14	$41.00	$40.00	27.3%	7.8%	32.7%	36.2%	22.9%	12.2%	-2.3%	5.7K	-67.3K	-703	0.29	107.74	N/A	N/A	49	14	91	25
2022-10-17	$42.50	$40.00	34.6%	9.9%	35.3%	52.0%	26.6%	11.3%	-4.5%	6.6K	-96.7K	-778	0.28	106.42	N/A	N/A	50	14	91	25
2022-10-18	$43.31	$40.00	31.9%	9.1%	35.8%	46.0%	24.6%	-1.6%	1.9%	7.7K	-112.0K	-724	0.27	114.74	N/A	N/A	52	14	92	25
2022-10-19	$42.53	$40.00	35.5%	10.2%	36.2%	53.9%	27.7%	-0.7%	-9.7%	7.3K	-101.4K	-797	0.37	107.22	N/A	N/A	38	14	94	25
2022-10-20	$41.79	$40.00	29.7%	8.5%	36.4%	41.3%	26.3%	4.3%	-6.2%	6.5K	-75.2K	-711	0.37	124.73	N/A	N/A	38	14	96	25
2022-10-21	$42.85	$40.00	29.0%	8.3%	36.2%	39.8%	26.9%	6.6%	-6.1%	7.7K	-96.9K	-719	0.37	112.97	N/A	N/A	38	14	96	25
2022-10-24	$43.57	$40.00	31.1%	8.9%	36.1%	44.4%	27.8%	8.1%	-10.3%	8.7K	-134.4K	-819	0.37	110.76	N/A	N/A	38	14	96	25
2022-10-25	$44.71	$40.00	22.9%	6.6%	35.9%	26.5%	27.9%	3.1%	-5.1%	10.7K	-161.8K	-803	0.37	110.94	N/A	N/A	38	14	96	25
2022-10-26	$44.90	$40.00	21.9%	6.3%	33.8%	24.6%	25.7%	19.3%	-1.7%	10.5K	-174.2K	-775	0.29	110.59	N/A	N/A	48	14	96	25
2022-10-27	$45.32	$40.00	27.4%	7.8%	32.0%	36.3%	25.1%	4.3%	-9.0%	11.3K	-202.6K	-876	0.29	113.20	N/A	N/A	48	14	101	25
2022-10-28	$45.86	$40.00	24.9%	7.1%	32.1%	31.0%	28.6%	9.4%	-7.5%	12.0K	-208.9K	-840	0.29	114.66	N/A	N/A	48	14	101	25
2022-10-31	$45.72	$40.00	31.8%	9.1%	30.6%	45.8%	24.5%	7.8%	-9.9%	11.9K	-205.9K	-819	0.29	109.66	N/A	N/A	48	14	98	25