CGW Options History — February 2023 In February 2023, CGW traded between $48.77 and $51.32. ATM implied volatility averaged 21.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.2% (HV 20d: 15.6%). Max pain ranged from $37.00 to $50.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-07 : Highest Volume — 18 contracts2023-02-02 : Largest IV drop — 66.9% change2023-02-01 : Highest IV Rank — 98.5%2023-02-01 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.09 $48.77 $51.32 $51.29 $48.84 Max Pain $37.68 $37.00 $50.00 $50.00 $37.00 ATM IV 21.8% 16.9% 56.2% 56.2% 21.9% Expected Move 6.1% 4.8% 16.1% 16.1% 6.3% HV 20d 15.6% 14.3% 18.2% 18.2% 15.6% HV 60d 20.0% 17.8% 23.4% 23.4% 17.8% IV Rank 18.0% 6.5% 98.5% 98.5% 18.3% IV Percentile 23.5% 2.4% 99.6% 99.6% 32.1% Term Structure -0.2% -22.0% 9.9% -22.0% -4.8% VWIV 29.3% 16.9% 41.7% 16.9% 41.7% Skew 25d 2.0% -0.5% 5.0% 1.0% 3.5% Skew 10d 2.1% -8.6% 6.5% 6.5% 0.3% Call IV 25d 22.2% 16.0% 79.0% 79.0% 21.4% Put IV 25d 24.1% 18.0% 80.0% 80.0% 24.9% Bid-Ask Spread % 121.91 115.66 151.47 151.47 122.00 Gamma HHI 0.49 0.37 0.62 0.46 0.43 Net GEX 30.2K 19.5K 35.6K 19.5K 30.2K Net DEX -543.4K -601.4K -427.9K -531.9K -457.2K Net VEX -1.5K -1.7K -1.4K -1.4K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.947 0 18 11 0 Total OI 192.368 163 205 163 195
Daily Data (19 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 2023-02-01 $51.29 $50.00 56.2% 16.1% 18.2% 98.5% 0.0% 1.0% -22.0% 19.5K -531.9K -1.4K 0.00 151.47 N/A N/A 11 0 153 10 2023-02-02 $51.32 $37.00 18.6% 4.9% 17.6% 10.5% 0.0% 1.8% 3.3% 24.5K -601.4K -1.4K 0.00 121.09 N/A N/A 2 0 164 10 2023-02-03 $50.89 $37.00 22.6% 5.1% 17.0% 19.8% 16.9% 1.6% 1.7% 25.6K -580.0K -1.4K 0.00 115.66 N/A N/A 5 0 165 10 2023-02-06 $50.40 $37.00 22.1% 5.9% 14.7% 18.7% 0.0% 2.4% -3.1% 28.6K -549.3K -1.5K 0.00 119.27 N/A N/A 1 0 170 10 2023-02-07 $50.80 $37.00 23.4% 5.1% 14.8% 21.7% 0.0% 1.6% 1.2% 28.1K -571.8K -1.4K 0.00 119.73 N/A N/A 18 0 171 10 2023-02-08 $50.25 $37.00 17.0% 4.9% 15.4% 6.7% 0.0% -0.2% 2.3% 32.4K -589.8K -1.7K 0.00 120.15 N/A N/A 0 0 189 10 2023-02-09 $49.92 $37.00 17.8% 5.1% 14.7% 8.7% 0.0% 1.8% 0.5% 33.4K -571.5K -1.6K 0.00 119.49 N/A N/A 0 0 189 10 2023-02-10 $49.86 $37.00 18.9% 5.4% 14.6% 11.2% 41.7% 1.3% 1.8% 32.9K -531.6K -1.7K 0.00 116.75 N/A N/A 6 0 189 10 2023-02-13 $50.48 $37.00 18.8% 5.4% 15.1% 11.0% 0.0% 3.2% 2.4% 32.3K -579.9K -1.6K 0.00 120.55 N/A N/A 0 0 193 10 2023-02-14 $50.55 $37.00 16.9% 4.8% 15.0% 6.5% 0.0% 2.7% 3.6% 33.7K -598.1K -1.6K 0.00 120.31 N/A N/A 0 0 193 10 2023-02-15 $50.52 $37.00 17.2% 4.9% 14.3% 7.2% 0.0% 4.2% 2.2% 33.3K -594.4K -1.6K 0.00 121.83 N/A N/A 0 0 193 10 2023-02-16 $49.97 $37.00 18.2% 5.2% 14.6% 9.5% 0.0% 2.0% 9.6% 35.6K -556.0K -1.6K 0.00 120.75 N/A N/A 2 0 193 10 2023-02-17 $50.49 $37.00 18.3% 5.2% 14.8% 9.8% 0.0% 5.0% 9.9% 35.6K -588.6K -1.7K 0.00 119.08 N/A N/A 0 0 195 10 2023-02-21 $49.69 $37.00 19.9% 5.7% 16.1% 13.4% 0.0% 1.7% 0.5% 29.1K -531.1K -1.6K 0.00 121.45 N/A N/A 0 0 185 10 2023-02-22 $49.27 $37.00 21.3% 6.1% 16.1% 16.7% 0.0% -0.5% 0.8% 28.7K -499.9K -1.6K 0.00 123.19 N/A N/A 0 0 185 10 2023-02-23 $49.26 $37.00 22.2% 6.4% 15.8% 18.8% 0.0% 1.5% -3.3% 29.0K -486.8K -1.5K 0.00 120.30 N/A N/A 1 0 185 10 2023-02-24 $48.77 $37.00 21.0% 6.0% 16.2% 16.1% 0.0% 1.5% -7.2% 31.2K -427.9K -1.5K 0.00 120.21 N/A N/A 0 0 184 10 2023-02-27 $49.10 $37.00 21.9% 6.3% 16.1% 18.2% 0.0% 1.4% -2.0% 29.7K -478.2K -1.5K 0.00 123.05 N/A N/A 10 0 184 10 2023-02-28 $48.84 $37.00 21.9% 6.3% 15.6% 18.3% 0.0% 3.5% -4.8% 30.2K -457.2K -1.5K 0.00 122.00 N/A N/A 0 0 185 10
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