CGW Options History — April 2023 In April 2023, CGW traded between $48.84 and $50.30. ATM implied volatility averaged 16.3%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.3% (HV 20d: 14.0%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-24 : Highest Volume — 7 contracts2023-04-25 : Largest IV spike — 87.4% change2023-04-25 : Highest IV Rank — 22.4%2023-04-25 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $49.55 $48.84 $50.30 $49.70 $49.61 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 16.3% 11.4% 21.4% 16.1% 14.6% Expected Move 4.6% 3.3% 6.1% 4.6% 4.2% HV 20d 14.0% 11.3% 17.7% 17.7% 12.5% HV 60d 15.3% 14.7% 16.5% 16.5% 14.7% IV Rank 10.1% 0.0% 22.4% 8.7% 7.2% IV Percentile 8.2% 0.0% 31.7% 2.4% 2.8% Term Structure -2.0% -9.9% 4.1% 2.0% -3.7% Skew 25d 5.7% 1.3% 13.8% 11.5% 6.1% Skew 10d 7.2% 1.0% 11.8% 11.1% 9.9% Call IV 25d 13.7% 10.5% 22.7% 11.8% 10.5% Put IV 25d 19.4% 12.5% 27.6% 23.3% 16.7% Bid-Ask Spread % 125.03 120.77 137.61 123.92 124.69 Gamma HHI 0.59 0.54 0.67 0.54 0.64 Net GEX 34.8K 29.0K 43.9K 29.5K 41.5K Net DEX -359.8K -415.4K -303.9K -378.3K -351.1K Net VEX -1.3K -1.4K -1.2K -1.4K -1.2K 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 0.474 0 7 0 0 Total OI 155.474 151 158 154 158
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 2023-04-03 $49.70 $47.00 16.1% 4.6% 17.7% 8.7% 0.0% 11.5% 2.0% 29.5K -378.3K -1.4K 0.00 123.92 N/A N/A 0 0 153 1 2023-04-04 $49.07 $47.00 21.3% 6.1% 17.4% 20.3% 0.0% 1.8% -4.1% 29.0K -335.5K -1.4K 0.00 124.92 N/A N/A 0 0 153 1 2023-04-05 $48.93 $47.00 16.1% 4.6% 17.3% 8.8% 0.0% 13.8% -9.9% 30.1K -323.8K -1.3K 0.00 123.31 N/A N/A 0 0 153 1 2023-04-06 $49.13 $0.00 16.3% 5.0% 16.8% 9.2% 0.0% 9.8% -6.8% 31.9K -354.8K -1.3K 0.00 121.79 N/A N/A 0 0 153 1 2023-04-10 $49.30 $0.00 20.8% 4.5% 15.5% 19.2% 0.0% 5.4% -2.4% 34.2K -334.6K -1.3K 0.00 127.53 N/A N/A 1 0 153 1 2023-04-11 $49.79 $0.00 15.6% 4.1% 15.7% 7.7% 0.0% 2.0% -2.9% 35.8K -403.2K -1.3K 0.00 120.77 N/A N/A 0 0 154 1 2023-04-12 $49.93 $0.00 14.4% 4.1% 15.5% 5.0% 0.0% 7.2% 4.1% 32.4K -388.7K -1.3K 0.00 124.27 N/A N/A 0 0 154 1 2023-04-13 $50.30 $0.00 19.0% 5.4% 14.3% 15.2% 0.0% 3.8% -0.8% 31.4K -415.4K -1.3K 0.00 137.61 N/A N/A 0 1 154 1 2023-04-14 $49.65 $0.00 16.2% 4.6% 14.7% 8.9% 0.0% 1.3% -0.6% 33.0K -372.1K -1.3K 0.00 122.29 N/A N/A 0 0 154 2 2023-04-17 $49.61 $0.00 11.4% 3.3% 12.7% 0.0% 0.0% 1.9% 2.4% 40.4K -370.7K -1.2K 0.00 126.14 N/A N/A 0 0 154 2 2023-04-18 $49.50 $0.00 15.9% 4.6% 11.8% 10.1% 0.0% 7.3% 0.9% 38.0K -341.0K -1.2K 0.00 123.11 N/A N/A 0 0 154 2 2023-04-19 $49.42 $0.00 11.5% 3.3% 11.9% 0.3% 0.0% 2.0% -0.8% 43.9K -339.9K -1.2K 0.00 121.48 N/A N/A 0 0 154 2 2023-04-20 $49.59 $0.00 16.0% 4.6% 11.4% 10.3% 0.0% 2.0% -1.6% 35.6K -355.9K -1.2K 0.00 124.77 N/A N/A 0 0 154 2 2023-04-21 $49.99 $0.00 16.7% 4.8% 11.3% 11.9% 0.0% 2.3% -1.7% 35.6K -368.3K -1.2K 0.00 126.83 N/A N/A 0 0 154 2 2023-04-24 $50.05 $0.00 11.4% 3.3% 11.3% 0.1% 0.0% 7.9% -1.2% 29.7K -394.9K -1.2K 0.00 124.73 N/A N/A 7 0 151 0 2023-04-25 $49.50 $0.00 21.4% 6.1% 12.1% 22.4% 0.0% 11.1% -4.9% 34.6K -357.5K -1.2K 0.00 130.36 N/A N/A 0 0 158 0 2023-04-26 $48.84 $0.00 18.6% 5.3% 13.2% 16.0% 0.0% 6.9% -2.5% 33.1K -303.9K -1.2K 0.00 125.38 N/A N/A 0 0 158 0 2023-04-27 $49.52 $0.00 16.1% 4.6% 12.9% 10.4% 0.0% 3.6% -3.6% 41.2K -346.4K -1.2K 0.00 121.69 N/A N/A 0 0 158 0 2023-04-28 $49.61 $0.00 14.6% 4.2% 12.5% 7.2% 0.0% 6.1% -3.7% 41.5K -351.1K -1.2K 0.00 124.69 N/A N/A 0 0 158 0
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