CGW Options History — June 2023

In June 2023, CGW traded between $48.98 and $51.92. ATM implied volatility averaged 17.1%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.6% (HV 20d: 14.5%). Max pain ranged from $45.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-15: Highest Volume — 43 contracts
  • 2023-06-14: Largest IV drop — 72.6% change
  • 2023-06-13: Highest IV Rank — 56.3%
  • 2023-06-01: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.99$48.98$51.92$48.98$51.45
Max Pain$50.25$45.00$52.00$45.00$52.00
ATM IV17.1%10.1%36.7%18.6%16.6%
Expected Move4.0%2.6%5.3%5.3%4.8%
HV 20d14.5%12.6%15.5%12.6%14.2%
HV 60d13.3%12.7%14.7%13.9%12.8%
IV Rank14.2%0.0%56.3%16.0%14.2%
IV Percentile18.0%0.0%95.6%21.0%16.7%
Term Structure-0.2%-4.3%5.3%-2.6%-0.4%
VWIV13.3%12.1%14.6%13.3%14.6%
Skew 25d2.7%-1.9%7.7%1.8%1.3%
Skew 10d4.7%-4.0%8.6%0.9%1.2%
Call IV 25d13.1%7.9%21.9%21.9%16.2%
Put IV 25d15.7%10.5%23.7%23.7%17.5%
Bid-Ask Spread %126.95117.78130.84122.66125.46
Gamma HHI0.530.370.750.680.38
Net GEX35.0K19.1K63.2K43.6K23.0K
Net DEX-347.1K-514.5K-200.7K-269.9K-246.6K
Net VEX-798-962-644-771-876
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.23804300
Total OI138.714100171170109

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$48.98$45.0018.6%5.3%12.6%16.0%0.0%1.8%-2.6%43.6K-269.9K-7710.00122.66N/AN/A001700
2023-06-02$50.19$45.0016.8%4.8%15.5%12.1%13.3%2.1%-4.3%55.3K-387.5K-7700.00117.78N/AN/A101700
2023-06-05$50.09$0.0019.2%3.9%14.4%17.4%0.0%2.4%2.4%63.2K-389.4K-7450.00129.79N/AN/A001710
2023-06-06$50.79$0.0020.8%3.9%15.2%20.9%0.0%2.9%1.0%48.5K-448.0K-7070.00126.34N/AN/A301710
2023-06-07$51.11$0.0019.1%3.4%15.3%17.1%0.0%-1.9%-0.0%51.3K-508.6K-6440.00125.25N/AN/A1401700
2023-06-08$51.22$0.0013.1%2.6%15.3%3.8%0.0%2.6%4.2%46.1K-468.3K-7450.00129.16N/AN/A001620
2023-06-09$51.06$0.0019.0%3.4%14.8%17.0%0.0%7.7%5.3%47.2K-435.6K-7390.00128.94N/AN/A001620
2023-06-12$51.11$0.0025.1%3.5%14.8%30.6%0.0%7.5%3.1%48.5K-449.3K-6620.00126.37N/AN/A001620
2023-06-13$51.45$0.0036.7%3.7%14.9%56.3%0.0%-0.9%-1.9%43.8K-474.7K-6590.00125.07N/AN/A1001620
2023-06-14$51.47$0.0010.1%2.9%14.1%0.0%0.0%5.6%2.7%42.3K-460.4K-7030.00128.13N/AN/A001620
2023-06-15$51.92$0.0012.5%3.6%14.3%5.3%0.0%-1.0%0.6%34.1K-514.5K-6660.00124.71N/AN/A4301610
2023-06-16$51.88$0.0014.9%4.3%14.3%10.6%0.0%3.4%-1.8%25.8K-461.4K-9620.00130.84N/AN/A701600
2023-06-20$51.49$0.0015.5%4.5%14.7%11.8%0.0%2.0%-1.5%20.1K-241.3K-9060.00130.70N/AN/A001000
2023-06-21$51.56$0.0014.3%4.1%14.7%9.1%0.0%-0.7%-1.7%19.2K-231.7K-9240.00126.32N/AN/A001000
2023-06-22$51.18$0.0011.9%3.4%14.5%3.9%12.1%6.1%3.4%20.0K-221.0K-8840.00125.24N/AN/A201000
2023-06-23$50.44$52.0016.3%4.7%13.9%13.4%0.0%5.6%-2.4%19.7K-208.7K-8930.00129.62N/AN/A001010
2023-06-26$50.52$52.0016.0%4.6%13.7%12.7%0.0%1.2%-2.7%19.1K-200.7K-8430.00130.79N/AN/A401010
2023-06-27$51.17$52.0013.5%3.9%14.0%7.5%0.0%2.1%-3.5%22.5K-231.2K-8630.00126.36N/AN/A001050
2023-06-28$50.83$52.0013.7%3.9%14.3%7.8%14.6%5.3%-1.6%20.5K-228.9K-9560.00128.65N/AN/A501050
2023-06-29$50.83$52.0015.2%4.4%14.1%11.2%0.0%1.5%-2.6%20.4K-211.2K-8470.00127.67N/AN/A001090
2023-06-30$51.45$52.0016.6%4.8%14.2%14.2%0.0%1.3%-0.4%23.0K-246.6K-8760.00125.46N/AN/A001090