CGW Options History — July 2023 In July 2023, CGW traded between $50.08 and $53.02. ATM implied volatility averaged 14.9%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.6% (HV 20d: 13.3%). Max pain ranged from $47.00 to $52.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-25 : Highest Volume — 4 contracts2023-07-06 : Largest IV spike — 92.6% change2023-07-06 : Highest IV Rank — 19.8%2023-07-03 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $52.01 $50.08 $53.02 $51.45 $52.80 Max Pain $47.53 $47.00 $52.00 $52.00 $47.00 ATM IV 14.9% 9.9% 19.1% 17.6% 16.8% Expected Move 4.0% 2.8% 5.1% 5.1% 4.8% HV 20d 13.3% 11.7% 14.8% 11.7% 11.9% HV 60d 13.3% 12.8% 13.7% 12.8% 12.9% IV Rank 10.8% 0.0% 19.8% 16.4% 14.8% IV Percentile 11.3% 0.0% 31.7% 22.2% 24.2% Term Structure -1.1% -4.6% 3.7% -4.2% -4.6% VWIV 19.8% 17.9% 21.7% 17.9% 21.7% Skew 25d 2.8% -1.9% 9.7% 8.2% 1.6% Skew 10d 4.0% -1.3% 10.2% 9.2% 0.4% Call IV 25d 14.0% 9.1% 17.5% 10.1% 17.5% Put IV 25d 16.8% 14.7% 19.8% 18.3% 19.1% Bid-Ask Spread % 124.77 119.80 131.32 129.84 126.97 Gamma HHI 0.44 0.36 0.56 0.39 0.53 Net GEX 23.5K 18.5K 25.6K 24.0K 24.5K Net DEX -274.3K -316.9K -195.4K -249.4K -306.8K Net VEX -822 -882 -739 -841 -746 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 0.35 0 4 0 0 Total OI 109.95 107 112 109 109
Daily Data (20 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 2023-07-03 $51.45 $52.00 17.6% 5.1% 11.7% 16.4% 0.0% 8.2% -4.2% 24.0K -249.4K -841 0.00 129.84 N/A N/A 0 0 109 0 2023-07-05 $50.71 $52.00 9.9% 2.8% 12.9% 0.0% 0.0% 9.7% 3.7% 21.8K -221.8K -866 0.00 131.32 N/A N/A 0 0 109 0 2023-07-06 $50.08 $0.00 19.1% 4.1% 12.7% 19.8% 17.9% 1.5% 0.5% 18.5K -200.3K -858 0.00 125.92 N/A N/A 0 1 109 0 2023-07-07 $50.31 $47.00 15.1% 3.2% 12.6% 11.3% 0.0% 8.1% 1.2% 21.2K -195.4K -761 0.00 121.26 N/A N/A 0 0 109 1 2023-07-10 $50.66 $47.00 17.6% 3.6% 12.8% 16.7% 0.0% 1.4% -2.7% 22.2K -205.8K -739 0.00 123.05 N/A N/A 1 0 109 1 2023-07-11 $51.19 $47.00 16.6% 3.8% 13.4% 14.3% 0.0% 6.2% -3.0% 22.6K -240.8K -831 0.00 121.11 N/A N/A 0 0 110 1 2023-07-12 $52.12 $47.00 14.1% 4.0% 14.8% 9.0% 0.0% 3.5% -1.4% 25.6K -282.8K -830 0.00 121.55 N/A N/A 0 0 110 1 2023-07-13 $52.32 $47.00 14.0% 4.0% 14.7% 8.8% 0.0% 3.7% -0.4% 24.1K -290.1K -858 0.00 125.83 N/A N/A 0 0 110 1 2023-07-14 $52.09 $47.00 14.5% 4.2% 14.8% 9.9% 0.0% 2.1% -1.6% 24.2K -279.3K -824 0.00 124.62 N/A N/A 0 0 110 1 2023-07-17 $52.17 $47.00 13.7% 3.9% 14.5% 8.2% 0.0% 1.5% -0.5% 24.0K -279.1K -827 0.00 124.51 N/A N/A 0 0 110 1 2023-07-18 $52.30 $47.00 14.7% 4.2% 14.5% 10.3% 0.0% 2.5% -1.6% 23.6K -287.7K -882 0.00 123.44 N/A N/A 0 1 110 1 2023-07-19 $52.54 $47.00 11.7% 3.4% 14.3% 3.9% 0.0% 1.2% 2.8% 24.7K -298.9K -876 0.00 125.58 N/A N/A 0 0 110 2 2023-07-20 $52.60 $47.00 14.7% 4.2% 14.3% 10.3% 0.0% 1.6% -1.9% 23.9K -296.5K -810 0.00 125.96 N/A N/A 0 0 110 2 2023-07-21 $52.86 $47.00 14.7% 4.2% 14.0% 10.3% 0.0% 1.2% -1.6% 24.9K -314.5K -823 0.00 128.88 N/A N/A 0 0 110 2 2023-07-24 $52.79 $47.00 15.6% 4.5% 12.7% 12.2% 0.0% 1.4% -2.6% 23.5K -304.1K -811 0.00 124.28 N/A N/A 0 0 105 2 2023-07-25 $53.02 $47.00 14.9% 4.3% 12.7% 10.8% 21.7% 1.8% -2.6% 24.1K -310.3K -780 0.00 123.50 N/A N/A 4 0 105 2 2023-07-26 $52.99 $47.00 15.7% 4.5% 12.1% 12.6% 0.0% 1.1% -4.3% 25.0K -316.9K -795 0.00 119.80 N/A N/A 0 0 107 2 2023-07-27 $52.47 $47.00 14.9% 4.3% 12.5% 10.8% 0.0% -1.9% -0.4% 22.3K -298.1K -870 0.00 121.41 N/A N/A 0 0 107 2 2023-07-28 $52.72 $47.00 12.5% 3.6% 12.5% 5.7% 0.0% 0.0% 3.7% 24.8K -306.4K -813 0.00 126.57 N/A N/A 0 0 107 2 2023-07-31 $52.80 $47.00 16.8% 4.8% 11.9% 14.8% 0.0% 1.6% -4.6% 24.5K -306.8K -746 0.00 126.97 N/A N/A 0 0 107 2
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