CGW Options History — August 2023

In August 2023, CGW traded between $49.18 and $52.35. ATM implied volatility averaged 17.3%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 6.5% (HV 20d: 10.8%). Max pain ranged from $39.00 to $47.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2023-08-08: Highest Volume — 10 contracts
  • 2023-08-09: Largest IV drop — 30.4% change
  • 2023-08-08: Highest IV Rank — 25.0%
  • 2023-08-30: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.49$49.18$52.35$52.35$50.44
Max Pain$39.70$39.00$47.00$47.00$39.00
ATM IV17.3%14.4%21.5%17.1%19.2%
Expected Move4.7%4.0%5.5%4.9%5.5%
HV 20d10.8%9.1%12.7%12.4%11.8%
HV 60d12.9%11.9%13.5%13.1%11.9%
IV Rank16.0%9.8%25.0%15.5%20.0%
IV Percentile28.4%8.3%56.0%27.4%43.3%
Term Structure-1.7%-6.1%9.0%-3.0%-6.1%
VWIV31.9%17.0%46.9%17.0%46.9%
Skew 25d1.8%-0.7%4.5%3.4%-0.5%
Skew 10d3.1%-2.1%10.6%0.2%-1.3%
Call IV 25d16.6%13.3%20.1%14.1%20.1%
Put IV 25d18.4%15.2%21.9%17.5%19.6%
Bid-Ask Spread %126.10121.88132.06124.50129.87
Gamma HHI0.390.370.450.450.38
Net GEX20.0K16.3K23.1K23.1K20.7K
Net DEX-190.1K-281.6K-136.7K-281.6K-178.2K
Net VEX-596-797-437-797-446
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.000.000.00
Total Volume0.95701000
Total OI106.348102109109103

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$52.35$47.0017.1%4.9%12.4%15.5%0.0%3.4%-3.0%23.1K-281.6K-7970.00124.50N/AN/A001072
2023-08-02$52.02$47.0018.1%5.2%11.3%17.7%0.0%-0.1%-6.1%23.0K-267.1K-7880.00126.03N/AN/A001072
2023-08-03$51.34$39.0018.9%4.1%11.5%19.3%0.0%3.2%3.8%20.9K-235.3K-7590.00124.52N/AN/A001072
2023-08-04$51.39$39.0018.6%4.0%11.4%18.7%0.0%2.0%0.6%22.2K-235.0K-7440.00122.63N/AN/A001072
2023-08-07$51.72$39.0020.1%4.1%11.4%22.0%0.0%3.6%0.2%22.3K-245.5K-7280.00122.89N/AN/A001072
2023-08-08$51.48$39.0021.5%4.3%11.0%25.0%0.0%3.0%3.2%21.8K-237.0K-7120.00124.97N/AN/A1001072
2023-08-09$51.01$39.0015.0%4.3%9.2%10.9%0.0%1.6%-1.9%21.5K-213.9K-7060.00125.98N/AN/A001072
2023-08-10$50.77$39.0014.4%4.1%9.1%9.8%0.0%3.1%-3.2%21.5K-207.0K-6970.00122.61N/AN/A001072
2023-08-11$50.85$39.0015.4%4.4%9.1%11.9%0.0%4.4%-5.0%22.0K-204.1K-6420.00122.04N/AN/A001072
2023-08-14$50.88$39.0014.7%4.2%9.1%10.3%0.0%3.6%-2.8%20.6K-208.5K-6700.00122.93N/AN/A001072
2023-08-15$50.27$39.0015.5%4.4%9.7%12.1%0.0%-0.7%2.3%19.6K-179.7K-6130.00125.37N/AN/A001072
2023-08-16$50.10$39.0016.1%4.6%9.4%13.3%0.0%3.7%-3.4%20.0K-172.9K-5910.00125.19N/AN/A001072
2023-08-17$49.30$39.0017.1%4.9%10.5%15.4%17.0%0.0%9.0%16.9K-141.3K-5371.00122.68N/AN/A111072
2023-08-18$49.46$39.0016.6%4.7%10.4%14.4%0.0%4.5%-0.3%17.6K-142.1K-4980.00121.88N/AN/A001061
2023-08-21$49.23$39.0017.4%5.0%10.3%16.2%0.0%-0.3%-3.2%16.7K-138.3K-4900.00129.06N/AN/A501050
2023-08-22$49.28$39.0018.3%5.2%10.1%18.0%0.0%1.3%-3.2%16.3K-139.0K-4720.00131.85N/AN/A001020
2023-08-23$49.72$39.0016.2%4.6%11.0%13.6%0.0%0.9%-0.8%17.8K-153.7K-5000.00131.17N/AN/A001020
2023-08-24$49.18$39.0017.3%5.0%11.1%16.0%0.0%0.3%-3.0%16.5K-136.7K-4610.00127.02N/AN/A001020
2023-08-25$49.70$39.0016.7%4.8%11.8%14.7%0.0%0.7%-2.6%17.7K-147.9K-4640.00128.81N/AN/A001020
2023-08-28$49.89$39.0018.3%5.3%11.9%18.2%0.0%0.5%-5.7%19.7K-154.4K-4370.00132.06N/AN/A101020
2023-08-29$50.45$39.0016.5%4.7%12.7%14.2%0.0%3.4%-3.5%20.5K-172.7K-4670.00127.26N/AN/A001020
2023-08-30$50.43$39.0019.2%5.5%12.6%20.0%46.9%0.2%-5.2%20.4K-180.9K-4890.00129.08N/AN/A401020
2023-08-31$50.44$39.0019.2%5.5%11.8%20.0%0.0%-0.5%-6.1%20.7K-178.2K-4460.00129.87N/AN/A001030