CGW Options History — October 2023

In October 2023, CGW traded between $44.41 and $47.23. ATM implied volatility averaged 20.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 4.4% (HV 20d: 16.4%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2023-10-19: Highest Volume — 10 contracts
2023-10-11: Largest IV drop — 29.9% change
2023-10-09: Highest IV Rank — 31.7%
2023-10-30: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.71	$44.41	$47.23	$45.69	$45.34
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	20.8%	15.5%	24.6%	20.9%	23.0%
Expected Move	5.7%	4.5%	6.6%	6.0%	6.6%
HV 20d	16.4%	12.6%	19.1%	13.2%	18.0%
HV 60d	13.5%	12.0%	14.8%	12.6%	14.8%
IV Rank	23.5%	12.1%	31.7%	23.6%	28.2%
IV Percentile	59.6%	17.5%	77.8%	59.5%	77.4%
Term Structure	-1.7%	-6.3%	4.7%	-6.3%	-4.5%
Skew 25d	2.0%	-4.0%	5.1%	-0.5%	4.1%
Skew 10d	2.7%	-1.5%	11.9%	0.4%	0.7%
Call IV 25d	20.4%	16.0%	25.2%	22.6%	21.8%
Put IV 25d	22.4%	14.6%	27.4%	22.1%	25.9%
Bid-Ask Spread %	127.57	124.00	131.97	124.00	129.02
Gamma HHI	0.25	0.20	0.36	0.20	0.28
Net GEX	3.2K	2.5K	4.8K	3.1K	3.0K
Net DEX	-25.1K	-32.0K	-16.6K	-28.7K	-20.0K
Net VEX	-144	-179	-110	-167	-122
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	1.00	0.00
Total Volume	0.773	0	10	0	0
Total OI	52.182	49	61	49	55

Daily Data (22 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
2023-10-02	$45.69	$43.00	20.9%	6.0%	13.2%	23.6%	0.0%	-0.5%	-6.3%	3.1K	-28.7K	-167	0.00	124.00	N/A	N/A	0	0	49	0
2023-10-03	$45.13	$43.00	22.5%	6.4%	12.6%	27.1%	0.0%	0.6%	-3.4%	2.7K	-23.4K	-141	0.00	125.44	N/A	N/A	0	0	49	0
2023-10-04	$45.62	$43.00	21.8%	6.3%	13.7%	25.7%	0.0%	4.9%	-3.6%	2.9K	-23.9K	-139	0.00	125.39	N/A	N/A	0	0	49	0
2023-10-05	$45.74	$0.00	22.5%	5.3%	13.8%	27.2%	0.0%	2.1%	0.5%	2.9K	-26.6K	-150	0.00	128.63	N/A	N/A	0	0	49	0
2023-10-06	$46.08	$0.00	20.8%	5.3%	14.4%	23.5%	0.0%	2.1%	1.4%	2.8K	-27.0K	-150	0.00	125.52	N/A	N/A	0	0	49	0
2023-10-09	$46.16	$0.00	24.6%	5.0%	13.8%	31.7%	0.0%	2.8%	2.3%	2.9K	-27.0K	-152	0.00	127.87	N/A	N/A	0	0	49	0
2023-10-10	$46.88	$0.00	24.6%	5.1%	15.2%	31.6%	0.0%	1.0%	4.7%	3.4K	-32.0K	-169	0.00	127.14	N/A	N/A	0	0	49	0
2023-10-11	$47.23	$0.00	17.2%	4.9%	15.6%	15.7%	0.0%	2.8%	0.2%	3.5K	-31.6K	-163	0.00	131.97	N/A	N/A	0	0	49	0
2023-10-12	$46.44	$0.00	15.5%	4.5%	15.0%	12.1%	0.0%	-4.0%	-0.6%	3.3K	-30.7K	-165	0.00	126.49	N/A	N/A	0	0	49	0
2023-10-13	$45.98	$0.00	17.5%	5.0%	15.1%	16.5%	0.0%	0.4%	-3.0%	2.8K	-25.3K	-129	0.00	126.70	N/A	N/A	0	0	49	0
2023-10-16	$46.79	$0.00	17.5%	5.0%	16.8%	16.5%	0.0%	4.7%	0.1%	3.3K	-27.5K	-143	1.00	128.33	N/A	N/A	1	1	49	0
2023-10-17	$46.89	$0.00	17.3%	5.0%	16.9%	16.0%	0.0%	4.9%	0.7%	3.5K	-31.4K	-179	0.00	126.90	N/A	N/A	5	0	50	1
2023-10-18	$45.63	$0.00	18.8%	5.4%	19.1%	19.3%	0.0%	1.1%	-3.7%	4.4K	-27.8K	-144	0.00	126.02	N/A	N/A	0	0	55	1
2023-10-19	$45.43	$0.00	20.7%	5.9%	18.5%	23.3%	0.0%	0.6%	-0.7%	4.2K	-25.4K	-138	0.00	126.21	N/A	N/A	10	0	55	1
2023-10-20	$45.21	$0.00	21.0%	6.0%	18.5%	23.8%	0.0%	2.1%	-3.8%	4.8K	-29.4K	-147	0.00	128.35	N/A	N/A	0	0	60	1
2023-10-23	$45.16	$0.00	20.9%	6.0%	18.5%	23.7%	0.0%	2.0%	-1.2%	3.1K	-20.8K	-140	0.00	127.83	N/A	N/A	0	0	54	1
2023-10-24	$45.31	$0.00	21.5%	6.2%	18.0%	25.0%	0.0%	2.2%	-3.6%	3.0K	-18.9K	-125	0.00	129.76	N/A	N/A	0	0	54	1
2023-10-25	$44.72	$0.00	21.1%	6.0%	18.3%	24.1%	0.0%	2.3%	-2.6%	2.6K	-20.0K	-139	0.00	129.53	N/A	N/A	0	0	54	1
2023-10-26	$44.84	$0.00	21.8%	6.3%	18.4%	25.7%	0.0%	2.2%	-3.3%	2.8K	-21.6K	-142	0.00	128.79	N/A	N/A	0	0	54	1
2023-10-27	$44.41	$0.00	22.6%	6.5%	18.5%	27.3%	0.0%	0.2%	-2.5%	2.5K	-16.6K	-120	0.00	127.91	N/A	N/A	0	0	54	1
2023-10-30	$44.91	$0.00	23.2%	6.6%	18.2%	28.6%	0.0%	5.1%	-3.7%	2.6K	-16.8K	-110	0.00	128.65	N/A	N/A	0	0	54	1
2023-10-31	$45.34	$0.00	23.0%	6.6%	18.0%	28.2%	0.0%	4.1%	-4.5%	3.0K	-20.0K	-122	0.00	129.02	N/A	N/A	0	0	54	1