CGW Options History — December 2023 In December 2023, CGW traded between $50.82 and $53.45. ATM implied volatility averaged 18.9%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.9% (HV 20d: 15.1%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 3 contracts2023-12-11 : Largest IV spike — 45.3% change2023-12-12 : Highest IV Rank — 39.9%2023-12-01 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.21 $50.82 $53.45 $51.21 $53.03 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 18.9% 14.8% 28.4% 18.4% 17.2% Expected Move 4.7% 4.1% 5.3% 5.3% 4.9% HV 20d 15.1% 10.2% 19.4% 19.4% 14.7% HV 60d 18.3% 17.8% 18.8% 18.3% 17.8% IV Rank 19.5% 10.5% 39.9% 18.2% 15.7% IV Percentile 48.3% 13.1% 94.8% 48.0% 42.5% Term Structure -0.3% -3.9% 5.9% -3.9% -2.8% Skew 25d 4.7% 0.4% 8.9% 4.4% 8.9% Skew 10d 2.3% 0.5% 4.5% 2.2% 0.9% Call IV 25d 14.3% 11.0% 18.6% 18.6% 11.0% Put IV 25d 18.9% 17.1% 23.0% 23.0% 19.9% Bid-Ask Spread % 134.84 129.29 137.54 131.30 136.41 Gamma HHI 0.29 0.23 0.35 0.24 0.33 Net GEX 9.5K 2.6K 21.5K 13.6K 2.6K Net DEX -136.6K -257.3K -53.6K -182.0K -61.5K Net VEX -248 -374 -128 -374 -144 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 0.3 0 3 1 0 Total OI 53.55 18 83 82 18
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 2023-12-01 $51.21 $39.00 18.4% 5.3% 19.4% 18.2% 0.0% 4.4% -3.9% 13.6K -182.0K -374 0.00 131.30 N/A N/A 1 0 81 1 2023-12-04 $51.03 $0.00 21.9% 4.6% 17.8% 25.9% 0.0% 3.6% 2.6% 14.0K -178.7K -373 0.00 136.70 N/A N/A 0 0 82 1 2023-12-05 $50.82 $0.00 21.9% 4.6% 16.8% 25.8% 0.0% 3.7% 2.4% 13.9K -171.5K -362 0.00 136.40 N/A N/A 0 0 82 1 2023-12-06 $51.32 $0.00 24.8% 4.5% 16.9% 32.2% 0.0% 2.5% 3.3% 13.9K -186.4K -364 0.00 136.51 N/A N/A 1 0 82 1 2023-12-07 $51.44 $0.00 23.7% 4.7% 16.6% 29.8% 0.0% 3.1% 1.7% 13.6K -186.3K -347 0.00 136.65 N/A N/A 0 0 81 1 2023-12-08 $51.55 $0.00 18.1% 4.1% 16.5% 17.6% 0.0% 2.8% 5.9% 13.5K -188.7K -342 0.00 135.98 N/A N/A 0 0 81 1 2023-12-11 $51.59 $0.00 26.3% 5.0% 16.4% 35.3% 0.0% 2.7% -0.0% 14.1K -188.8K -328 0.00 137.54 N/A N/A 0 0 81 1 2023-12-12 $51.66 $0.00 28.4% 4.9% 16.4% 39.9% 0.0% 2.5% -0.4% 14.1K -190.0K -315 0.00 137.01 N/A N/A 0 0 81 1 2023-12-13 $52.66 $0.00 15.7% 4.5% 10.2% 12.5% 0.0% 3.7% 0.2% 16.2K -220.0K -273 0.00 136.79 N/A N/A 0 0 81 1 2023-12-14 $53.45 $0.00 15.2% 4.3% 10.8% 11.3% 0.0% 4.8% -1.1% 21.5K -257.3K -244 0.00 132.40 N/A N/A 3 0 81 1 2023-12-15 $52.72 $0.00 14.8% 4.2% 12.4% 10.5% 0.0% 2.1% -0.9% 15.8K -223.3K -272 0.00 133.67 N/A N/A 0 0 80 1 2023-12-18 $51.88 $0.00 17.4% 5.0% 14.0% 16.2% 0.0% 3.1% -1.6% 2.9K -53.6K -179 0.00 134.20 N/A N/A 0 0 18 1 2023-12-19 $52.56 $0.00 18.3% 5.2% 14.5% 18.1% 0.0% 8.4% -1.6% 2.8K -58.2K -174 0.00 136.92 N/A N/A 0 0 18 1 2023-12-20 $52.18 $0.00 15.0% 4.3% 14.7% 11.0% 0.0% 0.4% -1.3% 3.4K -64.0K -154 0.00 129.29 N/A N/A 0 0 18 1 2023-12-21 $52.50 $0.00 16.4% 4.7% 14.7% 14.0% 0.0% 4.9% -1.6% 3.2K -62.0K -164 0.00 133.67 N/A N/A 0 0 18 1 2023-12-22 $52.84 $0.00 16.0% 4.6% 14.5% 13.1% 0.0% 7.8% -1.2% 3.2K -64.4K -156 0.00 133.43 N/A N/A 1 0 18 1 2023-12-26 $53.22 $0.00 16.4% 4.7% 14.6% 14.1% 0.0% 8.2% -1.3% 2.9K -65.2K -135 0.00 133.56 N/A N/A 0 0 17 1 2023-12-27 $53.22 $0.00 16.8% 4.8% 14.5% 14.9% 0.0% 7.8% -2.4% 3.0K -66.8K -128 0.00 134.36 N/A N/A 0 0 17 1 2023-12-28 $53.22 $0.00 16.2% 4.7% 14.5% 13.6% 0.0% 7.9% -1.9% 2.6K -62.6K -141 0.00 134.09 N/A N/A 0 0 17 1 2023-12-29 $53.03 $0.00 17.2% 4.9% 14.7% 15.7% 0.0% 8.9% -2.8% 2.6K -61.5K -144 0.00 136.41 N/A N/A 0 0 17 1
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