CGW Options History — January 2024 In January 2024, CGW traded between $50.64 and $52.34. ATM implied volatility averaged 17.3%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.5% (HV 20d: 13.8%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-25 : Highest Volume — 10 contracts2024-01-16 : Largest IV spike — 37.8% change2024-01-08 : Highest IV Rank — 23.5%2024-01-02 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $51.45 $50.64 $52.34 $52.34 $50.94 ATM IV 17.3% 11.6% 20.8% 19.6% 18.2% Expected Move 4.7% 3.3% 5.6% 5.6% 5.2% HV 20d 13.8% 11.7% 15.7% 15.0% 12.5% HV 60d 17.2% 16.1% 18.3% 18.1% 16.1% IV Rank 15.9% 3.5% 23.5% 20.9% 17.8% IV Percentile 43.0% 2.0% 73.4% 63.5% 52.8% Term Structure -0.2% -5.3% 3.0% -5.3% -0.5% Skew 25d 1.5% -0.5% 5.4% 1.8% -0.5% Skew 10d 2.8% 0.2% 17.5% 3.7% 17.5% Call IV 25d 17.8% 13.4% 22.4% 19.7% 22.4% Put IV 25d 19.3% 17.1% 22.7% 21.5% 21.9% Bid-Ask Spread % 129.59 125.70 133.86 132.82 125.70 Gamma HHI 0.37 0.32 0.44 0.35 0.33 Net GEX 3.3K 2.8K 3.9K 2.8K 3.8K Net DEX -61.2K -100.2K -45.7K -57.3K -97.1K Net VEX -134 -146 -120 -145 -131 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 0.571 0 10 0 0 Total OI 20.095 18 30 18 30
Daily Data (21 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 2024-01-02 $52.34 $0.00 19.6% 5.6% 15.0% 20.9% 0.0% 1.8% -5.3% 2.8K -57.3K -145 0.00 132.82 N/A N/A 0 0 17 1 2024-01-03 $51.70 $0.00 18.4% 5.3% 15.6% 18.3% 0.0% 1.2% -4.6% 3.0K -54.7K -146 0.00 133.86 N/A N/A 0 0 17 1 2024-01-04 $51.66 $0.00 19.0% 4.3% 15.5% 19.6% 0.0% 1.4% 1.8% 3.0K -54.2K -146 0.00 130.25 N/A N/A 0 0 17 1 2024-01-05 $51.52 $0.00 18.7% 4.2% 15.2% 19.0% 0.0% 1.4% 1.6% 3.1K -53.4K -143 0.00 128.06 N/A N/A 0 0 17 1 2024-01-08 $51.84 $0.00 20.8% 4.3% 15.3% 23.5% 0.0% 1.6% 0.4% 3.1K -55.9K -139 0.00 129.72 N/A N/A 0 0 17 1 2024-01-09 $51.72 $0.00 20.7% 4.2% 15.4% 23.4% 0.0% 1.4% 1.2% 3.1K -54.9K -141 0.00 128.61 N/A N/A 0 0 17 1 2024-01-10 $52.10 $0.00 15.2% 4.4% 15.6% 11.5% 0.0% 1.8% 2.6% 3.0K -56.1K -136 0.00 131.07 N/A N/A 0 0 17 1 2024-01-11 $51.80 $0.00 14.2% 4.1% 15.7% 9.2% 0.0% 1.7% 2.0% 3.2K -54.9K -136 0.00 126.00 N/A N/A 0 0 17 1 2024-01-12 $52.10 $0.00 11.6% 3.3% 14.2% 3.5% 0.0% 3.7% 3.0% 3.1K -56.2K -134 0.00 128.03 N/A N/A 0 0 17 1 2024-01-16 $51.61 $0.00 15.9% 4.6% 13.3% 13.0% 0.0% 0.8% -0.2% 3.2K -53.4K -134 0.00 130.84 N/A N/A 0 0 17 1 2024-01-17 $50.77 $0.00 16.5% 4.7% 13.7% 14.2% 0.0% 0.7% 0.3% 3.3K -47.7K -136 0.00 129.80 N/A N/A 0 0 17 1 2024-01-18 $51.01 $0.00 17.2% 4.9% 12.8% 15.8% 0.0% 1.2% -3.7% 3.8K -47.6K -137 0.00 129.44 N/A N/A 0 0 17 1 2024-01-19 $50.95 $0.00 15.9% 4.6% 11.7% 13.0% 0.0% 1.8% 0.2% 3.3K -47.6K -132 0.00 128.97 N/A N/A 0 0 17 1 2024-01-22 $51.56 $0.00 16.1% 4.6% 12.4% 13.4% 0.0% 2.1% -1.1% 3.4K -52.7K -122 0.00 130.61 N/A N/A 0 0 17 1 2024-01-23 $51.27 $0.00 16.8% 4.8% 12.2% 14.9% 0.0% 1.0% 0.5% 3.5K -50.4K -122 0.00 129.56 N/A N/A 0 0 17 1 2024-01-24 $50.64 $0.00 16.6% 4.8% 12.5% 14.5% 0.0% 1.2% 2.3% 3.7K -45.7K -122 0.00 129.43 N/A N/A 0 0 17 1 2024-01-25 $50.90 $0.00 17.2% 4.9% 12.3% 15.8% 0.0% 0.7% -1.0% 3.6K -47.4K -120 0.00 130.29 N/A N/A 10 0 17 1 2024-01-26 $51.14 $0.00 17.3% 5.0% 12.5% 16.0% 0.0% 0.3% -0.9% 3.9K -100.2K -128 0.00 129.94 N/A N/A 0 1 27 1 2024-01-29 $51.49 $0.00 17.9% 5.1% 12.9% 17.3% 0.0% 5.4% -0.9% 3.5K -99.2K -136 0.00 127.39 N/A N/A 0 0 27 2 2024-01-30 $51.41 $0.00 18.8% 5.4% 12.9% 19.2% 0.0% 1.4% -2.1% 3.5K -99.2K -131 0.00 130.93 N/A N/A 1 0 27 2 2024-01-31 $50.94 $0.00 18.2% 5.2% 12.5% 17.8% 0.0% -0.5% -0.5% 3.8K -97.1K -131 0.00 125.70 N/A N/A 0 0 28 2
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