CGW Options History — April 2024

In April 2024, CGW traded between $53.41 and $55.44. ATM implied volatility averaged 15.5%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.6% (HV 20d: 11.9%). Max pain ranged from $53.00 to $53.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-03: Highest Volume — 2 contracts
  • 2024-04-10: Largest IV spike — 19.7% change
  • 2024-04-29: Highest IV Rank — 24.7%
  • 2024-04-29: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.61$53.41$55.44$55.25$54.94
Max Pain$53.00$53.00$53.00$53.00$53.00
ATM IV15.5%9.9%19.3%11.1%18.2%
Expected Move4.6%2.8%5.5%3.2%5.2%
HV 20d11.9%9.9%13.1%10.9%12.5%
HV 60d13.0%12.6%13.5%12.7%12.6%
IV Rank15.5%2.0%24.7%4.8%22.1%
IV Percentile40.3%0.8%77.8%2.8%64.7%
Term Structure0.2%-4.6%3.8%3.2%-3.4%
VWIV18.9%18.9%18.9%18.9%18.9%
Skew 25d1.6%-1.8%6.1%-1.8%-0.0%
Skew 10d3.4%-10.3%10.5%-2.8%1.1%
Call IV 25d17.7%15.5%21.2%18.2%21.2%
Put IV 25d19.3%15.8%24.0%16.4%21.2%
Bid-Ask Spread %146.49136.00155.60139.24150.11
Gamma HHI0.400.220.670.290.56
Net GEX2.4K9373.6K2.7K1.1K
Net DEX-111.0K-125.4K-102.5K-125.4K-107.3K
Net VEX-60-84-38-77-44
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2270200
Total OI2422262522

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$55.25$53.0011.1%3.2%10.9%4.8%0.0%-1.8%3.2%2.7K-125.4K-770.00139.24N/AN/A00250
2024-04-02$54.74$53.0010.0%2.9%11.4%2.2%18.9%1.3%3.8%2.9K-122.3K-820.00144.00N/AN/A10250
2024-04-03$55.07$53.009.9%2.8%10.9%2.0%0.0%-1.0%3.4%3.6K-124.7K-840.00142.16N/AN/A20260
2024-04-04$54.80$0.0011.4%4.2%10.3%5.6%0.0%-0.0%-3.5%3.2K-117.4K-510.00144.41N/AN/A00240
2024-04-05$54.99$0.0011.0%4.4%9.9%4.6%0.0%1.8%0.8%3.2K-116.8K-580.00149.50N/AN/A01240
2024-04-08$55.03$0.0011.7%4.5%9.9%6.2%0.0%1.3%0.1%3.1K-116.2K-660.00151.62N/AN/A01241
2024-04-09$55.17$0.0013.8%4.4%9.9%11.3%0.0%1.3%1.4%3.1K-116.3K-650.00148.05N/AN/A00241
2024-04-10$54.04$0.0016.5%4.7%12.5%17.9%0.0%1.1%-1.5%2.8K-109.2K-680.00146.52N/AN/A00241
2024-04-11$54.20$0.0015.9%4.6%12.4%16.6%0.0%2.0%1.0%2.8K-109.2K-680.00149.23N/AN/A00241
2024-04-12$53.57$0.0016.4%4.7%12.7%17.7%0.0%3.5%1.9%2.7K-105.0K-710.00141.13N/AN/A00241
2024-04-15$53.67$0.0017.6%5.0%12.7%20.6%0.0%6.1%-2.0%2.7K-106.7K-630.00136.00N/AN/A00241
2024-04-16$53.44$0.0018.2%5.2%12.7%22.2%0.0%1.9%1.1%2.8K-102.7K-690.00145.04N/AN/A00241
2024-04-17$53.41$0.0017.7%5.1%12.0%21.0%0.0%2.1%0.1%2.8K-102.5K-650.00142.70N/AN/A00241
2024-04-18$54.04$0.0017.3%5.0%12.0%20.0%0.0%1.4%1.3%3.0K-106.8K-610.00145.82N/AN/A00241
2024-04-19$54.11$0.0018.1%5.2%11.8%22.0%0.0%1.7%0.0%2.9K-108.8K-580.00148.62N/AN/A00241
2024-04-22$54.64$0.0017.0%4.9%12.4%19.2%0.0%2.4%0.5%1.2K-104.2K-530.00145.32N/AN/A00211
2024-04-23$55.31$0.0016.5%4.7%13.1%18.0%0.0%2.1%1.1%1.1K-107.4K-460.00145.17N/AN/A00211
2024-04-24$55.14$0.0017.1%4.9%13.1%19.6%0.0%1.9%-0.0%1.1K-107.3K-450.00152.01N/AN/A00211
2024-04-25$55.02$0.0017.4%5.0%12.5%20.3%0.0%4.3%2.4%1.1K-106.7K-430.00146.82N/AN/A00211
2024-04-26$55.30$0.0018.1%5.2%12.7%21.9%0.0%1.3%-3.8%965-109.4K-410.00153.69N/AN/A00211
2024-04-29$55.44$0.0019.3%5.5%12.6%24.7%0.0%1.3%-4.6%937-110.2K-380.00155.60N/AN/A00211
2024-04-30$54.94$0.0018.2%5.2%12.5%22.1%0.0%-0.0%-3.4%1.1K-107.3K-440.00150.11N/AN/A00211