CGW Options History — June 2024 In June 2024, CGW traded between $55.17 and $56.95. ATM implied volatility averaged 15.7%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 1.8% (HV 20d: 13.9%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-05 : Highest Volume — 3 contracts2024-06-12 : Largest IV drop — 36.4% change2024-06-11 : Highest IV Rank — 28.0%2024-06-04 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $56.19 $55.17 $56.95 $56.84 $55.17 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 15.7% 12.6% 20.6% 15.8% 15.3% Expected Move 4.2% 3.6% 4.9% 4.5% 4.4% HV 20d 13.9% 12.9% 15.0% 14.2% 13.0% HV 60d 13.1% 12.6% 13.6% 12.6% 13.5% IV Rank 16.0% 8.5% 28.0% 16.3% 15.1% IV Percentile 35.8% 8.7% 81.7% 36.5% 30.2% Term Structure -1.7% -4.0% 2.4% -3.9% -2.8% VWIV 29.3% 29.3% 29.3% 29.3% 29.3% Skew 25d 1.0% -0.6% 3.3% 0.4% -0.6% Skew 10d 0.9% -1.0% 1.7% 1.1% -1.0% Call IV 25d 15.9% 14.1% 18.9% 18.4% 15.9% Put IV 25d 16.8% 14.4% 20.3% 18.8% 15.3% Bid-Ask Spread % 144.56 123.74 150.94 123.74 144.93 Gamma HHI 0.25 0.19 0.36 0.34 0.19 Net GEX 2.5K 1.7K 3.2K 2.8K 1.7K Net DEX -109.1K -150.8K -27.8K -150.8K -27.8K Net VEX -95 -108 -86 -87 -92 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 0.316 0 3 0 0 Total OI 25.526 10 32 32 10
Daily Data (19 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 2024-06-03 $56.84 $42.00 15.8% 4.5% 14.2% 16.3% 0.0% 0.4% -3.9% 2.8K -150.8K -87 0.00 123.74 N/A N/A 0 0 31 1 2024-06-04 $56.57 $42.00 17.1% 4.9% 13.7% 19.4% 0.0% 0.6% -4.0% 2.8K -147.6K -93 0.00 127.71 N/A N/A 0 0 31 1 2024-06-05 $56.95 $42.00 16.0% 4.6% 13.4% 16.8% 29.3% 1.4% -3.1% 2.8K -150.5K -87 0.00 126.21 N/A N/A 3 0 31 1 2024-06-06 $56.36 $0.00 18.8% 4.1% 13.7% 23.7% 0.0% 0.1% -2.0% 2.2K -130.4K -87 0.00 146.27 N/A N/A 2 0 28 1 2024-06-07 $55.89 $0.00 17.4% 3.8% 13.7% 20.2% 0.0% 0.9% -1.2% 2.8K -132.8K -108 0.00 148.23 N/A N/A 0 0 30 1 2024-06-10 $56.05 $0.00 19.0% 3.8% 13.7% 24.0% 0.0% 1.2% -0.2% 2.9K -132.8K -105 0.00 147.75 N/A N/A 0 0 30 1 2024-06-11 $55.75 $0.00 20.6% 3.8% 13.7% 28.0% 0.0% 1.4% -0.2% 2.8K -130.4K -104 0.00 147.89 N/A N/A 0 0 30 1 2024-06-12 $56.53 $0.00 13.1% 3.8% 14.5% 9.8% 0.0% 0.5% -2.6% 3.2K -138.9K -97 0.00 148.63 N/A N/A 0 0 30 1 2024-06-13 $56.70 $0.00 12.6% 3.6% 13.9% 8.5% 0.0% 1.4% 1.2% 3.1K -137.4K -100 0.00 148.46 N/A N/A 0 0 30 1 2024-06-14 $56.13 $0.00 13.1% 3.7% 14.1% 9.7% 0.0% 1.2% 2.4% 2.8K -133.3K -102 0.00 147.50 N/A N/A 0 0 30 1 2024-06-17 $56.18 $0.00 13.7% 3.9% 14.1% 11.1% 0.0% 1.1% 0.0% 2.7K -132.5K -97 0.00 145.37 N/A N/A 0 0 30 1 2024-06-18 $56.47 $0.00 14.1% 4.1% 14.2% 12.2% 0.0% 1.0% -1.9% 3.0K -136.8K -94 0.00 148.95 N/A N/A 0 0 30 1 2024-06-20 $56.14 $0.00 14.8% 4.2% 14.2% 13.8% 0.0% 0.7% -2.1% 2.8K -133.7K -91 0.00 149.30 N/A N/A 0 0 30 1 2024-06-21 $56.05 $0.00 15.1% 4.3% 14.2% 14.6% 0.0% 1.1% -1.9% 2.6K -132.6K -93 0.00 150.61 N/A N/A 1 0 30 1 2024-06-24 $56.81 $0.00 14.7% 4.2% 14.2% 13.6% 0.0% 3.3% -1.5% 1.8K -34.3K -86 0.00 147.76 N/A N/A 0 0 9 1 2024-06-25 $55.92 $0.00 14.6% 4.2% 15.0% 13.3% 0.0% 0.2% -2.3% 1.8K -31.6K -91 0.00 145.70 N/A N/A 0 0 9 1 2024-06-26 $55.48 $0.00 16.8% 4.8% 14.0% 18.6% 0.0% 1.3% -3.0% 1.8K -29.0K -89 0.00 150.68 N/A N/A 0 0 9 1 2024-06-27 $55.61 $0.00 15.7% 4.5% 12.9% 16.1% 0.0% 0.9% -3.2% 1.8K -29.1K -93 0.00 150.94 N/A N/A 0 0 9 1 2024-06-28 $55.17 $0.00 15.3% 4.4% 13.0% 15.1% 0.0% -0.6% -2.8% 1.7K -27.8K -92 0.00 144.93 N/A N/A 0 0 9 1
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