CGW Options History — July 2024

In July 2024, CGW traded between $54.74 and $59.72. ATM implied volatility averaged 15.4%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 0.6% (HV 20d: 14.7%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-07-17: Highest Volume — 3 contracts
2024-07-10: Largest IV drop — 33.3% change
2024-07-09: Highest IV Rank — 26.3%
2024-07-03: Largest Expected Move — 4.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.72	$54.74	$59.72	$54.74	$59.72
Max Pain	$58.00	$58.00	$58.00	$58.00	$58.00
ATM IV	15.4%	12.7%	19.9%	15.6%	15.9%
Expected Move	4.2%	3.6%	4.8%	4.5%	4.6%
HV 20d	14.7%	12.6%	16.6%	12.7%	14.8%
HV 60d	14.0%	13.1%	14.6%	13.5%	14.3%
IV Rank	15.2%	8.8%	26.3%	15.9%	16.7%
IV Percentile	31.9%	7.5%	80.2%	34.5%	38.1%
Term Structure	-2.0%	-5.9%	1.5%	-5.9%	-3.6%
VWIV	18.1%	18.1%	18.1%	18.1%	18.1%
Skew 25d	0.9%	-0.4%	2.3%	-0.4%	0.7%
Skew 10d	3.1%	-3.0%	9.9%	-3.0%	0.8%
Call IV 25d	16.4%	13.7%	19.4%	19.4%	18.8%
Put IV 25d	17.2%	15.3%	20.5%	19.0%	19.5%
Bid-Ask Spread %	148.84	143.31	157.36	149.41	143.31
Gamma HHI	0.22	0.19	0.26	0.19	0.26
Net GEX	2.4K	1.6K	3.2K	1.7K	3.0K
Net DEX	-47.8K	-69.7K	-25.2K	-25.7K	-69.7K
Net VEX	-83	-100	-66	-88	-78
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	0.273	0	3	0	0
Total OI	12.136	10	15	10	15

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2024-07-01	$54.74	$0.00	15.6%	4.5%	12.7%	15.9%	0.0%	-0.4%	-5.9%	1.7K	-25.7K	-88	149.41	N/A	N/A	0	9	1
2024-07-02	$54.74	$0.00	16.3%	4.7%	12.6%	17.6%	0.0%	1.1%	-3.3%	1.6K	-25.2K	-90	148.52	N/A	N/A	0	9	1
2024-07-03	$55.20	$0.00	16.7%	4.8%	13.1%	18.4%	0.0%	0.4%	-3.7%	1.8K	-27.6K	-86	146.83	N/A	N/A	0	9	1
2024-07-05	$55.75	$0.00	17.1%	3.6%	13.4%	19.5%	0.0%	1.7%	1.1%	1.8K	-28.5K	-85	152.80	N/A	N/A	0	9	1
2024-07-08	$55.95	$0.00	19.3%	3.9%	13.0%	24.9%	0.0%	0.7%	-1.8%	1.9K	-31.1K	-82	157.36	N/A	N/A	0	9	1
2024-07-09	$55.87	$0.00	19.9%	3.9%	12.7%	26.3%	0.0%	1.0%	-1.5%	1.8K	-30.6K	-82	156.57	N/A	N/A	0	9	1
2024-07-10	$56.59	$0.00	13.3%	3.8%	13.4%	10.2%	0.0%	1.6%	0.2%	2.0K	-32.6K	-77	155.39	N/A	N/A	0	9	1
2024-07-11	$58.01	$0.00	13.0%	3.7%	15.8%	9.5%	0.0%	1.8%	0.3%	1.9K	-39.8K	-67	150.17	N/A	N/A	1	9	1
2024-07-12	$58.37	$0.00	13.4%	3.8%	15.2%	10.5%	0.0%	0.7%	-1.4%	2.3K	-46.8K	-68	149.08	N/A	N/A	0	10	1
2024-07-15	$57.95	$0.00	13.8%	4.0%	15.5%	11.5%	0.0%	0.4%	-1.5%	2.3K	-44.3K	-74	152.28	N/A	N/A	0	10	1
2024-07-16	$58.91	$0.00	12.7%	3.6%	15.8%	8.8%	0.0%	2.3%	1.5%	2.3K	-46.2K	-69	147.84	N/A	N/A	0	10	1
2024-07-17	$58.83	$0.00	14.6%	4.2%	15.9%	13.4%	0.0%	-0.2%	-1.1%	1.8K	-48.6K	-66	146.63	N/A	N/A	3	10	1
2024-07-18	$58.44	$0.00	14.5%	4.2%	16.2%	13.2%	0.0%	0.1%	-1.5%	2.5K	-53.9K	-90	147.02	N/A	N/A	1	12	1
2024-07-19	$58.11	$0.00	14.7%	4.2%	16.1%	13.7%	0.0%	1.2%	-2.3%	2.8K	-56.7K	-100	149.04	N/A	N/A	0	13	1
2024-07-22	$58.89	$0.00	14.0%	4.0%	16.6%	11.8%	0.0%	1.7%	0.1%	2.9K	-59.4K	-93	146.05	N/A	N/A	0	13	1
2024-07-23	$58.95	$0.00	14.2%	4.1%	16.1%	12.5%	0.0%	1.2%	-2.6%	2.7K	-61.8K	-87	148.64	N/A	N/A	0	13	1
2024-07-24	$58.38	$0.00	16.1%	4.6%	15.3%	17.2%	0.0%	-0.3%	-3.7%	2.8K	-58.6K	-91	146.06	N/A	N/A	0	13	1
2024-07-25	$58.54	$0.00	14.9%	4.3%	14.9%	14.1%	18.1%	0.3%	-2.9%	2.9K	-60.1K	-89	145.47	N/A	N/A	1	13	1
2024-07-26	$59.43	$58.00	15.3%	4.4%	15.5%	15.0%	0.0%	0.8%	-2.6%	3.0K	-68.6K	-85	145.11	N/A	N/A	0	14	1
2024-07-29	$59.35	$58.00	16.3%	4.7%	15.0%	17.5%	0.0%	1.0%	-3.7%	3.1K	-68.2K	-84	145.97	N/A	N/A	0	14	1
2024-07-30	$59.11	$58.00	16.2%	4.6%	14.7%	17.2%	0.0%	1.0%	-3.9%	3.2K	-66.9K	-86	145.00	N/A	N/A	0	14	1
2024-07-31	$59.72	$58.00	15.9%	4.6%	14.8%	16.7%	0.0%	0.7%	-3.6%	3.0K	-69.7K	-78	143.31	N/A	N/A	0	14	1