CGW Options History — September 2024

In September 2024, CGW traded between $57.72 and $61.06. ATM implied volatility averaged 16.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.1% (HV 20d: 12.9%). Max pain ranged from $54.00 to $63.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2024-09-20: Highest Volume — 3 contracts
2024-09-18: Largest IV spike — 33.3% change
2024-09-09: Highest IV Rank — 28.9%
2024-09-26: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.49	$57.72	$61.06	$58.63	$61.02
Max Pain	$60.00	$54.00	$63.00	$54.00	$63.00
ATM IV	16.0%	13.1%	21.0%	15.5%	15.9%
Expected Move	4.3%	3.8%	5.5%	4.4%	4.6%
HV 20d	12.9%	12.1%	13.7%	13.0%	13.3%
HV 60d	15.4%	15.1%	15.6%	15.6%	15.1%
IV Rank	17.7%	9.8%	28.9%	15.5%	25.1%
IV Percentile	40.8%	9.9%	83.7%	34.5%	42.5%
Term Structure	-1.1%	-9.8%	1.8%	-5.7%	0.3%
VWIV	15.1%	15.1%	15.1%	15.1%	15.1%
Skew 25d	1.5%	0.0%	3.5%	0.0%	1.9%
Skew 10d	3.5%	0.3%	7.7%	1.0%	3.0%
Call IV 25d	15.7%	12.7%	22.1%	19.0%	17.4%
Put IV 25d	17.2%	15.4%	23.2%	19.0%	19.3%
Bid-Ask Spread %	151.21	128.02	172.69	128.02	152.62
Gamma HHI	0.35	0.26	0.51	0.36	0.34
Net GEX	3.6K	1.6K	4.7K	4.6K	2.0K
Net DEX	-65.8K	-88.6K	-52.6K	-73.7K	-57.5K
Net VEX	-223	-252	-202	-227	-206
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.50	0.00	0.00
Total Volume	0.3	0	3	1	0
Total OI	26.35	22	28	27	23

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
2024-09-03	$58.63	$54.00	15.5%	4.4%	13.0%	15.5%	0.0%	0.0%	-5.7%	4.6K	-73.7K	-227	0.00	128.02	N/A	N/A	0	1	21	6
2024-09-04	$58.31	$54.00	18.1%	5.2%	12.6%	22.0%	0.0%	2.7%	-4.4%	4.5K	-62.0K	-252	0.00	128.10	N/A	N/A	0	0	21	7
2024-09-05	$58.27	$0.00	18.5%	4.0%	12.6%	22.9%	0.0%	2.2%	-0.3%	4.5K	-61.0K	-252	0.00	147.83	N/A	N/A	0	0	21	7
2024-09-06	$57.72	$0.00	17.4%	3.8%	13.0%	20.1%	0.0%	1.2%	1.8%	4.4K	-55.2K	-251	0.00	142.81	N/A	N/A	0	0	21	7
2024-09-09	$58.33	$0.00	21.0%	4.2%	13.4%	28.9%	0.0%	1.7%	0.3%	4.5K	-60.1K	-245	0.00	150.34	N/A	N/A	0	0	21	7
2024-09-10	$58.59	$0.00	20.8%	4.0%	13.2%	28.6%	0.0%	2.0%	1.6%	4.5K	-62.1K	-242	0.00	150.21	N/A	N/A	0	0	21	7
2024-09-11	$58.21	$0.00	14.8%	4.3%	12.1%	14.0%	0.0%	1.1%	0.7%	4.7K	-57.7K	-241	0.00	143.19	N/A	N/A	0	0	21	7
2024-09-12	$58.59	$0.00	13.5%	3.9%	12.3%	10.8%	0.0%	1.7%	0.7%	4.7K	-62.6K	-233	0.00	152.69	N/A	N/A	0	0	21	7
2024-09-13	$59.06	$0.00	13.6%	3.9%	12.4%	11.1%	0.0%	1.3%	-0.3%	4.6K	-71.4K	-227	0.00	155.16	N/A	N/A	0	0	21	7
2024-09-16	$59.72	$0.00	13.4%	3.8%	13.0%	10.4%	0.0%	2.0%	0.7%	4.2K	-78.3K	-218	0.00	155.60	N/A	N/A	0	0	21	7
2024-09-17	$59.83	$0.00	13.9%	4.0%	12.7%	11.8%	0.0%	3.5%	0.1%	4.1K	-81.8K	-213	0.00	154.08	N/A	N/A	0	0	21	7
2024-09-18	$59.72	$0.00	18.6%	5.3%	12.7%	23.1%	0.0%	1.2%	-9.8%	3.9K	-79.3K	-211	0.00	172.69	N/A	N/A	0	0	21	7
2024-09-19	$60.56	$0.00	13.1%	3.8%	13.3%	9.8%	0.0%	1.3%	0.3%	3.4K	-88.6K	-202	0.00	153.61	N/A	N/A	1	0	21	7
2024-09-20	$59.97	$0.00	13.9%	4.0%	13.7%	11.7%	0.0%	1.0%	0.3%	4.1K	-83.7K	-206	0.50	151.57	N/A	N/A	2	1	21	7
2024-09-23	$60.31	$0.00	14.8%	4.2%	12.9%	13.9%	0.0%	1.2%	-1.3%	1.7K	-52.6K	-211	0.00	153.84	N/A	N/A	0	0	15	7
2024-09-24	$60.57	$0.00	14.2%	4.1%	13.0%	12.4%	15.1%	1.9%	-0.2%	1.6K	-55.7K	-205	0.00	154.88	N/A	N/A	1	0	15	7
2024-09-25	$60.34	$63.00	15.6%	4.5%	12.9%	15.9%	0.0%	0.8%	-2.7%	2.0K	-54.0K	-213	0.00	154.65	N/A	N/A	0	0	16	7
2024-09-26	$60.95	$63.00	19.0%	5.5%	13.3%	24.1%	0.0%	1.1%	-2.9%	1.8K	-58.6K	-209	0.00	167.62	N/A	N/A	0	0	16	7
2024-09-27	$61.06	$63.00	15.1%	4.3%	13.3%	22.2%	0.0%	0.8%	-1.2%	1.9K	-59.6K	-205	0.00	154.72	N/A	N/A	0	0	16	7
2024-09-30	$61.02	$63.00	15.9%	4.6%	13.3%	25.1%	0.0%	1.9%	0.3%	2.0K	-57.5K	-206	0.00	152.62	N/A	N/A	0	0	16	7