CGW Options History — October 2024

Name: CGW Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, CGW traded between $57.92 and $60.93. ATM implied volatility averaged 16.8%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 6.2% (HV 20d: 10.6%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days.

Notable Days

2024-10-09: Largest IV drop — 25.6% change
2024-10-31: Highest IV Rank — 40.9%
2024-10-31: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.72	$57.92	$60.93	$60.93	$57.92
Max Pain	$63.00	$63.00	$63.00	$63.00	$63.00
ATM IV	16.8%	14.3%	20.2%	16.2%	20.2%
Expected Move	4.6%	4.1%	5.8%	4.6%	5.8%
HV 20d	10.6%	9.5%	11.6%	11.0%	11.1%
HV 60d	13.7%	11.7%	15.1%	15.1%	11.8%
IV Rank	28.2%	19.3%	40.9%	26.0%	40.9%
IV Percentile	53.5%	21.8%	86.1%	47.2%	86.1%
Term Structure	-2.2%	-6.5%	0.5%	-0.6%	-6.5%
Skew 25d	1.9%	0.5%	4.7%	1.4%	4.7%
Skew 10d	4.9%	-0.4%	9.5%	2.6%	-0.3%
Call IV 25d	16.6%	13.9%	20.8%	18.0%	19.1%
Put IV 25d	18.5%	16.3%	23.8%	19.4%	23.8%
Bid-Ask Spread %	152.44	147.35	158.11	152.04	147.35
Gamma HHI	0.38	0.32	0.45	0.32	0.37
Net GEX	2.0K	1.5K	2.2K	1.9K	1.9K
Net DEX	-45.8K	-58.5K	-28.2K	-57.0K	-28.2K
Net VEX	-190	-209	-170	-205	-170
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	22.609	22	23	23	22

Daily Data (23 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 OI	Put OI
2024-10-01	$60.93	$63.00	16.2%	4.6%	11.0%	26.0%	0.0%	1.4%	-0.6%	1.9K	-57.0K	-205	152.04	N/A	N/A	16	7
2024-10-02	$60.78	$63.00	16.7%	4.8%	10.8%	27.8%	0.0%	2.2%	-0.5%	1.9K	-55.6K	-206	152.19	N/A	N/A	16	7
2024-10-03	$60.20	$0.00	18.2%	4.5%	11.6%	33.4%	0.0%	1.9%	-1.6%	2.0K	-52.0K	-209	147.38	N/A	N/A	16	7
2024-10-04	$60.20	$0.00	16.9%	4.1%	10.8%	28.9%	0.0%	2.4%	0.5%	2.1K	-50.2K	-207	151.54	N/A	N/A	16	7
2024-10-07	$59.74	$0.00	19.2%	4.4%	10.9%	37.3%	0.0%	2.3%	0.5%	1.9K	-47.2K	-208	150.05	N/A	N/A	16	7
2024-10-08	$59.98	$0.00	19.5%	4.4%	10.8%	38.4%	0.0%	1.6%	0.1%	1.9K	-47.9K	-203	152.30	N/A	N/A	16	7
2024-10-09	$60.02	$0.00	14.5%	4.2%	10.5%	20.0%	0.0%	2.1%	-0.1%	2.0K	-50.3K	-198	152.59	N/A	N/A	16	7
2024-10-10	$59.58	$0.00	14.8%	4.2%	10.7%	21.0%	0.0%	1.7%	-0.8%	2.1K	-45.4K	-198	154.60	N/A	N/A	16	7
2024-10-11	$60.26	$0.00	14.3%	4.1%	11.1%	19.3%	0.0%	2.3%	0.1%	2.1K	-49.8K	-195	153.41	N/A	N/A	16	7
2024-10-14	$60.56	$0.00	14.4%	4.1%	10.6%	19.5%	0.0%	2.3%	-0.2%	2.2K	-52.6K	-189	151.47	N/A	N/A	16	7
2024-10-15	$60.50	$0.00	16.1%	4.6%	10.6%	25.7%	0.0%	0.5%	-2.7%	2.0K	-55.0K	-186	153.80	N/A	N/A	16	7
2024-10-16	$60.93	$0.00	15.0%	4.3%	10.8%	21.7%	0.0%	2.7%	-0.7%	2.1K	-58.5K	-178	155.05	N/A	N/A	16	7
2024-10-17	$60.38	$0.00	16.1%	4.6%	10.2%	25.8%	0.0%	2.0%	-2.6%	2.1K	-53.8K	-182	158.11	N/A	N/A	16	7
2024-10-18	$60.49	$0.00	15.4%	4.4%	9.5%	23.2%	0.0%	2.6%	-2.7%	2.2K	-55.5K	-178	157.49	N/A	N/A	16	7
2024-10-21	$59.91	$0.00	15.6%	4.5%	10.0%	24.1%	0.0%	1.0%	-3.6%	1.5K	-43.4K	-206	152.37	N/A	N/A	15	7
2024-10-22	$59.41	$0.00	16.6%	4.7%	10.2%	27.5%	0.0%	2.0%	-3.2%	2.2K	-42.9K	-182	157.83	N/A	N/A	15	7
2024-10-23	$59.25	$0.00	15.9%	4.6%	10.2%	25.1%	0.0%	1.9%	-1.9%	1.7K	-40.2K	-187	151.17	N/A	N/A	15	7
2024-10-24	$58.77	$0.00	17.2%	4.9%	9.6%	29.7%	0.0%	0.8%	-4.4%	2.1K	-38.5K	-180	147.60	N/A	N/A	15	7
2024-10-25	$58.30	$0.00	16.7%	4.8%	9.7%	28.0%	0.0%	1.0%	-3.9%	1.9K	-30.9K	-179	148.58	N/A	N/A	15	7
2024-10-28	$58.87	$0.00	17.4%	5.0%	10.6%	30.6%	0.0%	1.3%	-4.6%	2.0K	-36.9K	-175	155.02	N/A	N/A	15	7
2024-10-29	$58.23	$0.00	18.9%	5.4%	11.1%	36.0%	0.0%	2.0%	-5.2%	1.9K	-29.2K	-170	153.70	N/A	N/A	15	7
2024-10-30	$58.38	$0.00	19.6%	5.6%	11.2%	38.8%	0.0%	1.6%	-5.7%	1.9K	-31.3K	-172	150.51	N/A	N/A	15	7
2024-10-31	$57.92	$0.00	20.2%	5.8%	11.1%	40.9%	0.0%	4.7%	-6.5%	1.9K	-28.2K	-170	147.35	N/A	N/A	15	7