CGW Options History — November 2024 In November 2024, CGW traded between $57.42 and $59.63. ATM implied volatility averaged 17.7%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 5.5% (HV 20d: 12.2%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-22 : Highest Volume — 5 contracts2024-11-13 : Largest IV drop — 54.1% change2024-11-12 : Highest IV Rank — 71.9%2024-11-01 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $58.73 $57.42 $59.63 $57.42 $59.63 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 17.7% 12.8% 28.6% 20.5% 14.8% Expected Move 4.2% 3.7% 5.9% 5.9% 4.2% HV 20d 12.2% 10.7% 13.6% 11.3% 10.7% HV 60d 11.8% 11.2% 12.5% 11.9% 11.3% IV Rank 31.6% 13.7% 71.9% 42.0% 20.8% IV Percentile 52.3% 7.5% 97.2% 87.3% 31.3% Term Structure -1.4% -5.9% 1.2% -3.6% -2.5% VWIV 15.6% 13.3% 18.8% 18.8% 13.3% Skew 25d 1.5% 0.0% 3.2% 1.0% 3.0% Skew 10d 1.5% 0.1% 4.8% 0.1% 0.3% Call IV 25d 14.9% 12.9% 22.0% 22.0% 14.9% Put IV 25d 16.4% 14.6% 23.0% 23.0% 17.9% Bid-Ask Spread % 141.03 132.44 145.38 145.38 145.04 Gamma HHI 0.37 0.31 0.46 0.32 0.42 Net GEX 1.4K 673 2.2K 1.6K 1.6K Net DEX -26.3K -37.4K -15.7K -21.9K -37.4K Net VEX -148 -165 -136 -165 -136 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 0.45 0 5 0 0 Total OI 22.8 21 24 22 24
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 2024-11-01 $57.42 $0.00 20.5% 5.9% 11.3% 42.0% 0.0% 1.0% -3.6% 1.6K -21.9K -165 0.00 145.38 N/A N/A 0 0 15 7 2024-11-04 $57.72 $51.00 22.4% 4.3% 11.4% 48.9% 0.0% 3.2% -0.5% 2.0K -24.7K -155 0.00 136.62 N/A N/A 0 0 15 7 2024-11-05 $58.86 $51.00 20.8% 4.3% 13.6% 43.2% 0.0% 1.6% -0.9% 2.1K -30.9K -159 0.00 132.44 N/A N/A 0 0 15 7 2024-11-06 $58.89 $51.00 19.9% 3.8% 13.6% 39.9% 0.0% 0.6% -1.3% 2.2K -36.1K -162 0.00 138.81 N/A N/A 0 0 15 7 2024-11-07 $58.80 $51.00 20.4% 4.4% 13.4% 41.6% 18.8% 0.9% -5.9% 1.6K -36.0K -164 0.00 135.25 N/A N/A 1 0 15 7 2024-11-08 $58.97 $51.00 20.7% 3.7% 12.7% 42.6% 0.0% 2.3% 0.9% 1.8K -32.9K -150 0.00 142.19 N/A N/A 0 0 14 7 2024-11-11 $59.26 $51.00 27.7% 3.9% 12.7% 68.4% 14.1% 1.1% 0.4% 2.0K -35.9K -147 0.00 137.49 N/A N/A 0 2 14 7 2024-11-12 $58.77 $51.00 28.6% 3.7% 13.0% 71.9% 0.0% 0.8% -0.0% 895 -20.7K -151 0.00 137.34 N/A N/A 0 0 14 9 2024-11-13 $58.77 $51.00 13.2% 3.8% 12.6% 14.9% 0.0% 2.1% -0.2% 729 -21.6K -153 0.00 142.87 N/A N/A 0 0 14 9 2024-11-14 $58.77 $51.00 12.8% 3.7% 12.3% 13.7% 0.0% 2.2% 0.4% 729 -21.5K -151 0.00 141.64 N/A N/A 0 0 14 9 2024-11-15 $58.77 $51.00 13.4% 3.8% 12.3% 15.7% 0.0% 2.9% 0.3% 732 -21.4K -150 0.00 144.42 N/A N/A 0 0 14 9 2024-11-18 $58.30 $51.00 13.2% 3.8% 12.1% 14.9% 0.0% 2.0% 1.2% 689 -15.9K -140 0.00 141.98 N/A N/A 0 0 14 9 2024-11-19 $58.39 $51.00 14.3% 4.1% 11.9% 19.0% 0.0% 1.2% -1.1% 673 -17.1K -142 0.00 142.49 N/A N/A 0 0 14 9 2024-11-20 $58.60 $51.00 14.1% 4.0% 11.9% 18.3% 0.0% 2.9% -2.1% 783 -19.3K -140 0.00 143.03 N/A N/A 0 0 14 9 2024-11-21 $58.20 $51.00 16.0% 4.6% 11.8% 25.3% 16.2% 0.0% -2.4% 693 -15.7K -138 0.00 142.17 N/A N/A 1 0 14 9 2024-11-22 $58.81 $51.00 14.5% 4.2% 12.1% 20.1% 13.3% 1.1% -1.8% 1.6K -24.9K -143 0.00 143.98 N/A N/A 5 0 15 9 2024-11-25 $59.19 $51.00 16.1% 4.6% 11.8% 25.9% 0.0% 0.3% -2.7% 2.0K -30.5K -143 0.00 139.85 N/A N/A 0 0 15 9 2024-11-26 $59.23 $51.00 14.6% 4.2% 11.1% 20.1% 0.0% 0.5% -2.1% 1.4K -30.7K -140 0.00 144.24 N/A N/A 0 0 15 9 2024-11-27 $59.24 $51.00 15.9% 4.6% 11.0% 25.2% 0.0% 0.4% -3.6% 1.4K -31.7K -140 0.00 143.39 N/A N/A 0 0 15 9 2024-11-29 $59.63 $51.00 14.8% 4.2% 10.7% 20.8% 0.0% 3.0% -2.5% 1.6K -37.4K -136 0.00 145.04 N/A N/A 0 0 15 9
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