CGW Options History — December 2024 In December 2024, CGW traded between $54.16 and $59.88. ATM implied volatility averaged 16.2%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 4.0% (HV 20d: 12.2%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-17 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 24.5% change2024-12-10 : Highest IV Rank — 34.9%2024-12-18 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $57.27 $54.16 $59.88 $59.50 $54.16 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 16.2% 14.0% 18.6% 16.0% 17.3% Expected Move 4.5% 3.8% 5.2% 4.6% 5.0% HV 20d 12.2% 7.8% 17.7% 10.1% 17.3% HV 60d 11.8% 10.3% 13.8% 11.1% 13.7% IV Rank 26.2% 18.1% 34.9% 25.3% 30.2% IV Percentile 51.5% 21.0% 79.0% 50.0% 67.1% Term Structure -1.7% -3.9% 0.4% -2.1% -3.9% Skew 25d 2.1% -0.4% 12.8% 1.8% 0.4% Skew 10d 0.8% -9.7% 10.1% 3.9% 1.4% Call IV 25d 16.0% 8.1% 20.3% 17.3% 20.3% Put IV 25d 18.1% 15.4% 20.9% 19.1% 20.6% Bid-Ask Spread % 151.44 139.63 162.32 142.28 145.35 Gamma HHI 0.45 0.23 0.70 0.41 0.65 Net GEX 826 -596 2.0K 1.8K -453 Net DEX -11.8K -40.6K 12.4K -33.2K 9.8K Net VEX -74 -130 0 -130 -31 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 0.095 0 1 0 0 Total OI 17.857 0 24 24 4
Daily Data (21 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 2024-12-02 $59.50 $51.00 16.0% 4.6% 10.1% 25.3% 0.0% 1.8% -2.1% 1.8K -33.2K -130 0.00 142.28 N/A N/A 0 0 15 9 2024-12-03 $59.88 $51.00 16.2% 4.6% 10.2% 26.1% 0.0% 1.1% -3.2% 1.5K -40.6K -127 0.00 146.92 N/A N/A 0 0 15 9 2024-12-04 $59.79 $51.00 15.7% 4.5% 7.8% 24.3% 0.0% 1.3% -2.3% 1.6K -38.4K -124 0.00 145.31 N/A N/A 0 0 15 9 2024-12-05 $59.75 $0.00 16.5% 3.9% 7.8% 27.1% 0.0% 5.1% -0.7% 1.6K -38.2K -122 0.00 162.32 N/A N/A 0 0 15 9 2024-12-06 $59.70 $0.00 15.7% 3.8% 7.8% 24.3% 0.0% 1.2% -1.5% 1.9K -37.8K -120 0.00 158.47 N/A N/A 0 0 15 9 2024-12-09 $59.70 $0.00 18.0% 4.1% 7.8% 32.8% 0.0% 1.0% -1.6% 1.7K -37.3K -112 0.00 160.56 N/A N/A 0 0 15 9 2024-12-10 $59.00 $0.00 18.6% 3.9% 8.7% 34.9% 0.0% 1.1% -0.4% 1.6K -24.7K -106 0.00 157.02 N/A N/A 0 0 15 9 2024-12-11 $59.00 $0.00 14.0% 4.0% 8.2% 18.1% 0.0% 0.1% -1.5% 2.0K -23.1K -101 0.00 158.30 N/A N/A 0 0 15 9 2024-12-12 $58.30 $0.00 15.4% 4.4% 9.3% 23.4% 0.0% 0.1% -2.5% 1.2K -12.9K -92 0.00 160.13 N/A N/A 0 0 15 9 2024-12-13 $58.22 $0.00 14.4% 4.1% 9.3% 19.7% 0.0% 0.5% -0.6% 1.0K -11.0K -85 0.00 161.58 N/A N/A 0 0 15 9 2024-12-16 $57.99 $0.00 14.9% 4.3% 9.4% 21.5% 0.0% 0.6% -1.6% 737 -7.5K -74 0.00 159.53 N/A N/A 0 0 15 9 2024-12-17 $57.65 $0.00 15.7% 4.5% 9.2% 24.3% 0.0% 8.2% -1.4% 893 -8.5K -67 0.00 159.55 N/A N/A 0 1 15 8 2024-12-18 $55.59 $0.00 18.2% 5.2% 15.6% 33.4% 0.0% -0.4% 0.0% 510 12.4K -49 0.00 144.43 N/A N/A 0 0 15 9 2024-12-19 $55.70 $0.00 17.9% 5.1% 15.5% 32.3% 0.0% 2.7% 0.2% 844 2.7K -41 0.00 147.89 N/A N/A 0 0 15 7 2024-12-20 $55.81 $0.00 17.5% 5.0% 15.5% 31.1% 0.0% 12.8% 0.4% 831 3.4K -35 0.00 145.19 N/A N/A 0 0 15 7 2024-12-23 $54.25 $0.00 16.5% 4.7% 17.4% 27.1% 0.0% 1.2% -2.0% 0 0 0 0.00 147.07 N/A N/A 1 0 0 0 2024-12-24 $54.59 $0.00 15.6% 4.5% 17.4% 23.9% 0.0% 1.5% -2.4% -490 9.3K -34 0.00 146.90 N/A N/A 0 0 1 3 2024-12-26 $54.97 $0.00 15.2% 4.4% 17.7% 22.4% 0.0% 1.7% -2.4% -596 8.9K -36 0.00 146.73 N/A N/A 0 0 1 3 2024-12-27 $54.57 $0.00 14.1% 4.0% 17.7% 18.3% 0.0% 0.2% -3.6% -490 8.7K -36 0.00 145.16 N/A N/A 0 0 1 3 2024-12-30 $54.46 $0.00 17.1% 4.9% 17.3% 29.4% 0.0% 1.5% -2.7% -409 9.8K -31 0.00 139.63 N/A N/A 0 0 1 3 2024-12-31 $54.16 $0.00 17.3% 5.0% 17.3% 30.2% 0.0% 0.4% -3.9% -453 9.8K -31 0.00 145.35 N/A N/A 0 0 1 3
« Nov 2024 | All History | Jan 2025 » Home CGW History December 2024