CGW Options History — January 2025 In January 2025, CGW traded between $52.18 and $55.22. ATM implied volatility averaged 18.2%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 1.4% (HV 20d: 16.8%). Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-03 : Highest Volume — 1 contracts2025-01-15 : Largest IV drop — 59.2% change2025-01-14 : Highest IV Rank — 96.0%2025-01-02 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $54.06 $52.18 $55.22 $53.83 $55.20 ATM IV 18.2% 13.0% 35.2% 18.9% 14.8% Expected Move 4.2% 3.7% 5.4% 5.4% 4.2% HV 20d 16.8% 14.4% 20.4% 16.8% 14.7% HV 60d 14.3% 13.4% 15.0% 13.7% 14.8% IV Rank 33.6% 14.3% 96.0% 36.0% 21.1% IV Percentile 52.1% 7.5% 99.6% 82.5% 37.3% Term Structure 0.5% -4.9% 4.3% -4.9% 0.9% VWIV 11.6% 11.6% 11.6% 11.6% 11.6% Skew 25d 1.5% -0.1% 4.8% 0.6% 1.0% Skew 10d 1.5% -0.3% 2.8% 1.1% 0.8% Call IV 25d 15.9% 13.0% 21.3% 20.6% 17.3% Put IV 25d 17.5% 15.1% 21.9% 21.2% 18.3% Bid-Ask Spread % 151.00 142.68 157.13 142.68 151.38 Gamma HHI 0.69 0.37 1.00 0.62 1.00 Net GEX 501 -359 1.0K -359 187 Net DEX -7.2K -12.5K 10.0K 10.0K -9.0K Net VEX -20 -32 -13 -32 -15 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 0.2 0 1 0 0 Total OI 2.7 1 4 4 3
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 2025-01-02 $53.83 $0.00 18.9% 5.4% 16.8% 36.0% 0.0% 0.6% -4.9% -359 10.0K -32 0.00 142.68 N/A N/A 0 0 1 3 2025-01-03 $53.81 $0.00 15.6% 4.5% 16.8% 24.1% 11.6% 0.6% 2.6% 201 -3.7K -13 0.00 143.70 N/A N/A 1 0 1 0 2025-01-06 $53.64 $0.00 20.5% 4.0% 16.7% 41.9% 0.0% 1.9% -1.5% 744 -6.7K -16 0.00 156.77 N/A N/A 0 0 2 0 2025-01-07 $53.41 $0.00 21.6% 4.1% 16.7% 45.9% 0.0% 1.2% -0.7% 713 -6.5K -16 0.00 157.13 N/A N/A 0 0 2 0 2025-01-08 $53.16 $0.00 22.0% 4.0% 16.5% 47.5% 0.0% 2.3% 0.7% 756 -5.7K -17 0.00 149.71 N/A N/A 1 0 2 0 2025-01-10 $52.18 $0.00 25.0% 4.2% 17.0% 58.5% 0.0% 1.4% 1.9% 891 -7.9K -25 0.00 148.93 N/A N/A 0 0 3 0 2025-01-13 $52.28 $0.00 32.5% 4.2% 17.1% 86.0% 0.0% 4.4% 1.4% 904 -7.7K -24 0.00 146.58 N/A N/A 0 0 3 0 2025-01-14 $52.81 $0.00 35.2% 4.1% 17.9% 96.0% 0.0% 4.8% 4.3% 992 -8.7K -23 0.00 147.48 N/A N/A 0 0 3 0 2025-01-15 $53.84 $0.00 14.3% 4.1% 19.8% 19.3% 0.0% 1.4% 2.3% 1.0K -10.9K -21 0.00 151.45 N/A N/A 0 0 3 0 2025-01-16 $54.26 $0.00 13.0% 3.7% 20.3% 14.3% 0.0% 1.8% 0.5% 999 -11.7K -20 0.00 150.28 N/A N/A 0 0 3 0 2025-01-17 $54.50 $0.00 13.7% 3.9% 20.4% 16.9% 0.0% 1.1% 2.3% 985 -12.5K -18 0.00 154.16 N/A N/A 0 0 3 0 2025-01-21 $55.22 $0.00 13.9% 4.0% 16.9% 17.8% 0.0% 1.6% 0.6% 373 -8.9K -15 0.00 154.47 N/A N/A 1 0 2 0 2025-01-22 $54.52 $0.00 14.4% 4.1% 17.4% 19.5% 0.0% 0.7% -1.0% 387 -8.7K -16 0.00 153.43 N/A N/A 0 1 2 0 2025-01-23 $54.64 $0.00 14.2% 4.1% 17.4% 18.7% 0.0% 1.5% 0.4% 208 -7.3K -22 0.00 154.47 N/A N/A 0 0 2 1 2025-01-24 $54.27 $0.00 14.1% 4.0% 14.4% 18.4% 0.0% 0.5% 1.4% 218 -7.1K -23 0.00 152.70 N/A N/A 0 0 2 1 2025-01-27 $55.05 $0.00 14.2% 4.1% 15.1% 18.9% 0.0% 2.1% -0.3% 203 -7.6K -21 0.00 150.12 N/A N/A 0 0 2 1 2025-01-28 $54.84 $0.00 16.0% 4.6% 14.9% 25.3% 0.0% 1.5% -0.3% 201 -7.7K -21 0.00 152.94 N/A N/A 0 0 2 1 2025-01-29 $54.73 $0.00 15.9% 4.6% 14.7% 25.0% 0.0% -0.1% -0.0% 199 -8.2K -19 0.00 150.24 N/A N/A 0 0 2 1 2025-01-30 $55.00 $0.00 14.7% 4.2% 14.8% 20.6% 0.0% 0.5% -1.4% 186 -8.4K -18 0.00 151.44 N/A N/A 0 0 2 1 2025-01-31 $55.20 $0.00 14.8% 4.2% 14.7% 21.1% 0.0% 1.0% 0.9% 187 -9.0K -15 0.00 151.38 N/A N/A 0 0 2 1
« Dec 2024 | All History | Feb 2025 » Home CGW History January 2025