CGW Options History — March 2025

In March 2025, CGW traded between $55.29 and $57.18. ATM implied volatility averaged 18.2%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.8% (HV 20d: 11.4%). Max pain ranged from $51.00 to $52.47. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-19: Highest Volume — 2 contracts
  • 2025-03-11: Largest IV drop — 27.2% change
  • 2025-03-10: Highest IV Rank — 47.4%
  • 2025-03-13: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.10$55.29$57.18$55.45$55.85
Max Pain$51.34$51.00$52.47$51.00$52.47
ATM IV18.2%15.4%26.3%17.8%19.4%
Expected Move5.4%3.6%8.7%5.1%4.7%
HV 20d11.4%9.1%13.2%9.4%12.9%
HV 60d14.0%12.3%15.2%14.5%12.3%
IV Rank25.1%17.4%47.4%24.0%26.6%
IV Percentile70.3%42.1%95.2%73.4%82.9%
Term Structure-1.5%-6.1%3.8%-4.4%-1.6%
Skew 25d5.2%0.5%11.7%0.5%11.1%
Skew 10d5.8%1.5%13.7%1.5%2.2%
Call IV 25d14.1%7.7%20.4%20.4%11.9%
Put IV 25d19.3%16.8%23.0%20.8%23.0%
Bid-Ask Spread %140.85129.87157.86135.01142.50
Gamma HHI0.630.520.810.750.53
Net GEX3.8K2.6K5.1K2.6K4.7K
Net DEX-31.2K-39.7K-22.0K-22.0K-34.2K
Net VEX-91-125-68-68-120
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3330200
Total OI13.33311161116

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$55.45$51.0017.8%5.1%9.4%24.0%0.0%0.5%-4.4%2.6K-22.0K-680.00135.01N/AN/A00101
2025-03-04$55.29$51.0019.3%5.5%9.1%28.0%0.0%1.7%-6.1%2.6K-22.0K-690.00134.03N/AN/A00101
2025-03-05$55.94$51.0020.3%5.8%9.9%30.8%0.0%2.1%0.2%2.8K-23.8K-710.00139.19N/AN/A00101
2025-03-06$55.92$51.0020.7%5.9%9.9%31.9%0.0%3.1%-1.2%2.6K-24.6K-700.00138.02N/AN/A00101
2025-03-07$56.17$51.0020.9%6.0%9.9%32.4%0.0%3.0%1.5%3.2K-29.0K-750.00134.80N/AN/A00101
2025-03-10$57.18$51.0026.3%7.5%11.2%47.4%0.0%2.7%0.2%2.9K-29.5K-730.00138.13N/AN/A10101
2025-03-11$56.84$51.0019.2%7.9%11.3%27.7%0.0%2.3%0.1%3.2K-29.7K-790.00133.08N/AN/A00111
2025-03-12$56.63$51.0019.5%7.6%11.1%28.5%0.0%7.5%3.8%3.3K-31.0K-780.00139.46N/AN/A10111
2025-03-13$56.22$51.0017.1%8.7%11.1%21.9%0.0%2.1%-0.8%3.2K-27.5K-770.00141.03N/AN/A00121
2025-03-14$56.08$51.0017.8%7.2%10.6%24.0%0.0%4.3%-1.7%3.3K-31.0K-800.00139.14N/AN/A00121
2025-03-17$56.64$52.4716.0%4.6%11.0%19.1%0.0%3.3%-0.2%4.7K-33.9K-760.00133.84N/AN/A00121
2025-03-18$56.17$52.4717.4%4.6%11.3%23.0%0.0%3.4%-2.6%3.7K-32.0K-770.00131.36N/AN/A10121
2025-03-19$56.58$52.4715.4%4.4%11.3%17.4%0.0%3.7%0.2%4.9K-37.1K-880.00129.87N/AN/A20131
2025-03-20$56.30$0.0016.4%4.0%11.5%20.2%0.0%4.8%-2.1%5.1K-39.7K-1140.00157.86N/AN/A00151
2025-03-21$55.34$0.0016.8%4.2%12.9%21.2%0.0%5.9%-2.7%3.7K-35.5K-1110.00148.69N/AN/A00151
2025-03-24$55.78$0.0015.7%3.9%13.2%18.2%0.0%8.5%-1.5%4.2K-32.0K-1080.00151.24N/AN/A10140
2025-03-25$55.81$0.0015.8%3.6%12.9%18.5%0.0%8.5%-3.0%4.6K-33.6K-1100.00155.53N/AN/A00150
2025-03-26$56.12$0.0016.3%3.9%13.0%19.9%0.0%11.7%-2.4%4.9K-35.9K-1130.00133.78N/AN/A10150
2025-03-27$56.01$0.0017.0%3.9%12.8%21.8%0.0%10.9%-3.4%5.0K-37.1K-1250.00152.87N/AN/A00160
2025-03-28$55.78$0.0017.9%4.0%12.9%24.3%0.0%8.1%-4.7%4.6K-35.2K-1230.00148.43N/AN/A00160
2025-03-31$55.85$0.0019.4%4.7%12.9%26.6%0.0%11.1%-1.6%4.7K-34.2K-1200.00142.50N/AN/A00160