CRS Options History — April 2023 In April 2023, CRS traded between $41.41 and $53.66. ATM implied volatility averaged 44.7%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 1.8% (HV 20d: 46.5%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.78.
Notable Days 2023-04-21 : Highest Volume — 158 contracts2023-04-10 : Largest IV spike — 12.6% change2023-04-10 : Highest IV Rank — 22.2%2023-04-10 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.06 $41.41 $53.66 $44.52 $52.77 Max Pain $40.79 $40.00 $45.00 $45.00 $40.00 ATM IV 44.7% 39.6% 51.3% 41.7% 39.6% Expected Move 12.9% 11.3% 14.2% 11.9% 11.3% HV 20d 46.5% 32.9% 59.6% 57.4% 52.8% HV 60d 48.1% 46.3% 51.5% 48.4% 50.3% IV Rank 13.3% 6.3% 22.2% 9.2% 6.3% IV Percentile 17.2% 0.8% 40.9% 3.2% 0.8% Term Structure -0.3% -2.5% 3.0% 3.0% 1.8% VWIV 44.4% 40.5% 49.9% 41.7% 40.5% Skew 25d 4.7% 3.7% 6.7% 5.1% 4.1% Skew 10d 11.4% 7.3% 19.0% 10.7% 9.6% Call IV 25d 43.2% 39.1% 46.5% 40.5% 39.1% Put IV 25d 47.9% 43.2% 51.6% 45.6% 43.2% Bid-Ask Spread % 48.93 37.27 67.46 67.46 65.22 Gamma HHI 0.27 0.23 0.31 0.28 0.25 Net GEX 45.2K 28.7K 68.5K 40.6K 68.5K Net DEX -1.3M -2.7M -397.2K -980.6K -2.7M Net VEX -6.5K -7.2K -5.7K -6.6K -7.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.00 10.80 0.00 0.33 Total Volume 46.579 1 158 8 52 Total OI 1,229.421 1,048 1,425 1,150 1,212
Daily Data (19 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 2023-04-03 $44.52 $45.00 41.7% 11.9% 57.4% 9.2% 41.7% 5.1% 3.0% 40.6K -980.6K -6.6K 0.00 67.46 N/A N/A 8 0 751 399 2023-04-04 $42.47 $45.00 46.8% 13.4% 59.3% 16.2% 0.0% 3.7% 2.0% 33.4K -577.5K -6.0K 0.00 37.27 N/A N/A 5 0 756 399 2023-04-05 $41.41 $45.00 46.7% 13.4% 59.6% 15.9% 0.0% 6.7% 1.9% 28.7K -397.2K -5.7K 0.00 64.43 N/A N/A 0 1 762 399 2023-04-06 $41.66 $40.00 45.6% 13.7% 58.7% 14.5% 0.0% 4.9% -1.6% 30.1K -425.7K -5.7K 0.67 48.07 N/A N/A 3 2 762 400 2023-04-10 $42.45 $40.00 51.3% 14.2% 57.1% 22.2% 0.0% 5.1% -2.5% 33.9K -557.5K -5.7K 0.00 49.79 N/A N/A 4 0 763 402 2023-04-11 $43.66 $40.00 45.2% 13.5% 58.1% 13.9% 0.0% 4.7% -1.3% 40.1K -803.7K -6.1K 0.00 41.60 N/A N/A 5 0 767 402 2023-04-12 $43.77 $40.00 47.1% 13.5% 57.8% 16.5% 48.4% 4.0% -1.2% 40.3K -810.3K -6.0K 10.80 44.20 N/A N/A 10 108 762 402 2023-04-13 $44.95 $40.00 45.9% 13.2% 47.8% 14.9% 44.5% 4.4% -1.3% 38.7K -952.6K -6.7K 0.24 43.39 N/A N/A 34 8 767 507 2023-04-14 $44.75 $40.00 44.3% 12.7% 47.5% 12.8% 0.0% 4.3% -0.4% 40.4K -903.5K -6.7K 0.00 48.41 N/A N/A 2 0 800 515 2023-04-17 $45.61 $40.00 43.8% 12.6% 33.2% 12.1% 42.0% 5.3% -0.3% 46.6K -1.2M -6.4K 0.09 42.95 N/A N/A 117 11 800 515 2023-04-18 $47.73 $40.00 42.0% 12.0% 33.6% 9.6% 43.3% 4.2% -0.2% 60.3K -2.0M -6.8K 0.39 41.82 N/A N/A 36 14 898 506 2023-04-19 $47.12 $40.00 44.2% 12.7% 34.2% 12.7% 44.6% 4.6% -1.3% 57.1K -1.8M -6.9K 0.08 55.77 N/A N/A 13 1 913 510 2023-04-20 $47.12 $40.00 45.1% 12.9% 32.9% 13.8% 43.6% 4.8% -0.7% 49.4K -1.9M -6.8K 0.33 46.67 N/A N/A 6 2 915 510 2023-04-21 $46.81 $40.00 44.5% 12.8% 33.1% 13.0% 42.7% 4.9% -0.8% 47.0K -1.9M -6.6K 0.02 45.39 N/A N/A 155 3 915 508 2023-04-24 $48.83 $40.00 42.1% 12.1% 35.1% 9.8% 42.5% 3.7% -0.5% 49.5K -1.7M -6.6K 0.78 51.68 N/A N/A 55 43 741 307 2023-04-25 $47.81 $40.00 45.4% 13.0% 36.6% 14.3% 49.9% 4.8% -1.3% 48.0K -1.5M -6.9K 0.06 45.68 N/A N/A 16 1 779 341 2023-04-26 $48.00 $40.00 46.2% 13.3% 36.6% 15.3% 47.1% 4.7% -1.5% 48.1K -1.5M -7.0K 0.07 46.45 N/A N/A 30 2 787 342 2023-04-27 $53.66 $40.00 41.8% 12.0% 51.8% 9.4% 46.5% 5.4% 1.1% 57.5K -2.7M -6.8K 0.16 43.33 N/A N/A 119 19 802 343 2023-04-28 $52.77 $40.00 39.6% 11.3% 52.8% 6.3% 40.5% 4.1% 1.8% 68.5K -2.7M -7.2K 0.33 65.22 N/A N/A 39 13 867 345
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