CRS Options History — October 2024 In October 2024, CRS traded between $150.97 and $165.43. ATM implied volatility averaged 48.7%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 14.9% (HV 20d: 33.8%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.14.
Notable Days 2024-10-21 : Highest Volume — 2,578 contracts2024-10-07 : Largest IV spike — 16.5% change2024-10-31 : Highest IV Rank — 60.7%2024-10-31 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $158.70 $150.97 $165.43 $157.69 $150.97 Max Pain $155.22 $150.00 $160.00 $150.00 $160.00 ATM IV 48.7% 43.2% 55.6% 43.6% 55.6% Expected Move 14.1% 12.5% 15.9% 12.5% 15.9% HV 20d 33.8% 25.8% 39.5% 35.6% 39.5% HV 60d 43.1% 37.1% 48.3% 46.8% 38.6% IV Rank 43.6% 29.6% 60.7% 30.6% 60.7% IV Percentile 92.2% 71.4% 98.8% 75.0% 98.8% Term Structure -3.0% -7.8% 5.2% 4.5% -7.8% VWIV 49.4% 42.8% 56.4% 45.0% 54.2% Skew 25d 5.0% 3.2% 8.8% 4.3% 8.8% Skew 10d 8.4% 6.1% 12.0% 7.3% 12.0% Call IV 25d 45.7% 41.6% 49.6% 41.8% 48.4% Put IV 25d 50.8% 45.8% 57.2% 46.1% 57.2% Bid-Ask Spread % 30.90 11.66 46.76 35.65 46.56 Gamma HHI 0.21 0.18 0.25 0.22 0.18 Net GEX 3.0M 2.2M 4.5M 2.5M 2.5M Net DEX -132.4M -167.7M -95.8M -116.5M -104.2M Net VEX -425.5K -473.2K -389.7K -406.0K -459.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.04 4.83 1.97 0.27 Total Volume 892.435 92 2,578 92 1,889 Total OI 23,238.957 19,904 26,391 20,687 25,558
Daily Data (23 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 2024-10-01 $157.69 $150.00 43.6% 12.5% 35.6% 30.6% 45.0% 4.3% 4.5% 2.5M -116.5M -406.0K 1.97 35.65 N/A N/A 31 61 13,896 6,791 2024-10-02 $158.62 $150.00 43.8% 12.6% 35.4% 31.2% 46.0% 4.1% 5.2% 2.5M -120.7M -403.6K 2.77 40.62 N/A N/A 53 147 13,919 6,811 2024-10-03 $152.41 $155.00 46.9% 14.4% 39.2% 38.9% 47.9% 5.2% -2.6% 2.2M -95.8M -404.5K 1.42 11.66 N/A N/A 187 265 13,949 6,897 2024-10-04 $159.13 $155.00 43.2% 13.8% 39.0% 29.6% 47.6% 5.1% -1.6% 2.6M -122.0M -410.4K 0.31 18.96 N/A N/A 311 97 14,095 7,121 2024-10-07 $160.48 $155.00 50.3% 14.5% 37.0% 47.5% 51.3% 4.7% -2.6% 2.7M -128.6M -406.2K 0.81 19.27 N/A N/A 330 267 14,325 7,161 2024-10-08 $161.28 $155.00 47.4% 14.2% 35.1% 40.3% 49.5% 4.2% -2.4% 2.8M -134.4M -406.9K 1.11 21.76 N/A N/A 522 579 14,572 7,393 2024-10-09 $162.50 $155.00 49.5% 14.2% 35.0% 45.5% 56.4% 4.4% -2.6% 3.0M -141.9M -400.9K 4.11 22.61 N/A N/A 56 230 14,802 7,572 2024-10-10 $162.85 $155.00 48.6% 13.9% 34.1% 43.3% 55.9% 4.1% -2.4% 3.0M -143.5M -398.0K 4.83 23.51 N/A N/A 53 256 14,817 7,801 2024-10-11 $161.55 $155.00 47.5% 13.6% 34.1% 40.5% 47.9% 4.3% -2.3% 3.2M -138.2M -393.1K 0.13 28.12 N/A N/A 419 55 14,819 8,026 2024-10-14 $157.94 $155.00 47.2% 13.5% 35.4% 39.7% 47.3% 4.4% -3.2% 3.3M -121.8M -389.7K 0.04 28.88 N/A N/A 1,578 70 15,085 8,044 2024-10-15 $156.53 $155.00 49.3% 14.1% 35.8% 44.8% 47.7% 3.8% -3.8% 3.5M -125.9M -418.3K 0.62 27.18 N/A N/A 1,034 645 16,235 8,098 2024-10-16 $159.59 $155.00 48.5% 13.9% 34.8% 42.9% 49.5% 4.0% -3.3% 3.8M -156.0M -422.4K 0.24 28.08 N/A N/A 778 190 17,153 8,397 2024-10-17 $159.91 $155.00 49.1% 14.1% 29.7% 44.5% 48.0% 4.5% -3.5% 4.0M -160.2M -422.6K 0.89 30.82 N/A N/A 199 177 17,682 8,535 2024-10-18 $159.23 $155.00 48.0% 13.8% 29.7% 41.8% 49.1% 3.6% -3.1% 4.5M -156.3M -416.6K 0.86 28.25 N/A N/A 428 369 17,777 8,614 2024-10-21 $158.58 $155.00 50.4% 14.5% 29.6% 47.8% 51.3% 3.8% -4.7% 3.0M -133.8M -418.5K 2.41 32.59 N/A N/A 756 1,822 14,949 4,955 2024-10-22 $157.11 $155.00 51.5% 14.8% 28.7% 50.6% 51.4% 3.2% -5.1% 2.5M -123.9M -452.2K 0.93 32.79 N/A N/A 258 241 15,499 7,049 2024-10-23 $156.56 $155.00 53.2% 15.3% 28.7% 54.8% 52.7% 4.6% -5.7% 2.4M -121.2M -454.6K 0.76 31.45 N/A N/A 443 338 15,695 7,274 2024-10-24 $155.11 $155.00 48.5% 13.9% 26.7% 42.9% 45.4% 6.0% -3.6% 2.5M -115.1M -442.0K 0.27 36.60 N/A N/A 2,015 538 16,004 7,419 2024-10-25 $154.53 $155.00 48.7% 14.0% 25.8% 43.4% 42.8% 6.3% -3.9% 2.6M -117.5M -463.1K 0.26 35.49 N/A N/A 704 186 16,921 7,472 2024-10-28 $165.43 $155.00 49.2% 14.1% 35.7% 44.7% 49.4% 7.0% -4.6% 3.1M -167.7M -458.9K 0.32 42.41 N/A N/A 853 272 17,309 7,532 2024-10-29 $162.32 $160.00 50.4% 14.5% 36.2% 47.8% 50.6% 7.6% -5.0% 3.0M -154.0M -465.2K 0.50 40.70 N/A N/A 375 189 17,435 7,539 2024-10-30 $159.84 $160.00 50.8% 14.6% 36.6% 48.7% 50.1% 7.9% -5.6% 3.0M -146.7M -473.2K 0.27 46.76 N/A N/A 205 55 17,844 7,655 2024-10-31 $150.97 $160.00 55.6% 15.9% 39.5% 60.7% 54.2% 8.8% -7.8% 2.5M -104.2M -459.2K 0.27 46.56 N/A N/A 1,489 400 17,892 7,666
« Sep 2024 | All History | Nov 2024 » Home CRS History October 2024