CRS Options History — November 2024 In November 2024, CRS traded between $154.25 and $195.26. ATM implied volatility averaged 43.8%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 10.5% (HV 20d: 54.4%). Max pain ranged from $115.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.01.
Notable Days 2024-11-06 : Highest Volume — 3,989 contracts2024-11-11 : Largest IV spike — 29.8% change2024-11-04 : Highest IV Rank — 65.1%2024-11-01 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $178.75 $154.25 $195.26 $154.58 $194.90 Max Pain $120.75 $115.00 $155.00 $155.00 $120.00 ATM IV 43.8% 38.3% 57.3% 53.0% 39.1% Expected Move 12.0% 11.2% 15.2% 15.2% 11.2% HV 20d 54.4% 37.0% 61.7% 37.2% 51.2% HV 60d 44.1% 38.2% 47.2% 38.2% 43.8% IV Rank 31.3% 17.4% 65.1% 54.2% 19.2% IV Percentile 62.4% 32.1% 99.2% 98.0% 36.5% Term Structure 0.6% -6.1% 3.5% -6.1% 2.6% VWIV 41.3% 37.5% 53.4% 53.4% 39.0% Skew 25d 2.4% -1.2% 8.4% 8.4% 0.5% Skew 10d 3.6% -8.5% 12.5% 12.5% -2.5% Call IV 25d 39.6% 37.0% 46.5% 46.5% 38.6% Put IV 25d 42.0% 39.0% 54.9% 54.9% 39.1% Bid-Ask Spread % 74.50 41.30 89.73 41.30 89.73 Gamma HHI 0.17 0.14 0.20 0.20 0.14 Net GEX 3.3M 2.4M 4.3M 3.3M 2.7M Net DEX -238.3M -288.3M -129.0M -131.2M -288.3M Net VEX -399.2K -489.8K -353.5K -489.8K -375.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.08 6.90 1.14 0.33 Total Volume 834.25 56 3,989 389 56 Total OI 26,019.7 21,383 28,233 26,895 25,448
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 2024-11-01 $154.58 $155.00 53.0% 15.2% 37.2% 54.2% 53.4% 8.4% -6.1% 3.3M -131.2M -489.8K 1.14 41.30 N/A N/A 182 207 19,188 7,707 2024-11-04 $154.25 $115.00 57.3% 13.7% 37.0% 65.1% 47.1% 5.8% -2.5% 3.3M -129.0M -476.6K 2.19 62.51 N/A N/A 192 421 19,279 7,689 2024-11-05 $160.47 $115.00 56.1% 13.4% 39.8% 62.0% 46.2% 5.6% -1.8% 3.7M -163.3M -476.0K 0.28 60.82 N/A N/A 99 28 19,376 7,688 2024-11-06 $178.80 $115.00 42.3% 11.5% 55.4% 27.4% 40.3% 3.1% 1.9% 4.0M -257.2M -410.5K 0.40 66.55 N/A N/A 2,853 1,136 19,363 7,660 2024-11-07 $173.96 $115.00 42.2% 11.4% 56.6% 27.2% 38.9% 3.1% 2.0% 4.3M -233.3M -416.2K 0.63 73.51 N/A N/A 887 557 19,811 7,852 2024-11-08 $177.21 $120.00 38.3% 11.2% 56.7% 17.4% 37.5% 2.0% 2.6% 4.0M -249.4M -399.0K 0.12 72.89 N/A N/A 648 78 19,895 8,036 2024-11-11 $179.26 $120.00 49.8% 11.6% 55.8% 46.1% 40.2% 2.6% 0.7% 4.0M -259.8M -384.9K 0.43 74.32 N/A N/A 225 97 19,941 8,093 2024-11-12 $176.41 $120.00 50.5% 11.7% 56.1% 47.9% 39.9% 2.9% 0.8% 4.0M -246.6M -390.2K 3.48 76.93 N/A N/A 99 345 19,902 8,150 2024-11-13 $178.47 $120.00 42.0% 12.0% 55.9% 26.6% 40.3% 1.8% -0.5% 3.5M -253.6M -381.0K 0.08 82.91 N/A N/A 166 13 19,938 8,295 2024-11-14 $171.75 $120.00 40.5% 11.6% 58.0% 22.8% 39.2% 2.3% 1.4% 3.7M -223.7M -395.3K 0.21 77.16 N/A N/A 153 32 19,852 8,301 2024-11-15 $174.52 $120.00 41.4% 11.9% 58.1% 25.0% 40.7% 2.7% 0.4% 2.4M -238.7M -382.1K 0.28 76.93 N/A N/A 807 228 19,862 8,314 2024-11-18 $179.08 $120.00 39.6% 11.4% 58.5% 20.7% 40.2% 1.4% 0.4% 3.2M -231.5M -353.5K 1.69 75.57 N/A N/A 394 667 16,919 4,464 2024-11-19 $184.55 $120.00 41.5% 11.9% 58.8% 25.4% 40.8% 2.1% 0.4% 2.9M -246.0M -362.2K 0.67 76.04 N/A N/A 131 88 17,209 5,014 2024-11-20 $181.25 $120.00 42.9% 12.3% 59.4% 28.8% 43.0% 1.2% -0.1% 3.0M -239.6M -360.0K 0.14 78.56 N/A N/A 2,475 344 17,295 5,085 2024-11-21 $180.38 $120.00 41.8% 12.0% 59.3% 26.2% 40.8% -1.1% 1.1% 3.3M -242.5M -406.1K 0.42 77.57 N/A N/A 159 66 19,644 5,318 2024-11-22 $191.19 $120.00 39.9% 11.4% 61.7% 21.3% 40.4% 2.6% 3.5% 3.1M -281.3M -396.2K 0.24 80.61 N/A N/A 1,025 249 19,738 5,354 2024-11-25 $195.26 $120.00 40.4% 11.6% 58.0% 22.6% 41.1% -1.2% 1.0% 2.8M -282.3M -373.7K 0.17 79.14 N/A N/A 506 87 19,070 5,510 2024-11-26 $194.88 $120.00 39.2% 11.2% 57.3% 19.5% 38.4% 1.3% 1.8% 2.8M -285.4M -373.2K 0.30 84.82 N/A N/A 339 101 19,355 5,555 2024-11-27 $193.81 $120.00 39.5% 11.3% 56.8% 20.2% 39.5% 1.5% 1.9% 2.9M -282.5M -381.6K 6.90 82.13 N/A N/A 69 476 19,589 5,635 2024-11-29 $194.90 $120.00 39.1% 11.2% 51.2% 19.2% 39.0% 0.5% 2.6% 2.7M -288.3M -375.4K 0.33 89.73 N/A N/A 42 14 19,614 5,834
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