CRS Options History — December 2024 In December 2024, CRS traded between $163.55 and $195.44. ATM implied volatility averaged 41.4%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 2.4% (HV 20d: 39.0%). Max pain ranged from $120.00 to $180.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.37.
Notable Days 2024-12-05 : Highest Volume — 6,381 contracts2024-12-11 : Largest IV drop — 8.5% change2024-12-10 : Highest IV Rank — 37.5%2024-12-10 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $178.68 $163.55 $195.44 $195.44 $170.12 Max Pain $168.10 $120.00 $180.00 $120.00 $170.00 ATM IV 41.4% 38.3% 46.3% 39.5% 40.0% Expected Move 11.9% 11.0% 12.8% 11.3% 11.5% HV 20d 39.0% 33.6% 51.9% 51.1% 36.3% HV 60d 43.5% 42.2% 44.7% 43.1% 43.2% IV Rank 25.3% 17.4% 37.5% 20.3% 21.6% IV Percentile 54.9% 27.4% 80.2% 41.3% 43.7% Term Structure 2.9% 0.3% 7.4% 1.8% 3.3% VWIV 41.0% 34.4% 43.6% 39.4% 39.0% Skew 25d 1.3% -0.3% 3.0% 1.4% 2.1% Skew 10d 1.3% -13.7% 13.3% 3.3% 4.4% Call IV 25d 40.6% 37.4% 43.7% 39.1% 39.1% Put IV 25d 42.0% 38.6% 44.9% 40.4% 41.2% Bid-Ask Spread % 67.95 57.03 85.87 81.63 69.31 Gamma HHI 0.17 0.14 0.25 0.14 0.17 Net GEX 2.9M 1.7M 4.6M 2.9M 2.1M Net DEX -190.3M -290.3M -59.7M -287.7M -71.6M Net VEX -534.1K -614.5K -367.3K -367.5K -585.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 0.02 17.46 0.46 0.09 Total Volume 1,256.905 78 6,381 872 180 Total OI 27,416.619 21,541 34,894 25,493 23,283
Daily Data (21 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 2024-12-02 $195.44 $120.00 39.5% 11.3% 51.1% 20.3% 39.4% 1.4% 1.8% 2.9M -287.7M -367.5K 0.46 81.63 N/A N/A 599 273 19,627 5,866 2024-12-03 $192.04 $120.00 39.4% 11.3% 51.9% 20.1% 39.4% 2.4% 1.9% 2.8M -276.6M -376.3K 2.00 85.87 N/A N/A 26 52 19,869 6,059 2024-12-04 $195.37 $120.00 39.2% 11.2% 50.9% 19.5% 38.1% 1.0% 1.5% 2.7M -289.1M -369.3K 0.73 85.57 N/A N/A 71 52 19,879 6,095 2024-12-05 $195.32 $180.00 40.1% 11.8% 35.3% 21.7% 40.8% 1.1% 3.4% 2.7M -290.3M -367.3K 0.28 64.05 N/A N/A 4,991 1,390 19,900 6,117 2024-12-06 $193.81 $180.00 41.5% 12.0% 33.6% 25.5% 41.4% 0.8% 1.5% 3.1M -282.3M -547.7K 1.01 60.21 N/A N/A 77 78 21,249 7,458 2024-12-09 $184.60 $180.00 43.7% 12.2% 38.2% 31.0% 42.2% 0.2% 0.3% 3.2M -246.0M -544.0K 0.07 60.01 N/A N/A 2,860 200 21,291 7,485 2024-12-10 $181.47 $180.00 46.3% 12.8% 38.7% 37.5% 43.6% -0.3% 2.7% 2.7M -217.2M -458.4K 0.02 58.93 N/A N/A 3,257 54 19,740 7,571 2024-12-11 $181.78 $180.00 42.4% 12.2% 38.1% 27.6% 42.1% 0.9% 3.0% 3.4M -249.0M -607.6K 0.96 61.34 N/A N/A 49 47 22,726 7,584 2024-12-12 $178.67 $180.00 42.3% 12.1% 38.5% 27.4% 42.3% 1.1% 2.8% 3.2M -235.5M -588.5K 0.51 57.03 N/A N/A 317 162 22,736 7,581 2024-12-13 $173.72 $180.00 41.9% 12.0% 37.3% 26.5% 42.0% 1.5% 3.0% 3.4M -206.8M -590.4K 0.34 57.49 N/A N/A 181 61 22,965 7,657 2024-12-16 $175.47 $180.00 42.8% 12.3% 37.0% 28.7% 43.3% 1.6% 3.0% 3.3M -218.1M -576.2K 0.05 57.22 N/A N/A 675 35 23,015 7,667 2024-12-17 $172.19 $180.00 43.1% 12.4% 36.3% 29.5% 43.2% 1.0% 2.2% 3.5M -199.9M -563.8K 0.10 60.66 N/A N/A 658 66 23,601 7,693 2024-12-18 $163.55 $180.00 42.2% 12.1% 38.3% 27.0% 42.4% -0.1% 4.0% 4.6M -159.2M -539.5K 17.46 84.06 N/A N/A 158 2,759 23,991 7,678 2024-12-19 $169.80 $180.00 43.0% 12.3% 41.0% 29.1% 43.0% 1.9% 4.5% 2.1M -181.4M -573.9K 0.27 69.73 N/A N/A 1,128 305 23,937 10,101 2024-12-20 $168.92 $170.00 42.6% 12.2% 41.0% 28.1% 42.6% 2.4% 3.5% 2.7M -187.1M -592.9K 0.40 65.22 N/A N/A 384 155 24,967 9,927 2024-12-23 $172.68 $170.00 41.2% 11.8% 35.4% 24.6% 41.1% 1.1% 3.3% 2.4M -84.1M -589.0K 0.53 68.22 N/A N/A 845 452 15,431 6,110 2024-12-24 $173.83 $170.00 38.3% 11.0% 34.3% 17.4% 38.1% 0.8% 7.4% 2.7M -90.0M -614.5K 0.02 73.75 N/A N/A 1,499 34 15,946 6,477 2024-12-26 $175.53 $170.00 39.0% 11.2% 34.7% 19.2% 34.4% 2.0% 4.6% 3.0M -93.1M -597.5K 0.23 71.50 N/A N/A 119 27 15,317 6,499 2024-12-27 $170.09 $170.00 40.8% 11.7% 36.0% 23.7% 41.1% 2.1% 2.3% 2.4M -72.7M -591.7K 2.37 69.79 N/A N/A 370 877 15,324 6,516 2024-12-30 $167.86 $170.00 41.1% 11.8% 35.8% 24.3% 42.6% 3.0% 2.2% 1.7M -59.7M -574.6K 0.86 65.28 N/A N/A 470 402 15,469 7,345 2024-12-31 $170.12 $170.00 40.0% 11.5% 36.3% 21.6% 39.0% 2.1% 3.3% 2.1M -71.6M -585.2K 0.09 69.31 N/A N/A 165 15 15,560 7,723
« Nov 2024 | All History | Jan 2025 » Home CRS History December 2024