CRS Options History — April 2025 In April 2025, CRS traded between $148.36 and $203.07. ATM implied volatility averaged 65.8%, placing in the 57.2% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 21.2% (HV 20d: 87.0%). Max pain ranged from $175.00 to $175.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 5.08.
Notable Days 2025-04-23 : Highest Volume — 6,990 contracts2025-04-03 : Largest IV spike — 38.7% change2025-04-04 : Highest IV Rank — 100.0%2025-04-07 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $177.07 $148.36 $203.07 $181.87 $194.64 Max Pain $175.00 $175.00 $175.00 $175.00 $175.00 ATM IV 65.8% 48.4% 96.5% 51.2% 52.3% Expected Move 18.3% 14.5% 23.1% 15.3% 15.0% HV 20d 87.0% 58.8% 98.4% 58.8% 97.7% HV 60d 65.6% 50.3% 71.9% 50.3% 69.5% IV Rank 57.2% 29.1% 100.0% 49.7% 31.7% IV Percentile 93.9% 77.4% 100.0% 90.1% 85.7% Term Structure -5.1% -9.6% 2.4% 2.4% -2.7% VWIV 64.5% 50.7% 81.5% 52.3% 57.2% Skew 25d 10.1% 3.0% 15.7% 3.4% 6.7% Skew 10d 20.1% 4.2% 32.9% 10.3% 19.4% Call IV 25d 58.7% 46.8% 76.7% 49.3% 48.6% Put IV 25d 68.8% 52.7% 86.1% 52.7% 55.4% Bid-Ask Spread % 62.48 52.75 69.48 60.79 66.63 Gamma HHI 0.12 0.10 0.15 0.13 0.11 Net GEX 1.9M 109.3K 3.7M 3.2M 2.4M Net DEX -53.6M -113.0M 7.3M -92.7M -70.5M Net VEX -466.4K -517.6K -398.8K -512.7K -457.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.08 0.05 68.77 0.93 2.16 Total Volume 1,153.905 89 6,990 89 237 Total OI 24,324.667 20,810 27,987 23,400 23,666
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 2025-04-01 $181.87 $175.00 51.2% 15.3% 58.8% 49.7% 52.3% 3.4% 2.4% 3.2M -92.7M -512.7K 0.93 60.79 N/A N/A 46 43 16,572 6,828 2025-04-02 $187.64 $175.00 48.4% 14.9% 60.1% 42.1% 52.5% 3.0% -2.8% 3.7M -113.0M -517.6K 1.10 66.40 N/A N/A 113 124 16,581 6,848 2025-04-03 $167.36 $175.00 67.0% 17.3% 66.0% 89.4% 60.6% 9.8% -3.2% 2.2M -47.7M -482.9K 0.67 62.73 N/A N/A 263 176 16,659 6,933 2025-04-04 $152.10 $175.00 81.0% 20.7% 72.7% 100.0% 73.8% 14.0% -6.5% 1.3M 3.5M -398.8K 68.77 60.75 N/A N/A 92 6,327 16,867 7,037 2025-04-07 $151.84 $175.00 95.8% 23.1% 71.1% 100.0% 81.5% 10.4% -8.9% 1.2M -1.4M -438.2K 2.86 56.22 N/A N/A 149 426 16,859 8,479 2025-04-08 $148.36 $175.00 96.5% 22.7% 67.5% 100.0% 77.7% 4.8% -9.6% 1.0M 7.3M -418.2K 1.71 60.56 N/A N/A 125 214 16,890 8,623 2025-04-09 $175.84 $175.00 66.6% 19.1% 93.0% 53.9% 65.6% 15.2% -7.3% 2.5M -62.1M -493.9K 0.23 68.29 N/A N/A 359 84 16,920 8,758 2025-04-10 $165.38 $175.00 75.5% 21.6% 95.2% 67.5% 73.0% 13.8% -8.6% 1.7M -31.0M -477.6K 0.12 62.85 N/A N/A 187 23 17,042 8,801 2025-04-11 $170.91 $175.00 66.3% 19.0% 95.6% 53.4% 75.3% 15.7% -1.1% 2.2M -49.3M -482.5K 0.73 63.20 N/A N/A 214 156 17,105 8,818 2025-04-14 $175.24 $175.00 66.9% 19.2% 95.8% 54.3% 66.7% 9.5% -7.2% 2.2M -65.1M -468.7K 0.44 67.99 N/A N/A 108 47 17,247 8,917 2025-04-15 $174.48 $175.00 64.8% 18.6% 95.6% 51.1% 60.4% 12.0% -5.5% 1.8M -61.7M -456.0K 0.44 61.19 N/A N/A 956 424 17,314 8,937 2025-04-16 $170.33 $175.00 68.9% 19.7% 93.5% 57.3% 70.7% 12.4% -6.6% 1.2M -49.3M -465.8K 3.11 57.05 N/A N/A 206 641 18,120 9,225 2025-04-17 $170.82 $175.00 65.3% 18.7% 93.0% 51.7% 66.4% 12.5% -4.3% 109.3K -46.6M -468.4K 0.54 52.75 N/A N/A 1,894 1,020 18,238 9,749 2025-04-21 $167.79 $175.00 71.0% 20.4% 93.0% 60.7% 64.6% 13.3% -6.7% 590.0K -305.1K -435.8K 0.07 54.52 N/A N/A 419 28 11,140 9,670 2025-04-22 $176.69 $175.00 67.1% 19.2% 91.7% 54.6% 65.2% 11.5% -7.4% 1.2M -26.1M -462.6K 0.05 59.89 N/A N/A 547 30 11,418 9,683 2025-04-23 $189.92 $175.00 68.0% 19.5% 95.7% 55.9% 70.2% 9.2% -9.0% 1.8M -65.0M -466.0K 15.49 69.48 N/A N/A 424 6,566 11,198 9,703 2025-04-24 $203.07 $175.00 54.8% 15.7% 97.9% 35.5% 58.4% 8.6% -3.6% 2.4M -102.2M -490.5K 1.60 63.56 N/A N/A 309 493 11,333 11,871 2025-04-25 $198.16 $175.00 50.6% 14.5% 98.4% 29.1% 51.5% 8.0% -1.5% 2.3M -83.3M -481.6K 0.57 63.37 N/A N/A 90 51 11,378 12,121 2025-04-28 $198.72 $175.00 51.7% 14.8% 97.4% 30.9% 50.7% 9.1% -2.0% 2.4M -87.1M -463.2K 0.52 66.62 N/A N/A 164 85 11,419 12,147 2025-04-29 $197.28 $175.00 52.7% 15.1% 97.5% 32.4% 59.4% 10.1% -4.7% 2.5M -82.9M -455.3K 4.55 67.16 N/A N/A 67 305 11,509 12,195 2025-04-30 $194.64 $175.00 52.3% 15.0% 97.7% 31.7% 57.2% 6.7% -2.7% 2.4M -70.5M -457.3K 2.16 66.63 N/A N/A 75 162 11,524 12,142
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