CRS Options History — June 2025

In June 2025, CRS traded between $239.91 and $278.49. ATM implied volatility averaged 42.8%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 15.1% (HV 20d: 27.6%). Max pain ranged from $190.00 to $240.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.17.

Notable Days

  • 2025-06-20: Highest Volume — 6,941 contracts
  • 2025-06-24: Largest IV drop — 6.0% change
  • 2025-06-02: Highest IV Rank — 14.4%
  • 2025-06-20: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$254.48$239.91$278.49$239.91$274.96
Max Pain$230.50$190.00$240.00$190.00$240.00
ATM IV42.8%40.3%44.6%44.0%44.1%
Expected Move12.3%11.9%12.8%12.6%12.6%
HV 20d27.6%24.2%30.1%25.9%29.6%
HV 60d62.5%60.4%65.5%65.5%60.6%
IV Rank11.2%8.2%14.4%14.4%12.6%
IV Percentile34.8%17.5%51.2%46.4%45.2%
Term Structure5.0%-0.9%9.1%0.9%5.1%
VWIV43.8%39.4%46.3%46.3%45.8%
Skew 25d5.2%3.0%9.9%5.4%9.9%
Skew 10d9.8%5.5%17.6%10.9%13.7%
Call IV 25d40.4%37.6%42.8%41.3%37.7%
Put IV 25d45.5%43.5%47.6%46.7%47.6%
Bid-Ask Spread %65.7154.8078.7871.5973.24
Gamma HHI0.190.120.380.120.21
Net GEX2.7M2.0M3.4M2.8M2.8M
Net DEX-174.0M-207.0M-112.6M-165.8M-154.3M
Net VEX-383.9K-505.6K-297.7K-338.8K-458.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.139.819.811.26
Total Volume1,041.651046,941724291
Total OI21,100.4515,39624,48721,67016,309

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$239.91$190.0044.0%12.6%25.9%14.4%46.3%5.4%0.9%2.8M-165.8M-338.8K9.8171.59N/AN/A6765710,57911,091
2025-06-03$245.31$190.0044.0%12.6%26.4%14.3%45.0%4.6%-0.9%2.6M-178.0M-331.9K1.4372.55N/AN/A17625110,58711,619
2025-06-04$247.57$190.0042.9%12.3%24.2%12.5%43.6%4.9%-0.6%2.5M-184.0M-327.1K0.9073.76N/AN/A21219010,61711,730
2025-06-05$246.03$220.0042.6%12.4%24.7%12.0%44.0%4.4%4.2%2.5M-180.6M-328.1K1.4858.25N/AN/A426210,67211,866
2025-06-06$248.68$230.0040.4%12.0%24.7%8.4%42.6%4.3%5.1%2.5M-188.6M-314.2K1.6755.79N/AN/A10818010,67411,907
2025-06-09$256.09$230.0040.3%11.9%25.4%8.2%41.5%4.4%4.5%2.5M-204.2M-297.7K0.3057.74N/AN/A3349910,67911,910
2025-06-10$245.42$240.0041.3%12.0%30.1%9.9%44.3%5.1%5.7%2.6M-178.5M-317.2K0.1660.85N/AN/A1,14317810,82612,000
2025-06-11$246.28$240.0041.3%11.9%28.6%9.9%43.1%4.6%5.3%2.9M-193.9M-363.7K0.3454.80N/AN/A58419811,84112,108
2025-06-12$247.57$240.0042.8%12.3%28.3%10.6%45.3%4.9%5.6%2.8M-189.8M-368.3K0.6657.07N/AN/A986511,65612,312
2025-06-13$246.60$240.0043.0%12.3%28.0%10.9%43.5%4.2%6.9%2.8M-186.8M-373.0K0.4165.73N/AN/A803311,68912,349
2025-06-16$248.13$240.0042.2%12.1%28.0%9.6%44.0%5.6%6.4%3.0M-194.0M-350.1K1.6660.65N/AN/A10016611,72512,368
2025-06-17$253.19$240.0044.1%12.6%28.4%12.6%43.5%3.7%6.4%3.0M-207.0M-352.6K0.1363.54N/AN/A5677611,77512,490
2025-06-18$251.17$240.0043.5%12.5%28.4%11.7%43.9%3.0%5.2%3.2M-205.2M-359.2K0.1963.87N/AN/A2975711,98712,500
2025-06-20$251.87$240.0044.6%12.8%27.7%13.6%44.8%5.5%5.1%3.4M-204.4M-348.4K0.5062.84N/AN/A4,6132,32811,89112,515
2025-06-23$261.20$240.0044.1%12.6%29.0%12.7%43.6%5.4%4.9%2.0M-112.6M-501.2K0.2968.45N/AN/A9602838,8586,538
2025-06-24$264.96$240.0041.4%11.9%28.8%8.3%42.4%6.0%9.1%2.7M-129.2M-505.6K0.1871.29N/AN/A7151329,4526,678
2025-06-25$263.81$240.0043.4%12.5%28.0%11.6%43.4%4.5%5.4%2.5M-120.2M-493.9K0.3878.78N/AN/A162629,2556,744
2025-06-26$272.43$240.0043.3%12.4%29.3%11.4%39.4%5.2%7.1%2.6M-142.5M-480.2K0.9572.52N/AN/A2,4612,3509,2896,754
2025-06-27$278.49$240.0041.6%11.9%28.8%8.5%45.9%7.8%8.1%2.7M-160.0M-468.1K0.6170.87N/AN/A2831739,3736,796
2025-06-30$274.96$240.0044.1%12.6%29.6%12.6%45.8%9.9%5.1%2.8M-154.3M-458.7K1.2673.24N/AN/A1291629,4506,859