CRS Options History — February 2026

In February 2026, CRS traded between $308.64 and $397.69. ATM implied volatility averaged 49.7%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 5.9% (HV 20d: 55.6%). Max pain ranged from $290.00 to $330.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.80.

Notable Days

  • 2026-02-03: Highest Volume — 2,844 contracts
  • 2026-02-04: Largest IV spike — 8.2% change
  • 2026-02-05: Highest IV Rank — 35.1%
  • 2026-02-04: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$369.78$308.64$397.69$308.64$395.26
Max Pain$295.26$290.00$330.00$330.00$290.00
ATM IV49.7%46.9%56.9%49.4%47.6%
Expected Move14.0%13.4%15.9%14.1%13.7%
HV 20d55.6%42.8%61.4%49.3%42.8%
HV 60d44.5%40.6%45.9%40.6%43.7%
IV Rank23.3%18.6%35.1%22.7%19.9%
IV Percentile69.7%55.6%91.7%72.2%58.7%
Term Structure-1.6%-4.1%0.0%-2.1%-1.6%
VWIV49.8%47.3%54.3%49.2%49.9%
Skew 25d3.6%0.4%6.8%0.4%5.1%
Skew 10d7.7%-0.2%15.3%1.2%8.0%
Call IV 25d47.0%44.6%50.6%49.1%45.4%
Put IV 25d50.6%48.3%57.4%49.5%50.5%
Bid-Ask Spread %69.3563.6575.3675.3674.71
Gamma HHI0.310.260.480.300.28
Net GEX6.2M3.8M8.1M4.8M3.8M
Net DEX-285.7M-371.7M-100.4M-100.4M-315.2M
Net VEX-398.8K-533.4K-274.3K-487.5K-334.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.153.071.191.06
Total Volume694.105642,84438364
Total OI15,013.68412,46716,82615,63914,426

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$308.64$330.0049.4%14.1%49.3%22.7%49.2%0.4%-2.1%4.8M-100.4M-487.5K1.1975.36N/AN/A17520811,8973,742
2026-02-03$337.94$320.0051.1%14.7%59.5%25.7%51.4%4.0%-1.1%7.0M-203.6M-533.4K0.1569.29N/AN/A2,47736712,0363,694
2026-02-04$333.00$320.0055.4%15.9%59.3%32.6%54.3%6.8%-4.1%6.1M-173.2M-517.7K0.4972.20N/AN/A40319911,5463,483
2026-02-05$348.09$290.0056.9%14.8%61.4%35.1%52.0%3.8%-2.2%6.6M-232.3M-507.4K0.4964.59N/AN/A24712211,5263,430
2026-02-06$365.26$290.0052.6%13.7%59.0%28.1%49.2%3.0%-1.3%7.2M-289.0M-471.7K0.7363.65N/AN/A37227311,5983,485
2026-02-09$364.69$290.0053.2%13.6%58.4%29.1%49.6%2.7%-0.7%7.6M-284.3M-462.8K0.4866.29N/AN/A29213911,6433,561
2026-02-10$360.74$290.0049.1%13.8%58.3%22.4%49.2%4.8%-2.5%8.1M-274.3M-471.9K0.4368.09N/AN/A1958411,7533,592
2026-02-11$369.92$290.0047.6%13.7%58.2%19.9%48.2%3.7%-1.4%7.4M-305.2M-428.5K0.2368.47N/AN/A962211,7393,644
2026-02-12$370.58$290.0049.3%14.1%58.1%22.7%49.0%0.9%-1.6%7.8M-312.2M-410.8K0.9169.59N/AN/A52247411,7553,662
2026-02-13$377.64$290.0047.3%13.6%55.0%19.4%50.8%2.9%-0.1%7.2M-330.2M-382.8K3.0765.53N/AN/A3671,12511,7233,746
2026-02-17$374.75$290.0048.8%14.0%54.6%21.8%50.5%3.2%-1.5%7.2M-321.7M-377.3K0.5969.27N/AN/A28717011,8704,741
2026-02-18$374.06$290.0047.4%13.6%54.5%19.5%49.0%3.3%0.0%7.3M-322.6M-370.4K0.3471.16N/AN/A31510811,9084,844
2026-02-19$385.52$290.0048.6%13.9%55.1%21.5%50.6%3.5%-1.6%6.5M-357.2M-328.9K0.8766.58N/AN/A23420311,8554,801
2026-02-20$389.62$290.0047.1%13.5%55.0%19.0%47.3%3.7%-1.7%6.4M-371.7M-308.7K0.3067.69N/AN/A92427311,8984,928
2026-02-23$384.87$290.0049.8%14.3%55.4%23.5%50.4%4.4%-2.1%4.6M-290.4M-309.9K0.5769.44N/AN/A2021169,4972,970
2026-02-24$391.94$290.0049.0%14.1%55.0%22.2%49.5%4.0%-2.2%4.3M-305.8M-306.7K1.1371.24N/AN/A891019,6383,033
2026-02-25$395.60$290.0047.3%13.6%55.0%19.4%47.8%5.3%-1.6%4.1M-315.8M-292.0K0.2470.81N/AN/A113279,6763,120
2026-02-26$397.69$290.0046.9%13.4%52.3%18.6%48.7%3.4%-1.5%4.0M-322.5M-274.3K1.8973.71N/AN/A6241,1799,6813,119
2026-02-27$395.26$290.0047.6%13.7%42.8%19.9%49.9%5.1%-1.6%3.8M-315.2M-334.2K1.0674.71N/AN/A313310,2194,207