CRS Options History — March 2026 In March 2026, CRS traded between $360.51 and $410.23. ATM implied volatility averaged 52.3%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 8.3% (HV 20d: 44.0%). Max pain ranged from $290.00 to $400.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.97.
Notable Days 2026-03-25 : Highest Volume — 2,711 contracts2026-03-31 : Largest IV drop — 9.7% change2026-03-30 : Highest IV Rank — 44.6%2026-03-30 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $388.41 $360.51 $410.23 $407.07 $396.99 Max Pain $374.55 $290.00 $400.00 $290.00 $390.00 ATM IV 52.3% 47.2% 62.7% 49.0% 56.6% Expected Move 14.9% 13.5% 18.0% 14.1% 16.2% HV 20d 44.0% 28.9% 61.6% 43.0% 61.6% HV 60d 47.6% 43.7% 52.2% 43.8% 52.0% IV Rank 27.6% 19.2% 44.6% 22.2% 34.6% IV Percentile 79.8% 56.0% 94.4% 67.5% 92.1% Term Structure 2.2% -3.3% 4.5% -3.3% 2.5% VWIV 52.0% 47.4% 59.9% 52.1% 56.5% Skew 25d 6.3% 3.4% 11.5% 6.2% 11.5% Skew 10d 12.7% 4.3% 18.7% 12.6% 18.1% Call IV 25d 48.3% 43.6% 58.3% 46.5% 48.6% Put IV 25d 54.6% 49.9% 65.3% 52.7% 60.1% Bid-Ask Spread % 42.45 22.65 74.91 74.01 23.58 Gamma HHI 0.23 0.13 0.46 0.25 0.21 Net GEX 3.3M 614.8K 6.3M 3.6M 1.7M Net DEX -230.0M -358.6M -32.4M -338.9M -59.8M Net VEX -289.1K -340.4K -229.7K -311.0K -291.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.28 3.84 0.90 1.02 Total Volume 690.773 27 2,711 320 228 Total OI 13,029.545 5,404 18,022 14,488 6,966
Daily Data (22 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 2026-03-02 $407.07 $290.00 49.0% 14.1% 43.0% 22.2% 52.1% 6.2% -3.3% 3.6M -338.9M -311.0K 0.90 74.01 N/A N/A 168 152 10,249 4,239 2026-03-03 $406.14 $290.00 50.3% 14.4% 41.0% 24.3% 56.9% 4.2% -0.9% 3.6M -336.4M -314.7K 0.61 74.91 N/A N/A 176 108 10,317 4,307 2026-03-04 $410.23 $290.00 48.3% 13.8% 29.2% 21.0% 50.6% 4.1% -2.2% 3.4M -351.4M -283.7K 1.94 74.36 N/A N/A 155 300 10,346 4,344 2026-03-05 $393.91 $370.00 50.5% 13.9% 33.2% 24.6% 51.4% 5.9% 3.3% 4.3M -313.9M -312.1K 3.84 60.61 N/A N/A 156 599 10,418 4,187 2026-03-06 $384.21 $370.00 53.2% 14.6% 32.4% 29.0% 49.9% 6.1% 3.0% 4.1M -283.7M -340.4K 1.56 60.54 N/A N/A 306 477 10,448 4,712 2026-03-09 $392.84 $370.00 52.9% 14.7% 28.9% 28.6% 47.4% 7.2% 2.6% 4.2M -309.9M -323.2K 1.10 63.79 N/A N/A 266 293 10,652 4,763 2026-03-10 $400.79 $370.00 51.3% 13.7% 29.4% 26.0% 49.0% 4.8% 3.6% 3.6M -344.8M -273.2K 1.32 65.70 N/A N/A 168 222 10,699 4,721 2026-03-11 $408.03 $370.00 47.2% 13.5% 29.2% 19.2% 49.9% 7.2% 4.5% 4.2M -358.6M -274.9K 0.65 62.87 N/A N/A 526 343 10,816 4,657 2026-03-12 $382.63 $370.00 51.4% 14.7% 37.5% 26.1% 51.1% 3.4% 3.2% 4.5M -304.5M -287.9K 0.49 35.07 N/A N/A 835 406 11,050 4,789 2026-03-13 $360.51 $400.00 52.2% 15.5% 43.4% 27.4% 51.6% 4.6% 3.6% 6.1M -227.9M -331.1K 0.41 29.64 N/A N/A 1,361 563 11,810 5,066 2026-03-16 $374.67 $400.00 51.0% 14.7% 45.1% 25.4% 50.2% 6.2% 2.9% 6.3M -292.4M -292.3K 0.31 31.13 N/A N/A 296 92 12,256 5,095 2026-03-17 $382.18 $400.00 49.4% 14.1% 45.6% 22.8% 49.8% 5.5% 3.4% 6.0M -317.2M -272.5K 0.74 31.88 N/A N/A 61 45 12,185 5,145 2026-03-18 $387.52 $400.00 49.1% 14.1% 45.8% 22.3% 49.6% 3.7% 3.8% 5.5M -341.0M -255.1K 1.09 28.00 N/A N/A 619 672 12,191 5,148 2026-03-19 $378.83 $400.00 50.1% 14.3% 45.3% 24.0% 50.2% 6.4% 4.2% 3.5M -315.0M -252.7K 0.47 28.54 N/A N/A 205 96 12,391 5,423 2026-03-20 $362.38 $400.00 53.2% 15.2% 47.6% 29.0% 47.4% 6.0% 1.6% 614.8K -264.3M -229.7K 0.55 28.45 N/A N/A 456 253 12,561 5,461 2026-03-23 $372.64 $400.00 53.7% 15.4% 48.7% 29.9% 50.9% 6.6% 1.7% 677.1K -34.1M -243.5K 0.64 28.08 N/A N/A 227 146 3,383 2,021 2026-03-24 $399.38 $400.00 52.1% 15.0% 54.5% 27.2% 51.3% 6.6% 4.3% 1.4M -60.1M -276.8K 0.28 30.10 N/A N/A 586 163 3,674 2,259 2026-03-25 $405.63 $390.00 51.6% 14.8% 54.7% 26.4% 51.5% 9.2% 2.6% 2.1M -75.8M -302.5K 0.65 22.65 N/A N/A 1,644 1,067 4,205 2,409 2026-03-26 $388.44 $390.00 55.8% 16.0% 56.9% 33.3% 59.0% 8.2% 3.1% 1.8M -57.8M -319.0K 1.38 27.96 N/A N/A 280 386 4,862 2,548 2026-03-27 $377.45 $390.00 59.1% 16.9% 57.7% 38.7% 56.8% 7.1% 1.2% 1.1M -40.3M -295.4K 0.50 23.55 N/A N/A 18 9 4,512 2,428 2026-03-30 $372.45 $390.00 62.7% 18.0% 56.6% 44.6% 59.9% 7.1% 0.6% 860.9K -32.4M -277.0K 0.89 28.56 N/A N/A 36 32 4,508 2,429 2026-03-31 $396.99 $390.00 56.6% 16.2% 61.6% 34.6% 56.5% 11.5% 2.5% 1.7M -59.8M -291.8K 1.02 23.58 N/A N/A 113 115 4,519 2,447
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