CEG Options History — April 2022

In April 2022, CEG traded between $58.06 and $66.80. ATM implied volatility averaged 39.1%, placing in the 55.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 8.4% (HV 20d: 47.5%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-04-08: Highest Volume — 12,643 contracts
  • 2022-04-11: Largest IV spike — 38.0% change
  • 2022-04-25: Highest IV Rank — 72.1%
  • 2022-04-25: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.72$58.06$66.80$58.06$59.80
Max Pain$53.75$50.00$55.00$50.00$55.00
ATM IV39.1%25.3%47.7%30.3%46.0%
Expected Move11.5%9.5%13.7%9.6%13.2%
HV 20d47.5%37.9%54.4%39.9%52.7%
HV 60d47.5%42.6%51.4%42.8%51.4%
IV Rank55.6%29.5%72.1%39.0%68.8%
IV Percentile83.9%64.7%90.9%75.4%89.3%
Term Structure0.4%-2.8%3.9%1.9%-1.4%
VWIV40.8%32.1%51.6%33.8%48.3%
Skew 25d3.8%-0.4%6.0%4.0%3.3%
Skew 10d8.8%4.3%16.7%16.7%4.3%
Call IV 25d39.0%29.6%47.6%29.6%47.4%
Put IV 25d42.8%33.5%51.4%33.5%50.7%
Bid-Ask Spread %57.3437.4667.7942.2965.33
Gamma HHI0.370.290.510.400.29
Net GEX4.4M3.1M6.1M3.7M4.4M
Net DEX-89.9M-141.4M-52.5M-71.9M-58.8M
Net VEX-204.7K-240.5K-158.4K-172.9K-223.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.045.400.371.29
Total Volume3,017.8561912,6431,4061,433
Total OI40,31832,05751,83432,42647,023

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$58.06$50.0030.3%9.6%39.9%39.0%33.8%4.0%1.9%3.7M-71.9M-172.9K0.3742.29N/AN/A1,02338324,0008,426
2022-04-04$58.43$50.0032.9%9.5%39.6%43.9%36.3%4.8%3.9%3.9M-73.1M-160.1K2.2337.46N/AN/A6541,46023,5648,493
2022-04-05$58.77$50.0031.1%10.1%39.1%40.4%36.9%3.7%2.7%3.4M-78.8M-165.9K0.2856.55N/AN/A1,30436623,9159,586
2022-04-06$59.50$50.0031.4%10.3%38.1%41.0%36.2%3.7%2.0%3.5M-82.2M-162.1K0.5561.61N/AN/A67537423,8049,585
2022-04-07$60.63$50.0025.3%10.1%37.9%29.5%35.0%5.9%2.3%3.1M-92.0M-158.4K0.2154.05N/AN/A6,5811,40523,9849,604
2022-04-08$64.83$55.0031.8%10.0%38.2%41.8%32.1%4.5%2.4%3.3M-126.7M-161.7K0.0450.15N/AN/A12,12751625,68010,640
2022-04-11$60.50$55.0043.9%11.1%47.1%64.8%39.2%2.6%0.6%5.3M-95.4M-207.2K0.2058.72N/AN/A2,70854635,27510,859
2022-04-12$61.77$55.0040.4%11.1%47.2%58.1%36.6%4.2%1.1%5.6M-109.8M-215.7K0.2356.23N/AN/A1,60536536,31910,929
2022-04-13$64.41$55.0037.8%10.8%48.5%53.2%36.6%5.0%0.7%6.1M-141.4M-226.5K0.0755.87N/AN/A4,67935036,78510,914
2022-04-14$62.67$55.0036.3%10.4%50.3%50.3%37.2%4.7%2.6%5.0M-125.5M-235.3K0.5958.83N/AN/A54632440,90710,927
2022-04-18$63.18$55.0039.5%11.3%48.3%56.5%44.5%2.3%-0.2%5.1M-90.9M-227.3K5.4063.98N/AN/A3842,07432,5894,569
2022-04-19$66.80$55.0040.1%11.5%49.6%57.7%39.5%5.0%-0.4%5.7M-124.9M-240.5K0.3858.67N/AN/A1,27248032,5906,069
2022-04-20$65.40$55.0042.0%12.0%50.7%61.2%45.1%-0.4%-1.4%5.1M-110.4M-238.4K3.0962.74N/AN/A8982,77332,4236,126
2022-04-21$62.65$55.0043.6%12.5%54.4%64.3%44.6%2.2%-2.3%4.4M-82.0M-240.5K0.4857.14N/AN/A64430832,7588,290
2022-04-22$62.96$55.0044.7%12.8%54.3%66.4%45.6%0.9%-2.1%4.6M-85.2M-237.3K0.4752.85N/AN/A60428232,9428,337
2022-04-25$62.43$55.0047.7%13.7%54.4%72.1%47.0%6.0%-1.9%4.5M-77.8M-219.5K1.1462.57N/AN/A28933032,9448,346
2022-04-26$60.22$55.0046.2%13.2%53.3%69.2%51.6%3.5%-2.8%3.8M-58.2M-204.7K1.0667.79N/AN/A1,2481,32733,0198,386
2022-04-27$60.25$55.0044.4%12.7%52.9%65.7%43.8%5.3%0.7%3.7M-52.5M-195.2K0.0662.72N/AN/A5,16130733,0279,412
2022-04-28$61.11$55.0045.9%13.1%52.4%68.6%45.2%4.8%-1.0%4.2M-61.0M-200.8K0.3861.33N/AN/A1,85669633,7659,549
2022-04-29$59.80$55.0046.0%13.2%52.7%68.8%48.3%3.3%-1.4%4.4M-58.8M-223.5K1.2965.33N/AN/A62780637,1279,896