CEG Options History — May 2022

In May 2022, CEG traded between $53.58 and $66.14. ATM implied volatility averaged 49.4%, placing in the 75.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 1.9% (HV 20d: 51.2%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.57.

Notable Days

  • 2022-05-03: Highest Volume — 14,463 contracts
  • 2022-05-11: Largest IV drop — 14.5% change
  • 2022-05-10: Highest IV Rank — 97.7%
  • 2022-05-02: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.60$53.58$66.14$58.38$62.76
Max Pain$55.48$55.00$60.00$55.00$55.00
ATM IV49.4%37.1%61.2%55.4%42.4%
Expected Move13.9%10.6%15.9%15.9%12.2%
HV 20d51.2%46.7%58.2%52.6%58.2%
HV 60d51.6%46.7%57.0%51.9%50.1%
IV Rank75.2%52.0%97.7%86.8%62.0%
IV Percentile89.9%72.6%99.6%98.8%78.6%
Term Structure-2.5%-6.6%3.6%-6.6%-1.8%
VWIV47.8%36.7%56.1%56.1%43.5%
Skew 25d5.1%-0.7%8.6%-0.7%4.2%
Skew 10d9.9%0.8%18.7%0.8%5.1%
Call IV 25d46.3%35.6%55.0%55.0%42.7%
Put IV 25d51.3%41.7%56.7%54.3%46.9%
Bid-Ask Spread %65.8244.1978.0765.7166.60
Gamma HHI0.280.180.510.290.20
Net GEX1.9M170.1K5.0M3.4M1.1M
Net DEX-21.3M-78.8M27.3M-42.2M-20.0M
Net VEX-197.6K-308.6K-137.1K-206.3K-169.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.570.076.043.170.22
Total Volume2,944.3811,08814,4634,3131,171
Total OI45,724.8117,66159,68647,53619,841

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$58.38$55.0055.4%15.9%52.6%86.8%56.1%-0.7%-6.6%3.4M-42.2M-206.3K3.1765.71N/AN/A1,0353,27837,16410,372
2022-05-03$59.24$60.0050.4%14.4%52.8%77.2%50.6%4.3%-1.3%3.3M-39.6M-219.7K0.1862.73N/AN/A12,2802,18337,14512,979
2022-05-04$62.04$60.0048.6%13.9%55.2%73.9%49.2%1.9%-1.4%5.0M-78.8M-308.6K0.1766.24N/AN/A3,58859443,84514,772
2022-05-05$59.83$55.0051.4%13.5%56.8%79.1%46.2%4.3%-1.6%3.9M-49.9M-283.6K0.7644.19N/AN/A76457842,62114,955
2022-05-06$60.35$55.0050.7%13.9%56.5%77.7%49.6%4.2%-3.3%4.5M-60.5M-286.8K2.3947.97N/AN/A37790143,07314,991
2022-05-09$57.36$55.0057.3%15.6%53.3%90.3%52.3%5.4%-6.0%2.5M-16.7M-239.8K0.0751.22N/AN/A5,31634943,12515,533
2022-05-10$57.08$55.0061.2%15.3%47.8%97.7%51.7%5.3%-5.3%1.7M-8.5M-222.7K2.3958.43N/AN/A39494238,15315,572
2022-05-11$57.11$55.0052.3%15.0%47.0%80.8%51.1%4.4%-4.2%1.7M-5.9M-225.6K3.0363.29N/AN/A30291538,17016,090
2022-05-12$53.58$55.0052.6%15.1%48.3%81.4%52.3%5.1%-2.4%170.1K27.3M-177.1K0.1869.42N/AN/A5,7411,01738,17916,128
2022-05-13$54.67$55.0052.3%15.0%48.9%80.8%51.2%6.0%-5.5%1.2M6.2M-194.5K4.4676.50N/AN/A2351,04942,25616,472
2022-05-16$56.35$55.0052.2%15.0%50.4%80.6%50.6%5.5%-3.5%1.8M-11.1M-187.0K1.3772.29N/AN/A7811,06942,63216,473
2022-05-17$59.17$55.0050.0%14.3%49.3%76.4%49.0%4.1%-6.0%3.9M-52.1M-190.3K0.7173.05N/AN/A1,5031,06142,64216,514
2022-05-18$57.18$55.0052.3%15.0%50.0%80.9%50.6%4.6%-4.1%2.2M-18.9M-172.3K2.1173.05N/AN/A5301,12043,20416,482
2022-05-19$56.83$55.0050.2%14.4%48.2%76.8%50.9%5.9%-2.5%948.7K-9.8M-155.8K1.9278.07N/AN/A37271643,23516,429
2022-05-20$56.62$55.0047.4%13.6%48.0%71.4%44.5%7.1%-0.1%411.2K-11.4M-137.1K0.6666.86N/AN/A1,03768843,23616,436
2022-05-23$56.78$55.0046.9%13.5%48.1%70.6%46.3%6.9%-2.1%238.2K-909.3K-138.1K6.0468.30N/AN/A2741,65510,3667,295
2022-05-24$57.02$55.0047.0%13.5%46.7%70.7%42.9%7.5%-1.2%260.2K-1.0M-142.3K1.2771.68N/AN/A50764510,4577,509
2022-05-25$59.16$55.0040.3%11.6%48.8%58.1%40.4%8.6%2.9%485.2K-6.6M-151.5K1.0666.12N/AN/A61364910,6527,512
2022-05-26$62.95$55.0038.3%11.0%53.5%54.2%39.1%5.3%0.7%855.3K-17.6M-166.2K0.2765.25N/AN/A2,66473210,9717,531
2022-05-27$66.14$55.0037.1%10.6%55.3%52.0%36.7%6.2%3.6%1.3M-28.5M-174.5K0.4875.25N/AN/A1,49571211,6437,566
2022-05-31$62.76$55.0042.4%12.2%58.2%62.0%43.5%4.2%-1.8%1.1M-20.0M-169.9K0.2266.60N/AN/A96320812,2897,552