CEG Options History — August 2022

In August 2022, CEG traded between $65.54 and $82.80. ATM implied volatility averaged 51.6%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 9.0% (HV 20d: 60.6%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.88.

Notable Days

2022-08-05: Highest Volume — 22,942 contracts
2022-08-03: Largest IV spike — 8.0% change
2022-08-01: Highest IV Rank — 100.0%
2022-08-03: Largest Expected Move — 19.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.33	$65.54	$82.80	$65.54	$82.17
Max Pain	$67.83	$60.00	$70.00	$60.00	$70.00
ATM IV	51.6%	37.6%	69.2%	63.5%	42.7%
Expected Move	14.4%	10.8%	19.8%	18.2%	12.2%
HV 20d	60.6%	45.5%	67.9%	64.9%	48.4%
HV 60d	56.9%	54.9%	59.4%	57.4%	55.5%
IV Rank	70.2%	45.1%	100.0%	100.0%	53.8%
IV Percentile	76.2%	51.6%	100.0%	100.0%	61.1%
Term Structure	0.3%	-8.9%	5.2%	-6.0%	1.7%
VWIV	52.7%	38.9%	72.8%	64.5%	38.9%
Skew 25d	6.1%	3.7%	8.7%	3.7%	6.9%
Skew 10d	12.6%	7.6%	17.4%	14.5%	14.8%
Call IV 25d	48.4%	35.7%	66.0%	62.7%	38.6%
Put IV 25d	54.5%	43.6%	71.8%	66.4%	45.5%
Bid-Ask Spread %	42.53	28.02	61.69	60.38	48.99
Gamma HHI	0.32	0.19	0.46	0.20	0.40
Net GEX	3.2M	326.7K	5.2M	398.2K	4.3M
Net DEX	-127.4M	-196.1M	-29.3M	-29.3M	-133.1M
Net VEX	-483.7K	-593.9K	-392.5K	-392.5K	-490.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.88	0.21	6.85	3.17	1.16
Total Volume	5,837.348	506	22,942	4,070	4,987
Total OI	87,184.826	49,355	112,754	49,355	78,976

Daily Data (23 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
2022-08-01	$65.54	$60.00	63.5%	18.2%	64.9%	100.0%	64.5%	3.7%	-6.0%	398.2K	-29.3M	-392.5K	3.17	60.38	N/A	N/A	976	3,094	23,648	25,707
2022-08-02	$66.00	$60.00	64.0%	18.4%	61.3%	100.0%	65.2%	5.1%	-6.8%	543.5K	-33.6M	-394.2K	3.41	61.69	N/A	N/A	4,138	14,125	23,915	25,516
2022-08-03	$66.74	$60.00	69.2%	19.8%	60.1%	100.0%	72.8%	5.8%	-8.9%	326.7K	-35.8M	-511.4K	2.52	57.07	N/A	N/A	4,607	11,609	29,153	39,321
2022-08-04	$67.24	$60.00	69.0%	17.1%	59.1%	99.7%	68.3%	5.4%	-4.0%	483.5K	-42.8M	-558.1K	2.01	42.46	N/A	N/A	7,442	14,933	33,274	47,450
2022-08-05	$74.34	$60.00	68.8%	17.0%	67.9%	99.4%	61.9%	5.0%	-1.6%	2.3M	-127.0M	-593.9K	3.25	36.13	N/A	N/A	5,403	17,539	39,202	54,222
2022-08-08	$75.81	$70.00	65.1%	16.8%	67.9%	93.0%	64.7%	4.4%	-1.1%	2.4M	-138.5M	-580.4K	0.36	28.85	N/A	N/A	3,686	1,338	38,751	61,977
2022-08-09	$75.98	$70.00	61.5%	16.8%	67.3%	86.6%	57.5%	5.9%	-1.4%	2.7M	-140.5M	-552.6K	1.72	39.41	N/A	N/A	1,425	2,452	38,316	62,393
2022-08-10	$76.82	$70.00	57.7%	16.5%	67.3%	80.0%	59.4%	8.7%	-0.8%	3.0M	-148.7M	-534.8K	2.16	45.21	N/A	N/A	2,407	5,193	38,505	63,208
2022-08-11	$78.95	$70.00	53.9%	15.5%	65.3%	73.4%	54.6%	8.4%	-0.4%	3.6M	-173.5M	-533.4K	0.26	34.80	N/A	N/A	906	239	39,246	64,912
2022-08-12	$81.28	$70.00	52.4%	15.0%	62.3%	70.8%	51.5%	6.6%	0.6%	4.0M	-185.8M	-494.3K	0.34	42.76	N/A	N/A	699	241	37,321	64,558
2022-08-15	$81.24	$70.00	50.3%	14.4%	61.2%	67.2%	52.3%	8.0%	1.5%	4.3M	-188.9M	-463.2K	0.75	49.60	N/A	N/A	5,987	4,478	37,719	64,818
2022-08-16	$81.38	$70.00	48.3%	13.9%	61.4%	63.7%	51.7%	7.1%	3.0%	4.5M	-185.2M	-492.1K	0.70	32.89	N/A	N/A	859	599	40,265	69,012
2022-08-17	$77.90	$70.00	46.1%	13.2%	63.9%	59.8%	45.8%	8.0%	5.2%	4.8M	-168.0M	-462.2K	0.84	45.25	N/A	N/A	559	472	40,327	69,002
2022-08-18	$81.82	$70.00	44.5%	12.8%	64.4%	57.0%	54.3%	4.4%	1.1%	5.2M	-196.1M	-455.3K	6.85	29.30	N/A	N/A	408	2,795	40,665	69,380
2022-08-19	$80.99	$70.00	42.4%	12.1%	64.7%	53.3%	43.8%	4.5%	3.1%	4.8M	-191.4M	-453.4K	3.77	28.02	N/A	N/A	439	1,656	40,895	71,859
2022-08-22	$79.62	$70.00	44.0%	12.6%	66.1%	56.2%	53.0%	5.0%	2.2%	3.0M	-106.2M	-465.2K	3.61	44.86	N/A	N/A	397	1,435	30,035	46,020
2022-08-23	$79.88	$70.00	40.9%	11.7%	66.2%	50.8%	49.5%	5.7%	3.5%	3.3M	-107.9M	-461.5K	1.84	28.92	N/A	N/A	180	332	30,098	44,948
2022-08-24	$80.31	$70.00	40.2%	11.5%	66.2%	49.5%	39.7%	6.3%	3.9%	3.6M	-113.9M	-442.1K	1.33	43.96	N/A	N/A	258	343	30,216	45,063
2022-08-25	$82.80	$70.00	37.6%	10.8%	45.5%	45.1%	39.7%	8.3%	3.7%	3.7M	-132.7M	-436.8K	0.60	42.30	N/A	N/A	543	328	30,223	45,382
2022-08-26	$80.71	$70.00	40.2%	11.5%	47.2%	49.5%	40.0%	5.4%	3.9%	3.9M	-118.9M	-438.0K	0.21	44.94	N/A	N/A	419	87	30,520	45,181
2022-08-29	$81.21	$70.00	42.3%	12.1%	46.8%	53.1%	41.5%	5.7%	2.2%	4.1M	-123.2M	-424.6K	0.87	40.60	N/A	N/A	1,318	1,150	30,660	45,254
2022-08-30	$79.76	$70.00	41.9%	12.0%	47.9%	52.5%	41.5%	6.9%	2.3%	3.8M	-109.3M	-495.4K	1.58	49.74	N/A	N/A	689	1,089	31,785	46,353
2022-08-31	$82.17	$70.00	42.7%	12.2%	48.4%	53.8%	38.9%	6.9%	1.7%	4.3M	-133.1M	-490.4K	1.16	48.99	N/A	N/A	2,308	2,679	31,723	47,253