CEG Options History — October 2022

In October 2022, CEG traded between $81.19 and $94.78. ATM implied volatility averaged 49.6%, placing in the 65.9% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 13.2% (HV 20d: 36.4%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-10-14: Highest Volume — 6,901 contracts
  • 2022-10-10: Largest IV spike — 11.0% change
  • 2022-10-12: Highest IV Rank — 75.8%
  • 2022-10-12: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.87$81.19$94.78$86.62$94.78
Max Pain$72.14$70.00$85.00$85.00$70.00
ATM IV49.6%43.0%55.3%46.3%52.8%
Expected Move14.5%12.3%15.9%13.3%15.2%
HV 20d36.4%34.3%38.2%34.3%36.9%
HV 60d45.2%35.0%49.1%48.0%35.0%
IV Rank65.9%54.4%75.8%60.2%71.5%
IV Percentile74.1%60.3%87.3%68.3%84.1%
Term Structure-3.6%-7.5%6.6%5.8%-7.5%
VWIV53.9%43.6%63.0%53.3%59.0%
Skew 25d7.4%4.0%9.4%4.0%7.1%
Skew 10d16.3%9.4%22.0%12.7%19.7%
Call IV 25d48.2%42.0%52.0%45.1%50.1%
Put IV 25d55.6%47.0%60.1%49.1%57.2%
Bid-Ask Spread %57.8347.1066.7466.7460.67
Gamma HHI0.160.140.230.140.15
Net GEX689.9K-363.8K1.4M898.0K1.1M
Net DEX-79.5M-116.1M-48.3M-79.7M-116.1M
Net VEX-344.4K-385.0K-278.1K-364.5K-278.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.223.213.210.22
Total Volume3,378.1431,8786,9016,1195,312
Total OI37,327.61931,41942,35635,17432,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$86.62$85.0046.3%13.3%34.3%60.2%53.3%4.0%5.8%898.0K-79.7M-364.5K3.2166.74N/AN/A1,4544,66517,99417,180
2022-10-04$89.02$85.0043.0%12.3%35.1%54.4%43.6%5.0%6.6%993.2K-94.1M-362.9K1.5666.59N/AN/A1,4232,21318,41919,706
2022-10-05$88.34$85.0043.3%12.4%35.2%54.9%46.9%4.6%5.3%885.3K-90.2M-367.3K1.7548.73N/AN/A1,2762,23418,55819,918
2022-10-06$86.29$70.0044.3%14.4%34.8%56.7%53.0%7.0%-3.2%697.3K-79.0M-375.5K1.5653.73N/AN/A1,2862,00418,58819,877
2022-10-07$83.84$70.0043.8%14.6%35.4%55.8%56.1%7.8%-3.4%315.2K-63.7M-379.4K0.8359.15N/AN/A2,3511,94118,56719,922
2022-10-10$85.22$70.0048.6%15.2%35.9%64.2%58.1%9.0%-4.6%490.0K-71.3M-374.3K1.2556.43N/AN/A1,5221,89718,57819,911
2022-10-11$83.05$70.0050.0%15.1%36.0%66.6%55.7%8.3%-4.0%180.3K-60.4M-381.9K1.2756.30N/AN/A1,5421,96018,91219,921
2022-10-12$82.35$70.0055.3%15.9%35.3%75.8%55.3%8.1%-6.3%-16.1K-54.7M-385.0K0.7156.34N/AN/A1,5601,11218,85219,968
2022-10-13$83.88$70.0051.4%14.7%34.6%69.1%54.8%7.1%-4.5%331.7K-65.8M-365.5K0.7059.05N/AN/A1,6231,13518,86820,079
2022-10-14$81.19$70.0053.4%15.3%36.2%72.6%55.6%8.0%-5.4%-363.8K-48.3M-370.5K0.5259.31N/AN/A4,5302,37118,87020,347
2022-10-17$85.29$70.0051.9%14.9%37.5%70.0%63.0%8.2%-5.4%415.7K-72.6M-340.0K0.9761.34N/AN/A2,0511,98218,62022,064
2022-10-18$86.42$70.0051.1%14.7%37.8%68.6%58.5%8.6%-5.1%658.3K-79.6M-332.4K0.4657.11N/AN/A2,1831,01118,54523,395
2022-10-19$85.60$70.0050.9%14.6%37.7%68.1%52.5%7.4%-4.9%435.8K-74.9M-336.7K0.8460.27N/AN/A1,17999618,77423,467
2022-10-20$84.70$70.0051.1%14.7%37.4%68.5%52.9%8.2%-4.5%309.3K-70.2M-335.1K1.1154.51N/AN/A9361,03718,77623,508
2022-10-21$87.18$70.0052.4%15.0%37.0%70.9%52.1%7.4%-5.7%1.4M-89.3M-315.2K1.4265.01N/AN/A1,3761,95018,78023,576
2022-10-24$87.33$70.0053.5%15.3%37.0%72.7%52.4%9.4%-5.9%1.2M-79.4M-329.0K0.7154.39N/AN/A1,40198916,84714,572
2022-10-25$88.02$70.0050.1%14.4%36.9%66.8%51.7%7.1%-5.2%1.2M-85.6M-310.6K0.9647.10N/AN/A96091816,85714,718
2022-10-26$88.56$70.0050.2%14.4%36.6%67.0%52.2%6.8%-5.9%1.2M-85.9M-312.9K0.9349.26N/AN/A1,1071,02917,01014,735
2022-10-27$92.67$70.0049.0%14.0%38.1%64.8%51.4%7.1%-5.3%1.1M-101.0M-310.3K0.7760.67N/AN/A1,29299116,99214,887
2022-10-28$93.94$70.0049.3%14.1%38.2%65.4%53.8%8.2%-6.4%1.1M-108.8M-304.8K0.8061.68N/AN/A1,18895417,28914,997
2022-10-31$94.78$70.0052.8%15.2%36.9%71.5%59.0%7.1%-7.5%1.1M-116.1M-278.1K0.2260.67N/AN/A4,34896417,38715,049