CEG Options History — February 2023

In February 2023, CEG traded between $74.53 and $86.55. ATM implied volatility averaged 36.8%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 6.3% (HV 20d: 30.5%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 3.22.

Notable Days

  • 2023-02-07: Highest Volume — 6,646 contracts
  • 2023-02-08: Largest IV drop — 22.6% change
  • 2023-02-06: Highest IV Rank — 62.3%
  • 2023-02-01: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.95$74.53$86.55$85.58$74.53
Max Pain$85.00$85.00$85.00$85.00$85.00
ATM IV36.8%30.3%47.5%39.9%33.7%
Expected Move10.0%8.7%11.4%11.4%9.7%
HV 20d30.5%27.4%35.5%27.4%34.5%
HV 60d30.9%27.9%36.6%36.5%30.3%
IV Rank38.9%12.5%62.3%49.0%19.1%
IV Percentile25.1%2.4%62.3%36.1%16.7%
Term Structure-0.7%-5.0%1.0%-5.0%-0.9%
VWIV35.1%30.3%40.3%40.3%35.3%
Skew 25d4.5%1.8%6.6%5.4%3.7%
Skew 10d11.3%4.6%25.9%12.5%8.8%
Call IV 25d33.7%29.5%37.5%37.5%34.3%
Put IV 25d38.2%32.6%42.9%42.9%38.0%
Bid-Ask Spread %71.7929.7184.9384.9378.38
Gamma HHI0.290.200.560.310.24
Net GEX223.4K-1.8M9.6M-893.1K-1.5M
Net DEX2.5M-21.8M35.4M702.3K35.4M
Net VEX-293.0K-316.4K-244.2K-313.6K-244.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.220.0130.950.522.51
Total Volume1,5821196,646178544
Total OI29,430.36824,50236,21030,40526,217

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$85.58$85.0039.9%11.4%27.4%49.0%40.3%5.4%-5.0%-893.1K702.3K-313.6K0.5284.93N/AN/A117619,41020,995
2023-02-02$84.87$85.0041.3%10.2%27.4%51.3%36.4%4.9%-0.6%-1.1M5.2M-314.5K0.2072.56N/AN/A147299,40921,009
2023-02-03$83.50$85.0043.8%10.3%28.1%55.8%37.9%5.1%-0.8%-1.6M12.1M-316.4K1.3572.20N/AN/A1091479,45021,012
2023-02-06$83.14$85.0047.5%10.5%27.6%62.3%36.2%5.7%-1.4%-1.8M14.2M-301.5K0.0173.40N/AN/A48079,48321,156
2023-02-07$85.85$85.0047.4%10.5%29.9%62.1%35.9%4.9%-1.0%-672.6K-2.3M-294.5K30.9572.05N/AN/A2086,4389,80421,160
2023-02-08$84.41$85.0036.7%10.5%30.2%43.5%36.3%5.7%-1.0%-288.9K-203.5K-283.6K0.4372.39N/AN/A176769,93416,862
2023-02-09$84.24$85.0037.3%10.7%29.6%44.4%35.6%5.5%-1.1%-434.5K1.4M-285.7K0.0274.49N/AN/A2,7935510,06216,935
2023-02-10$86.55$85.0037.0%10.6%31.1%43.9%38.9%2.9%-0.4%1.3M-20.4M-300.6K2.5871.35N/AN/A6841,76712,19716,957
2023-02-13$86.44$85.0038.4%11.0%30.5%46.3%35.1%5.9%-1.8%1.0M-20.4M-296.4K0.1575.02N/AN/A5127712,67418,368
2023-02-14$85.76$85.0036.9%10.6%28.9%43.7%37.4%4.8%-1.1%980.8K-15.8M-294.0K0.7376.51N/AN/A2,0151,48013,04918,416
2023-02-15$86.02$85.0036.0%10.3%28.2%42.2%36.8%3.0%-0.3%1.4M-21.8M-309.2K0.8273.32N/AN/A93676714,64119,844
2023-02-16$85.41$85.0030.3%8.7%28.2%32.3%30.3%2.6%0.7%3.6M-18.8M-290.1K0.1575.03N/AN/A3,08345614,83419,604
2023-02-17$84.76$85.0030.3%8.7%27.8%29.7%30.3%3.8%0.8%9.6M-12.3M-313.5K0.7573.75N/AN/A66149416,55619,654
2023-02-21$80.53$85.0034.8%10.0%33.0%37.8%36.5%6.6%-1.9%-260.4K7.3M-280.5K14.9366.09N/AN/A2663,97211,29313,209
2023-02-22$77.97$85.0032.6%9.4%34.7%34.0%33.1%3.5%0.0%-1.4M26.1M-285.2K1.3467.61N/AN/A30640911,31615,045
2023-02-23$79.31$85.0031.7%9.1%35.5%14.5%31.6%4.8%1.0%-1.1M18.2M-285.6K3.2177.43N/AN/A11637211,38614,850
2023-02-24$78.82$85.0030.8%8.8%33.3%12.5%31.1%1.8%-0.0%-1.2M18.0M-282.8K0.3729.71N/AN/A1314811,46614,719
2023-02-27$78.32$85.0031.9%9.1%32.9%15.0%32.2%4.7%0.6%-1.4M21.9M-275.9K0.2177.80N/AN/A982111,48214,719
2023-02-28$74.53$85.0033.7%9.7%34.5%19.1%35.3%3.7%-0.9%-1.5M35.4M-244.2K2.5178.38N/AN/A15538911,50514,712