CEG Options History — April 2023

In April 2023, CEG traded between $74.35 and $77.45. ATM implied volatility averaged 34.3%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 13.3% (HV 20d: 21.0%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 3.88.

Notable Days

  • 2023-04-26: Highest Volume — 3,560 contracts
  • 2023-04-12: Largest IV spike — 32.7% change
  • 2023-04-26: Highest IV Rank — 28.5%
  • 2023-04-26: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.43$74.35$77.45$76.80$77.28
Max Pain$79.21$75.00$80.00$75.00$80.00
ATM IV34.3%28.5%39.0%31.6%38.3%
Expected Move10.1%8.5%11.2%9.1%11.0%
HV 20d21.0%18.0%23.3%22.9%18.5%
HV 60d28.1%26.2%29.2%29.2%26.2%
IV Rank18.5%7.3%28.5%14.3%27.0%
IV Percentile22.1%0.8%40.9%7.5%39.7%
Term Structure0.1%-4.8%9.1%5.8%-4.0%
VWIV35.0%29.1%46.7%30.8%36.6%
Skew 25d5.4%2.4%7.4%5.7%4.7%
Skew 10d11.6%4.9%30.4%12.1%10.5%
Call IV 25d32.8%27.7%38.3%29.6%35.7%
Put IV 25d38.3%32.3%43.3%35.3%40.3%
Bid-Ask Spread %82.3876.1890.5290.5279.08
Gamma HHI0.230.170.320.240.19
Net GEX189.1K-1.5M1.5M128.5K117.3K
Net DEX3.3M-6.8M15.4M3.1M4.6M
Net VEX-226.4K-265.9K-196.3K-265.9K-226.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.880.0323.050.030.03
Total Volume747.737563,560798182
Total OI31,816.21123,45138,18033,13526,916

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$76.80$75.0031.6%9.1%22.9%14.3%30.8%5.7%5.8%128.5K3.1M-265.9K0.0390.52N/AN/A7732513,41819,717
2023-04-04$75.95$75.0030.9%8.9%23.0%12.8%30.9%6.7%4.4%-349.1K8.5M-260.2K2.0090.44N/AN/A11322613,43519,727
2023-04-05$76.76$75.0029.6%8.5%23.3%9.9%29.1%4.7%9.1%386.1K1.7M-257.3K1.5588.97N/AN/A223413,45619,665
2023-04-06$76.83$80.0030.8%10.6%23.0%12.5%35.1%6.9%-0.7%239.4K2.6M-256.8K0.0379.56N/AN/A226613,45819,669
2023-04-10$76.94$80.0033.1%10.9%21.9%17.7%35.8%4.1%-1.2%570.4K-379.0K-246.6K0.0977.37N/AN/A1501313,65719,672
2023-04-11$77.44$80.0028.5%10.3%22.0%7.3%34.5%5.6%0.7%1.5M-6.8M-239.4K0.4081.04N/AN/A2429713,72219,674
2023-04-12$77.01$80.0037.9%10.9%22.0%25.9%36.0%2.4%-0.8%795.6K-1.4M-238.1K0.0481.83N/AN/A253913,72519,689
2023-04-13$77.45$80.0036.8%10.6%21.8%23.4%35.1%6.0%0.7%1.4M-3.7M-229.1K1.9677.43N/AN/A5210213,95019,691
2023-04-14$76.32$80.0034.8%10.0%21.5%18.7%33.6%6.5%1.0%402.4K4.3M-214.8K0.2377.16N/AN/A78517713,95319,764
2023-04-17$75.05$80.0033.8%9.7%21.2%16.2%33.6%5.7%0.7%-491.7K12.0M-196.3K0.5876.18N/AN/A1478614,30419,845
2023-04-18$74.35$80.0033.2%9.5%21.3%14.8%46.7%6.8%0.9%-1.5M15.4M-200.8K22.6384.02N/AN/A902,03714,36719,868
2023-04-19$74.79$80.0034.0%9.7%21.4%16.7%32.6%4.6%-0.3%-1.1M13.2M-201.3K0.0983.01N/AN/A54514,38221,841
2023-04-20$76.12$80.0034.9%10.0%21.2%18.8%32.8%5.9%-0.8%-237.9K4.7M-203.9K0.3383.86N/AN/A2,07568714,38121,820
2023-04-21$76.39$80.0034.1%9.8%19.3%16.8%34.0%5.0%-0.7%437.6K-5.6M-210.1K17.1379.88N/AN/A4068516,39821,782
2023-04-24$77.14$80.0034.6%9.9%19.4%18.2%35.0%4.1%-2.7%552.1K-10.9K-205.1K3.1781.70N/AN/A12138411,13212,319
2023-04-25$76.75$80.0037.1%10.6%18.0%24.0%34.5%5.2%-2.9%427.1K1.5M-209.0K0.0585.27N/AN/A5513011,24512,689
2023-04-26$75.91$80.0039.0%11.2%18.5%28.5%40.3%7.4%-3.2%320.1K3.6M-210.0K23.0583.22N/AN/A1483,41211,62212,711
2023-04-27$76.88$80.0038.9%11.2%18.9%28.3%37.7%5.5%-4.8%46.4K5.8M-229.5K0.3184.63N/AN/A1284011,68715,157
2023-04-28$77.28$80.0038.3%11.0%18.5%27.0%36.6%4.7%-4.0%117.3K4.6M-226.9K0.0379.08N/AN/A177511,75515,161