CEG Options History — April 2024 In April 2024, CEG traded between $179.70 and $193.62. ATM implied volatility averaged 44.3%, placing in the 88.7% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 8.6% (HV 20d: 35.7%). Max pain ranged from $145.00 to $180.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.09.
Notable Days 2024-04-16 : Highest Volume — 8,171 contracts2024-04-10 : Largest IV spike — 23.4% change2024-04-10 : Highest IV Rank — 100.0%2024-04-30 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $187.87 $179.70 $193.62 $186.60 $187.26 Max Pain $167.05 $145.00 $180.00 $170.00 $180.00 ATM IV 44.3% 31.9% 57.7% 32.3% 57.7% Expected Move 13.1% 9.2% 16.5% 9.3% 16.5% HV 20d 35.7% 32.8% 40.2% 37.5% 32.9% HV 60d 46.6% 45.2% 47.3% 45.3% 46.7% IV Rank 88.7% 59.2% 100.0% 60.8% 100.0% IV Percentile 95.1% 79.0% 100.0% 80.6% 100.0% Term Structure -5.9% -14.1% 7.3% 6.6% -14.1% VWIV 45.6% 32.3% 59.3% 32.6% 59.3% Skew 25d 0.3% -1.9% 2.6% -1.5% 0.4% Skew 10d -0.4% -4.0% 4.8% -3.4% 0.4% Call IV 25d 45.5% 33.2% 57.4% 33.6% 57.4% Put IV 25d 45.8% 31.6% 57.8% 32.0% 57.8% Bid-Ask Spread % 67.19 59.16 73.58 71.93 69.43 Gamma HHI 0.18 0.14 0.64 0.16 0.15 Net GEX 4.1M -16.8M 7.9M 5.7M 3.3M Net DEX -243.1M -347.2M -133.9M -256.4M -160.4M Net VEX -849.2K -988.6K -776.8K -780.4K -961.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.10 2.99 1.32 2.80 Total Volume 2,693.727 565 8,171 3,128 2,125 Total OI 49,595.136 36,947 63,421 45,990 43,129
Daily Data (22 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 2024-04-01 $186.60 $170.00 32.3% 9.3% 37.5% 60.8% 32.6% -1.5% 6.6% 5.7M -256.4M -780.4K 1.32 71.93 N/A N/A 1,346 1,782 26,975 19,015 2024-04-02 $188.09 $170.00 31.9% 9.2% 35.7% 59.2% 32.3% -1.6% 6.3% 5.9M -274.1M -811.5K 0.58 73.58 N/A N/A 1,184 688 27,738 20,267 2024-04-03 $191.18 $170.00 32.8% 9.4% 36.0% 62.8% 33.5% -1.3% 7.3% 6.4M -311.2M -803.6K 0.70 70.65 N/A N/A 2,439 1,713 28,028 20,380 2024-04-04 $184.61 $145.00 33.2% 11.4% 37.8% 64.6% 39.2% 0.9% -3.7% 5.7M -238.9M -838.1K 0.59 59.28 N/A N/A 1,503 894 29,259 20,540 2024-04-05 $192.09 $145.00 33.8% 12.0% 40.2% 67.2% 42.2% -1.4% -4.3% 7.2M -330.0M -821.2K 1.59 61.83 N/A N/A 2,348 3,722 29,286 20,984 2024-04-08 $191.66 $145.00 35.8% 12.1% 34.8% 75.3% 42.2% 0.5% -4.8% 7.1M -323.8M -828.1K 0.86 64.26 N/A N/A 1,839 1,587 30,039 22,704 2024-04-09 $187.57 $145.00 34.3% 12.0% 35.2% 69.2% 41.4% 0.5% -6.4% 5.2M -272.3M -851.2K 1.17 66.99 N/A N/A 607 710 30,683 23,939 2024-04-10 $191.11 $155.00 42.4% 12.1% 35.5% 100.0% 42.5% -0.8% -5.1% 6.6M -310.4M -841.9K 0.71 68.91 N/A N/A 671 477 30,610 24,048 2024-04-11 $193.62 $155.00 42.5% 12.2% 35.4% 100.0% 42.4% 0.7% -5.5% 7.9M -347.2M -808.5K 0.10 59.16 N/A N/A 1,567 153 30,679 24,182 2024-04-12 $191.79 $155.00 42.7% 12.2% 34.3% 100.0% 43.1% 0.8% -5.2% 7.0M -325.2M -814.5K 0.70 60.21 N/A N/A 555 390 30,784 24,232 2024-04-15 $184.99 $165.00 43.3% 12.4% 37.7% 100.0% 43.3% -0.2% -5.5% 3.4M -240.5M -780.8K 0.73 64.16 N/A N/A 950 691 30,896 24,456 2024-04-16 $187.41 $165.00 46.9% 13.4% 37.2% 100.0% 46.2% 1.4% -8.6% 4.6M -272.9M -776.8K 0.58 68.56 N/A N/A 5,166 3,005 30,796 24,779 2024-04-17 $186.43 $170.00 47.3% 13.6% 37.2% 100.0% 47.1% 0.2% -6.0% 6.9M -285.2M -825.4K 1.97 68.25 N/A N/A 1,414 2,791 34,372 25,148 2024-04-18 $184.19 $180.00 47.5% 13.6% 37.0% 100.0% 48.0% 0.2% -6.0% 5.0M -249.4M -825.4K 2.78 69.69 N/A N/A 1,358 3,774 35,069 26,376 2024-04-19 $179.70 $180.00 50.6% 14.5% 38.1% 100.0% 50.8% 1.3% -8.0% -16.8M -172.5M -838.1K 2.99 66.36 N/A N/A 820 2,448 35,635 27,786 2024-04-22 $183.48 $180.00 51.1% 14.6% 38.4% 100.0% 50.7% 1.9% -9.5% 2.5M -133.9M -846.8K 0.25 68.03 N/A N/A 1,500 380 22,505 14,442 2024-04-23 $189.15 $180.00 49.7% 14.2% 32.9% 95.8% 49.7% 2.6% -8.4% 3.4M -172.6M -884.7K 0.22 69.32 N/A N/A 481 104 23,512 14,699 2024-04-24 $186.44 $180.00 54.6% 15.7% 32.8% 100.0% 54.1% 1.3% -12.1% 3.0M -154.9M -886.8K 0.59 70.89 N/A N/A 802 475 23,672 14,938 2024-04-25 $188.07 $180.00 54.4% 15.6% 32.9% 99.4% 54.5% 1.2% -11.1% 3.4M -170.7M -911.8K 1.64 67.62 N/A N/A 1,389 2,281 24,253 15,216 2024-04-26 $188.61 $180.00 53.9% 15.5% 32.9% 98.2% 54.1% 0.5% -11.6% 3.3M -170.7M -988.6K 0.91 69.66 N/A N/A 297 271 25,137 17,256 2024-04-29 $189.13 $180.00 55.4% 15.9% 32.8% 100.0% 55.1% -1.9% -12.9% 3.3M -174.8M -956.5K 0.29 69.31 N/A N/A 437 128 25,198 17,451 2024-04-30 $187.26 $180.00 57.7% 16.5% 32.9% 100.0% 59.3% 0.4% -14.1% 3.3M -160.4M -961.3K 2.80 69.43 N/A N/A 559 1,566 25,596 17,533
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