CEG Options History — May 2024 In May 2024, CEG traded between $186.32 and $231.17. ATM implied volatility averaged 40.6%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 7.1% (HV 20d: 33.4%). Max pain ranged from $180.00 to $210.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2024-05-09 : Highest Volume — 11,915 contracts2024-05-09 : Largest IV drop — 48.0% change2024-05-01 : Highest IV Rank — 100.0%2024-05-01 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $212.88 $186.32 $231.17 $186.32 $215.47 Max Pain $199.32 $180.00 $210.00 $180.00 $210.00 ATM IV 40.6% 30.7% 66.1% 60.4% 35.4% Expected Move 10.7% 8.8% 17.3% 17.3% 10.2% HV 20d 33.4% 29.7% 43.1% 32.3% 43.1% HV 60d 43.4% 34.5% 48.2% 46.4% 37.0% IV Rank 48.7% 26.6% 100.0% 100.0% 36.5% IV Percentile 82.7% 63.9% 100.0% 100.0% 85.3% Term Structure -2.5% -16.7% 1.2% -16.7% -0.3% VWIV 37.9% 30.9% 60.6% 60.3% 36.6% Skew 25d 0.3% -1.9% 2.4% 0.1% 2.4% Skew 10d 2.0% -6.4% 17.7% 17.7% 6.0% Call IV 25d 37.7% 31.6% 59.9% 58.9% 35.2% Put IV 25d 37.9% 30.4% 61.8% 59.0% 37.5% Bid-Ask Spread % 71.73 56.35 79.67 78.36 76.95 Gamma HHI 0.16 0.09 0.41 0.15 0.09 Net GEX 5.9M 683.5K 13.8M 3.2M 683.5K Net DEX -297.8M -498.2M -154.6M -154.6M -179.3M Net VEX -1.0M -1.3M -772.9K -943.8K -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.16 2.00 0.25 0.88 Total Volume 4,707.273 1,043 11,915 1,750 11,514 Total OI 48,036.727 37,367 64,759 42,709 48,255
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 2024-05-01 $186.32 $180.00 60.4% 17.3% 32.3% 100.0% 60.3% 0.1% -16.7% 3.2M -154.6M -943.8K 0.25 78.36 N/A N/A 1,402 348 25,581 17,128 2024-05-02 $186.43 $180.00 59.6% 17.1% 29.8% 98.1% 60.6% 1.9% -15.6% 3.9M -162.0M -980.5K 2.00 72.18 N/A N/A 348 695 26,822 17,358 2024-05-03 $194.71 $180.00 58.0% 16.6% 30.5% 94.3% 59.7% 1.2% -15.4% 5.4M -232.0M -952.2K 0.96 73.11 N/A N/A 790 755 26,796 17,386 2024-05-06 $197.55 $190.00 66.1% 12.5% 30.8% 100.0% 44.6% 0.1% -3.8% 5.6M -252.4M -927.0K 1.58 56.35 N/A N/A 1,289 2,037 26,831 17,731 2024-05-07 $199.56 $185.00 57.7% 11.5% 29.7% 82.5% 40.2% 0.6% -2.2% 5.5M -265.4M -913.2K 0.59 64.28 N/A N/A 2,766 1,625 26,828 19,429 2024-05-08 $207.75 $190.00 63.1% 11.5% 32.1% 93.7% 40.5% 0.7% -3.2% 6.6M -337.5M -870.7K 0.90 64.73 N/A N/A 5,441 4,898 27,215 20,468 2024-05-09 $215.16 $190.00 32.8% 9.1% 33.8% 31.1% 32.0% 0.2% -0.3% 11.0M -425.8M -772.9K 0.58 72.87 N/A N/A 7,556 4,359 29,778 22,727 2024-05-10 $215.32 $195.00 30.8% 9.1% 33.4% 26.8% 32.0% 0.6% 0.3% 7.7M -405.9M -836.9K 0.41 73.95 N/A N/A 3,326 1,379 29,027 25,113 2024-05-13 $213.27 $195.00 38.2% 9.2% 30.2% 42.1% 32.6% 0.8% 0.5% 8.2M -388.6M -832.6K 1.32 72.43 N/A N/A 3,358 4,434 31,253 25,383 2024-05-14 $216.89 $200.00 35.7% 9.4% 30.3% 37.1% 32.7% 0.5% -0.1% 8.9M -423.8M -953.4K 0.24 70.19 N/A N/A 2,147 510 33,391 26,716 2024-05-15 $223.67 $200.00 32.1% 9.2% 31.0% 29.5% 32.3% 0.3% 0.5% 13.8M -498.2M -1.0M 0.23 68.22 N/A N/A 4,545 1,029 34,961 26,934 2024-05-16 $217.50 $200.00 31.4% 9.0% 32.9% 28.2% 32.0% 0.6% -0.5% 8.3M -429.1M -1.0M 1.02 73.06 N/A N/A 2,437 2,475 35,258 27,163 2024-05-17 $210.83 $210.00 31.3% 9.0% 33.8% 27.8% 31.9% 0.4% 0.1% 11.2M -343.2M -1.1M 0.19 69.99 N/A N/A 3,315 635 35,423 29,336 2024-05-20 $214.68 $210.00 31.2% 9.0% 33.7% 27.8% 31.4% -0.1% -0.3% 2.3M -196.7M -1.1M 0.62 68.71 N/A N/A 789 489 21,214 16,153 2024-05-21 $221.36 $210.00 31.2% 8.9% 33.7% 27.8% 31.5% -0.1% -0.4% 3.6M -244.7M -1.0M 0.63 75.75 N/A N/A 1,345 846 21,488 15,994 2024-05-22 $219.83 $210.00 31.8% 9.1% 33.2% 29.0% 32.7% 0.9% -0.4% 3.6M -239.9M -1.1M 1.71 74.68 N/A N/A 925 1,578 22,215 16,353 2024-05-23 $221.81 $210.00 30.7% 8.8% 33.2% 26.6% 30.9% -1.9% 1.2% 3.5M -250.6M -1.1M 1.49 72.88 N/A N/A 1,407 2,090 22,553 17,613 2024-05-24 $229.55 $210.00 32.0% 9.2% 34.3% 29.3% 32.9% -1.7% 1.1% 5.0M -305.0M -1.1M 0.36 72.34 N/A N/A 3,816 1,365 22,779 16,895 2024-05-28 $231.17 $210.00 33.7% 9.7% 34.3% 32.8% 36.1% -1.0% 0.7% 6.1M -319.1M -1.1M 1.50 71.19 N/A N/A 1,768 2,658 24,588 17,138 2024-05-29 $220.16 $210.00 34.9% 10.0% 39.6% 35.4% 35.6% -0.2% -0.6% 3.7M -243.2M -1.2M 1.25 76.12 N/A N/A 3,175 3,964 25,193 19,106 2024-05-30 $224.29 $210.00 34.3% 9.8% 39.5% 34.0% 34.3% -0.2% 0.3% 2.7M -254.9M -1.2M 0.16 79.67 N/A N/A 1,671 261 25,092 22,143 2024-05-31 $215.47 $210.00 35.4% 10.2% 43.1% 36.5% 36.6% 2.4% -0.3% 683.5K -179.3M -1.3M 0.88 76.95 N/A N/A 6,116 5,398 26,068 22,187
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