CEG Options History — June 2024

In June 2024, CEG traded between $198.29 and $222.50. ATM implied volatility averaged 40.8%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 8.7% (HV 20d: 49.5%). Max pain ranged from $210.00 to $210.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.99.

Notable Days

2024-06-03: Highest Volume — 10,699 contracts
2024-06-10: Largest IV spike — 11.7% change
2024-06-10: Highest IV Rank — 52.5%
2024-06-14: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$212.45	$198.29	$222.50	$207.38	$203.71
Max Pain	$210.00	$210.00	$210.00	$210.00	$210.00
ATM IV	40.8%	37.4%	43.2%	37.4%	41.0%
Expected Move	11.7%	10.7%	12.1%	10.7%	11.8%
HV 20d	49.5%	43.8%	53.1%	43.8%	50.2%
HV 60d	39.8%	36.6%	41.8%	38.0%	41.7%
IV Rank	47.6%	40.4%	52.5%	40.4%	48.1%
IV Percentile	89.9%	86.5%	92.9%	89.7%	88.1%
Term Structure	3.9%	-1.7%	6.0%	-0.5%	4.9%
VWIV	41.3%	38.4%	43.2%	38.4%	41.3%
Skew 25d	0.7%	-0.5%	3.0%	2.2%	0.3%
Skew 10d	1.4%	-7.7%	6.6%	6.6%	1.7%
Call IV 25d	41.0%	37.3%	43.2%	37.3%	41.5%
Put IV 25d	41.8%	39.3%	43.5%	39.5%	41.8%
Bid-Ask Spread %	69.85	63.40	78.16	75.78	65.25
Gamma HHI	0.11	0.09	0.30	0.11	0.12
Net GEX	265.0K	-6.5M	13.5M	-3.0M	-6.5M
Net DEX	-201.6M	-347.8M	-31.1M	-96.5M	-45.9M
Net VEX	-2.0M	-2.5M	-1.4M	-1.4M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.13	3.10	0.13	1.08
Total Volume	5,336.421	3,308	10,699	10,699	4,876
Total OI	70,080.632	53,158	81,085	53,158	71,312

Daily Data (19 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
2024-06-03	$207.38	$210.00	37.4%	10.7%	43.8%	40.4%	38.4%	2.2%	-0.5%	-3.0M	-96.5M	-1.4M	0.13	75.78	N/A	N/A	9,505	1,194	27,433	25,725
2024-06-04	$202.88	$210.00	38.8%	11.1%	44.4%	43.5%	38.9%	3.0%	-1.5%	-2.4M	-92.0M	-1.8M	0.62	70.59	N/A	N/A	3,264	2,033	35,699	26,079
2024-06-05	$209.72	$210.00	39.5%	11.3%	45.8%	45.0%	39.7%	-0.5%	-1.7%	-534.9K	-169.7M	-1.8M	0.63	78.16	N/A	N/A	2,032	1,276	35,824	26,773
2024-06-06	$201.41	$210.00	41.6%	11.6%	45.9%	49.2%	41.1%	2.6%	3.4%	-3.5M	-59.8M	-1.8M	1.40	73.64	N/A	N/A	2,082	2,911	36,393	29,159
2024-06-07	$198.29	$210.00	38.6%	11.4%	44.0%	43.1%	40.5%	1.8%	4.6%	-4.0M	-31.1M	-1.8M	1.17	73.80	N/A	N/A	2,922	3,420	37,220	29,250
2024-06-10	$213.68	$210.00	43.2%	11.9%	52.2%	52.5%	42.2%	0.2%	4.1%	91.8K	-228.9M	-2.2M	0.52	73.62	N/A	N/A	4,211	2,205	39,414	32,066
2024-06-11	$218.31	$210.00	42.4%	11.8%	52.6%	51.0%	41.6%	-0.0%	4.4%	2.3M	-306.3M	-2.3M	0.27	71.01	N/A	N/A	3,022	814	41,204	33,406
2024-06-12	$217.30	$210.00	40.3%	11.6%	52.3%	46.6%	41.6%	0.1%	5.7%	2.0M	-299.0M	-2.3M	0.59	74.20	N/A	N/A	2,477	1,455	42,449	33,580
2024-06-13	$219.89	$210.00	41.9%	12.0%	51.3%	49.9%	42.3%	0.5%	4.2%	3.4M	-347.8M	-2.5M	0.30	72.80	N/A	N/A	3,782	1,121	43,948	34,541
2024-06-14	$214.68	$210.00	42.2%	12.1%	51.0%	50.5%	42.5%	0.8%	5.3%	918.8K	-281.1M	-2.5M	0.20	74.47	N/A	N/A	7,916	1,606	46,265	34,820
2024-06-17	$212.26	$210.00	41.8%	12.0%	49.9%	49.7%	43.0%	0.7%	4.8%	-1.5M	-210.4M	-2.1M	0.25	66.85	N/A	N/A	3,595	914	41,330	34,841
2024-06-18	$220.56	$210.00	41.8%	12.0%	51.4%	49.7%	42.7%	-0.5%	5.1%	4.4M	-305.4M	-2.0M	0.75	67.45	N/A	N/A	2,422	1,811	39,952	34,704
2024-06-20	$222.50	$210.00	42.2%	12.1%	50.3%	50.5%	43.2%	0.3%	5.6%	6.4M	-336.3M	-2.0M	0.79	64.81	N/A	N/A	3,459	2,720	40,259	34,971
2024-06-21	$220.03	$210.00	40.7%	11.7%	50.4%	47.3%	41.3%	0.9%	6.0%	13.5M	-303.2M	-2.0M	0.93	65.20	N/A	N/A	1,744	1,630	40,714	35,713
2024-06-24	$216.87	$210.00	41.0%	11.8%	50.5%	48.0%	42.5%	0.3%	5.1%	630.6K	-231.1M	-2.0M	2.53	64.62	N/A	N/A	969	2,448	34,327	28,759
2024-06-25	$221.80	$210.00	38.9%	11.2%	49.6%	43.7%	40.2%	-0.1%	5.8%	1.3M	-277.5M	-1.9M	3.10	65.80	N/A	N/A	1,124	3,489	34,441	30,658
2024-06-26	$209.66	$210.00	41.3%	11.8%	53.1%	48.6%	41.6%	0.7%	4.2%	-3.6M	-129.6M	-2.0M	1.15	63.40	N/A	N/A	2,476	2,843	34,991	33,541
2024-06-27	$205.64	$210.00	40.3%	11.6%	50.8%	46.5%	41.0%	0.3%	4.8%	-4.9M	-79.1M	-2.0M	2.45	65.66	N/A	N/A	1,631	3,993	35,739	34,032
2024-06-28	$203.71	$210.00	41.0%	11.8%	50.2%	48.1%	41.3%	0.3%	4.9%	-6.5M	-45.9M	-2.0M	1.08	65.25	N/A	N/A	2,340	2,536	36,045	35,267