CEG Options History — July 2024 In July 2024, CEG traded between $168.46 and $218.75. ATM implied volatility averaged 48.6%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 2.9% (HV 20d: 45.7%). Max pain ranged from $185.00 to $210.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.22.
Notable Days 2024-07-31 : Highest Volume — 13,668 contracts2024-07-10 : Largest IV spike — 17.1% change2024-07-31 : Highest IV Rank — 90.4%2024-07-31 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $197.03 $168.46 $218.75 $205.28 $190.81 Max Pain $198.18 $185.00 $210.00 $210.00 $185.00 ATM IV 48.6% 38.8% 61.5% 41.0% 61.5% Expected Move 14.2% 11.1% 17.6% 11.8% 17.6% HV 20d 45.7% 32.7% 70.9% 48.6% 70.9% HV 60d 43.7% 39.4% 54.4% 41.1% 54.4% IV Rank 63.7% 43.4% 90.4% 48.1% 90.4% IV Percentile 92.6% 83.3% 99.2% 88.1% 99.2% Term Structure -4.6% -13.6% 6.6% 4.9% -13.6% VWIV 50.0% 39.3% 62.0% 42.3% 62.0% Skew 25d 1.1% -0.3% 2.9% 0.5% 0.4% Skew 10d 2.2% -0.5% 5.4% 1.0% 1.8% Call IV 25d 49.6% 39.2% 61.7% 41.4% 61.7% Put IV 25d 50.6% 38.9% 62.1% 42.0% 62.1% Bid-Ask Spread % 58.65 50.14 69.59 68.99 58.63 Gamma HHI 0.14 0.09 0.48 0.13 0.09 Net GEX -4.0M -17.7M 2.7M -6.4M 1.2M Net DEX -45.0M -287.2M 278.4M -72.5M -103.4M Net VEX -1.7M -2.0M -1.4M -2.0M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.21 4.97 1.14 0.53 Total Volume 4,971.545 858 13,668 5,461 13,668 Total OI 74,762.182 55,958 88,673 73,722 74,050
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 2024-07-01 $205.28 $210.00 41.0% 11.8% 48.6% 48.1% 42.3% 0.5% 4.9% -6.4M -72.5M -2.0M 1.14 68.99 N/A N/A 2,551 2,910 37,225 36,497 2024-07-02 $206.33 $210.00 38.8% 11.1% 46.7% 43.4% 39.3% -0.3% 6.6% -5.5M -97.6M -1.9M 1.24 69.59 N/A N/A 1,042 1,294 38,189 35,796 2024-07-03 $210.50 $210.00 39.2% 11.2% 46.5% 44.4% 39.5% -0.2% 6.1% -3.7M -160.7M -2.0M 0.51 69.05 N/A N/A 567 291 38,692 36,226 2024-07-05 $211.08 $200.00 38.8% 13.1% 45.0% 43.4% 46.2% 0.3% -1.1% -3.5M -169.9M -1.9M 2.24 59.13 N/A N/A 713 1,597 38,922 36,269 2024-07-08 $215.19 $200.00 39.3% 13.1% 42.8% 44.4% 46.3% 0.1% -2.0% -1.7M -229.4M -1.9M 1.09 56.92 N/A N/A 1,513 1,652 38,952 36,955 2024-07-09 $215.76 $200.00 39.6% 13.4% 42.2% 45.1% 47.1% 0.4% -2.5% -1.2M -238.0M -1.9M 0.21 56.74 N/A N/A 4,984 1,028 39,298 37,056 2024-07-10 $218.75 $200.00 46.4% 13.3% 33.3% 59.2% 46.9% 0.1% -2.7% 2.2M -287.2M -1.9M 0.90 55.53 N/A N/A 901 810 42,782 37,122 2024-07-11 $216.39 $200.00 45.6% 13.1% 32.7% 57.5% 46.2% 1.2% -2.6% 217.6K -250.1M -1.8M 0.83 55.84 N/A N/A 901 751 42,708 37,561 2024-07-12 $218.54 $200.00 44.9% 12.9% 32.9% 56.0% 46.6% 2.9% -2.7% 2.7M -286.3M -1.8M 0.73 56.60 N/A N/A 1,676 1,217 42,812 37,802 2024-07-15 $212.43 $200.00 46.4% 13.3% 34.1% 59.2% 46.8% 1.2% -3.9% -3.3M -194.0M -1.7M 4.97 61.29 N/A N/A 918 4,561 42,803 38,221 2024-07-16 $206.05 $200.00 46.2% 13.3% 34.7% 58.8% 48.0% 0.9% -4.0% -11.8M -62.9M -1.7M 3.28 63.76 N/A N/A 1,618 5,313 42,845 42,089 2024-07-17 $186.75 $200.00 49.7% 14.2% 48.7% 65.9% 50.0% 1.6% -5.2% -12.9M 278.4M -1.5M 1.24 61.00 N/A N/A 3,910 4,833 43,400 45,273 2024-07-18 $186.34 $200.00 51.2% 14.7% 45.8% 69.0% 51.2% 1.7% -6.1% -10.6M 209.5M -1.5M 1.82 56.20 N/A N/A 4,817 8,775 45,256 41,610 2024-07-19 $189.24 $200.00 50.2% 14.4% 46.2% 66.9% 50.6% 1.6% -5.8% -17.7M 134.8M -1.6M 0.83 54.79 N/A N/A 2,167 1,806 47,539 39,832 2024-07-22 $190.52 $200.00 52.1% 14.9% 46.5% 71.0% 52.6% 2.1% -7.8% -1.5M -12.6M -1.6M 0.72 50.31 N/A N/A 1,600 1,154 31,650 24,308 2024-07-23 $191.28 $200.00 49.9% 14.3% 46.5% 66.4% 50.4% 1.2% -7.0% -1.5M -17.3M -1.7M 0.86 57.38 N/A N/A 714 611 32,279 24,976 2024-07-24 $175.22 $200.00 55.0% 15.8% 53.4% 76.9% 55.2% 0.6% -8.7% -3.0M 97.5M -1.4M 1.64 60.60 N/A N/A 3,644 5,965 32,299 25,513 2024-07-25 $171.07 $190.00 58.8% 16.9% 51.0% 84.8% 57.9% 2.6% -10.9% -3.6M 139.1M -1.5M 0.26 50.14 N/A N/A 6,356 1,625 34,808 30,488 2024-07-26 $175.07 $185.00 56.1% 16.1% 52.2% 79.2% 57.0% 2.5% -9.4% -2.1M 84.2M -1.7M 0.86 51.73 N/A N/A 1,373 1,183 39,202 31,405 2024-07-29 $173.69 $185.00 58.8% 16.8% 52.2% 84.7% 58.9% 1.6% -11.8% -2.4M 102.1M -1.6M 0.36 55.64 N/A N/A 1,403 510 39,428 32,060 2024-07-30 $168.46 $185.00 60.0% 17.2% 52.5% 87.3% 59.6% 1.1% -12.0% -2.7M 147.1M -1.5M 0.59 60.42 N/A N/A 2,798 1,654 40,195 32,375 2024-07-31 $190.81 $185.00 61.5% 17.6% 70.9% 90.4% 62.0% 0.4% -13.6% 1.2M -103.4M -1.9M 0.53 58.63 N/A N/A 8,912 4,756 41,564 32,486
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