CEG Options History — August 2024 In August 2024, CEG traded between $166.11 and $197.15. ATM implied volatility averaged 46.5%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 24.8% (HV 20d: 71.3%). Max pain ranged from $185.00 to $185.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.85.
Notable Days 2024-08-06 : Highest Volume — 17,111 contracts2024-08-06 : Largest IV drop — 35.4% change2024-08-02 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $188.29 $166.11 $197.15 $177.62 $197.15 Max Pain $185.00 $185.00 $185.00 $185.00 $185.00 ATM IV 46.5% 35.7% 82.3% 62.4% 35.7% Expected Move 12.7% 10.2% 19.3% 17.9% 10.2% HV 20d 71.3% 32.8% 83.6% 74.2% 32.8% HV 60d 57.8% 55.6% 59.3% 56.3% 55.6% IV Rank 46.5% 27.7% 100.0% 92.2% 27.7% IV Percentile 80.7% 61.1% 100.0% 99.2% 61.1% Term Structure 0.6% -13.0% 6.3% -13.0% 0.9% VWIV 45.4% 36.9% 72.2% 62.7% 36.9% Skew 25d 2.6% -3.1% 6.9% 1.5% 1.5% Skew 10d 5.2% -1.3% 12.0% 3.4% 2.9% Call IV 25d 43.6% 35.4% 76.2% 62.1% 35.4% Put IV 25d 46.2% 36.9% 73.1% 63.5% 36.9% Bid-Ask Spread % 54.57 41.20 65.32 62.12 64.62 Gamma HHI 0.10 0.08 0.24 0.10 0.08 Net GEX 1.6M -3.3M 9.3M -3.3M 613.0K Net DEX -96.7M -193.0M 138.3M 70.1M -157.2M Net VEX -2.0M -2.2M -1.7M -1.8M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.85 0.20 5.90 2.19 3.32 Total Volume 5,594.5 1,334 17,111 5,602 1,334 Total OI 82,562.545 66,907 95,453 75,223 85,040
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 2024-08-01 $177.62 $185.00 62.4% 17.9% 74.2% 92.2% 62.7% 1.5% -13.0% -3.3M 70.1M -1.8M 2.19 62.12 N/A N/A 1,757 3,845 40,401 34,822 2024-08-02 $166.11 $185.00 67.3% 19.3% 76.9% 100.0% 72.2% -3.1% -10.6% -2.9M 138.3M -1.7M 0.83 65.32 N/A N/A 7,030 5,865 40,754 35,584 2024-08-05 $169.99 $185.00 82.3% 17.5% 77.1% 100.0% 60.2% 6.9% -1.9% -1.7M 107.9M -1.8M 0.87 41.20 N/A N/A 7,141 6,190 46,397 35,871 2024-08-06 $182.56 $185.00 53.2% 13.7% 82.5% 54.8% 49.6% 4.1% 4.1% 851.6K -46.5M -2.0M 0.49 48.71 N/A N/A 11,509 5,602 49,072 36,959 2024-08-07 $180.59 $185.00 54.6% 14.2% 82.1% 57.1% 49.3% 3.9% 4.2% -822.7K -13.3M -2.1M 1.04 50.15 N/A N/A 1,734 1,799 50,140 39,138 2024-08-08 $186.83 $185.00 46.0% 13.3% 83.5% 43.7% 49.2% 3.7% 5.1% 2.4M -106.5M -2.1M 2.07 52.55 N/A N/A 1,625 3,360 50,314 40,300 2024-08-09 $189.35 $185.00 44.0% 12.7% 83.6% 40.5% 44.8% 4.1% 6.0% 3.6M -135.2M -2.1M 0.82 49.85 N/A N/A 1,645 1,351 50,589 42,224 2024-08-12 $186.54 $185.00 55.3% 13.1% 83.3% 58.0% 45.8% 3.5% 5.0% 2.1M -83.6M -2.1M 0.20 47.67 N/A N/A 1,665 341 50,423 42,988 2024-08-13 $188.74 $185.00 49.7% 12.3% 83.0% 49.5% 45.6% 3.7% 6.3% 4.3M -133.7M -2.0M 1.79 49.05 N/A N/A 2,293 4,116 50,158 42,407 2024-08-14 $186.26 $185.00 42.1% 12.1% 75.4% 37.6% 42.3% 3.5% 6.1% 4.0M -110.3M -1.9M 0.78 52.20 N/A N/A 1,813 1,421 51,343 39,985 2024-08-15 $190.81 $185.00 39.1% 11.2% 75.9% 32.9% 42.5% 2.6% -0.9% 7.5M -193.0M -1.9M 1.91 55.85 N/A N/A 2,600 4,960 52,264 40,770 2024-08-16 $189.63 $185.00 37.8% 10.8% 75.7% 30.9% 37.9% 2.4% 1.2% 9.3M -160.7M -1.9M 1.22 59.03 N/A N/A 3,017 3,666 52,051 43,402 2024-08-19 $191.76 $185.00 38.2% 11.0% 75.8% 31.6% 38.0% 2.3% 0.8% 892.9K -122.6M -2.0M 3.39 47.19 N/A N/A 1,037 3,513 36,227 30,680 2024-08-20 $191.37 $185.00 37.9% 10.9% 75.8% 31.2% 37.9% 1.5% 1.0% 354.3K -112.7M -2.0M 1.24 44.34 N/A N/A 668 831 36,754 33,985 2024-08-21 $196.28 $185.00 39.2% 11.2% 68.7% 33.1% 40.9% 2.2% 0.3% 1.5M -155.6M -2.0M 0.62 51.38 N/A N/A 3,606 2,247 36,776 34,653 2024-08-22 $195.39 $185.00 40.0% 11.5% 67.9% 34.3% 40.9% 2.0% 0.3% 1.6M -161.1M -2.2M 0.41 57.07 N/A N/A 1,118 453 39,286 36,252 2024-08-23 $195.09 $185.00 38.0% 10.9% 67.7% 31.2% 39.7% 2.0% 0.7% 1.5M -156.4M -2.1M 0.61 59.19 N/A N/A 3,517 2,134 39,661 36,501 2024-08-26 $195.42 $185.00 41.5% 11.9% 67.6% 36.8% 42.7% 2.3% -1.5% 1.9M -162.0M -2.1M 5.62 61.29 N/A N/A 564 3,167 39,281 35,992 2024-08-27 $196.92 $185.00 39.8% 11.4% 66.2% 34.1% 39.7% 2.2% -0.2% 1.3M -165.4M -2.1M 2.83 60.77 N/A N/A 948 2,685 39,209 37,486 2024-08-28 $193.91 $185.00 40.6% 11.6% 50.1% 35.3% 42.0% 2.5% -0.5% -2.8K -133.6M -2.1M 2.55 60.53 N/A N/A 754 1,924 39,545 39,960 2024-08-29 $193.99 $185.00 37.7% 10.8% 42.2% 30.8% 38.2% 1.7% 0.3% 145.4K -134.3M -2.1M 5.90 60.39 N/A N/A 904 5,330 39,882 40,850 2024-08-30 $197.15 $185.00 35.7% 10.2% 32.8% 27.7% 36.9% 1.5% 0.9% 613.0K -157.2M -2.2M 3.32 64.62 N/A N/A 309 1,025 40,333 44,707
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