CEG Options History — October 2024 In October 2024, CEG traded between $261.86 and $284.94. ATM implied volatility averaged 52.9%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 7.8% (HV 20d: 60.7%). Max pain ranged from $210.00 to $250.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2024-10-09 : Highest Volume — 31,682 contracts2024-10-07 : Largest IV spike — 11.3% change2024-10-31 : Highest IV Rank — 62.9%2024-10-30 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $269.06 $261.86 $284.94 $264.09 $261.86 Max Pain $228.70 $210.00 $250.00 $240.00 $240.00 ATM IV 52.9% 42.9% 59.0% 42.9% 59.0% Expected Move 15.8% 11.5% 19.7% 11.8% 19.7% HV 20d 60.7% 38.2% 80.5% 71.6% 38.2% HV 60d 65.4% 55.3% 71.1% 69.5% 55.3% IV Rank 53.1% 37.2% 62.9% 37.2% 62.9% IV Percentile 90.4% 79.8% 96.4% 79.8% 96.4% Term Structure -0.4% -4.5% 10.1% 5.1% -2.8% VWIV 56.0% 40.3% 69.7% 42.1% 69.7% Skew 25d 2.3% 0.1% 5.9% 2.3% 4.5% Skew 10d 5.0% -1.9% 15.2% 2.9% 9.7% Call IV 25d 52.2% 42.5% 58.8% 42.9% 57.3% Put IV 25d 54.5% 43.7% 62.2% 45.2% 61.7% Bid-Ask Spread % 43.36 34.15 53.24 38.34 42.77 Gamma HHI 0.09 0.06 0.16 0.12 0.06 Net GEX 13.8M 3.5M 31.7M 13.5M 3.6M Net DEX -951.2M -1.34B -695.1M -966.8M -695.1M Net VEX -3.5M -3.7M -3.2M -3.2M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.19 2.74 0.50 1.92 Total Volume 12,223.174 2,836 31,682 15,305 7,354 Total OI 169,207.478 150,551 199,249 153,300 160,433
Daily Data (23 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 2024-10-01 $264.09 $240.00 42.9% 11.8% 71.6% 37.2% 42.1% 2.3% 5.1% 13.5M -966.8M -3.2M 0.50 38.34 N/A N/A 10,216 5,089 74,865 78,435 2024-10-02 $264.10 $250.00 43.4% 11.5% 71.8% 38.0% 40.3% 1.3% 7.1% 12.1M -945.5M -3.3M 2.74 36.11 N/A N/A 3,974 10,875 73,438 81,957 2024-10-03 $275.86 $210.00 47.5% 15.1% 71.0% 44.6% 54.4% 1.2% 5.0% 15.7M -1.15B -3.3M 0.35 39.73 N/A N/A 16,527 5,717 73,539 83,256 2024-10-04 $284.94 $210.00 47.2% 14.5% 70.0% 44.1% 51.5% 0.3% 10.1% 21.1M -1.34B -3.3M 0.24 41.95 N/A N/A 17,863 4,327 78,915 84,109 2024-10-07 $278.32 $210.00 52.5% 15.1% 71.5% 52.6% 53.2% 1.3% -1.7% 19.7M -1.19B -3.4M 0.48 48.34 N/A N/A 8,860 4,257 83,268 83,542 2024-10-08 $280.23 $210.00 50.9% 14.4% 71.6% 49.9% 53.8% 0.1% -1.5% 23.2M -1.24B -3.4M 0.57 49.51 N/A N/A 6,621 3,768 85,037 85,153 2024-10-09 $262.50 $210.00 52.0% 14.6% 77.7% 51.8% 50.4% 4.0% -1.3% 7.0M -824.9M -3.5M 0.67 49.20 N/A N/A 18,978 12,704 84,928 86,995 2024-10-10 $263.85 $220.00 50.2% 14.3% 77.8% 48.8% 51.4% 1.6% -0.3% 15.2M -896.2M -3.7M 0.75 50.14 N/A N/A 4,819 3,594 94,677 94,322 2024-10-11 $263.56 $220.00 50.3% 14.2% 77.9% 49.0% 49.5% 1.7% -0.7% 11.0M -903.0M -3.6M 1.79 53.24 N/A N/A 4,712 8,451 94,866 93,994 2024-10-14 $270.63 $220.00 49.9% 14.2% 78.0% 48.4% 50.9% 2.6% -1.5% 20.9M -1.08B -3.5M 0.73 49.58 N/A N/A 5,164 3,757 90,312 95,347 2024-10-15 $265.82 $220.00 49.7% 14.2% 78.9% 48.1% 49.9% 3.9% -0.5% 14.0M -950.5M -3.5M 0.67 52.95 N/A N/A 5,947 4,011 92,085 97,857 2024-10-16 $278.88 $220.00 53.3% 15.3% 79.5% 53.7% 54.0% 1.9% -1.6% 31.7M -1.30B -3.5M 0.31 50.59 N/A N/A 13,930 4,349 92,228 101,123 2024-10-17 $271.00 $230.00 53.1% 15.3% 80.5% 53.5% 54.0% 2.1% -0.8% 18.2M -1.06B -3.5M 0.45 48.36 N/A N/A 12,725 5,772 92,712 103,222 2024-10-18 $271.48 $230.00 55.3% 16.0% 43.7% 57.0% 55.9% 1.4% -1.3% 22.3M -1.07B -3.5M 1.45 50.59 N/A N/A 5,082 7,364 94,051 105,198 2024-10-21 $271.85 $240.00 56.0% 16.7% 43.5% 58.2% 59.3% 2.2% -2.7% 10.9M -898.2M -3.6M 0.42 34.84 N/A N/A 4,544 1,920 74,253 76,298 2024-10-22 $266.38 $240.00 57.3% 17.0% 43.9% 60.2% 59.8% 3.0% -3.0% 8.3M -789.3M -3.7M 1.28 34.15 N/A N/A 3,892 4,978 76,884 77,298 2024-10-23 $266.28 $240.00 57.9% 17.1% 42.3% 61.1% 61.9% 2.6% -4.5% 9.3M -784.6M -3.7M 1.02 36.15 N/A N/A 2,535 2,582 77,903 80,570 2024-10-24 $264.88 $240.00 57.4% 17.8% 41.2% 60.3% 62.5% 2.9% -3.7% 8.8M -758.3M -3.7M 0.19 35.53 N/A N/A 8,092 1,558 78,683 81,825 2024-10-25 $264.15 $240.00 58.5% 18.2% 41.1% 62.0% 63.5% 2.9% -3.9% 13.0M -727.8M -3.7M 0.72 38.12 N/A N/A 5,099 3,695 77,139 82,580 2024-10-28 $268.41 $240.00 57.9% 19.2% 41.3% 61.0% 66.2% 1.5% -1.5% 7.4M -824.1M -3.6M 1.66 37.02 N/A N/A 2,540 4,208 72,044 80,850 2024-10-29 $266.89 $240.00 55.9% 18.8% 41.1% 58.0% 65.4% 1.5% -0.6% 6.4M -793.8M -3.5M 0.51 40.07 N/A N/A 1,874 962 72,832 84,359 2024-10-30 $262.38 $240.00 58.0% 19.7% 41.6% 61.2% 67.6% 5.9% -2.1% 3.5M -698.3M -3.5M 0.22 40.02 N/A N/A 4,784 1,063 73,547 84,843 2024-10-31 $261.86 $240.00 59.0% 19.7% 38.2% 62.9% 69.7% 4.5% -2.8% 3.6M -695.1M -3.5M 1.92 42.77 N/A N/A 2,518 4,836 74,961 85,472
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