CEG Options History — December 2024 In December 2024, CEG traded between $223.65 and $255.76. ATM implied volatility averaged 42.0%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 4.0% (HV 20d: 45.9%). Max pain ranged from $210.00 to $247.50. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.39.
Notable Days 2024-12-09 : Highest Volume — 19,498 contracts2024-12-18 : Largest IV spike — 8.8% change2024-12-19 : Highest IV Rank — 43.4%2024-12-19 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $236.58 $223.65 $255.76 $250.38 $223.65 Max Pain $218.69 $210.00 $247.50 $245.00 $220.00 ATM IV 42.0% 38.4% 49.0% 38.4% 40.7% Expected Move 12.3% 11.5% 14.2% 12.2% 11.9% HV 20d 45.9% 31.7% 66.3% 66.3% 31.7% HV 60d 54.8% 46.5% 63.1% 62.1% 46.5% IV Rank 31.4% 25.7% 43.4% 25.7% 29.2% IV Percentile 60.2% 45.2% 79.0% 45.2% 52.0% Term Structure 0.3% -2.5% 3.8% 3.8% 0.3% VWIV 43.7% 40.9% 49.6% 43.0% 41.7% Skew 25d 0.4% -1.9% 2.5% 2.4% 0.6% Skew 10d 0.3% -12.9% 15.1% 3.0% -3.9% Call IV 25d 42.3% 38.1% 49.4% 38.6% 41.0% Put IV 25d 42.6% 39.3% 50.5% 41.0% 41.6% Bid-Ask Spread % 62.74 52.58 73.41 52.58 57.29 Gamma HHI 0.09 0.07 0.14 0.07 0.14 Net GEX -6.7M -18.4M 11.7M 5.8M -16.6M Net DEX -159.5M -575.4M 130.7M -459.9M 66.8M Net VEX -3.5M -3.8M -3.2M -3.3M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.39 0.40 3.96 1.01 3.96 Total Volume 6,510 2,727 19,498 3,668 7,536 Total OI 157,505.524 143,991 173,798 143,991 153,430
Daily Data (21 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 2024-12-02 $250.38 $245.00 38.4% 12.2% 66.3% 25.7% 43.0% 2.4% 3.8% 5.8M -459.9M -3.3M 1.01 52.58 N/A N/A 1,823 1,845 62,760 81,231 2024-12-03 $249.11 $245.00 39.3% 11.8% 46.2% 27.2% 41.9% -1.4% 0.0% 4.6M -425.3M -3.4M 0.64 55.90 N/A N/A 2,010 1,278 63,251 82,357 2024-12-04 $253.35 $247.50 39.3% 12.0% 45.5% 26.8% 41.9% -0.7% 1.0% 8.4M -505.7M -3.4M 0.42 56.78 N/A N/A 3,854 1,602 63,896 82,858 2024-12-05 $255.76 $210.00 38.7% 11.8% 45.6% 25.9% 41.5% -0.9% 2.2% 11.7M -575.4M -3.2M 0.97 62.77 N/A N/A 1,505 1,455 64,572 83,703 2024-12-06 $253.45 $210.00 39.8% 11.6% 44.7% 27.7% 41.4% 1.2% 0.4% 7.9M -522.9M -3.2M 0.65 64.97 N/A N/A 3,291 2,140 64,646 84,444 2024-12-09 $239.71 $210.00 41.2% 12.1% 49.0% 30.1% 42.8% -0.8% 0.9% -1.4M -227.3M -3.2M 2.73 69.49 N/A N/A 5,234 14,264 63,798 82,129 2024-12-10 $231.82 $210.00 43.0% 12.4% 50.4% 33.2% 44.2% 2.1% -1.1% -10.2M -46.3M -3.4M 1.18 63.97 N/A N/A 8,833 10,446 66,545 88,659 2024-12-11 $236.95 $210.00 41.5% 12.3% 49.4% 30.7% 43.7% 0.6% 1.3% -9.3M -152.4M -3.7M 0.84 66.00 N/A N/A 3,486 2,939 68,635 96,054 2024-12-12 $240.71 $210.00 41.2% 12.3% 49.5% 30.1% 43.9% -0.2% 1.7% -5.1M -250.4M -3.7M 0.62 67.25 N/A N/A 3,775 2,339 69,173 96,638 2024-12-13 $239.45 $210.00 42.0% 12.4% 49.5% 31.5% 43.5% 0.2% 1.7% -6.3M -189.9M -3.8M 0.71 68.79 N/A N/A 2,028 1,447 69,935 97,322 2024-12-16 $240.82 $210.00 43.2% 12.5% 49.3% 33.6% 45.1% -0.3% -0.5% -5.6M -260.7M -3.6M 2.56 70.80 N/A N/A 1,715 4,398 67,804 95,389 2024-12-17 $233.57 $210.00 43.9% 12.6% 50.1% 34.6% 44.9% -0.1% -0.8% -12.1M -75.9M -3.6M 1.24 69.87 N/A N/A 2,270 2,819 68,563 98,487 2024-12-18 $225.44 $210.00 47.7% 13.7% 51.3% 41.1% 48.0% -0.2% -2.5% -18.4M 130.7M -3.7M 3.62 73.41 N/A N/A 2,451 8,884 68,951 100,087 2024-12-19 $226.49 $220.00 49.0% 14.2% 51.2% 43.4% 49.6% 1.1% -2.2% -17.7M 112.3M -3.8M 0.83 70.34 N/A N/A 2,668 2,208 70,094 103,704 2024-12-20 $228.12 $220.00 45.6% 13.3% 44.6% 37.5% 49.5% 1.4% -2.4% -15.5M 43.0M -3.7M 0.40 63.45 N/A N/A 6,433 2,551 70,841 102,814 2024-12-23 $228.45 $220.00 43.1% 12.4% 44.6% 33.4% 43.6% 2.5% 0.1% -10.1M -14.8M -3.6M 1.29 56.82 N/A N/A 1,922 2,487 61,759 92,134 2024-12-24 $229.00 $220.00 40.6% 11.5% 44.6% 29.0% 41.6% -0.0% 1.3% -10.4M -22.7M -3.5M 2.70 58.18 N/A N/A 738 1,989 61,890 93,659 2024-12-26 $228.75 $217.50 40.3% 11.7% 35.9% 28.6% 40.9% 1.0% 0.9% -10.4M -34.6M -3.4M 0.77 55.17 N/A N/A 1,558 1,195 62,081 94,232 2024-12-27 $225.91 $217.50 40.9% 11.9% 33.0% 29.6% 41.8% 1.3% 1.7% -15.5M 54.6M -3.5M 0.71 58.02 N/A N/A 1,866 1,330 62,321 94,677 2024-12-30 $227.25 $220.00 41.7% 11.9% 32.3% 31.0% 43.6% -1.9% -0.9% -13.8M 7.8M -3.3M 1.39 55.61 N/A N/A 1,714 2,384 59,581 92,512 2024-12-31 $223.65 $220.00 40.7% 11.9% 31.7% 29.2% 41.7% 0.6% 0.3% -16.6M 66.8M -3.3M 3.96 57.29 N/A N/A 1,519 6,017 60,235 93,195
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