CEG Options History — June 2025

In June 2025, CEG traded between $291.14 and $322.82. ATM implied volatility averaged 45.1%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 6.6% (HV 20d: 38.5%). Max pain ranged from $260.00 to $310.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2025-06-03: Highest Volume — 73,601 contracts
  • 2025-06-06: Largest IV drop — 5.6% change
  • 2025-06-03: Highest IV Rank — 20.7%
  • 2025-06-03: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$306.88$291.14$322.82$313.20$322.82
Max Pain$296.00$260.00$310.00$260.00$310.00
ATM IV45.1%43.1%46.9%45.6%46.3%
Expected Move12.7%11.9%13.4%12.9%11.9%
HV 20d38.5%33.9%51.9%51.9%36.5%
HV 60d71.4%69.8%72.9%72.9%69.8%
IV Rank16.0%12.4%20.7%18.6%17.7%
IV Percentile38.8%32.9%46.4%42.5%43.7%
Term Structure1.6%-0.3%4.9%0.5%4.9%
VWIV45.0%42.3%47.8%47.1%42.6%
Skew 25d2.4%0.6%6.5%3.1%2.5%
Skew 10d7.7%-11.6%25.8%14.9%17.2%
Call IV 25d44.2%40.2%46.9%44.9%45.5%
Put IV 25d46.6%44.5%48.4%48.0%48.1%
Bid-Ask Spread %48.3941.2654.5853.0345.50
Gamma HHI0.070.050.110.080.05
Net GEX20.8M5.8M37.5M27.3M15.0M
Net DEX-1.01B-1.36B-651.4M-1.36B-941.6M
Net VEX-7.1M-7.6M-6.7M-6.7M-6.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.261.040.940.92
Total Volume15,149.24,78673,60111,01810,530
Total OI224,922.75167,997257,697214,262176,592

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$313.20$260.0045.6%12.9%51.9%18.6%47.1%3.1%0.5%27.3M-1.36B-6.7M0.9453.03N/AN/A5,6925,32693,285120,977
2025-06-03$312.58$260.0046.9%13.4%51.9%20.7%47.8%1.4%0.7%27.9M-1.35B-6.8M0.3953.25N/AN/A52,84020,76195,463122,345
2025-06-04$299.11$260.0045.1%13.4%39.5%16.2%46.6%0.9%2.4%14.1M-897.4M-7.5M0.5149.28N/AN/A15,1747,730115,583133,688
2025-06-05$291.36$300.0046.3%13.4%38.8%17.7%47.1%2.3%-0.3%7.8M-651.4M-7.6M0.6244.52N/AN/A9,8156,089120,124136,174
2025-06-06$299.40$300.0043.7%12.9%39.5%13.4%45.4%2.8%1.2%9.2M-948.2M-7.5M0.5646.50N/AN/A13,4857,586121,111136,586
2025-06-09$300.25$300.0044.3%12.9%38.9%14.4%44.9%1.9%0.7%25.0M-1.00B-7.4M0.3848.32N/AN/A9,6553,632107,822134,171
2025-06-10$291.14$300.0043.1%13.0%34.7%12.4%45.1%1.4%2.9%14.1M-711.4M-7.4M0.7149.45N/AN/A10,2287,271109,493135,523
2025-06-11$292.63$300.0044.9%13.1%33.9%15.4%45.1%3.4%0.4%15.9M-774.6M-7.4M0.2649.09N/AN/A6,9551,784112,675138,363
2025-06-12$299.92$300.0043.4%12.7%34.3%12.9%44.6%1.9%1.0%30.8M-1.04B-7.4M0.4843.13N/AN/A6,1972,966114,642139,016
2025-06-13$295.63$300.0045.0%13.0%34.7%15.6%46.2%6.5%0.5%5.8M-870.4M-7.3M0.8649.46N/AN/A6,4795,576114,971140,271
2025-06-16$308.50$300.0044.4%12.8%37.4%14.5%45.4%2.8%3.1%37.3M-1.29B-7.1M0.6045.32N/AN/A7,9484,808106,728135,364
2025-06-17$305.63$300.0045.1%12.9%37.6%15.7%46.6%2.6%2.7%34.6M-1.19B-7.1M0.7549.57N/AN/A5,7964,370108,193136,905
2025-06-18$307.01$300.0044.6%12.8%37.5%14.9%45.3%1.9%2.8%37.5M-1.25B-7.0M1.0454.58N/AN/A2,9043,025109,744138,002
2025-06-20$305.31$300.0045.8%12.9%37.0%17.0%46.1%2.8%2.7%18.6M-1.21B-6.9M0.7050.37N/AN/A4,4533,136109,999138,379
2025-06-23$314.31$300.0046.1%12.4%37.8%17.4%44.5%2.0%0.5%14.9M-839.6M-6.8M0.6345.26N/AN/A8,8635,54572,66795,330
2025-06-24$320.84$300.0044.9%12.1%37.9%15.4%42.4%2.3%0.7%22.7M-989.2M-6.8M1.0441.26N/AN/A6,8477,12576,50698,678
2025-06-25$315.63$310.0045.9%12.1%36.5%17.1%43.1%0.6%1.2%17.3M-858.1M-7.0M0.9649.63N/AN/A2,4452,34179,025103,112
2025-06-26$322.37$310.0045.4%12.0%37.2%16.2%42.3%2.6%1.9%24.5M-1.02B-6.9M0.9351.41N/AN/A4,3054,01979,251104,274
2025-06-27$319.95$310.0045.2%12.0%36.4%15.9%42.8%2.0%1.2%16.0M-947.1M-6.9M0.8848.83N/AN/A4,9304,35380,583106,840
2025-06-30$322.82$310.0046.3%11.9%36.5%17.7%42.6%2.5%4.9%15.0M-941.6M-6.8M0.9245.50N/AN/A5,4815,04974,977101,615