CEG Options History — September 2025 In September 2025, CEG traded between $299.56 and $345.59. ATM implied volatility averaged 42.8%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 11.0% (HV 20d: 31.8%). Max pain ranged from $300.00 to $330.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.90.
Notable Days 2025-09-10 : Highest Volume — 24,039 contracts2025-09-10 : Largest IV spike — 6.4% change2025-09-29 : Highest IV Rank — 15.4%2025-09-29 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $321.98 $299.56 $345.59 $307.33 $329.60 Max Pain $314.17 $300.00 $330.00 $300.00 $327.50 ATM IV 42.8% 39.4% 46.1% 40.8% 45.2% Expected Move 12.3% 11.3% 13.2% 11.9% 13.1% HV 20d 31.8% 24.1% 39.4% 26.5% 37.0% HV 60d 33.8% 32.8% 34.7% 33.6% 34.0% IV Rank 9.9% 5.6% 15.4% 8.5% 13.7% IV Percentile 25.6% 6.0% 41.3% 13.9% 36.5% Term Structure 0.1% -1.8% 2.5% 0.4% 2.1% VWIV 43.2% 39.8% 47.4% 41.1% 46.6% Skew 25d 2.5% -0.3% 7.5% 7.5% 0.7% Skew 10d 10.8% -13.1% 28.0% 27.3% 12.0% Call IV 25d 41.8% 37.2% 45.8% 38.2% 45.6% Put IV 25d 44.3% 41.1% 47.0% 45.8% 46.4% Bid-Ask Spread % 46.88 33.04 64.62 60.72 42.88 Gamma HHI 0.09 0.05 0.33 0.08 0.06 Net GEX 5.8M -43.0M 52.6M -11.6M 2.6M Net DEX -541.8M -946.3M -74.0M -241.1M -499.9M Net VEX -6.5M -6.8M -6.2M -6.4M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.43 1.64 0.86 0.66 Total Volume 8,956.714 3,278 24,039 6,989 3,278 Total OI 178,590.095 149,622 198,483 175,091 162,225
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 2025-09-02 $307.33 $300.00 40.8% 11.9% 26.5% 8.5% 41.1% 7.5% 0.4% -11.6M -241.1M -6.4M 0.86 60.72 N/A N/A 3,759 3,230 71,589 103,502 2025-09-03 $307.89 $300.00 39.4% 11.5% 24.2% 6.2% 40.1% 5.1% -0.8% -10.4M -263.7M -6.4M 1.29 64.62 N/A N/A 1,913 2,467 73,385 105,133 2025-09-04 $309.22 $320.00 39.4% 11.3% 24.1% 6.2% 39.8% 3.8% -0.1% -7.6M -302.5M -6.4M 1.20 51.44 N/A N/A 1,919 2,299 74,141 105,500 2025-09-05 $299.67 $310.00 40.7% 11.6% 25.8% 6.0% 40.5% 5.4% -1.2% -43.0M -74.0M -6.2M 1.64 51.19 N/A N/A 5,080 8,325 75,259 105,942 2025-09-08 $299.56 $310.00 40.5% 11.7% 25.8% 5.6% 40.4% 3.3% 0.3% -10.6M -121.2M -6.2M 0.81 48.11 N/A N/A 4,086 3,320 73,368 103,909 2025-09-09 $302.12 $310.00 40.7% 11.7% 26.1% 6.0% 40.3% 3.0% 0.1% -8.2M -195.4M -6.2M 0.94 48.95 N/A N/A 3,472 3,247 75,645 105,730 2025-09-10 $319.83 $310.00 43.3% 12.4% 33.1% 10.5% 44.0% 2.1% -0.2% 9.2M -654.3M -6.5M 0.90 52.97 N/A N/A 12,674 11,365 77,083 108,870 2025-09-11 $317.87 $310.00 42.2% 12.2% 31.0% 8.5% 42.8% 1.8% 0.3% 9.2M -585.9M -6.5M 0.43 48.67 N/A N/A 5,266 2,280 81,393 112,688 2025-09-12 $324.25 $310.00 41.5% 12.0% 31.9% 7.4% 42.1% 2.5% 0.3% 52.6M -781.7M -6.5M 0.68 43.56 N/A N/A 6,544 4,480 82,441 113,826 2025-09-15 $329.50 $310.00 42.4% 12.1% 31.6% 9.0% 42.7% 1.9% -0.9% 16.2M -852.4M -6.5M 0.96 47.09 N/A N/A 4,890 4,672 80,198 110,311 2025-09-16 $323.43 $310.00 43.5% 12.5% 32.4% 10.9% 43.2% 1.9% -1.8% 10.2M -680.3M -6.5M 0.62 55.17 N/A N/A 4,403 2,738 82,115 111,695 2025-09-17 $321.96 $310.00 42.7% 12.3% 31.6% 9.5% 43.0% 2.1% -1.0% 9.7M -667.8M -6.6M 0.77 54.18 N/A N/A 2,335 1,804 83,072 113,046 2025-09-18 $323.06 $310.00 43.3% 12.4% 31.5% 10.5% 43.3% 1.5% -0.9% 13.2M -697.0M -6.6M 0.44 51.27 N/A N/A 4,187 1,851 83,260 113,835 2025-09-19 $330.85 $310.00 43.2% 12.4% 32.4% 10.3% 42.8% 2.3% 0.2% 39.9M -946.3M -6.5M 0.57 52.44 N/A N/A 7,442 4,263 84,030 114,453 2025-09-22 $345.59 $310.00 44.8% 12.8% 35.1% 13.1% 46.0% 0.9% 0.1% 15.4M -837.1M -6.4M 0.69 33.26 N/A N/A 9,082 6,251 60,559 89,063 2025-09-23 $338.13 $320.00 45.0% 13.1% 36.4% 13.4% 46.4% 1.9% 1.0% 14.7M -713.1M -6.6M 1.45 33.53 N/A N/A 4,449 6,450 64,803 92,295 2025-09-24 $339.27 $320.00 45.0% 13.1% 36.0% 13.3% 45.9% -0.3% -0.3% 12.5M -723.7M -6.7M 0.83 33.04 N/A N/A 3,718 3,093 65,994 96,795 2025-09-25 $325.96 $330.00 45.2% 13.0% 39.2% 13.7% 45.9% 1.7% 0.9% -2.2M -407.9M -6.8M 0.90 38.91 N/A N/A 4,519 4,066 67,788 98,780 2025-09-26 $331.71 $330.00 43.6% 12.4% 39.4% 11.0% 43.7% 1.4% 0.3% 5.8M -543.7M -6.8M 0.86 37.52 N/A N/A 4,932 4,251 67,962 99,642 2025-09-29 $334.74 $330.00 46.1% 13.2% 36.4% 15.4% 47.4% 1.4% 2.5% 5.2M -588.7M -6.7M 1.41 34.95 N/A N/A 4,013 5,678 63,519 95,548 2025-09-30 $329.60 $327.50 45.2% 13.1% 37.0% 13.7% 46.6% 0.7% 2.1% 2.6M -499.9M -6.7M 0.66 42.88 N/A N/A 1,970 1,308 65,495 96,730
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