CEG Options History — March 2026 In March 2026, CEG traded between $277.22 and $330.29. ATM implied volatility averaged 55.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 4.5% (HV 20d: 50.8%). Max pain ranged from $290.00 to $300.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.87.
Notable Days 2026-03-31 : Highest Volume — 18,614 contracts2026-03-20 : Largest IV spike — 8.8% change2026-03-30 : Highest IV Rank — 34.6%2026-03-12 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $308.17 $277.22 $330.29 $329.71 $277.22 Max Pain $299.52 $290.00 $300.00 $290.00 $300.00 ATM IV 55.3% 52.7% 58.4% 53.0% 53.7% Expected Move 15.7% 14.6% 17.2% 15.2% 15.4% HV 20d 50.8% 38.6% 68.3% 51.7% 67.0% HV 60d 53.0% 47.7% 58.5% 52.3% 58.5% IV Rank 29.1% 24.5% 34.6% 24.9% 26.2% IV Percentile 73.2% 58.7% 89.3% 59.5% 65.1% Term Structure -1.0% -4.3% 1.7% -1.2% 1.7% VWIV 54.8% 51.0% 62.6% 53.5% 51.0% Skew 25d 6.4% 3.6% 10.8% 4.0% 6.2% Skew 10d 13.9% 3.0% 24.9% 9.2% 14.9% Call IV 25d 52.0% 48.1% 55.7% 51.6% 48.1% Put IV 25d 58.4% 54.3% 62.7% 55.6% 54.3% Bid-Ask Spread % 34.00 14.15 63.50 63.50 24.60 Gamma HHI 0.05 0.04 0.11 0.05 0.05 Net GEX 2.6M -28.8M 18.0M 15.3M -16.3M Net DEX -105.7M -727.5M 757.7M -727.5M 662.2M Net VEX -8.9M -9.6M -7.7M -9.6M -7.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.44 1.59 0.64 0.85 Total Volume 8,887.143 4,489 18,614 8,775 18,614 Total OI 206,801.19 182,316 221,639 205,493 198,393
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 2026-03-02 $329.71 $290.00 53.0% 15.2% 51.7% 24.9% 53.5% 4.0% -1.2% 15.3M -727.5M -9.6M 0.64 63.50 N/A N/A 5,337 3,438 92,320 113,173 2026-03-03 $325.82 $300.00 55.6% 15.5% 49.9% 29.5% 53.5% 6.4% -2.7% 13.1M -614.9M -9.6M 0.44 61.03 N/A N/A 4,849 2,137 94,022 114,929 2026-03-04 $322.89 $300.00 54.3% 14.6% 49.5% 27.3% 51.9% 5.5% -2.9% 12.9M -550.4M -9.5M 0.52 61.86 N/A N/A 3,524 1,824 94,265 115,749 2026-03-05 $330.29 $300.00 54.1% 14.7% 41.3% 27.0% 52.4% 6.3% -2.7% 18.0M -705.2M -9.5M 0.89 58.61 N/A N/A 3,239 2,887 94,716 116,554 2026-03-06 $319.73 $300.00 56.5% 15.8% 43.4% 31.2% 55.8% 6.3% -4.3% 11.0M -434.9M -9.5M 1.59 62.61 N/A N/A 2,697 4,283 96,301 118,659 2026-03-09 $322.15 $300.00 56.9% 15.6% 39.1% 32.0% 54.2% 10.8% -1.9% 9.1M -442.6M -9.3M 0.69 58.26 N/A N/A 4,583 3,157 91,838 115,008 2026-03-10 $317.69 $300.00 53.4% 15.3% 38.6% 25.8% 52.8% 6.8% -0.5% 7.7M -344.3M -9.2M 1.08 60.30 N/A N/A 3,664 3,969 93,465 116,172 2026-03-11 $300.07 $300.00 57.3% 15.8% 44.9% 32.6% 53.7% 5.2% -1.9% -6.4M 148.7M -9.0M 0.72 55.32 N/A N/A 9,108 6,578 94,250 118,029 2026-03-12 $302.42 $300.00 57.5% 17.2% 44.8% 32.9% 55.1% 3.7% -2.1% -4.8M 74.7M -9.1M 1.02 15.41 N/A N/A 2,588 2,641 98,192 120,181 2026-03-13 $301.13 $300.00 56.7% 16.4% 44.8% 31.6% 54.2% 6.0% -2.1% -7.4M 117.0M -9.0M 0.94 20.68 N/A N/A 2,976 2,798 98,836 121,359 2026-03-16 $305.06 $300.00 54.4% 15.8% 42.5% 27.5% 53.6% 6.8% 0.4% -1.5M 21.2M -8.8M 0.64 14.15 N/A N/A 4,461 2,875 94,314 118,137 2026-03-17 $308.16 $300.00 52.7% 15.2% 40.6% 24.5% 54.1% 5.4% -2.6% 2.2M -67.0M -8.7M 0.91 16.09 N/A N/A 2,346 2,143 95,857 119,114 2026-03-18 $320.08 $300.00 52.9% 15.2% 41.8% 24.8% 52.4% 6.5% -0.5% 13.7M -438.8M -8.8M 0.62 15.14 N/A N/A 4,966 3,055 96,475 119,819 2026-03-19 $317.67 $300.00 53.0% 14.8% 41.6% 25.1% 53.3% 7.5% 0.6% 12.1M -354.5M -8.8M 1.09 14.87 N/A N/A 3,283 3,576 98,364 120,576 2026-03-20 $277.99 $300.00 57.7% 16.6% 64.0% 33.3% 58.1% 4.8% 0.4% -28.8M 757.7M -7.9M 1.28 16.48 N/A N/A 7,760 9,899 99,079 122,560 2026-03-24 $296.52 $300.00 55.9% 15.8% 68.3% 30.1% 56.3% 8.7% 0.7% -2.2M 209.2M -8.4M 0.68 17.37 N/A N/A 3,872 2,649 78,720 103,596 2026-03-25 $301.86 $300.00 54.7% 15.6% 65.2% 28.0% 56.1% 3.6% 0.8% 3.3M 73.5M -8.5M 0.82 20.99 N/A N/A 4,237 3,478 81,073 104,785 2026-03-26 $296.36 $300.00 55.4% 16.0% 62.8% 29.3% 56.8% 7.6% -0.0% -1.1M 201.0M -8.4M 1.56 22.99 N/A N/A 3,405 5,327 82,683 104,869 2026-03-27 $300.63 $300.00 57.4% 16.3% 63.1% 32.8% 59.5% 10.6% -0.1% 2.6M 68.7M -8.6M 0.53 16.31 N/A N/A 11,241 6,000 83,532 108,439 2026-03-30 $298.06 $300.00 58.4% 16.8% 62.6% 34.6% 62.6% 5.4% 0.1% 1.8M 127.3M -8.6M 0.68 17.31 N/A N/A 4,272 2,894 85,231 109,191 2026-03-31 $277.22 $300.00 53.7% 15.4% 67.0% 26.2% 51.0% 6.2% 1.7% -16.3M 662.2M -7.7M 0.85 24.60 N/A N/A 10,074 8,540 88,056 110,337
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