Cannae Holdings, Inc. (CNNE) Options History
Historical options analytics archive for CNNE with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
CNNE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CNNE. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 17 | 126.1% | 24.7% | $12.50 | $337.8K | -$12.4M | 0.00 |
| 2026-06 | 13 | 114.4% | 23.4% | $12.50 | $383.4K | -$13.0M | 0.09 |
| 2026-05 | 17 | 68.3% | 12.3% | $10.00 | $411.4K | -$16.9M | 1.17 |
| 2026-04 | 17 | 123.6% | 32.9% | $12.50 | $378.3K | -$14.2M | 0.00 |
| 2026-03 | 20 | 84.8% | 25.2% | $12.50 | $168.6K | -$4.8M | 0.06 |
| 2026-02 | 19 | 78.7% | 24.3% | $12.50 | $8.4K | -$94.6K | 0.49 |
This archive aggregates CNNE's daily end-of-day options snapshots into monthly summaries, spanning 2017-11 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CNNE option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 126.1%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked CNNE history questions
- How much options history is available for CNNE?
- This archive holds 105 months of CNNE options analytics, spanning 2017-11 through 2026-07. Each entry is a monthly rollup of CNNE's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CNNE archive.
- What data does each monthly CNNE aggregate contain?
- Every monthly row summarizes that month of CNNE option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 126.1%, an average IV rank of 24.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.00.
- How is the CNNE options-history archive built and how often does it update?
- The archive is derived from CNNE's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CNNE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.