CNNE Options History — November 2017

Name: CNNE Options Analytics - November 2017
Creator: Options Analysis Suite

In November 2017, CNNE traded between $17.68 and $18.39. ATM implied volatility averaged 28.3%. The 30-day expected move averaged 8.1%. Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 3 of 7 days. Put/call ratio averaged 0.00.

Notable Days

2017-11-29: Highest Volume — 17 contracts
2017-11-29: Largest IV spike — 83.9% change
2017-11-29: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.06	$17.68	$18.39	$17.70	$18.18
ATM IV	28.3%	22.3%	47.2%	25.5%	26.9%
Expected Move	8.1%	6.4%	13.5%	7.3%	7.7%
Term Structure	-6.0%	-37.6%	1.4%	0.8%	-0.8%
Skew 25d	11.5%	-18.5%	53.4%	2.7%	4.4%
Skew 10d	25.7%	-18.5%	94.8%	7.1%	6.7%
Call IV 25d	50.0%	18.7%	112.5%	26.6%	23.9%
Put IV 25d	61.5%	27.8%	111.5%	29.2%	28.2%
Bid-Ask Spread %	98.20	61.30	116.08	108.07	115.33
Gamma HHI	0.48	0.34	0.51	0.51	0.34
Net GEX	176	146	241	166	241
Net DEX	-9.0K	-10.2K	-8.3K	-8.8K	-10.2K
Net VEX	-14	-22	-12	-12	-22
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	15.571	15	17	15	17
Total OI	6.286	6	8	6	8

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI
2017-11-21	$17.70	$0.00	25.5%	7.3%	0.0%	0.0%	0.0%	2.7%	0.8%	166	-8.8K	-12	108.07	15	6
2017-11-22	$17.68	$0.00	22.3%	6.4%	0.0%	0.0%	0.0%	53.4%	1.4%	184	-8.3K	-15	61.30	15	6
2017-11-24	$18.02	$0.00	24.9%	7.1%	0.0%	0.0%	0.0%	26.5%	-5.2%	180	-8.5K	-14	68.02	15	6
2017-11-27	$18.15	$0.00	25.6%	7.3%	0.0%	0.0%	0.0%	9.1%	1.3%	156	-9.0K	-13	109.29	15	6
2017-11-28	$18.39	$0.00	25.7%	7.4%	0.0%	0.0%	0.0%	3.1%	-1.6%	158	-9.1K	-13	109.34	15	6
2017-11-29	$18.29	$0.00	47.2%	13.5%	0.0%	0.0%	0.0%	-18.5%	-37.6%	146	-9.3K	-12	116.08	17	6
2017-11-30	$18.18	$0.00	26.9%	7.7%	0.0%	0.0%	0.0%	4.4%	-0.8%	241	-10.2K	-22	115.33	17	8