CNNE Options History — February 2019

In February 2019, CNNE traded between $19.72 and $22.97. ATM implied volatility averaged 31.7%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 13.1% (HV 20d: 18.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.07.

Notable Days

2019-02-22: Highest Volume — 147 contracts
2019-02-06: Largest IV spike — 67.2% change
2019-02-25: Highest IV Rank — 34.6%
2019-02-25: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.66	$19.72	$22.97	$19.72	$22.97
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	31.7%	16.2%	51.0%	22.2%	40.2%
Expected Move	9.0%	4.6%	14.6%	8.7%	11.5%
HV 20d	18.6%	14.7%	21.3%	20.5%	14.7%
HV 60d	24.9%	20.8%	32.9%	32.6%	20.8%
IV Rank	14.7%	0.0%	34.6%	3.4%	23.9%
IV Percentile	45.4%	0.0%	84.9%	4.0%	75.0%
Term Structure	-8.4%	-32.4%	6.0%	-13.2%	-2.2%
VWIV	34.7%	16.1%	63.0%	19.1%	42.8%
Skew 25d	2.5%	-20.0%	28.4%	-1.0%	4.8%
Skew 10d	5.1%	-10.6%	88.7%	0.2%	0.8%
Call IV 25d	28.0%	15.0%	40.5%	32.8%	40.5%
Put IV 25d	30.5%	16.9%	52.8%	31.8%	45.3%
Bid-Ask Spread %	114.57	107.07	123.71	122.45	112.92
Gamma HHI	0.58	0.38	0.92	0.71	0.47
Net GEX	6.2K	-4.5K	17.7K	-4.5K	7.4K
Net DEX	-237.1K	-496.7K	46.9K	46.9K	-496.7K
Net VEX	-237	-344	-128	-320	-201
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.75	0.00	0.05
Total Volume	48.263	1	147	10	46
Total OI	348.053	57	537	407	263

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2019-02-01	$19.72	$0.00	22.2%	8.7%	20.5%	3.4%	0.0%	-1.0%	-13.2%	-4.5K	46.9K	-320	0.00	122.45	10	0	205	202
2019-02-04	$20.05	$0.00	33.3%	6.2%	20.5%	14.8%	19.1%	3.3%	2.5%	-1.4K	-2.4K	-331	0.00	123.71	43	0	214	202
2019-02-05	$20.51	$20.00	21.8%	6.2%	21.3%	3.0%	21.1%	3.5%	-2.1%	-3.6K	-78.6K	-261	0.00	117.90	5	0	218	202
2019-02-06	$20.82	$20.00	36.4%	10.4%	21.1%	17.9%	24.3%	1.3%	-32.4%	3.8K	-103.9K	-329	0.01	119.11	72	1	219	202
2019-02-07	$20.89	$20.00	28.3%	8.1%	21.1%	9.6%	24.4%	28.4%	-0.8%	4.8K	-201.8K	-271	0.02	107.07	41	1	272	203
2019-02-08	$21.32	$20.00	27.8%	8.0%	21.1%	9.2%	30.7%	-11.5%	-4.7%	14.1K	-279.1K	-344	0.04	115.78	25	1	291	203
2019-02-11	$21.37	$20.00	16.2%	4.6%	21.0%	0.0%	25.7%	1.9%	6.0%	14.8K	-288.9K	-290	0.75	116.83	4	3	293	203
2019-02-12	$21.70	$20.00	26.9%	7.7%	17.7%	10.7%	27.8%	-1.2%	-9.6%	17.7K	-335.0K	-224	0.05	115.81	60	3	293	206
2019-02-13	$21.64	$20.00	26.9%	7.7%	17.8%	10.6%	31.5%	-3.0%	-12.2%	16.5K	-318.0K	-221	0.10	117.84	60	6	329	206
2019-02-14	$21.61	$20.00	29.3%	8.4%	18.2%	13.1%	31.1%	2.7%	-9.2%	14.6K	-313.3K	-173	0.10	108.18	60	6	329	207
2019-02-15	$21.60	$20.00	29.9%	8.6%	18.2%	13.6%	34.8%	-20.0%	-13.1%	1.4K	-292.8K	-149	0.10	113.48	62	6	330	207
2019-02-19	$22.02	$20.00	27.0%	7.7%	18.5%	10.7%	16.1%	-1.9%	3.4%	1.2K	-43.5K	-128	0.00	110.82	1	0	44	13
2019-02-20	$22.28	$20.00	41.0%	11.8%	17.8%	24.7%	59.9%	6.8%	-10.6%	1.6K	-52.8K	-130	0.00	115.37	24	0	45	13
2019-02-21	$22.41	$20.00	34.9%	10.0%	17.4%	18.6%	42.5%	-5.4%	-6.8%	2.4K	-94.2K	-151	0.01	113.96	140	1	66	14
2019-02-22	$22.55	$20.00	43.0%	12.3%	17.4%	26.6%	46.1%	15.9%	-21.4%	6.0K	-388.4K	-241	0.01	107.89	146	1	202	14
2019-02-25	$22.61	$20.00	51.0%	14.6%	17.2%	34.6%	49.4%	16.6%	-21.6%	6.7K	-382.0K	-268	0.00	114.14	0	2	206	14
2019-02-26	$22.70	$20.00	38.8%	11.1%	17.3%	22.5%	34.1%	7.1%	-5.5%	6.8K	-390.1K	-240	0.05	112.49	41	2	206	15
2019-02-27	$22.73	$20.00	27.7%	7.9%	14.7%	11.5%	63.0%	-0.7%	-6.5%	7.1K	-489.8K	-234	0.05	111.15	42	2	247	15
2019-02-28	$22.97	$20.00	40.2%	11.5%	14.7%	23.9%	42.8%	4.8%	-2.2%	7.4K	-496.7K	-201	0.05	112.92	44	2	248	15