CNNE Options History — June 2019

In June 2019, CNNE traded between $25.20 and $29.99. ATM implied volatility averaged 29.0%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.5% (HV 20d: 23.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.34.

Notable Days

2019-06-21: Highest Volume — 131 contracts
2019-06-06: Largest IV spike — 81.8% change
2019-06-06: Highest IV Rank — 23.3%
2019-06-10: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.99	$25.20	$29.99	$25.20	$28.70
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	29.0%	17.8%	39.6%	33.3%	20.2%
Expected Move	7.8%	5.1%	10.6%	9.5%	5.8%
HV 20d	23.4%	22.1%	27.0%	25.1%	22.9%
HV 60d	21.8%	20.5%	22.7%	20.9%	22.6%
IV Rank	12.7%	1.6%	23.3%	17.0%	4.0%
IV Percentile	40.5%	0.8%	75.0%	57.5%	6.3%
Term Structure	-4.8%	-34.2%	16.1%	-9.9%	12.3%
VWIV	38.9%	19.0%	86.6%	32.5%	19.0%
Skew 25d	2.1%	-11.1%	15.1%	-1.1%	15.1%
Skew 10d	6.4%	-6.6%	38.4%	0.0%	9.8%
Call IV 25d	27.6%	19.3%	41.2%	34.3%	19.6%
Put IV 25d	29.7%	18.6%	44.5%	33.2%	34.8%
Bid-Ask Spread %	114.10	107.70	121.22	112.75	120.08
Gamma HHI	0.76	0.36	0.98	0.36	0.76
Net GEX	24.3K	-4.2K	137.6K	-187	12.5K
Net DEX	-221.3K	-519.7K	-32.7K	-39.6K	-276.5K
Net VEX	-594	-851	-400	-539	-652
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	1.33	1.33	0.00
Total Volume	19.05	1	131	7	9
Total OI	274.1	225	369	246	225

Daily Data (20 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
2019-06-03	$25.20	$25.00	33.3%	9.5%	25.1%	17.0%	32.5%	-1.1%	-9.9%	-187	-39.6K	-539	1.33	112.75	3	4	170	76
2019-06-04	$25.45	$25.00	27.9%	8.0%	23.7%	11.6%	23.6%	-0.5%	7.1%	-2.1K	-36.8K	-531	1.33	117.28	3	4	173	80
2019-06-05	$25.41	$25.00	21.8%	6.2%	23.3%	5.6%	20.8%	11.6%	0.8%	-4.2K	-32.7K	-518	1.33	111.32	3	4	173	80
2019-06-06	$25.86	$25.00	39.6%	6.0%	23.6%	23.3%	0.0%	10.3%	1.9%	1.0K	-60.6K	-536	1.33	107.70	3	4	173	80
2019-06-07	$26.81	$25.00	26.7%	7.8%	27.0%	10.4%	0.0%	8.2%	-11.4%	1.3K	-94.0K	-405	1.00	108.94	4	4	173	80
2019-06-10	$27.28	$25.00	38.2%	10.6%	24.1%	21.9%	0.0%	-1.7%	-34.2%	5.9K	-117.4K	-450	0.00	113.30	1	0	172	80
2019-06-11	$27.11	$25.00	38.0%	6.1%	22.6%	21.7%	0.0%	-11.1%	-3.5%	4.3K	-106.5K	-457	0.00	109.15	1	0	173	80
2019-06-12	$27.66	$25.00	20.2%	5.8%	22.3%	4.0%	0.0%	-3.7%	-1.6%	9.5K	-161.2K	-538	0.00	119.05	2	0	173	80
2019-06-13	$28.20	$25.00	26.9%	7.7%	23.0%	10.6%	0.0%	2.4%	-6.2%	13.9K	-180.7K	-436	0.00	116.28	2	0	173	80
2019-06-14	$28.76	$25.00	31.4%	9.0%	22.6%	15.2%	46.2%	5.6%	-6.3%	20.3K	-188.4K	-400	0.00	114.20	115	0	173	80
2019-06-17	$28.93	$25.00	36.5%	10.5%	22.2%	20.2%	0.0%	0.9%	-5.9%	33.3K	-347.2K	-851	0.00	109.79	11	0	279	80
2019-06-18	$29.26	$25.00	32.3%	9.3%	22.3%	16.0%	26.0%	3.6%	-4.2%	44.1K	-391.8K	-824	0.14	113.68	14	2	288	80
2019-06-19	$29.55	$25.00	21.8%	6.2%	22.3%	5.6%	22.8%	2.0%	4.4%	59.9K	-431.2K	-782	0.13	121.22	15	2	289	79
2019-06-20	$29.99	$25.00	25.8%	7.4%	22.5%	9.5%	25.7%	3.6%	-1.9%	94.0K	-519.7K	-725	0.13	116.82	15	2	290	79
2019-06-21	$29.87	$25.00	34.6%	9.9%	22.1%	18.3%	37.3%	0.8%	-15.5%	137.6K	-343.9K	-658	0.02	112.29	129	2	290	79
2019-06-24	$29.65	$25.00	35.1%	10.1%	22.6%	18.8%	86.6%	-8.9%	-29.0%	15.4K	-310.9K	-649	0.00	114.92	5	0	166	61
2019-06-25	$29.06	$25.00	27.5%	7.9%	24.1%	11.2%	48.6%	-3.6%	-5.7%	12.2K	-303.7K	-667	0.00	114.47	6	0	164	61
2019-06-26	$28.53	$25.00	24.2%	6.9%	25.3%	8.0%	40.5%	-2.0%	-3.4%	13.5K	-254.7K	-628	0.00	109.51	6	0	164	61
2019-06-27	$28.48	$25.00	17.8%	5.1%	25.4%	1.6%	76.9%	9.7%	16.1%	12.8K	-227.6K	-628	0.00	119.32	6	0	164	61
2019-06-28	$28.70	$25.00	20.2%	5.8%	22.9%	4.0%	19.0%	15.1%	12.3%	12.5K	-276.5K	-652	0.00	120.08	9	0	164	61