CNNE Options History — September 2019 In September 2019, CNNE traded between $26.61 and $29.31. ATM implied volatility averaged 37.2%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 4.4% (HV 20d: 32.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2019-09-10 : Highest Volume — 36 contracts2019-09-10 : Largest IV spike — 81.7% change2019-09-10 : Highest IV Rank — 53.6%2019-09-18 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.79 $26.61 $29.31 $27.58 $27.55 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 37.2% 25.9% 70.1% 39.8% 32.9% Expected Move 9.8% 7.4% 12.5% 11.4% 9.4% HV 20d 32.8% 27.9% 37.5% 30.0% 36.0% HV 60d 27.7% 25.1% 30.3% 25.1% 30.3% IV Rank 20.9% 9.7% 53.6% 23.5% 16.7% IV Percentile 61.5% 28.6% 90.9% 76.6% 50.4% Term Structure -7.1% -31.3% 10.6% -1.0% 0.9% Skew 25d 0.7% -7.6% 15.3% -2.9% -6.2% Skew 10d -0.8% -7.0% 9.8% -4.2% -5.4% Call IV 25d 30.3% 23.8% 38.7% 38.7% 37.2% Put IV 25d 30.9% 23.9% 41.8% 35.8% 30.9% Bid-Ask Spread % 115.16 105.11 120.12 120.12 118.79 Gamma HHI 0.41 0.34 0.70 0.37 0.36 Net GEX -580 -2.0K 773 -1.1K 229 Net DEX 7.1K -53.6K 72.5K 23.2K -42.0K Net VEX -93 -158 -37 -148 -72 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.8 0 36 0 0 Total OI 73.9 53 100 80 53
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 2019-09-03 $27.58 $40.00 39.8% 11.4% 30.0% 23.5% 0.0% -2.9% -1.0% -1.1K 23.2K -148 0.00 120.12 0 0 22 58 2019-09-04 $28.24 $40.00 25.9% 7.4% 29.7% 9.7% 0.0% 7.1% 10.6% -1.8K 24.2K -123 0.00 110.13 0 0 22 58 2019-09-05 $28.86 $0.00 41.4% 8.1% 30.0% 25.0% 0.0% -3.7% -6.3% -1.6K 7.6K -69 0.00 115.55 0 0 22 58 2019-09-06 $28.33 $0.00 33.1% 7.9% 28.1% 16.8% 0.0% -3.9% -3.0% -1.4K 14.4K -103 0.00 111.40 0 0 22 58 2019-09-09 $27.72 $0.00 38.6% 7.4% 27.9% 22.3% 0.0% 14.1% 5.9% -1.1K 24.0K -112 0.00 116.02 0 20 22 58 2019-09-10 $26.61 $0.00 70.1% 12.2% 30.4% 53.6% 0.0% 2.6% -26.6% -2.0K 72.5K -158 0.00 110.26 0 36 22 78 2019-09-11 $27.32 $0.00 38.7% 11.1% 32.2% 22.4% 0.0% 5.1% -14.6% -1.2K 39.9K -125 0.00 114.20 0 0 22 62 2019-09-12 $27.44 $0.00 40.9% 11.7% 32.0% 24.5% 0.0% -0.7% -20.6% -1.3K 31.6K -114 0.00 117.49 0 0 22 62 2019-09-13 $26.95 $0.00 36.7% 10.5% 32.1% 20.4% 0.0% 15.3% -1.5% -891 39.8K -120 0.00 110.45 0 0 22 62 2019-09-16 $27.05 $0.00 35.1% 10.1% 31.8% 18.8% 0.0% -1.6% -3.9% -1.2K 33.7K -123 0.00 118.99 0 0 22 62 2019-09-17 $27.29 $0.00 43.1% 12.4% 31.7% 26.8% 0.0% -0.8% -31.3% -1.1K 29.8K -97 0.00 118.00 0 0 22 62 2019-09-18 $26.73 $0.00 43.6% 12.5% 32.2% 27.2% 0.0% -4.2% -16.7% 41 35.4K -111 0.00 120.01 0 0 22 58 2019-09-19 $27.16 $0.00 41.4% 11.9% 32.6% 25.1% 0.0% -2.5% -17.1% 74 32.9K -100 0.00 118.54 0 0 22 58 2019-09-20 $28.01 $0.00 27.0% 7.7% 34.8% 10.7% 0.0% -0.9% -5.3% 773 24.8K -37 0.00 116.60 0 0 22 58 2019-09-23 $29.31 $0.00 34.0% 9.7% 36.4% 17.7% 0.0% 1.3% -3.6% 412 -53.6K -40 0.00 118.47 0 0 21 32 2019-09-24 $28.61 $0.00 32.1% 9.2% 37.5% 15.8% 0.0% 3.4% -6.7% 441 -50.5K -45 0.00 110.43 0 0 21 32 2019-09-25 $28.82 $0.00 28.1% 8.1% 36.5% 11.8% 0.0% 0.2% 3.6% 388 -50.4K -50 0.00 105.11 0 0 21 32 2019-09-26 $28.40 $0.00 31.3% 9.0% 36.9% 15.0% 0.0% -7.6% -4.6% 392 -49.0K -52 0.00 115.17 0 0 21 32 2019-09-27 $27.81 $0.00 31.4% 9.0% 37.1% 15.2% 0.0% -0.9% -0.7% 301 -45.3K -62 0.00 117.55 0 0 21 32 2019-09-30 $27.55 $0.00 32.9% 9.4% 36.0% 16.7% 0.0% -6.2% 0.9% 229 -42.0K -72 0.00 118.79 0 0 21 32
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