CNNE Options History — October 2019

In October 2019, CNNE traded between $26.94 and $29.14. ATM implied volatility averaged 38.6%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 8.7% (HV 20d: 29.8%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2019-10-25: Highest Volume — 18 contracts
2019-10-08: Largest IV spike — 100.3% change
2019-10-08: Highest IV Rank — 54.9%
2019-10-02: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.95	$26.94	$29.14	$27.41	$29.14
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	38.6%	25.7%	71.4%	52.8%	36.6%
Expected Move	10.2%	7.4%	15.3%	15.1%	10.5%
HV 20d	29.8%	24.6%	36.0%	36.0%	25.1%
HV 60d	31.0%	29.8%	32.1%	30.3%	29.8%
IV Rank	22.3%	9.4%	54.9%	36.4%	20.3%
IV Percentile	59.7%	21.8%	91.3%	86.1%	61.5%
Term Structure	-9.9%	-26.5%	8.7%	-26.5%	-5.3%
VWIV	52.0%	45.6%	58.5%	45.6%	58.5%
Skew 25d	-2.0%	-14.7%	17.4%	-10.9%	-2.6%
Skew 10d	-2.7%	-24.4%	37.1%	-7.6%	0.2%
Call IV 25d	35.6%	20.5%	55.1%	38.2%	41.1%
Put IV 25d	33.6%	23.4%	47.4%	27.3%	38.5%
Bid-Ask Spread %	112.37	106.00	117.71	117.71	109.98
Gamma HHI	0.43	0.30	0.73	0.37	0.73
Net GEX	935	161	2.7K	304	2.7K
Net DEX	-53.4K	-81.5K	-37.5K	-42.0K	-81.5K
Net VEX	-58	-98	-25	-70	-87
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	1.913	0	18	0	13
Total OI	60.261	53	83	53	83

Daily Data (23 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	Put Vol	Call OI	Put OI
2019-10-01	$27.41	$0.00	52.8%	15.1%	36.0%	36.4%	0.0%	-10.9%	-26.5%	304	-42.0K	-70	117.71	0	0	21	32
2019-10-02	$27.03	$0.00	53.4%	15.3%	35.1%	37.0%	0.0%	17.4%	-23.4%	161	-37.5K	-81	112.84	0	1	21	32
2019-10-03	$27.14	$22.50	54.7%	11.4%	34.0%	38.3%	0.0%	5.7%	-9.6%	200	-39.4K	-77	106.00	0	0	21	32
2019-10-04	$27.53	$22.50	38.3%	7.7%	34.1%	22.0%	0.0%	5.3%	-6.6%	882	-46.2K	-31	112.30	0	0	21	32
2019-10-07	$27.62	$22.50	35.7%	7.8%	33.2%	19.4%	0.0%	2.6%	-6.6%	305	-42.9K	-63	115.27	0	0	21	32
2019-10-08	$26.94	$22.50	71.4%	10.0%	31.1%	54.9%	0.0%	10.2%	-7.5%	162	-37.9K	-68	110.84	0	0	21	32
2019-10-09	$27.98	$22.50	27.4%	7.9%	32.6%	11.2%	0.0%	-4.2%	-8.1%	442	-46.9K	-46	117.57	0	0	21	32
2019-10-10	$27.86	$22.50	27.0%	7.7%	32.6%	10.7%	0.0%	16.0%	1.8%	217	-45.6K	-57	109.00	0	0	21	32
2019-10-11	$28.03	$22.50	29.5%	8.5%	31.9%	13.2%	0.0%	-9.4%	-6.9%	600	-49.8K	-25	113.05	2	0	21	32
2019-10-14	$27.72	$22.50	25.7%	7.4%	32.2%	9.4%	0.0%	4.3%	-5.4%	660	-48.6K	-33	110.68	0	0	23	32
2019-10-15	$28.18	$22.50	27.1%	7.8%	32.5%	10.9%	0.0%	-4.4%	-12.9%	617	-50.4K	-37	114.50	0	0	23	32
2019-10-16	$28.02	$22.50	32.6%	9.3%	31.6%	16.3%	0.0%	-4.7%	-13.8%	612	-49.5K	-37	113.97	0	0	23	32
2019-10-17	$28.20	$22.50	32.5%	9.3%	31.2%	16.2%	0.0%	2.9%	-16.6%	579	-52.7K	-29	107.70	0	0	23	32
2019-10-18	$28.01	$22.50	31.2%	8.9%	29.4%	14.9%	0.0%	-2.9%	-12.3%	647	-50.0K	-31	114.47	0	0	23	32
2019-10-21	$28.48	$22.50	31.2%	8.9%	25.0%	14.9%	0.0%	-10.7%	-7.2%	595	-51.3K	-29	114.56	2	0	23	32
2019-10-22	$27.63	$22.50	38.4%	11.0%	25.8%	22.0%	0.0%	-12.0%	8.7%	556	-50.3K	-53	108.80	5	0	25	32
2019-10-23	$27.54	$22.50	33.2%	9.5%	25.6%	16.9%	0.0%	1.2%	-2.4%	1.1K	-53.3K	-69	112.60	1	0	30	32
2019-10-24	$28.10	$22.50	40.9%	11.7%	26.3%	24.6%	0.0%	-8.5%	-15.1%	1.2K	-58.6K	-71	115.64	2	0	31	32
2019-10-25	$28.51	$22.50	42.5%	12.2%	25.6%	26.2%	45.6%	-11.8%	-9.4%	1.4K	-66.4K	-77	107.66	18	0	33	32
2019-10-28	$28.44	$22.50	39.6%	11.4%	25.4%	23.3%	0.0%	-10.5%	-12.6%	2.5K	-69.1K	-80	110.72	0	0	51	32
2019-10-29	$28.64	$22.50	42.2%	12.1%	25.3%	25.9%	0.0%	-14.7%	-10.2%	2.5K	-79.2K	-98	113.17	0	0	51	32
2019-10-30	$28.66	$22.50	43.5%	12.5%	24.6%	27.1%	0.0%	-4.2%	-19.1%	2.5K	-78.8K	-95	115.47	0	0	51	32
2019-10-31	$29.14	$22.50	36.6%	10.5%	25.1%	20.3%	58.5%	-2.6%	-5.3%	2.7K	-81.5K	-87	109.98	13	0	51	32