CNNE Options History — October 2021

In October 2021, CNNE traded between $30.47 and $34.16. ATM implied volatility averaged 36.7%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 15.0% (HV 20d: 21.7%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2021-10-21: Highest Volume — 436 contracts
2021-10-18: Largest IV spike — 57.5% change
2021-10-04: Highest IV Rank — 48.3%
2021-10-20: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.14	$30.47	$34.16	$31.77	$34.16
Max Pain	$25.48	$25.00	$35.00	$35.00	$25.00
ATM IV	36.7%	25.2%	56.7%	41.8%	31.5%
Expected Move	9.9%	7.2%	12.1%	12.0%	9.0%
HV 20d	21.7%	19.1%	23.3%	19.1%	21.4%
HV 60d	27.7%	26.0%	29.9%	29.5%	26.3%
IV Rank	21.9%	6.5%	48.3%	28.6%	15.0%
IV Percentile	47.6%	4.0%	88.1%	70.6%	27.0%
Term Structure	-4.1%	-25.0%	7.7%	-25.0%	-6.8%
VWIV	30.9%	19.1%	41.4%	19.1%	35.2%
Skew 25d	5.9%	-9.4%	25.5%	1.7%	25.5%
Skew 10d	12.4%	-11.6%	41.6%	20.7%	41.6%
Call IV 25d	30.2%	20.3%	39.6%	28.5%	27.0%
Put IV 25d	36.1%	26.3%	52.5%	30.3%	52.5%
Bid-Ask Spread %	104.79	94.79	121.62	121.62	104.00
Gamma HHI	0.38	0.31	0.47	0.35	0.42
Net GEX	51.9K	26.7K	75.2K	35.1K	72.6K
Net DEX	-1.2M	-1.8M	-533.3K	-679.5K	-1.7M
Net VEX	-4.0K	-4.9K	-2.2K	-2.6K	-4.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	6.00	0.00	0.10
Total Volume	148.381	0	436	1	308
Total OI	1,269.095	1,045	1,364	1,045	1,342

Daily Data (21 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
2021-10-01	$31.77	$35.00	41.8%	12.0%	19.1%	28.6%	0.0%	1.7%	-25.0%	35.1K	-679.5K	-2.6K	0.00	121.62	0	1	985	60
2021-10-04	$30.99	$25.00	56.7%	10.6%	20.5%	48.3%	0.0%	-2.6%	-3.9%	32.2K	-688.1K	-3.2K	0.00	112.80	0	0	985	60
2021-10-05	$31.16	$25.00	30.7%	9.5%	20.7%	13.8%	0.0%	6.6%	3.3%	29.2K	-609.3K	-2.6K	0.00	112.16	0	0	985	61
2021-10-06	$30.89	$25.00	44.0%	9.8%	20.8%	31.5%	0.0%	21.4%	-2.0%	26.7K	-533.3K	-2.2K	0.00	102.39	300	0	985	61
2021-10-07	$31.36	$25.00	37.6%	8.9%	21.4%	22.9%	19.1%	12.8%	0.2%	32.0K	-649.6K	-2.6K	0.00	106.89	2	0	986	61
2021-10-08	$31.17	$25.00	50.3%	11.8%	21.1%	39.8%	26.6%	12.0%	-17.3%	51.0K	-1.1M	-4.6K	0.00	94.79	1	0	1,263	61
2021-10-11	$30.81	$25.00	40.9%	11.8%	21.4%	27.4%	27.6%	6.0%	-8.6%	46.8K	-1.0M	-4.4K	0.00	96.35	8	0	1,265	60
2021-10-12	$30.47	$25.00	34.9%	8.6%	21.7%	19.4%	0.0%	13.0%	7.7%	41.9K	-922.9K	-4.0K	0.00	97.04	0	0	1,265	60
2021-10-13	$30.85	$25.00	30.4%	8.7%	22.3%	13.4%	0.0%	8.9%	-2.3%	44.4K	-846.8K	-3.5K	0.00	100.74	0	0	1,273	60
2021-10-14	$31.31	$25.00	34.4%	9.9%	22.9%	18.8%	23.6%	5.1%	-6.4%	49.5K	-1.0M	-4.0K	0.00	97.43	3	0	1,273	60
2021-10-15	$31.84	$25.00	25.2%	7.2%	23.1%	6.5%	27.3%	-1.1%	6.3%	49.6K	-1.1M	-4.0K	6.00	97.24	1	6	1,273	60
2021-10-18	$31.80	$25.00	39.6%	11.4%	22.5%	25.7%	0.0%	3.0%	-15.6%	50.5K	-1.2M	-4.3K	0.00	100.75	50	0	1,246	60
2021-10-19	$32.37	$25.00	35.3%	10.1%	23.3%	19.9%	0.0%	-5.3%	-0.4%	56.3K	-1.3M	-4.4K	0.00	99.10	12	0	1,246	60
2021-10-20	$32.65	$25.00	42.2%	12.1%	23.0%	29.1%	41.4%	0.9%	-8.2%	63.4K	-1.3M	-4.6K	0.07	99.57	408	27	1,297	60
2021-10-21	$33.17	$25.00	36.7%	10.5%	22.7%	21.8%	36.4%	-3.1%	-6.7%	67.7K	-1.5M	-4.7K	0.07	110.58	408	28	1,302	60
2021-10-22	$33.35	$25.00	31.5%	9.0%	22.4%	14.8%	36.0%	11.3%	-6.6%	63.9K	-1.6M	-4.8K	0.10	108.25	279	28	1,302	61
2021-10-25	$33.97	$25.00	34.3%	9.8%	22.7%	18.7%	33.8%	13.6%	-3.5%	75.2K	-1.8M	-4.9K	0.10	113.66	279	28	1,303	61
2021-10-26	$33.92	$25.00	26.0%	7.5%	20.4%	7.6%	27.4%	0.6%	4.4%	69.2K	-1.7M	-4.5K	0.09	103.83	295	28	1,303	61
2021-10-27	$33.23	$25.00	36.0%	10.3%	21.4%	20.9%	35.0%	-9.4%	2.4%	64.1K	-1.5M	-4.5K	0.10	109.18	280	28	1,282	61
2021-10-28	$33.78	$25.00	31.5%	9.0%	21.8%	14.9%	32.7%	4.1%	3.6%	69.6K	-1.6M	-4.2K	0.10	112.18	280	28	1,281	61
2021-10-29	$34.16	$25.00	31.5%	9.0%	21.4%	15.0%	35.2%	25.5%	-6.8%	72.6K	-1.7M	-4.5K	0.10	104.00	280	28	1,281	61