CNNE Options History — July 2022

In July 2022, CNNE traded between $19.54 and $21.20. ATM implied volatility averaged 62.6%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 17.4% (HV 20d: 45.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.49.

Notable Days

2022-07-15: Highest Volume — 382 contracts
2022-07-13: Largest IV drop — 64.1% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-19: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.51	$19.54	$21.20	$19.54	$21.08
Max Pain	$19.50	$17.50	$20.00	$17.50	$20.00
ATM IV	62.6%	41.7%	130.8%	55.4%	64.0%
Expected Move	15.0%	12.0%	18.7%	15.9%	18.3%
HV 20d	45.2%	31.3%	57.5%	55.8%	32.3%
HV 60d	53.6%	51.2%	55.9%	55.2%	51.8%
IV Rank	42.4%	19.4%	100.0%	42.2%	39.5%
IV Percentile	72.6%	39.3%	100.0%	78.6%	89.7%
Term Structure	-0.7%	-28.2%	32.8%	-9.1%	0.5%
VWIV	44.3%	35.0%	60.0%	60.0%	42.9%
Skew 25d	15.3%	-28.2%	38.9%	10.4%	38.9%
Skew 10d	28.8%	11.9%	54.1%	11.9%	27.2%
Call IV 25d	45.3%	32.9%	73.3%	49.2%	37.0%
Put IV 25d	60.6%	45.1%	75.9%	59.6%	75.9%
Bid-Ask Spread %	105.61	96.42	117.36	98.60	101.44
Gamma HHI	0.58	0.41	0.89	0.64	0.55
Net GEX	161.2K	5.2K	609.7K	581.2K	10.1K
Net DEX	-7.2M	-17.4M	-129.7K	-8.8M	-237.0K
Net VEX	-3.4K	-11.5K	-1.1K	-11.5K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.21	1.01	0.86	0.57
Total Volume	219.15	143	382	282	143
Total OI	4,705.5	488	8,996	8,873	499

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
2022-07-01	$19.54	$17.50	55.4%	15.9%	55.8%	42.2%	60.0%	10.4%	-9.1%	581.2K	-8.8M	-11.5K	0.86	98.60	152	130	8,730	143
2022-07-05	$20.29	$20.00	50.8%	14.5%	57.4%	36.7%	42.3%	3.5%	4.3%	609.7K	-12.1M	-9.5K	0.81	105.71	160	130	8,730	143
2022-07-06	$20.70	$20.00	76.1%	14.5%	56.8%	67.1%	48.9%	1.8%	-6.5%	441.3K	-13.1M	-9.3K	1.01	103.72	141	142	8,730	143
2022-07-07	$21.20	$20.00	59.2%	14.3%	57.5%	46.7%	40.2%	18.9%	0.7%	478.6K	-15.1M	-6.9K	0.41	101.37	148	61	8,735	155
2022-07-08	$21.00	$20.00	96.2%	13.4%	57.5%	91.2%	44.8%	5.4%	-3.9%	486.5K	-13.0M	-8.2K	0.41	107.54	148	61	8,746	155
2022-07-11	$20.51	$20.00	117.3%	17.9%	57.3%	100.0%	53.9%	15.4%	-28.2%	7.1K	-17.4M	-1.2K	0.43	109.41	148	64	8,746	155
2022-07-12	$20.31	$17.50	130.8%	18.6%	56.5%	100.0%	38.2%	38.8%	-19.7%	7.8K	-17.2M	-1.2K	0.33	110.87	192	64	8,749	158
2022-07-13	$20.24	$17.50	46.9%	13.5%	48.0%	24.1%	44.3%	5.7%	4.3%	519.3K	-11.2M	-5.3K	0.35	103.80	188	65	8,808	158
2022-07-14	$20.44	$17.50	44.1%	12.7%	47.6%	21.6%	42.4%	-28.2%	32.8%	7.2K	-17.3M	-1.2K	0.48	114.44	152	73	8,814	162
2022-07-15	$20.49	$20.00	51.5%	14.8%	47.3%	28.3%	43.3%	14.4%	3.6%	7.8K	-17.4M	-1.4K	0.21	104.68	316	66	8,825	171
2022-07-18	$20.13	$20.00	41.7%	12.0%	41.6%	19.4%	55.1%	14.2%	6.7%	5.2K	-141.2K	-1.1K	0.41	117.36	135	55	409	79
2022-07-19	$20.88	$20.00	65.1%	18.7%	40.6%	40.5%	39.5%	28.0%	-17.8%	8.0K	-188.0K	-1.3K	0.41	101.65	135	55	410	79
2022-07-20	$20.95	$20.00	48.1%	13.8%	39.4%	25.2%	37.2%	18.0%	2.3%	8.3K	-192.5K	-1.3K	0.39	98.27	140	55	410	79
2022-07-21	$20.99	$20.00	45.8%	13.1%	39.4%	23.1%	35.0%	16.1%	-1.7%	8.1K	-194.1K	-1.2K	0.40	96.42	138	55	415	79
2022-07-22	$20.55	$20.00	48.0%	13.8%	37.1%	25.1%	38.9%	22.0%	-6.0%	7.9K	-170.9K	-1.2K	0.40	104.40	138	55	418	79
2022-07-25	$20.18	$20.00	60.4%	17.3%	33.9%	36.3%	43.8%	31.6%	-7.2%	7.5K	-161.8K	-1.1K	0.40	105.50	138	55	421	79
2022-07-26	$19.75	$20.00	53.3%	15.3%	34.4%	29.9%	50.0%	11.7%	3.5%	6.0K	-129.7K	-1.1K	0.40	112.16	138	55	421	79
2022-07-27	$20.42	$20.00	50.2%	14.4%	32.2%	27.1%	45.1%	18.4%	7.5%	6.8K	-149.4K	-1.1K	0.60	108.77	91	55	421	78
2022-07-28	$20.49	$20.00	46.4%	13.3%	31.3%	23.6%	40.5%	21.0%	19.4%	10.5K	-205.3K	-1.2K	0.60	106.11	91	55	421	78
2022-07-29	$21.08	$20.00	64.0%	18.3%	32.3%	39.5%	42.9%	38.9%	0.5%	10.1K	-237.0K	-1.2K	0.57	101.44	91	52	421	78