CNNE Options History — August 2022

In August 2022, CNNE traded between $20.99 and $24.01. ATM implied volatility averaged 49.6%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 11.1% (HV 20d: 38.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.37.

Notable Days

2022-08-01: Highest Volume — 143 contracts
2022-08-08: Largest IV spike — 35.2% change
2022-08-01: Highest IV Rank — 43.9%
2022-08-01: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.47	$20.99	$24.01	$21.18	$21.72
Max Pain	$22.17	$20.00	$22.50	$20.00	$22.50
ATM IV	49.6%	39.6%	68.7%	68.7%	55.2%
Expected Move	13.6%	9.3%	19.7%	19.7%	15.8%
HV 20d	38.5%	29.8%	42.6%	32.1%	38.3%
HV 60d	45.6%	43.5%	51.1%	51.1%	43.5%
IV Rank	26.2%	17.0%	43.9%	43.9%	30.9%
IV Percentile	56.8%	28.2%	92.5%	92.5%	74.2%
Term Structure	-4.4%	-24.4%	12.6%	-11.8%	4.1%
VWIV	42.9%	32.2%	56.6%	43.7%	41.7%
Skew 25d	5.5%	-12.2%	48.3%	48.3%	9.5%
Skew 10d	11.4%	-13.5%	72.9%	47.1%	42.2%
Call IV 25d	40.3%	27.9%	50.6%	39.6%	41.7%
Put IV 25d	45.8%	31.9%	87.9%	87.9%	51.2%
Bid-Ask Spread %	110.40	89.87	131.98	121.80	112.76
Gamma HHI	0.59	0.41	0.79	0.50	0.51
Net GEX	12.9K	2.8K	24.2K	9.5K	7.7K
Net DEX	-274.7K	-507.5K	-117.5K	-198.1K	-172.7K
Net VEX	-1.1K	-1.3K	-936	-1.1K	-976
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	1.05	0.57	0.73
Total Volume	52	0	143	143	135
Total OI	460.174	259	577	500	321

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$21.18	$20.00	68.7%	19.7%	32.1%	43.9%	43.7%	48.3%	-11.8%	9.5K	-198.1K	-1.1K	0.57	121.80	91	52	421	79
2022-08-02	$20.99	$20.00	50.7%	14.5%	29.8%	27.5%	42.6%	7.2%	-14.9%	7.3K	-186.5K	-1.0K	0.57	95.97	91	52	421	79
2022-08-03	$22.10	$20.00	48.3%	13.9%	34.2%	25.4%	33.4%	21.9%	6.4%	14.2K	-277.8K	-1.2K	0.59	112.28	90	53	421	79
2022-08-04	$22.46	$22.50	47.2%	9.3%	33.7%	24.3%	32.2%	3.5%	-0.2%	9.5K	-232.9K	-952	0.59	109.82	90	53	421	80
2022-08-05	$23.05	$22.50	41.0%	12.0%	34.3%	18.8%	56.6%	-5.9%	-2.7%	17.2K	-379.0K	-1.2K	1.04	110.21	52	54	421	80
2022-08-08	$24.01	$22.50	55.4%	13.0%	34.9%	31.8%	47.2%	11.1%	-9.5%	24.2K	-507.5K	-1.2K	0.62	104.32	86	53	430	82
2022-08-09	$22.88	$22.50	63.7%	11.5%	39.8%	39.3%	0.0%	-0.4%	-15.1%	18.3K	-305.3K	-1.1K	0.00	107.83	78	0	459	83
2022-08-10	$23.29	$22.50	42.4%	12.2%	39.8%	20.0%	0.0%	-0.9%	-12.7%	19.4K	-348.3K	-981	1.05	102.52	21	22	446	83
2022-08-11	$23.07	$22.50	39.6%	11.4%	40.2%	17.5%	0.0%	10.8%	7.8%	19.8K	-339.6K	-1.2K	0.00	106.92	6	0	462	101
2022-08-12	$23.41	$22.50	46.0%	13.2%	40.3%	23.3%	0.0%	-3.7%	3.0%	22.5K	-434.2K	-1.3K	0.00	105.30	10	0	466	101
2022-08-15	$23.48	$22.50	43.9%	12.6%	39.3%	21.4%	0.0%	-4.1%	-5.4%	21.9K	-376.7K	-1.2K	0.00	94.90	0	1	476	101
2022-08-16	$23.62	$22.50	49.3%	14.1%	37.8%	26.3%	0.0%	-4.5%	-24.4%	23.6K	-408.4K	-1.2K	0.00	89.87	0	0	476	101
2022-08-17	$23.50	$22.50	44.9%	12.9%	38.0%	21.5%	0.0%	0.2%	4.6%	19.6K	-380.4K	-1.2K	0.00	120.19	0	2	476	101
2022-08-18	$22.86	$22.50	55.3%	15.9%	39.8%	31.1%	0.0%	-3.2%	-2.8%	15.1K	-286.2K	-1.1K	0.00	113.32	9	0	476	101
2022-08-19	$22.05	$22.50	44.3%	12.7%	41.4%	21.0%	42.9%	-12.2%	-8.4%	2.8K	-177.0K	-981	0.05	112.50	21	1	474	101
2022-08-22	$21.63	$22.50	39.9%	11.4%	41.5%	17.0%	37.9%	13.5%	4.6%	2.9K	-117.5K	-945	0.02	97.17	57	1	184	75
2022-08-23	$21.49	$22.50	51.2%	14.7%	40.6%	27.2%	0.0%	-11.4%	-10.4%	6.0K	-176.2K	-1.1K	0.00	124.30	2	0	241	75
2022-08-24	$22.20	$22.50	48.1%	13.8%	40.5%	24.4%	0.0%	22.4%	0.4%	7.2K	-219.0K	-1.1K	0.00	113.94	0	0	243	75
2022-08-25	$22.64	$22.50	53.8%	15.4%	40.9%	29.7%	0.0%	19.0%	-19.2%	6.9K	-260.5K	-1.1K	0.00	107.33	0	0	243	75
2022-08-26	$21.80	$22.50	52.8%	15.1%	42.6%	28.7%	0.0%	3.0%	-9.9%	7.0K	-189.5K	-1.0K	0.00	125.02	0	0	243	75
2022-08-29	$21.78	$22.50	46.2%	13.2%	42.6%	22.7%	0.0%	5.2%	12.6%	7.8K	-178.3K	-936	0.00	119.02	0	0	243	75
2022-08-30	$21.61	$22.50	53.3%	15.3%	42.5%	29.2%	51.1%	-2.7%	3.3%	7.3K	-167.1K	-963	0.08	131.98	12	1	243	75
2022-08-31	$21.72	$22.50	55.2%	15.8%	38.3%	30.9%	41.7%	9.5%	4.1%	7.7K	-172.7K	-976	0.73	112.76	78	57	245	76