CNNE Options History — October 2022

In October 2022, CNNE traded between $19.60 and $23.28. ATM implied volatility averaged 57.7%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 13.2% (HV 20d: 44.5%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2022-10-17: Highest Volume — 233 contracts
2022-10-25: Largest IV spike — 76.4% change
2022-10-13: Highest IV Rank — 58.0%
2022-10-13: Largest Expected Move — 24.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.12	$19.60	$23.28	$20.73	$23.28
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	57.7%	38.2%	85.5%	57.1%	38.2%
Expected Move	16.3%	11.0%	24.5%	16.4%	11.0%
HV 20d	44.5%	39.6%	49.0%	41.7%	46.6%
HV 60d	40.3%	37.4%	42.9%	37.4%	41.6%
IV Rank	32.2%	14.1%	58.0%	31.6%	14.1%
IV Percentile	66.1%	9.9%	96.0%	78.2%	9.9%
Term Structure	-8.2%	-39.7%	18.0%	-10.7%	4.0%
VWIV	60.0%	46.9%	85.9%	51.8%	75.3%
Skew 25d	15.4%	-3.8%	45.0%	15.1%	9.2%
Skew 10d	22.0%	-18.9%	72.6%	40.5%	49.8%
Call IV 25d	53.8%	34.3%	97.1%	45.0%	56.2%
Put IV 25d	69.2%	50.6%	106.0%	60.1%	65.4%
Bid-Ask Spread %	114.36	98.30	127.32	122.22	119.77
Gamma HHI	0.60	0.25	0.98	0.51	0.25
Net GEX	-9.3K	-66.0K	3.5K	-2.9K	2.0K
Net DEX	-52.5K	-229.7K	150.7K	-38.7K	-229.7K
Net VEX	-828	-1.0K	-525	-1.0K	-695
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.30	2.59	0.48	2.59
Total Volume	169	72	233	169	183
Total OI	408.619	270	437	428	389

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
2022-10-03	$20.73	$20.00	57.1%	16.4%	41.7%	31.6%	51.8%	15.1%	-10.7%	-2.9K	-38.7K	-1.0K	0.48	122.22	114	55	219	209
2022-10-04	$22.20	$20.00	51.2%	14.7%	48.5%	26.2%	54.1%	15.4%	-8.0%	-121	-170.0K	-969	0.49	115.22	115	56	219	209
2022-10-05	$22.18	$20.00	56.3%	16.1%	46.7%	30.9%	57.3%	23.8%	-6.3%	-686	-144.4K	-998	0.49	116.62	115	56	220	210
2022-10-06	$21.98	$20.00	58.9%	13.5%	46.1%	33.3%	46.9%	8.5%	-9.7%	-1.4K	-118.2K	-1.0K	0.49	108.22	115	56	220	210
2022-10-07	$21.27	$20.00	65.7%	17.6%	46.2%	39.6%	56.5%	32.8%	-30.3%	-2.9K	-72.1K	-1.0K	0.49	109.03	115	56	220	210
2022-10-10	$21.03	$20.00	55.3%	13.3%	45.6%	30.0%	51.1%	10.7%	-4.0%	-4.5K	-33.9K	-898	0.47	122.24	116	54	221	210
2022-10-11	$20.54	$20.00	49.6%	17.0%	44.9%	24.6%	60.6%	23.2%	13.4%	-8.4K	-40.4K	-942	0.47	120.87	116	54	222	212
2022-10-12	$20.64	$20.00	53.7%	15.4%	44.3%	28.4%	66.7%	1.8%	14.3%	-13.4K	-26.3K	-929	0.30	120.93	116	35	222	212
2022-10-13	$20.47	$20.00	85.5%	24.5%	44.3%	58.0%	85.9%	8.9%	-39.7%	-10.5K	-3.1K	-902	0.30	127.32	116	35	222	213
2022-10-14	$20.12	$20.00	73.2%	21.0%	43.5%	46.6%	68.0%	23.0%	-24.3%	-18.6K	48.6K	-847	0.30	121.27	116	35	222	213
2022-10-17	$20.55	$20.00	53.4%	15.3%	44.3%	28.2%	47.1%	14.5%	4.2%	-20.7K	-11.8K	-743	1.01	123.02	116	117	222	213
2022-10-18	$20.37	$20.00	79.6%	22.8%	41.1%	52.5%	64.0%	45.0%	-38.3%	-8.4K	7.4K	-817	1.01	122.66	116	117	222	213
2022-10-19	$19.69	$20.00	70.4%	20.2%	42.5%	44.0%	64.0%	22.4%	-25.3%	-22.7K	122.0K	-704	0.30	105.11	116	35	222	213
2022-10-20	$19.60	$20.00	49.3%	14.1%	40.4%	24.4%	54.1%	8.7%	-1.0%	-25.6K	135.9K	-626	0.32	101.06	108	35	222	213
2022-10-21	$19.83	$20.00	50.2%	14.4%	39.9%	25.2%	50.8%	9.7%	-7.1%	-66.0K	150.7K	-602	0.33	98.30	107	35	224	213
2022-10-24	$19.96	$20.00	39.4%	11.3%	39.6%	15.2%	57.4%	8.3%	11.2%	3.5K	-37.4K	-525	0.89	99.79	38	34	189	81
2022-10-25	$21.68	$20.00	69.5%	19.9%	49.0%	43.1%	47.9%	-0.4%	-7.2%	2.7K	-124.2K	-619	2.28	105.86	58	132	190	81
2022-10-26	$22.13	$20.00	38.9%	11.2%	46.0%	14.7%	67.6%	-3.8%	18.0%	1.1K	-152.6K	-794	2.44	117.25	54	132	211	171
2022-10-27	$22.59	$20.00	63.7%	18.3%	46.3%	37.8%	62.9%	18.0%	-19.4%	1.3K	-178.2K	-873	2.49	115.29	53	132	217	171
2022-10-28	$22.77	$20.00	52.4%	15.0%	46.3%	27.3%	70.9%	29.4%	-6.1%	1.5K	-186.5K	-832	2.49	109.49	53	132	218	171
2022-10-31	$23.28	$20.00	38.2%	11.0%	46.6%	14.1%	75.3%	9.2%	4.0%	2.0K	-229.7K	-695	2.59	119.77	51	132	218	171