CNNE Options History — June 2023 In June 2023, CNNE traded between $19.47 and $20.59. ATM implied volatility averaged 51.6%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 27.2% (HV 20d: 24.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-07 : Highest Volume — 36 contracts2023-06-09 : Largest IV spike — 75.6% change2023-06-09 : Highest IV Rank — 22.4%2023-06-02 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.05 $19.47 $20.59 $19.90 $20.19 Max Pain $19.76 $17.50 $20.00 $17.50 $20.00 ATM IV 51.6% 35.2% 76.3% 54.0% 47.1% Expected Move 13.6% 10.1% 21.5% 15.5% 13.5% HV 20d 24.3% 21.7% 26.8% 24.8% 21.7% HV 60d 27.7% 25.3% 31.3% 30.9% 25.3% IV Rank 10.2% 2.2% 22.4% 11.4% 8.0% IV Percentile 46.7% 3.6% 92.5% 63.9% 41.7% Term Structure 0.7% -18.9% 21.3% 17.2% 0.3% VWIV 39.0% 26.4% 61.8% 61.8% 37.7% Skew 25d 13.2% -12.1% 86.9% 26.1% 11.3% Skew 10d 21.6% -14.8% 94.5% 34.2% 19.3% Call IV 25d 36.7% 16.9% 73.9% 37.2% 36.1% Put IV 25d 49.9% 33.3% 103.8% 63.3% 47.5% Bid-Ask Spread % 112.74 103.56 122.61 112.73 109.06 Gamma HHI 0.58 0.35 0.87 0.87 0.35 Net GEX 11.1K 2.0K 29.0K 17.7K 2.8K Net DEX -152.5K -244.4K -47.8K -130.9K -73.8K Net VEX -519 -655 -425 -425 -533 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 5.667 0 36 0 0 Total OI 225.095 134 307 243 157
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 2023-06-01 $19.90 $17.50 54.0% 15.5% 24.8% 11.4% 0.0% 26.1% 17.2% 17.7K -130.9K -425 0.00 112.73 0 0 216 27 2023-06-02 $20.52 $17.50 74.9% 21.5% 25.8% 21.7% 61.8% 86.9% -12.8% 11.0K -214.9K -471 0.00 116.31 25 0 216 27 2023-06-05 $20.18 $20.00 59.2% 14.9% 26.1% 14.0% 0.0% 18.5% -12.2% 13.3K -242.7K -521 0.00 112.54 0 0 237 27 2023-06-06 $20.59 $20.00 44.5% 13.1% 26.6% 6.8% 0.0% 21.1% 3.5% 15.9K -244.4K -521 0.00 108.02 5 0 237 27 2023-06-07 $20.50 $20.00 72.2% 12.7% 26.7% 20.4% 0.0% 15.4% 16.9% 12.2K -232.8K -538 0.00 107.33 36 0 237 27 2023-06-08 $20.03 $20.00 43.4% 14.6% 26.8% 6.2% 0.0% -11.1% -3.5% 19.9K -229.0K -655 0.00 122.61 0 0 273 27 2023-06-09 $19.95 $20.00 76.3% 15.2% 26.7% 22.4% 0.0% 18.0% -18.9% 14.9K -241.9K -640 0.00 115.70 0 0 273 27 2023-06-12 $20.19 $20.00 59.3% 11.7% 26.6% 14.0% 29.2% 2.9% -8.8% 20.2K -225.9K -573 0.00 109.10 1 0 273 27 2023-06-13 $20.21 $20.00 64.3% 12.6% 25.7% 16.5% 0.0% 12.9% -6.2% 21.4K -234.8K -600 0.00 116.96 6 0 274 27 2023-06-14 $20.12 $20.00 40.5% 11.6% 25.1% 4.8% 0.0% 1.9% 8.9% 16.6K -217.8K -564 0.00 114.98 0 0 280 27 2023-06-15 $20.23 $20.00 48.8% 14.0% 24.2% 8.9% 0.0% 29.4% 0.9% 20.0K -232.9K -544 0.00 112.90 10 0 280 27 2023-06-16 $20.09 $20.00 40.9% 11.7% 24.1% 5.0% 0.0% -8.8% 0.1% 29.0K -212.7K -475 0.00 117.56 12 0 275 27 2023-06-20 $19.98 $20.00 54.1% 15.5% 24.2% 11.5% 26.4% 6.6% -9.5% 2.1K -55.0K -475 0.00 116.96 10 0 107 27 2023-06-21 $19.62 $20.00 35.2% 10.1% 23.5% 2.2% 0.0% -2.4% 8.8% 2.0K -51.9K -471 0.00 106.97 0 0 117 27 2023-06-22 $19.66 $20.00 39.3% 11.3% 21.7% 4.2% 0.0% 24.0% 11.2% 2.2K -50.1K -450 0.00 104.33 1 0 117 27 2023-06-23 $19.47 $20.00 51.0% 14.6% 22.0% 10.0% 0.0% -12.1% -7.1% 2.1K -47.8K -457 0.00 114.60 0 0 118 27 2023-06-26 $19.89 $20.00 40.0% 11.5% 23.1% 4.5% 40.0% 11.3% 21.3% 2.0K -67.1K -531 0.00 119.53 5 0 118 27 2023-06-27 $19.77 $20.00 39.0% 11.2% 21.8% 4.0% 37.7% 3.1% 4.7% 2.5K -52.3K -430 0.00 113.52 8 0 122 27 2023-06-28 $19.85 $20.00 55.4% 15.9% 21.7% 12.1% 0.0% 15.0% -6.7% 2.6K -69.0K -520 0.00 112.20 0 0 130 27 2023-06-29 $20.06 $20.00 43.4% 12.4% 21.7% 6.2% 0.0% 7.4% 7.0% 2.8K -74.3K -505 0.00 103.56 0 0 130 27 2023-06-30 $20.19 $20.00 47.1% 13.5% 21.7% 8.0% 0.0% 11.3% 0.3% 2.8K -73.8K -533 0.00 109.06 0 0 130 27
« May 2023 | All History | Jul 2023 » Home CNNE History June 2023