CNNE Options History — July 2023 In July 2023, CNNE traded between $19.82 and $21.57. ATM implied volatility averaged 59.6%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 39.7% (HV 20d: 19.9%). 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 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-24 : Highest Volume — 10 contracts2023-07-13 : Largest IV spike — 80.6% change2023-07-13 : Highest IV Rank — 24.9%2023-07-13 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $20.60 $19.82 $21.57 $20.24 $20.34 Max Pain $17.75 $17.50 $20.00 $20.00 $17.50 ATM IV 59.6% 42.9% 81.4% 45.0% 79.3% Expected Move 16.5% 12.1% 23.3% 12.9% 22.7% HV 20d 19.9% 17.2% 23.2% 18.6% 23.2% HV 60d 24.3% 22.9% 25.6% 25.1% 23.2% IV Rank 14.2% 5.9% 24.9% 7.0% 23.9% IV Percentile 66.8% 22.6% 96.4% 32.9% 94.8% Term Structure -12.4% -33.4% 4.0% -0.4% -25.1% VWIV 38.1% 27.4% 48.8% 48.8% 27.4% Skew 25d 14.5% -4.5% 40.8% 7.1% 40.8% Skew 10d 12.3% -6.1% 49.7% 16.8% 21.0% Call IV 25d 41.1% 28.0% 61.0% 41.1% 53.0% Put IV 25d 55.6% 40.4% 93.8% 48.2% 93.8% Bid-Ask Spread % 121.25 105.45 140.29 105.45 139.59 Gamma HHI 0.36 0.30 0.44 0.34 0.44 Net GEX 3.1K 2.4K 4.1K 2.8K 2.5K Net DEX -84.2K -102.1K -66.9K -74.1K -75.3K Net VEX -474 -550 -419 -492 -455 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 1.05 0 10 0 0 Total OI 156.65 140 161 157 151
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 2023-07-03 $20.24 $20.00 45.0% 12.9% 18.6% 7.0% 0.0% 7.1% -0.4% 2.8K -74.1K -492 0.00 105.45 0 0 130 27 2023-07-05 $20.52 $20.00 59.0% 16.9% 18.3% 13.9% 0.0% -4.5% -16.8% 3.1K -80.8K -494 0.00 109.79 0 0 130 27 2023-07-06 $20.05 $17.50 48.7% 12.9% 18.7% 8.8% 0.0% 21.4% -4.3% 2.8K -73.1K -494 0.00 107.17 4 0 130 27 2023-07-07 $20.20 $17.50 66.5% 12.1% 18.9% 17.6% 0.0% 9.1% -2.7% 3.2K -82.6K -484 0.00 106.64 0 0 134 27 2023-07-10 $20.37 $17.50 63.9% 20.4% 17.2% 16.3% 0.0% 34.9% -33.0% 3.5K -85.5K -508 0.00 128.22 0 0 134 27 2023-07-11 $20.57 $17.50 74.0% 16.3% 17.3% 21.3% 0.0% 31.2% 0.1% 3.2K -86.2K -501 0.00 123.44 0 0 134 27 2023-07-12 $21.00 $17.50 45.1% 12.9% 18.3% 7.0% 0.0% 4.2% 4.0% 3.7K -93.5K -488 0.00 122.40 0 0 134 27 2023-07-13 $21.14 $17.50 81.4% 23.3% 18.4% 24.9% 0.0% 14.6% -30.0% 3.2K -102.1K -550 0.00 123.78 0 0 134 27 2023-07-14 $20.83 $17.50 49.7% 14.2% 19.2% 9.3% 0.0% 2.2% -9.7% 3.5K -93.6K -500 0.00 110.48 0 0 134 27 2023-07-17 $21.02 $17.50 46.3% 13.3% 19.3% 7.6% 48.8% 5.9% -7.9% 3.6K -96.6K -461 0.00 105.69 1 0 134 27 2023-07-18 $21.20 $17.50 72.8% 20.9% 19.2% 20.7% 0.0% 19.7% -25.4% 4.1K -98.0K -474 0.00 111.10 0 0 134 27 2023-07-19 $21.57 $17.50 46.7% 13.4% 19.6% 7.8% 0.0% 21.8% 1.8% 3.9K -99.6K -486 0.00 125.94 0 0 134 27 2023-07-20 $21.12 $17.50 67.6% 19.4% 20.0% 18.1% 0.0% 11.5% -3.1% 3.5K -98.4K -490 0.00 124.33 0 0 134 27 2023-07-21 $20.86 $17.50 42.9% 12.3% 20.8% 5.9% 0.0% -3.1% -7.7% 2.5K -93.6K -452 0.00 120.49 5 0 134 27 2023-07-24 $20.43 $17.50 56.5% 16.2% 22.1% 12.7% 27.4% 7.9% -4.5% 2.4K -69.4K -426 0.00 121.61 10 0 113 27 2023-07-25 $20.22 $17.50 68.1% 19.5% 21.3% 18.4% 0.0% 15.6% -23.3% 2.7K -73.9K -449 0.00 130.85 0 0 123 27 2023-07-26 $20.25 $17.50 49.1% 14.1% 21.2% 9.0% 0.0% 22.1% -4.8% 2.6K -69.2K -419 0.00 140.29 0 0 123 27 2023-07-27 $19.82 $17.50 76.9% 22.0% 22.6% 22.7% 0.0% 21.8% -33.4% 2.8K -71.2K -424 0.00 131.00 0 0 123 27 2023-07-28 $20.16 $17.50 51.8% 14.8% 23.1% 10.3% 0.0% 6.0% -20.9% 2.4K -66.9K -440 0.00 136.82 1 0 123 27 2023-07-31 $20.34 $17.50 79.3% 22.7% 23.2% 23.9% 0.0% 40.8% -25.1% 2.5K -75.3K -455 0.00 139.59 0 0 124 27
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