CNNE Options History — February 2024 In February 2024, CNNE traded between $19.98 and $22.16. ATM implied volatility averaged 34.4%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 3.8% (HV 20d: 30.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.38.
Notable Days 2024-02-22 : Highest Volume — 641 contracts2024-02-29 : Largest IV spike — 46.0% change2024-02-21 : Highest IV Rank — 9.7%2024-02-01 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.02 $19.98 $22.16 $20.88 $21.74 Max Pain $20.63 $20.00 $22.50 $20.00 $22.50 ATM IV 34.4% 27.3% 43.2% 33.2% 42.6% Expected Move 10.1% 7.8% 12.7% 12.7% 12.2% HV 20d 30.7% 20.4% 46.7% 25.2% 46.4% HV 60d 27.4% 23.8% 33.2% 25.0% 32.4% IV Rank 5.5% 2.1% 9.7% 4.9% 9.4% IV Percentile 23.4% 6.0% 45.6% 19.0% 45.2% Term Structure 3.3% -13.3% 27.3% -12.3% 19.4% VWIV 31.6% 21.2% 42.0% 34.1% 29.3% Skew 25d 4.2% -21.0% 22.0% 8.4% -1.6% Skew 10d 6.6% -23.0% 25.8% 6.5% -15.8% Call IV 25d 31.7% 22.4% 41.4% 36.0% 38.7% Put IV 25d 35.9% 19.9% 45.1% 44.4% 37.1% Bid-Ask Spread % 102.03 69.83 122.81 100.39 119.09 Gamma HHI 0.56 0.31 0.96 0.46 0.62 Net GEX -6.2K -48.4K 9.1K 6.8K -47.2K Net DEX -140.4K -397.4K 465.2K -343.4K 465.2K Net VEX -1.5K -3.0K -953 -1.2K -3.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.38 0.00 15.00 0.00 1.00 Total Volume 69.5 0 641 1 84 Total OI 629.75 345 1,303 457 1,303
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 2024-02-01 $20.88 $20.00 33.2% 12.7% 25.2% 4.9% 34.1% 8.4% -12.3% 6.8K -343.4K -1.2K 0.00 100.39 1 0 300 157 2024-02-02 $20.82 $20.00 32.7% 9.5% 22.0% 4.7% 32.2% 7.9% -13.3% 6.9K -337.3K -1.2K 1.00 82.84 1 1 301 157 2024-02-05 $20.44 $20.00 27.3% 10.4% 20.8% 2.1% 0.0% 5.9% -1.0% 7.1K -296.0K -1.2K 0.00 81.16 0 0 302 158 2024-02-06 $20.37 $20.00 36.0% 9.7% 20.6% 6.3% 0.0% 4.7% -2.2% 7.2K -274.3K -1.2K 0.00 69.83 0 0 302 158 2024-02-07 $20.39 $20.00 33.9% 9.7% 20.4% 5.3% 34.1% 5.6% 1.2% 7.3K -293.7K -1.1K 0.00 96.32 2 0 302 158 2024-02-08 $20.87 $20.00 35.3% 10.1% 22.1% 5.9% 34.1% 2.7% -4.9% 6.8K -355.3K -1.1K 0.00 101.78 6 0 304 158 2024-02-09 $21.07 $20.00 33.1% 9.5% 22.2% 4.9% 0.0% 7.9% 0.8% 7.4K -363.5K -1.1K 0.80 94.02 5 4 310 158 2024-02-12 $21.31 $20.00 39.7% 11.4% 21.0% 8.0% 23.6% 15.8% 8.7% 7.5K -397.4K -1.0K 0.00 113.29 7 0 313 162 2024-02-13 $20.32 $20.00 36.1% 10.3% 27.3% 6.3% 36.5% 4.1% -2.3% 9.1K -295.0K -1.1K 0.04 99.65 25 1 317 162 2024-02-14 $20.62 $20.00 35.4% 10.1% 27.2% 6.0% 0.0% 4.4% -2.0% 8.6K -350.0K -1.2K 0.00 101.24 0 0 330 163 2024-02-15 $20.82 $20.00 34.9% 10.0% 26.8% 5.7% 0.0% 4.5% -0.7% 8.4K -354.8K -1.1K 0.00 98.68 16 0 330 163 2024-02-16 $20.72 $20.00 35.4% 10.1% 26.8% 6.0% 0.0% -0.4% -9.3% 3.2K -361.9K -1.1K 0.00 103.36 20 0 323 163 2024-02-20 $20.45 $20.00 37.0% 10.6% 25.7% 6.7% 0.0% 6.4% 3.3% 3.0K -177.7K -1.1K 1.33 95.42 3 4 211 134 2024-02-21 $19.98 $20.00 43.2% 12.4% 26.9% 9.7% 42.0% 22.0% -6.5% 2.2K -153.4K -1.1K 5.23 107.81 13 68 214 143 2024-02-22 $22.16 $20.00 27.3% 7.8% 45.9% 2.2% 21.2% -5.1% 17.9% 4.3K -287.4K -953 10.87 116.87 54 587 220 188 2024-02-23 $21.82 $22.50 34.3% 9.8% 46.4% 5.5% 23.6% -21.0% 8.5% -35.4K 339.7K -2.5K 1.09 122.81 74 81 238 771 2024-02-26 $22.10 $22.50 34.4% 9.9% 46.5% 5.5% 31.8% 10.8% 7.5% -43.9K 286.0K -2.4K 1.03 110.20 114 117 262 800 2024-02-27 $21.95 $22.50 28.1% 8.0% 46.5% 2.5% 36.7% 12.7% 25.3% -48.4K 323.2K -2.8K 3.10 114.29 21 65 324 863 2024-02-28 $21.66 $22.50 29.1% 8.4% 46.7% 3.0% 29.3% -10.9% 27.3% -45.8K 419.3K -2.9K 15.00 111.58 1 15 345 928 2024-02-29 $21.74 $22.50 42.6% 12.2% 46.4% 9.4% 0.0% -1.6% 19.4% -47.2K 465.2K -3.0K 1.00 119.09 42 42 360 943
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