CNNE Options History — April 2024

In April 2024, CNNE traded between $19.45 and $22.48. ATM implied volatility averaged 62.0%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 30.9% (HV 20d: 31.1%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 32.90.

Notable Days

  • 2024-04-02: Highest Volume — 463 contracts
  • 2024-04-03: Largest IV spike — 296.0% change
  • 2024-04-04: Highest IV Rank — 100.0%
  • 2024-04-30: Largest Expected Move — 30.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.36$19.45$22.48$22.48$19.59
Max Pain$20.68$20.00$25.00$25.00$20.00
ATM IV62.0%25.7%129.7%25.7%106.0%
Expected Move14.2%7.4%30.4%7.4%30.4%
HV 20d31.1%12.1%34.8%12.1%34.7%
HV 60d33.5%29.7%34.1%30.5%33.9%
IV Rank39.2%4.4%100.0%4.4%78.0%
IV Percentile64.3%4.4%100.0%4.4%98.8%
Term Structure-1.4%-23.7%45.6%24.5%-23.7%
VWIV57.9%25.7%132.4%25.8%132.4%
Skew 25d38.2%7.0%73.5%73.5%59.1%
Skew 10d51.5%7.4%120.9%120.9%41.1%
Call IV 25d34.2%20.1%51.9%20.1%51.9%
Put IV 25d72.4%28.3%111.0%93.7%111.0%
Bid-Ask Spread %126.6397.95137.60114.74137.60
Gamma HHI0.550.300.960.960.30
Net GEX-17.4K-149.1K9.1K-115.0K3.2K
Net DEX601.7K-104.2K1.1M825.6K-2.7K
Net VEX-2.2K-3.5K-1.6K-3.2K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio32.900.00462.0038.200.91
Total Volume51.5046319621
Total OI1,286.0916911,7551,562728

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$22.48$25.0025.7%7.4%12.1%4.4%25.8%73.5%24.5%-115.0K825.6K-3.2K38.20114.7451914321,130
2024-04-02$22.34$25.0025.7%7.4%12.3%4.4%25.7%7.0%18.4%-149.1K1.1M-3.5K462.0097.9514624341,321
2024-04-03$20.61$25.00101.7%29.2%31.1%95.4%43.8%35.6%-2.7%-18.7K987.9K-2.5K0.18118.4720537433981
2024-04-04$20.63$20.00116.8%11.7%30.8%100.0%94.8%33.8%1.5%-22.1K903.9K-2.7K0.00129.8490608949
2024-04-05$20.45$20.00119.1%12.9%30.8%100.0%124.4%50.3%-10.2%-17.5K900.9K-2.8K0.50128.8721603949
2024-04-08$20.88$20.00129.7%14.4%32.0%100.0%40.0%40.0%-19.0%-24.4K868.4K-2.6K0.00126.67400604945
2024-04-09$21.14$20.0097.7%15.2%32.3%70.3%0.0%40.9%-20.0%-14.5K534.9K-3.0K0.00121.9110640945
2024-04-10$20.77$20.0049.5%14.2%32.7%25.6%0.0%44.2%-12.8%-20.3K849.4K-2.6K0.00124.7000641945
2024-04-11$20.52$20.0044.9%12.9%32.9%21.2%0.0%49.8%-7.2%-17.0K886.2K-2.5K0.00127.2810642945
2024-04-12$20.39$20.0052.6%15.1%32.9%28.4%0.0%61.4%-15.5%-14.5K1.0M-2.3K14.00121.18114642945
2024-04-15$19.91$20.0044.6%12.8%33.5%21.0%0.0%66.7%-6.3%-6.7K1.1M-2.0K0.00129.41026642954
2024-04-16$19.77$20.0050.6%14.5%33.5%26.6%0.0%46.4%-15.3%-9.5K852.2K-2.2K0.82132.031714642954
2024-04-17$19.61$20.0046.5%13.3%33.1%22.8%0.0%34.3%-14.8%-9.4K1.1M-1.9K9.75130.47439644968
2024-04-18$19.45$20.0049.5%14.2%32.4%25.5%49.2%23.7%45.6%8.2K856.0K-1.8K0.00129.7702647738
2024-04-19$19.56$20.0045.0%12.9%32.3%21.4%0.0%33.5%-7.9%4.2K839.3K-1.8K0.00135.6001647740
2024-04-22$19.79$20.0049.2%14.1%33.0%25.2%0.0%23.8%2.1%4.0K-16.6K-1.7K0.00130.5000406285
2024-04-23$20.23$20.0036.3%10.4%34.4%13.3%27.0%23.3%9.8%6.1K-43.5K-1.6K0.00123.92200406285
2024-04-24$19.99$20.0034.4%9.9%34.5%11.5%34.4%18.7%17.3%6.2K-44.8K-1.7K0.00127.3450426285
2024-04-25$19.80$20.0045.0%12.9%34.2%21.3%46.5%33.4%12.5%6.8K-60.5K-1.7K0.00131.0930431285
2024-04-26$20.05$20.0045.2%13.0%34.8%21.5%50.6%14.3%-7.4%7.9K-84.7K-1.7K0.10133.99101434285
2024-04-29$20.02$20.0049.3%14.1%34.2%25.3%0.0%26.4%-0.7%9.1K-104.2K-1.6K0.00132.5900444284
2024-04-30$19.59$20.00106.0%30.4%34.7%78.0%132.4%59.1%-23.7%3.2K-2.7K-1.6K0.91137.601110444284