CNNE Options History — June 2024 In June 2024, CNNE traded between $17.02 and $18.05. ATM implied volatility averaged 99.4%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 75.8% (HV 20d: 23.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.23.
Notable Days 2024-06-07 : Highest Volume — 40 contracts2024-06-12 : Largest IV drop — 68.9% change2024-06-11 : Highest IV Rank — 84.6%2024-06-05 : Largest Expected Move — 37.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.72 $17.02 $18.05 $18.04 $17.99 Max Pain $18.06 $17.50 $20.00 $20.00 $17.50 ATM IV 99.4% 45.9% 147.3% 129.3% 89.5% Expected Move 23.8% 9.1% 37.8% 37.1% 25.7% HV 20d 23.6% 20.7% 28.2% 28.2% 24.1% HV 60d 28.3% 24.8% 29.6% 27.0% 24.8% IV Rank 52.3% 16.1% 84.6% 72.5% 45.6% IV Percentile 88.3% 52.4% 98.4% 97.6% 87.7% Term Structure -10.2% -31.0% 35.4% -25.8% 35.4% VWIV 64.2% 21.3% 187.0% 32.5% 187.0% Skew 25d 75.0% -14.2% 170.6% 158.5% 127.2% Skew 10d 114.4% 5.4% 236.0% 222.3% 159.9% Call IV 25d 43.8% 29.9% 64.6% 47.7% 52.7% Put IV 25d 118.8% 36.8% 219.4% 206.2% 179.9% Bid-Ask Spread % 144.53 130.82 151.70 136.89 146.60 Gamma HHI 0.41 0.28 0.58 0.52 0.33 Net GEX -2.5K -5.1K -927 -2.2K -927 Net DEX 177.6K 71.3K 260.7K 215.9K 71.3K Net VEX -904 -1.1K -750 -834 -932 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 1.33 1.33 0.25 Total Volume 6.632 0 40 0 5 Total OI 365.105 321 409 359 324
Daily Data (19 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 2024-06-03 $18.04 $20.00 129.3% 37.1% 28.2% 72.5% 0.0% 158.5% -25.8% -2.2K 215.9K -834 0.00 136.89 0 0 149 210 2024-06-04 $17.95 $20.00 130.1% 37.3% 25.5% 73.0% 0.0% 168.7% -28.0% -2.1K 226.5K -782 0.00 134.69 0 0 149 210 2024-06-05 $18.05 $20.00 131.9% 37.8% 25.4% 74.3% 0.0% 170.6% -25.9% -2.2K 224.7K -807 1.33 130.82 6 8 149 210 2024-06-06 $17.95 $0.00 79.7% 17.1% 20.9% 39.0% 32.5% 11.0% -6.8% -2.6K 243.6K -750 0.00 147.05 2 0 149 218 2024-06-07 $17.38 $20.00 105.8% 10.5% 20.7% 56.6% 25.9% -1.8% -11.1% -2.1K 212.3K -893 0.00 143.02 0 40 151 218 2024-06-10 $17.80 $17.50 142.6% 9.1% 21.7% 81.4% 0.0% 5.2% -6.7% -4.2K 235.3K -997 0.00 147.56 0 0 151 258 2024-06-11 $17.81 $17.50 147.3% 10.5% 21.6% 84.6% 28.0% -0.5% -6.4% -5.1K 244.1K -960 0.00 142.35 0 30 151 258 2024-06-12 $17.92 $17.50 45.9% 13.1% 21.6% 16.1% 0.0% 67.4% -9.4% -2.9K 201.8K -963 0.00 151.70 0 0 151 235 2024-06-13 $17.59 $17.50 49.2% 14.1% 21.3% 18.4% 0.0% -14.2% -31.0% -2.4K 155.9K -1.1K 0.00 143.33 0 0 151 235 2024-06-14 $17.02 $17.50 82.1% 23.5% 21.6% 40.6% 115.0% 113.3% -14.0% -2.1K 197.4K -948 0.00 150.90 0 26 151 235 2024-06-17 $17.31 $17.50 84.0% 24.1% 23.3% 41.9% 39.9% 84.4% -9.6% -2.3K 182.9K -1.1K 0.00 149.72 1 0 151 256 2024-06-18 $17.20 $17.50 84.3% 24.2% 23.0% 42.1% 0.0% 44.4% -6.1% -3.1K 260.7K -827 0.00 148.99 2 0 152 256 2024-06-20 $17.48 $17.50 101.8% 29.2% 24.5% 53.9% 0.0% 9.8% -28.0% -2.5K 136.0K -918 0.00 149.61 3 0 154 206 2024-06-21 $17.62 $17.50 100.8% 28.9% 25.0% 53.3% 0.0% 122.8% -10.7% -2.7K 122.4K -939 0.00 151.69 0 0 154 206 2024-06-24 $17.96 $17.50 92.3% 26.4% 25.7% 47.4% 21.3% 11.9% 3.5% -1.0K 78.6K -949 0.00 142.87 1 0 138 183 2024-06-25 $17.80 $17.50 92.2% 26.4% 25.3% 47.4% 0.0% 48.1% -15.1% -2.6K 144.1K -764 0.00 143.72 0 1 139 183 2024-06-26 $17.86 $17.50 111.8% 32.1% 25.1% 60.7% 0.0% 138.8% -16.9% -1.0K 83.2K -935 0.00 145.41 0 0 139 184 2024-06-27 $17.96 $17.50 87.6% 25.1% 24.2% 44.3% 0.0% 159.9% 18.6% -2.5K 137.1K -800 0.00 139.19 0 1 139 184 2024-06-28 $17.99 $17.50 89.5% 25.7% 24.1% 45.6% 187.0% 127.2% 35.4% -927 71.3K -932 0.25 146.60 4 1 139 185
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