CNNE Options History — July 2024

In July 2024, CNNE traded between $17.91 and $20.26. ATM implied volatility averaged 43.0%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 21.4% (HV 20d: 21.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-07-26: Highest Volume — 5,634 contracts
2024-07-11: Largest IV drop — 79.0% change
2024-07-01: Highest IV Rank — 50.6%
2024-07-09: Largest Expected Move — 28.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.07	$17.91	$20.26	$17.95	$20.23
Max Pain	$19.66	$17.50	$20.00	$17.50	$20.00
ATM IV	43.0%	18.9%	96.9%	96.9%	32.1%
Expected Move	13.2%	5.4%	28.8%	27.8%	9.2%
HV 20d	21.7%	16.9%	24.6%	24.1%	22.5%
HV 60d	25.1%	24.3%	25.9%	24.8%	25.7%
IV Rank	15.5%	0.0%	50.6%	50.6%	8.7%
IV Percentile	34.4%	0.0%	88.9%	88.9%	26.6%
Term Structure	21.5%	-20.0%	61.6%	30.8%	33.1%
VWIV	39.7%	20.8%	77.8%	24.2%	38.8%
Skew 25d	66.1%	6.7%	177.8%	177.8%	9.4%
Skew 10d	83.9%	5.9%	214.9%	214.7%	5.9%
Call IV 25d	26.6%	19.6%	53.2%	32.5%	25.5%
Put IV 25d	92.7%	32.2%	210.2%	210.2%	34.9%
Bid-Ask Spread %	129.38	121.02	148.00	143.69	125.59
Gamma HHI	0.47	0.33	0.67	0.36	0.67
Net GEX	-46.0K	-345.0K	1.7K	-1.4K	-345.0K
Net DEX	418.2K	-59.1K	3.3M	91.1K	2.7M
Net VEX	-1.8K	-8.1K	-806	-881	-7.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.02	0.02	0.00
Total Volume	260.182	0	5,634	45	10
Total OI	1,146.045	325	6,018	325	6,018

Daily Data (22 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
2024-07-01	$17.95	$17.50	96.9%	27.8%	24.1%	50.6%	0.0%	177.8%	30.8%	-1.4K	91.1K	-881	0.02	143.69	44	1	139	186
2024-07-02	$18.16	$17.50	71.3%	20.4%	24.3%	33.3%	0.0%	155.1%	38.7%	6	46.5K	-1.0K	0.00	146.06	0	0	182	187
2024-07-03	$17.96	$17.50	68.9%	19.8%	24.6%	31.7%	0.0%	142.5%	34.6%	-30	45.8K	-1.0K	0.00	148.00	0	0	182	187
2024-07-05	$17.91	$20.00	68.6%	27.1%	24.5%	31.4%	0.0%	33.9%	-17.9%	-103	48.9K	-1.0K	0.00	130.67	0	0	182	187
2024-07-08	$18.06	$20.00	79.8%	26.0%	24.6%	39.0%	24.2%	68.2%	-20.0%	-145	54.2K	-979	0.00	125.97	20	0	182	187
2024-07-09	$18.20	$20.00	69.8%	28.8%	21.5%	32.3%	0.0%	48.5%	-18.7%	405	18.8K	-1.0K	0.00	127.06	0	0	202	187
2024-07-10	$18.39	$20.00	90.2%	25.9%	20.2%	46.1%	0.0%	39.5%	-19.3%	345	23.7K	-1.0K	0.00	126.93	0	0	202	187
2024-07-11	$18.82	$20.00	18.9%	5.4%	21.5%	0.0%	0.0%	47.5%	29.5%	356	26.9K	-1.0K	0.00	124.94	2	0	202	187
2024-07-12	$19.19	$20.00	22.3%	6.4%	22.3%	2.2%	20.8%	79.5%	27.8%	400	26.0K	-962	0.00	122.16	1	0	204	187
2024-07-15	$18.98	$20.00	19.4%	5.6%	21.5%	0.3%	77.8%	48.2%	25.9%	296	59.4K	-860	0.00	131.30	0	1	203	187
2024-07-16	$19.36	$20.00	23.9%	6.9%	17.3%	3.3%	0.0%	46.4%	25.4%	1.0K	20.4K	-897	0.00	129.69	0	0	203	186
2024-07-17	$19.36	$20.00	24.3%	7.0%	16.9%	3.5%	0.0%	37.5%	26.4%	1.0K	20.0K	-885	0.00	130.31	0	0	203	186
2024-07-18	$18.84	$20.00	22.4%	6.4%	20.2%	2.3%	0.0%	71.4%	61.6%	67	63.4K	-830	0.00	127.70	0	0	203	186
2024-07-19	$19.12	$20.00	25.6%	7.3%	20.1%	4.4%	0.0%	105.0%	60.3%	579	47.9K	-838	0.00	129.55	0	0	203	186
2024-07-22	$19.49	$20.00	26.0%	7.4%	20.7%	4.6%	0.0%	25.0%	13.2%	1.2K	14.4K	-825	0.00	129.94	0	0	195	178
2024-07-23	$19.78	$20.00	27.2%	7.8%	20.4%	5.4%	0.0%	89.5%	32.4%	1.4K	-20.7K	-838	0.00	126.03	2	0	195	178
2024-07-24	$19.48	$20.00	28.3%	8.1%	21.1%	6.2%	0.0%	98.5%	15.3%	1.0K	13.3K	-820	0.00	128.09	0	0	197	178
2024-07-25	$19.80	$20.00	29.1%	8.3%	21.5%	6.7%	0.0%	77.6%	27.7%	1.4K	-22.9K	-818	0.00	122.64	0	0	197	178
2024-07-26	$20.15	$20.00	36.1%	10.4%	21.9%	11.4%	50.6%	36.1%	18.8%	1.7K	-59.1K	-806	0.00	121.02	0	5,634	197	178
2024-07-29	$19.98	$20.00	32.6%	9.4%	22.5%	9.1%	25.9%	6.7%	31.6%	-342.4K	3.3M	-8.1K	0.00	122.76	1	0	197	5,812
2024-07-30	$20.26	$20.00	32.8%	9.4%	22.5%	9.1%	0.0%	10.1%	16.0%	-334.5K	2.7M	-7.4K	0.00	126.27	8	0	198	5,812
2024-07-31	$20.23	$20.00	32.1%	9.2%	22.5%	8.7%	38.8%	9.4%	33.1%	-345.0K	2.7M	-7.0K	0.00	125.59	0	10	206	5,812