CNNE Options History — September 2024 In September 2024, CNNE traded between $18.68 and $19.46. ATM implied volatility averaged 84.7%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 61.7% (HV 20d: 23.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-20 : Highest Volume — 10 contracts2024-09-11 : Largest IV drop — 42.8% change2024-09-10 : Highest IV Rank — 88.3%2024-09-04 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $19.16 $18.68 $19.46 $19.28 $18.99 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 84.7% 60.6% 152.4% 93.8% 89.1% Expected Move 21.5% 17.4% 28.1% 26.9% 25.5% HV 20d 23.0% 19.2% 32.8% 32.7% 19.4% HV 60d 29.5% 29.2% 30.9% 30.9% 29.3% IV Rank 43.5% 27.5% 88.3% 49.5% 46.4% IV Percentile 80.7% 67.1% 98.4% 87.7% 84.1% Term Structure 7.0% -17.3% 40.6% -12.5% -17.3% VWIV 36.6% 17.7% 50.6% 50.6% 41.5% Skew 25d 53.9% -35.8% 149.6% 44.4% 56.4% Skew 10d 62.4% -31.0% 182.4% 182.4% 94.3% Call IV 25d 62.7% 40.3% 103.2% 63.5% 54.8% Put IV 25d 116.6% 22.6% 209.9% 108.0% 111.2% Bid-Ask Spread % 134.58 121.22 140.92 137.21 132.94 Gamma HHI 0.79 0.70 0.83 0.80 0.70 Net GEX 4.3K 3.8K 5.0K 4.1K 4.4K Net DEX -120.8K -142.7K -93.9K -132.8K -93.9K Net VEX -536 -618 -448 -618 -491 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 2.1 0 10 2 1 Total OI 212.25 198 220 212 219
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 2024-09-03 $19.28 $20.00 93.8% 26.9% 32.7% 49.5% 50.6% 44.4% -12.5% 4.1K -132.8K -618 0.00 137.21 2 0 172 40 2024-09-04 $19.28 $20.00 98.2% 28.1% 32.7% 52.4% 0.0% 149.6% -7.4% 3.8K -136.5K -615 0.00 135.98 0 0 174 40 2024-09-05 $19.41 $20.00 100.4% 20.5% 32.8% 53.9% 0.0% 80.4% 16.0% 4.0K -139.7K -610 0.00 139.22 0 0 174 40 2024-09-06 $19.10 $20.00 108.5% 19.8% 32.6% 59.3% 0.0% 23.8% -5.2% 4.0K -126.4K -597 0.00 140.71 0 0 174 40 2024-09-09 $18.94 $20.00 115.8% 20.3% 31.1% 64.1% 0.0% 61.5% 18.4% 4.2K -118.6K -570 0.00 140.55 0 0 174 40 2024-09-10 $19.02 $20.00 152.4% 20.3% 24.6% 88.3% 0.0% 65.9% 17.1% 3.8K -125.3K -571 0.00 138.15 0 0 174 40 2024-09-11 $18.68 $20.00 87.2% 25.0% 19.5% 45.2% 0.0% 42.2% -8.8% 4.0K -107.0K -543 0.00 136.20 0 0 174 40 2024-09-12 $19.00 $20.00 62.1% 17.8% 19.8% 28.6% 0.0% 42.4% 10.6% 4.4K -118.0K -548 0.00 136.84 0 0 174 40 2024-09-13 $19.46 $20.00 65.3% 18.7% 20.4% 30.7% 0.0% 86.0% 21.6% 4.3K -138.4K -554 0.00 137.90 0 0 174 40 2024-09-16 $19.45 $20.00 70.9% 20.3% 20.4% 34.4% 0.0% 16.9% 11.2% 4.4K -142.7K -534 0.00 134.62 0 3 174 40 2024-09-17 $19.23 $20.00 69.4% 19.9% 19.2% 33.4% 0.0% 75.6% -7.3% 4.4K -127.7K -515 0.00 135.24 4 0 174 43 2024-09-18 $19.19 $20.00 72.9% 20.9% 19.2% 35.7% 0.0% 90.0% 0.6% 4.2K -132.7K -528 0.00 137.07 0 0 176 43 2024-09-19 $19.38 $20.00 81.5% 23.4% 19.5% 41.4% 0.0% 80.4% 14.8% 4.0K -120.0K -508 0.00 140.92 0 1 176 43 2024-09-20 $19.18 $20.00 60.6% 17.4% 19.7% 27.5% 17.7% 17.0% 40.6% 4.2K -103.9K -495 0.00 136.06 10 0 176 44 2024-09-23 $19.09 $20.00 62.0% 17.8% 19.3% 28.5% 0.0% 46.2% 19.3% 4.8K -106.1K -492 0.00 130.59 0 0 158 40 2024-09-24 $19.07 $20.00 62.5% 17.9% 19.2% 28.8% 0.0% 42.2% 21.7% 4.5K -106.7K -486 0.00 124.72 0 1 158 40 2024-09-25 $19.02 $20.00 76.8% 22.0% 19.2% 38.3% 41.5% 20.1% -14.9% 4.5K -94.6K -448 0.00 127.59 10 0 158 41 2024-09-26 $19.27 $20.00 81.0% 23.2% 19.9% 41.1% 0.0% 72.1% -7.7% 4.4K -126.9K -505 0.00 127.93 0 0 168 41 2024-09-27 $19.16 $20.00 83.0% 23.8% 19.4% 42.4% 0.0% -35.8% 29.9% 5.0K -118.9K -495 0.00 121.22 0 10 168 41 2024-09-30 $18.99 $20.00 89.1% 25.5% 19.4% 46.4% 0.0% 56.4% -17.3% 4.4K -93.9K -491 0.00 132.94 1 0 168 51
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