CNNE Options History — October 2024

In October 2024, CNNE traded between $18.18 and $19.87. ATM implied volatility averaged 89.9%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 67.0% (HV 20d: 22.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.48.

Notable Days

2024-10-21: Highest Volume — 37 contracts
2024-10-18: Largest IV spike — 89.1% change
2024-10-03: Highest IV Rank — 94.0%
2024-10-28: Largest Expected Move — 39.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.93	$18.18	$19.87	$18.81	$19.87
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	89.9%	38.1%	161.0%	84.6%	134.9%
Expected Move	22.4%	10.9%	39.1%	24.3%	38.7%
HV 20d	22.9%	17.4%	27.9%	17.4%	27.9%
HV 60d	29.0%	26.3%	30.2%	29.4%	27.1%
IV Rank	47.0%	12.7%	94.0%	43.5%	76.7%
IV Percentile	77.6%	42.1%	99.2%	82.1%	95.2%
Term Structure	-23.3%	-94.5%	39.5%	-8.0%	-89.1%
VWIV	34.2%	33.0%	36.4%	34.1%	33.1%
Skew 25d	28.5%	0.0%	126.1%	126.1%	44.3%
Skew 10d	28.3%	-75.0%	216.3%	216.3%	27.8%
Call IV 25d	52.7%	29.9%	78.8%	78.8%	53.4%
Put IV 25d	81.2%	48.8%	204.9%	204.9%	97.7%
Bid-Ask Spread %	133.88	121.53	141.03	131.88	131.69
Gamma HHI	0.69	0.33	0.95	0.77	0.67
Net GEX	4.0K	25	24.1K	4.0K	1.9K
Net DEX	-47.8K	-110.9K	19.9K	-100.0K	-66.7K
Net VEX	-542	-754	-440	-516	-754
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.00	1.20	1.00	1.20
Total Volume	6.174	0	37	0	2
Total OI	229.261	168	255	219	251

Daily Data (23 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
2024-10-01	$18.81	$20.00	84.6%	24.3%	17.4%	43.5%	0.0%	126.1%	-8.0%	4.0K	-100.0K	-516	0.00	131.88	0	0	168	51
2024-10-02	$19.11	$20.00	92.0%	26.4%	18.5%	48.3%	0.0%	94.5%	-11.3%	4.0K	-110.9K	-511	0.00	134.43	0	1	168	51
2024-10-03	$18.70	$20.00	161.0%	20.4%	19.7%	94.0%	0.0%	26.6%	-39.3%	3.8K	-83.8K	-468	0.00	131.25	0	0	168	51
2024-10-04	$18.71	$20.00	153.4%	15.8%	19.0%	89.0%	34.1%	20.1%	-4.9%	4.2K	-90.5K	-478	1.00	136.22	1	1	168	51
2024-10-07	$18.29	$20.00	97.3%	21.8%	20.3%	51.9%	0.0%	11.7%	-60.0%	4.5K	-65.9K	-442	0.00	138.48	0	2	168	52
2024-10-08	$18.42	$20.00	135.1%	22.3%	20.5%	76.9%	0.0%	9.7%	-49.2%	3.8K	-80.1K	-456	0.00	139.94	0	11	168	54
2024-10-09	$18.28	$20.00	58.7%	16.8%	19.7%	26.3%	33.0%	27.6%	-11.5%	4.5K	-39.9K	-452	0.00	133.25	4	0	168	65
2024-10-10	$18.18	$20.00	78.3%	22.5%	18.5%	39.3%	0.0%	14.0%	-53.4%	3.7K	-61.8K	-487	0.00	139.26	0	3	172	65
2024-10-11	$18.69	$20.00	74.2%	21.3%	19.3%	36.5%	0.0%	38.4%	-37.7%	5.3K	-55.7K	-464	0.00	130.36	0	0	172	68
2024-10-14	$18.63	$20.00	63.8%	18.3%	19.3%	29.7%	0.0%	6.3%	-32.9%	5.1K	-65.8K	-470	0.00	141.03	0	0	172	68
2024-10-15	$18.48	$20.00	69.0%	19.8%	19.1%	33.1%	0.0%	12.7%	-49.2%	4.6K	-55.2K	-440	0.00	135.53	0	13	172	68
2024-10-16	$18.86	$20.00	40.5%	11.6%	20.7%	14.3%	36.4%	29.4%	1.5%	4.9K	-44.1K	-451	0.00	121.53	2	0	172	81
2024-10-17	$19.63	$20.00	38.1%	10.9%	25.1%	12.7%	0.0%	21.2%	-1.1%	24.1K	-20.3K	-474	0.00	135.72	0	0	174	81
2024-10-18	$19.66	$20.00	72.0%	20.6%	24.7%	35.1%	0.0%	0.0%	34.4%	25	-5.4K	-466	1.00	138.53	10	10	174	81
2024-10-21	$19.13	$20.00	70.9%	20.3%	26.7%	34.4%	33.1%	20.2%	39.5%	294	19.9K	-523	0.06	130.64	35	2	77	91
2024-10-22	$19.13	$20.00	70.9%	20.3%	26.7%	34.4%	0.0%	49.1%	10.9%	3.2K	3.6K	-589	0.00	129.74	0	0	112	93
2024-10-23	$18.82	$20.00	83.5%	23.9%	27.3%	42.7%	0.0%	7.6%	-7.9%	1.2K	-11.9K	-620	0.00	138.20	0	0	112	93
2024-10-24	$19.04	$20.00	75.0%	21.5%	27.2%	37.1%	0.0%	29.2%	-1.0%	3.0K	5.2K	-580	0.11	128.34	27	3	112	93
2024-10-25	$19.00	$20.00	103.0%	29.5%	27.1%	55.6%	0.0%	17.6%	-56.0%	1.8K	-39.9K	-697	0.00	137.80	0	1	139	96
2024-10-28	$19.38	$20.00	136.4%	39.1%	27.9%	77.7%	0.0%	22.2%	-94.5%	1.1K	-56.2K	-688	1.20	133.23	5	6	139	97
2024-10-29	$19.26	$20.00	87.4%	25.0%	27.7%	45.3%	0.0%	17.5%	-7.9%	2.1K	-38.1K	-728	0.00	133.78	0	1	143	105
2024-10-30	$19.26	$20.00	87.8%	25.2%	27.2%	45.6%	0.0%	9.4%	-8.1%	2.0K	-35.0K	-719	0.00	128.52	0	2	143	106
2024-10-31	$19.87	$20.00	134.9%	38.7%	27.9%	76.7%	0.0%	44.3%	-89.1%	1.9K	-66.7K	-754	0.00	131.69	0	2	143	108