CNNE Options History — November 2024

In November 2024, CNNE traded between $19.51 and $21.73. ATM implied volatility averaged 117.2%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 88.6% (HV 20d: 28.7%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.20.

Notable Days

2024-11-01: Highest Volume — 15 contracts
2024-11-06: Largest IV spike — 148.6% change
2024-11-07: Highest IV Rank — 100.0%
2024-11-22: Largest Expected Move — 29.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.85	$19.51	$21.73	$19.51	$21.68
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	117.2%	43.7%	238.8%	90.1%	98.7%
Expected Move	23.3%	12.5%	29.8%	25.8%	28.3%
HV 20d	28.7%	26.9%	30.2%	28.9%	26.9%
HV 60d	24.8%	23.5%	27.1%	27.1%	25.1%
IV Rank	51.2%	11.3%	100.0%	47.1%	36.3%
IV Percentile	82.2%	43.7%	100.0%	81.3%	82.5%
Term Structure	-6.1%	-24.6%	17.3%	-15.5%	-24.6%
VWIV	73.8%	73.8%	73.8%	73.8%	73.8%
Skew 25d	28.9%	-42.2%	81.5%	4.1%	10.6%
Skew 10d	41.9%	-24.0%	83.1%	41.4%	53.9%
Call IV 25d	64.8%	35.1%	108.2%	71.6%	108.2%
Put IV 25d	93.7%	20.8%	139.9%	75.7%	118.8%
Bid-Ask Spread %	137.84	127.78	142.53	127.78	138.25
Gamma HHI	0.53	0.33	0.76	0.70	0.33
Net GEX	1.3K	-16	3.4K	2.2K	-16
Net DEX	-77.5K	-192.4K	-10.6K	-45.8K	-34.5K
Net VEX	-662	-747	-605	-738	-669
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.20	0.00	5.00	0.07	5.00
Total Volume	2.85	0	15	15	0
Total OI	219.85	151	280	253	171

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
2024-11-01	$19.51	$20.00	90.1%	25.8%	28.9%	47.1%	0.0%	4.1%	-15.5%	2.2K	-45.8K	-738	0.07	127.78	14	1	143	110
2024-11-04	$19.95	$20.00	163.0%	17.1%	28.2%	95.3%	73.8%	8.9%	17.3%	1.6K	-69.0K	-724	0.00	133.27	0	2	153	111
2024-11-05	$20.22	$20.00	67.8%	19.1%	28.4%	32.4%	0.0%	15.1%	1.9%	3.4K	-89.6K	-734	1.00	140.71	2	2	153	113
2024-11-06	$20.99	$20.00	168.6%	19.1%	30.2%	99.1%	0.0%	30.0%	8.1%	1.8K	-122.5K	-747	0.00	140.25	0	0	155	113
2024-11-07	$20.95	$20.00	185.5%	19.0%	30.1%	100.0%	0.0%	63.9%	11.7%	3.1K	-128.3K	-712	0.00	140.33	0	1	155	113
2024-11-08	$20.98	$20.00	214.3%	23.6%	29.1%	100.0%	0.0%	54.1%	-17.5%	1.6K	-120.5K	-720	0.00	142.53	0	0	155	114
2024-11-11	$21.17	$20.00	168.6%	21.5%	28.9%	76.6%	0.0%	5.8%	-21.9%	2.1K	-135.8K	-676	0.00	138.57	0	1	155	114
2024-11-12	$21.57	$20.00	238.8%	20.7%	28.7%	100.0%	0.0%	38.0%	-1.7%	1.7K	-151.4K	-661	1.00	138.96	1	1	155	115
2024-11-13	$21.16	$20.00	90.2%	25.8%	29.8%	32.4%	0.0%	32.0%	-15.3%	2.1K	-141.8K	-653	0.00	139.20	1	0	156	116
2024-11-14	$20.50	$20.00	93.2%	26.7%	29.8%	33.8%	0.0%	67.0%	-17.1%	2.0K	-100.8K	-629	0.10	142.35	10	1	155	116
2024-11-15	$20.34	$20.00	86.6%	24.8%	30.0%	30.8%	0.0%	55.3%	1.5%	281	-192.4K	-613	0.00	140.51	0	0	163	117
2024-11-18	$20.37	$20.00	43.7%	12.5%	28.0%	11.3%	0.0%	-42.2%	0.2%	1.3K	-25.4K	-605	0.00	137.37	0	5	74	77
2024-11-19	$20.25	$20.00	90.1%	25.8%	28.1%	32.3%	0.0%	50.0%	-7.8%	265	-10.6K	-609	0.00	138.44	0	0	74	82
2024-11-20	$20.43	$20.00	91.1%	26.1%	27.3%	32.8%	0.0%	81.5%	0.3%	280	-16.4K	-614	0.00	133.50	0	0	74	82
2024-11-21	$20.81	$20.00	96.1%	27.6%	27.6%	35.1%	0.0%	8.7%	-8.1%	541	-25.3K	-610	0.00	139.01	0	2	74	82
2024-11-22	$21.09	$20.00	103.8%	29.8%	27.7%	38.6%	0.0%	26.7%	-21.4%	339	-26.6K	-626	0.00	136.29	0	0	74	84
2024-11-25	$21.73	$20.00	78.5%	22.5%	28.6%	27.1%	0.0%	43.2%	4.8%	410	-50.6K	-612	5.00	133.20	2	10	74	84
2024-11-26	$21.68	$20.00	80.1%	23.0%	28.4%	27.8%	0.0%	-22.6%	5.8%	16	-35.5K	-622	0.00	135.95	0	1	76	94
2024-11-27	$21.59	$20.00	95.9%	27.5%	28.6%	35.0%	0.0%	47.0%	-23.1%	-4	-28.0K	-671	0.00	140.29	0	0	76	95
2024-11-29	$21.68	$20.00	98.7%	28.3%	26.9%	36.3%	0.0%	10.6%	-24.6%	-16	-34.5K	-669	0.00	138.25	0	0	76	95