CNNE Options History — December 2024

In December 2024, CNNE traded between $19.57 and $21.78. ATM implied volatility averaged 109.9%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 86.6% (HV 20d: 23.3%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2024-12-20: Highest Volume — 20 contracts
2024-12-03: Largest IV spike — 98.9% change
2024-12-10: Highest IV Rank — 66.3%
2024-12-04: Largest Expected Move — 39.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.41	$19.57	$21.78	$21.78	$19.89
Max Pain	$20.63	$20.00	$22.50	$20.00	$22.50
ATM IV	109.9%	67.4%	164.8%	67.4%	126.8%
Expected Move	28.8%	19.3%	39.3%	19.3%	36.4%
HV 20d	23.3%	20.0%	27.0%	25.6%	20.4%
HV 60d	25.5%	24.6%	26.3%	24.8%	25.7%
IV Rank	41.3%	22.0%	66.3%	22.0%	49.1%
IV Percentile	82.8%	56.0%	97.6%	56.0%	88.9%
Term Structure	-35.8%	-82.9%	49.0%	49.0%	-82.9%
VWIV	30.4%	30.4%	30.4%	30.4%	30.4%
Skew 25d	46.0%	-101.5%	116.3%	116.3%	-101.5%
Skew 10d	66.7%	-37.6%	147.4%	147.4%	76.0%
Call IV 25d	82.3%	46.9%	138.4%	57.5%	134.9%
Put IV 25d	128.3%	33.5%	191.5%	173.9%	33.5%
Bid-Ask Spread %	151.95	137.53	158.37	137.53	145.51
Gamma HHI	0.33	0.24	0.90	0.36	0.24
Net GEX	527	-919	16.4K	216	-664
Net DEX	15.3K	-43.5K	62.0K	-43.5K	50.5K
Net VEX	-615	-662	-569	-639	-650
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	1.00	0.00
Total Volume	2.381	0	20	0	0
Total OI	170.19	148	186	171	162

Daily Data (21 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
2024-12-02	$21.78	$20.00	67.4%	19.3%	25.6%	22.0%	0.0%	116.3%	49.0%	216	-43.5K	-639	0.00	137.53	0	0	76	95
2024-12-03	$21.23	$20.00	134.1%	38.4%	27.0%	52.4%	0.0%	49.7%	-40.7%	-102	-26.2K	-640	0.00	140.68	0	0	76	95
2024-12-04	$21.17	$20.00	136.9%	39.3%	26.8%	53.7%	0.0%	74.4%	-46.3%	19	-24.3K	-645	0.00	138.48	0	0	76	95
2024-12-05	$20.94	$0.00	120.6%	24.9%	23.7%	46.2%	0.0%	69.8%	-28.0%	-61	-12.3K	-637	0.00	155.72	0	0	76	95
2024-12-06	$20.83	$0.00	121.9%	21.0%	23.8%	46.8%	0.0%	70.5%	-10.8%	35	-12.3K	-635	0.00	154.32	0	5	76	95
2024-12-09	$20.77	$0.00	128.6%	24.1%	23.8%	49.9%	0.0%	72.0%	-24.9%	-243	-4.0K	-632	0.00	155.62	0	0	76	100
2024-12-10	$20.52	$0.00	164.8%	26.0%	23.8%	66.3%	0.0%	68.8%	-46.3%	-42	-1.6K	-639	0.00	154.62	0	0	76	100
2024-12-11	$20.95	$0.00	90.8%	26.0%	24.1%	32.7%	0.0%	68.9%	-40.5%	87	-13.2K	-633	0.00	155.26	0	0	76	100
2024-12-12	$20.48	$0.00	93.2%	26.7%	24.5%	33.8%	0.0%	56.9%	-30.5%	-683	10.9K	-580	0.00	155.07	0	1	76	100
2024-12-13	$20.53	$0.00	92.3%	26.5%	21.7%	33.4%	0.0%	57.6%	-28.0%	-161	5.2K	-608	0.00	157.47	0	0	76	101
2024-12-16	$20.57	$0.00	97.5%	28.0%	21.5%	35.7%	0.0%	59.3%	-28.4%	-254	4.0K	-585	0.00	158.37	0	1	76	101
2024-12-17	$20.13	$0.00	97.8%	28.1%	22.9%	35.9%	0.0%	65.0%	-35.3%	-258	14.4K	-583	0.00	157.58	0	1	76	102
2024-12-18	$19.57	$0.00	97.3%	27.9%	24.9%	35.6%	0.0%	65.7%	-37.3%	-116	28.4K	-572	0.00	156.37	0	1	76	103
2024-12-19	$19.71	$0.00	98.7%	28.3%	24.8%	36.3%	0.0%	63.9%	-27.3%	1.1K	22.6K	-582	0.00	154.45	0	7	76	104
2024-12-20	$19.91	$0.00	98.8%	28.3%	24.1%	36.3%	0.0%	12.6%	-58.6%	16.4K	47.9K	-570	1.00	155.42	10	10	76	110
2024-12-23	$19.84	$0.00	104.7%	30.0%	23.4%	39.0%	0.0%	-44.6%	-46.3%	-718	52.1K	-577	0.00	148.98	0	0	49	99
2024-12-24	$19.89	$0.00	107.8%	30.9%	20.0%	40.4%	0.0%	79.8%	-42.5%	-919	52.8K	-569	0.00	152.68	0	12	49	99
2024-12-26	$20.09	$0.00	109.7%	31.4%	20.7%	41.3%	0.0%	62.9%	-62.3%	-837	50.2K	-662	0.00	154.43	0	0	49	111
2024-12-27	$19.90	$0.00	114.1%	32.7%	20.8%	43.3%	0.0%	30.5%	-66.0%	-841	56.9K	-654	0.00	153.20	0	0	49	111
2024-12-30	$19.95	$0.00	102.9%	29.5%	20.7%	38.2%	30.4%	-33.3%	-16.8%	-895	62.0K	-622	0.00	149.27	2	0	49	111
2024-12-31	$19.89	$22.50	126.8%	36.4%	20.4%	49.1%	0.0%	-101.5%	-82.9%	-664	50.5K	-650	0.00	145.51	0	0	51	111