CNNE Options History — January 2025 In January 2025, CNNE traded between $18.66 and $20.06. ATM implied volatility averaged 109.5%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 88.7% (HV 20d: 20.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2025-01-08 : Highest Volume — 1 contracts2025-01-15 : Largest IV drop — 73.9% change2025-01-13 : Highest IV Rank — 100.0%2025-01-03 : Largest Expected Move — 39.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.28 $18.66 $20.06 $19.66 $19.71 Max Pain $20.25 $20.00 $22.50 $22.50 $20.00 ATM IV 109.5% 41.4% 266.8% 110.2% 41.4% Expected Move 20.7% 10.0% 39.0% 31.6% 11.9% HV 20d 20.7% 18.0% 23.3% 19.1% 23.0% HV 60d 24.7% 23.4% 26.3% 25.3% 23.6% IV Rank 38.5% 9.0% 100.0% 41.5% 9.0% IV Percentile 65.1% 23.8% 100.0% 84.1% 23.8% Term Structure 3.7% -54.6% 43.0% -20.1% -0.8% Skew 25d 51.5% -9.6% 93.0% -9.6% 61.1% Skew 10d 41.0% -133.0% 84.9% -50.9% 84.9% Call IV 25d 61.5% 40.7% 147.4% 40.7% 63.7% Put IV 25d 113.0% 31.1% 209.7% 31.1% 124.8% Bid-Ask Spread % 134.81 129.13 150.56 139.97 132.28 Gamma HHI 0.31 0.25 0.35 0.32 0.32 Net GEX -1.4K -1.9K -793 -1.2K -1.5K Net DEX 78.8K 51.8K 94.2K 68.6K 66.3K Net VEX -534 -630 -483 -606 -503 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.15 0 1 0 0 Total OI 162.7 162 164 162 163
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 2025-01-02 $19.66 $22.50 110.2% 31.6% 19.1% 41.5% 0.0% -9.6% -20.1% -1.2K 68.6K -606 0.00 139.97 0 0 51 111 2025-01-03 $20.06 $22.50 135.9% 39.0% 20.9% 53.2% 0.0% 62.3% -54.6% -900 55.2K -627 0.00 150.56 0 0 51 111 2025-01-06 $19.79 $20.00 154.2% 10.0% 21.1% 61.5% 0.0% 15.3% 13.9% -793 51.8K -630 0.00 132.60 0 0 51 111 2025-01-07 $19.30 $20.00 159.4% 16.9% 22.5% 63.9% 0.0% 53.8% 20.1% -822 72.6K -598 0.00 132.50 0 0 51 111 2025-01-08 $18.92 $20.00 134.3% 19.0% 23.2% 52.5% 0.0% 44.3% -16.6% -1.4K 84.6K -550 0.00 138.26 0 1 51 111 2025-01-10 $18.66 $20.00 191.8% 23.7% 23.3% 78.6% 0.0% 67.0% -15.9% -1.4K 94.2K -526 0.00 135.24 0 1 51 112 2025-01-13 $18.70 $20.00 266.8% 26.4% 21.4% 100.0% 0.0% 66.4% -30.4% -1.4K 91.4K -529 0.00 133.31 0 0 51 113 2025-01-14 $18.84 $20.00 243.3% 19.1% 20.9% 90.5% 0.0% 55.9% -18.6% -1.6K 91.9K -518 0.00 133.42 0 0 51 113 2025-01-15 $19.06 $20.00 63.5% 18.2% 21.6% 18.0% 0.0% 53.5% -9.1% -1.5K 89.5K -524 0.00 134.14 0 0 51 113 2025-01-16 $19.18 $20.00 72.2% 20.7% 21.8% 21.5% 0.0% 42.1% 17.8% -1.5K 72.6K -546 0.00 139.03 0 0 51 113 2025-01-17 $19.05 $20.00 68.8% 19.7% 20.7% 20.1% 0.0% 54.5% 19.3% -1.5K 75.3K -539 0.00 137.55 0 0 51 113 2025-01-21 $19.21 $20.00 51.5% 14.8% 18.8% 13.1% 0.0% 68.9% 32.2% -1.6K 85.3K -512 0.00 132.33 0 0 49 113 2025-01-22 $19.19 $20.00 47.8% 13.7% 18.5% 11.6% 0.0% 56.6% 34.9% -1.5K 89.2K -500 0.00 131.19 0 0 49 113 2025-01-23 $19.14 $20.00 66.4% 19.0% 18.0% 19.1% 0.0% 65.3% 42.9% -1.3K 82.8K -513 0.00 134.81 0 0 49 113 2025-01-24 $19.11 $20.00 71.4% 20.5% 18.0% 21.2% 0.0% 55.0% 23.2% -1.6K 85.9K -489 0.00 135.43 0 0 49 113 2025-01-27 $19.28 $20.00 72.6% 20.8% 18.3% 21.6% 0.0% 45.5% -0.0% -1.5K 87.1K -483 0.00 129.50 0 0 49 113 2025-01-28 $19.71 $20.00 83.2% 23.8% 19.8% 25.9% 0.0% 47.5% 8.8% -1.9K 70.0K -500 0.00 132.00 0 1 49 113 2025-01-29 $19.27 $20.00 74.4% 21.3% 21.0% 22.4% 0.0% 93.0% 43.0% -1.4K 86.2K -491 0.00 133.07 0 0 49 114 2025-01-30 $19.75 $20.00 80.3% 23.0% 23.0% 24.7% 0.0% 32.2% -15.5% -1.4K 76.3K -486 0.00 129.13 0 0 49 114 2025-01-31 $19.71 $20.00 41.4% 11.9% 23.0% 9.0% 0.0% 61.1% -0.8% -1.5K 66.3K -503 0.00 132.28 0 0 49 114
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