CNNE Options History — June 2025

In June 2025, CNNE traded between $18.94 and $20.84. ATM implied volatility averaged 86.5%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 64.4% (HV 20d: 22.1%). Max pain ranged from $2.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2025-06-13: Highest Volume — 24 contracts
2025-06-11: Largest IV drop — 49.9% change
2025-06-27: Highest IV Rank — 39.6%
2025-06-27: Largest Expected Move — 33.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.90	$18.94	$20.84	$18.94	$20.82
Max Pain	$13.75	$2.50	$17.50	$17.50	$2.50
ATM IV	86.5%	58.3%	117.1%	82.2%	103.1%
Expected Move	21.8%	12.1%	33.6%	23.6%	29.6%
HV 20d	22.1%	17.5%	27.8%	27.8%	19.0%
HV 60d	37.3%	34.1%	41.4%	41.4%	34.1%
IV Rank	27.3%	15.9%	39.6%	25.5%	33.9%
IV Percentile	55.0%	21.0%	86.5%	50.0%	79.0%
Term Structure	-2.1%	-24.6%	31.0%	-8.4%	-20.2%
VWIV	65.1%	65.1%	65.1%	65.1%	65.1%
Skew 25d	52.1%	-32.1%	131.0%	131.0%	15.0%
Skew 10d	58.1%	-77.0%	161.9%	161.9%	-2.7%
Call IV 25d	68.4%	53.5%	102.8%	65.8%	65.6%
Put IV 25d	120.5%	48.5%	202.1%	196.8%	80.6%
Bid-Ask Spread %	134.61	130.22	138.46	134.37	137.19
Gamma HHI	0.39	0.38	0.41	0.38	0.39
Net GEX	126.1K	97.5K	154.9K	97.5K	126.8K
Net DEX	-4.6M	-5.5M	-3.8M	-3.9M	-5.4M
Net VEX	-20.1K	-20.9K	-19.1K	-20.9K	-19.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.20	0.00	0.00
Total Volume	3.65	0	24	5	0
Total OI	4,249.6	4,242	4,275	4,249	4,242

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
2025-06-02	$18.94	$17.50	82.2%	23.6%	27.8%	25.5%	0.0%	131.0%	-8.4%	97.5K	-3.9M	-20.9K	0.00	134.37	5	0	4,204	45
2025-06-03	$19.02	$17.50	80.7%	23.1%	27.5%	24.9%	0.0%	100.2%	-7.2%	122.0K	-3.8M	-20.0K	0.00	136.75	0	0	4,209	45
2025-06-04	$19.27	$17.50	83.2%	23.9%	27.6%	25.9%	65.1%	15.5%	-7.8%	125.5K	-4.0M	-20.6K	0.20	131.86	5	1	4,209	45
2025-06-05	$19.24	$0.00	96.5%	17.4%	27.6%	31.3%	0.0%	62.1%	-3.5%	106.7K	-4.1M	-20.8K	0.00	138.46	0	0	4,204	46
2025-06-06	$19.30	$0.00	100.7%	12.1%	25.6%	33.0%	0.0%	46.6%	-3.3%	109.6K	-4.1M	-20.7K	0.00	136.27	0	0	4,204	46
2025-06-09	$19.66	$0.00	100.2%	16.3%	26.1%	32.8%	0.0%	64.9%	11.4%	125.2K	-4.3M	-20.7K	0.00	136.89	0	0	4,204	46
2025-06-10	$19.86	$0.00	116.4%	12.7%	25.4%	39.3%	0.0%	61.1%	-5.0%	100.9K	-4.6M	-20.9K	0.00	135.21	0	0	4,204	46
2025-06-11	$19.74	$0.00	58.3%	16.7%	18.8%	15.9%	0.0%	47.6%	11.4%	123.3K	-4.4M	-20.6K	0.00	131.59	0	0	4,204	46
2025-06-12	$19.76	$0.00	59.1%	16.9%	18.5%	16.2%	0.0%	64.2%	13.7%	108.5K	-4.4M	-20.7K	0.00	136.64	2	0	4,204	46
2025-06-13	$19.44	$2.50	69.5%	19.9%	19.9%	20.4%	0.0%	61.2%	-8.8%	131.1K	-4.0M	-19.7K	0.00	135.71	24	0	4,206	46
2025-06-16	$19.96	$0.00	67.9%	19.5%	21.3%	19.8%	0.0%	66.2%	5.3%	106.8K	-4.7M	-20.6K	0.00	130.22	0	0	4,203	46
2025-06-17	$19.78	$0.00	62.9%	18.0%	21.7%	17.7%	0.0%	34.6%	10.8%	153.8K	-4.4M	-19.3K	0.00	135.81	9	0	4,203	46
2025-06-18	$19.96	$0.00	70.2%	20.1%	20.5%	20.7%	0.0%	68.2%	6.4%	113.5K	-4.7M	-20.5K	0.00	130.84	17	0	4,212	46
2025-06-20	$19.98	$0.00	68.8%	19.7%	17.5%	20.1%	0.0%	84.8%	13.5%	154.9K	-4.7M	-19.4K	0.00	136.82	5	0	4,229	46
2025-06-23	$20.55	$0.00	83.5%	23.9%	19.2%	26.0%	0.0%	80.0%	-11.2%	124.3K	-5.2M	-20.0K	0.00	132.46	5	0	4,201	41
2025-06-24	$20.84	$0.00	110.1%	31.6%	19.1%	36.8%	0.0%	14.1%	-23.5%	151.3K	-5.5M	-19.3K	0.00	134.17	0	0	4,201	41
2025-06-25	$20.59	$0.00	85.7%	24.6%	20.0%	26.9%	0.0%	55.0%	31.0%	149.8K	-5.3M	-19.1K	0.00	133.54	0	0	4,201	41
2025-06-26	$20.68	$0.00	114.3%	32.8%	20.0%	38.4%	0.0%	1.6%	-22.8%	147.0K	-5.3M	-19.1K	0.00	131.57	0	0	4,201	41
2025-06-27	$20.63	$0.00	117.1%	33.6%	19.2%	39.6%	0.0%	-32.1%	-24.6%	142.9K	-5.3M	-19.3K	0.00	135.76	0	0	4,201	41
2025-06-30	$20.82	$0.00	103.1%	29.6%	19.0%	33.9%	0.0%	15.0%	-20.2%	126.8K	-5.4M	-19.4K	0.00	137.19	0	0	4,201	41