CNNE Options History — July 2025

In July 2025, CNNE traded between $20.91 and $21.85. ATM implied volatility averaged 72.4%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 55.8% (HV 20d: 16.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-07-09: Highest Volume — 13 contracts
  • 2025-07-03: Largest IV spike — 133.2% change
  • 2025-07-08: Highest IV Rank — 52.3%
  • 2025-07-01: Largest Expected Move — 34.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.41$20.91$21.85$20.95$21.41
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV72.4%44.7%148.6%119.2%76.0%
Expected Move18.0%12.8%34.2%34.2%21.8%
HV 20d16.6%13.6%19.9%18.5%13.9%
HV 60d23.1%20.6%32.6%32.6%20.7%
IV Rank20.6%7.6%52.3%40.4%20.6%
IV Percentile36.7%11.9%93.7%86.5%46.0%
Term Structure2.9%-60.6%45.6%-18.8%-7.2%
VWIV70.1%26.6%99.4%26.6%99.4%
Skew 25d46.3%-58.4%155.0%-58.4%155.0%
Skew 10d23.9%-77.8%102.7%53.9%67.3%
Call IV 25d68.8%27.7%132.1%90.7%30.6%
Put IV 25d115.1%23.2%185.6%32.3%185.6%
Bid-Ask Spread %137.59123.45143.26134.16123.45
Gamma HHI0.420.390.510.400.43
Net GEX166.1K117.7K188.1K147.4K179.9K
Net DEX-6.0M-6.7M-5.5M-5.6M-6.2M
Net VEX-16.2K-18.8K-11.9K-18.8K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.09101300
Total OI4,238.2734,2294,2474,2424,237

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$20.95$0.00119.2%34.2%18.5%40.4%0.0%-58.4%-18.8%147.4K-5.6M-18.8K0.00134.16004,20141
2025-07-02$21.19$0.0050.2%14.4%18.6%12.6%0.0%-29.0%-6.9%161.4K-5.9M-17.9K0.00134.65004,20141
2025-07-03$21.27$20.00117.1%14.2%18.4%39.6%0.0%-2.2%9.3%154.2K-5.5M-18.3K0.00138.11004,20141
2025-07-07$20.91$20.00138.6%21.9%19.9%48.3%0.0%76.7%-21.1%147.7K-5.6M-18.4K0.00142.48004,20141
2025-07-08$21.02$20.00148.6%18.3%19.9%52.3%0.0%-25.7%-60.6%168.7K-5.7M-17.6K0.00138.16004,20141
2025-07-09$21.05$20.0076.2%21.8%19.2%23.1%0.0%53.6%-21.1%128.7K-5.6M-18.8K0.00143.181304,20141
2025-07-10$21.26$20.0049.5%14.2%19.2%12.3%0.0%83.3%9.9%167.1K-5.5M-17.2K0.00140.46004,18841
2025-07-11$21.32$20.0050.8%14.6%18.9%12.8%0.0%30.8%8.3%156.9K-6.0M-17.5K0.00141.63004,18841
2025-07-14$21.50$20.0052.6%15.1%18.9%13.6%0.0%44.1%1.0%188.1K-6.4M-15.0K0.00142.721004,18841
2025-07-15$21.50$20.0056.0%16.1%17.4%15.0%26.6%33.0%8.4%176.7K-5.8M-16.4K0.00143.26204,19841
2025-07-16$21.40$20.0054.3%15.6%15.7%14.1%0.0%28.5%4.9%167.5K-6.2M-16.1K0.00142.56004,19641
2025-07-17$21.73$20.0057.9%16.6%15.5%15.5%0.0%-17.8%45.6%185.4K-6.3M-13.6K0.00136.95004,19641
2025-07-18$21.48$20.0055.1%15.8%16.5%13.4%0.0%-27.7%28.8%169.1K-6.2M-16.2K0.00138.84014,19641
2025-07-21$21.32$20.0058.2%16.7%16.9%14.7%84.1%88.6%33.1%171.0K-6.1M-16.2K0.00141.380104,19641
2025-07-22$21.63$20.0060.2%17.2%14.8%15.4%0.0%5.2%24.2%176.2K-6.5M-15.0K0.00133.91004,19651
2025-07-23$21.85$20.0061.5%17.6%14.5%14.9%99.4%53.9%42.7%117.7K-6.2M-17.6K0.00135.550104,19651
2025-07-24$21.77$20.0062.8%18.0%13.6%15.3%0.0%111.6%-1.4%183.3K-6.1M-11.9K0.00134.63004,19641
2025-07-25$21.79$20.0064.3%18.4%13.7%15.8%0.0%108.2%-1.7%177.8K-6.7M-14.6K0.00132.87004,19641
2025-07-28$21.71$20.0068.8%19.7%13.7%17.7%0.0%127.9%-1.9%175.7K-6.5M-14.7K0.00132.32004,19641
2025-07-29$21.52$20.0070.0%20.1%14.0%18.2%0.0%103.4%-2.5%175.6K-6.3M-15.1K0.00134.80004,19641
2025-07-30$21.34$20.0044.7%12.8%14.4%7.6%0.0%76.2%-8.3%176.9K-6.1M-15.2K0.00140.97004,19641
2025-07-31$21.41$20.0076.0%21.8%13.9%20.6%0.0%155.0%-7.2%179.9K-6.2M-15.0K0.00123.45004,19641