CNNE Options History — October 2025

In October 2025, CNNE traded between $17.77 and $18.83. ATM implied volatility averaged 81.4%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 60.3% (HV 20d: 21.1%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.44.

Notable Days

  • 2025-10-28: Highest Volume — 25 contracts
  • 2025-10-06: Largest IV spike — 108.8% change
  • 2025-10-14: Highest IV Rank — 93.3%
  • 2025-10-29: Largest Expected Move — 30.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.43$17.77$18.83$18.25$17.89
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV81.4%40.5%250.7%56.0%80.3%
Expected Move17.0%8.7%30.7%16.1%23.0%
HV 20d21.1%18.0%26.4%18.6%25.9%
HV 60d33.1%32.3%34.1%32.3%32.6%
IV Rank22.9%5.9%93.3%12.4%22.5%
IV Percentile40.1%5.6%99.6%15.5%50.4%
Term Structure-13.4%-54.0%24.3%-25.9%-54.0%
VWIV39.3%31.6%52.7%52.7%38.9%
Skew 25d7.7%-70.9%98.9%-70.9%34.2%
Skew 10d40.0%-95.9%147.0%-95.9%108.6%
Call IV 25d56.1%34.5%108.7%108.7%60.3%
Put IV 25d63.8%25.3%156.9%37.9%94.5%
Bid-Ask Spread %136.12122.93143.39131.48140.75
Gamma HHI0.460.410.520.430.46
Net GEX163.0K138.0K190.5K152.4K146.9K
Net DEX-2.6M-3.0M-1.8M-2.7M-1.8M
Net VEX-7.6K-9.5K-4.7K-9.5K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.001.600.500.00
Total Volume2.78302500
Total OI4,298.3484,2834,3184,2834,318

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-10-01$18.25$17.5056.0%16.1%18.6%12.4%0.0%-70.9%-25.9%152.4K-2.7M-9.5K0.00131.48004,21766
2025-10-02$18.23$17.5051.8%14.8%18.3%10.6%0.0%-68.5%-14.6%151.4K-2.6M-9.4K0.00130.05004,21766
2025-10-03$18.51$17.5064.2%18.4%18.6%15.7%0.0%32.4%-32.2%161.8K-2.9M-9.4K0.00138.04004,21766
2025-10-06$18.83$17.50134.0%16.9%19.6%44.8%0.0%-29.1%-4.6%163.8K-2.8M-8.8K0.50133.48424,21766
2025-10-07$18.58$17.5059.7%8.7%19.8%13.9%52.7%4.2%-3.3%163.2K-2.9M-9.3K0.11122.93914,22168
2025-10-08$18.71$17.5073.8%11.4%20.0%19.7%0.0%0.4%-8.6%190.5K-2.8M-8.4K0.00133.87004,23069
2025-10-09$18.44$17.5096.2%10.2%18.0%29.1%0.0%22.6%-6.0%155.5K-2.8M-8.7K0.00136.52004,23069
2025-10-10$18.20$17.5099.3%15.0%18.4%30.3%0.0%35.1%-22.6%142.2K-2.6M-8.8K0.00141.57004,23069
2025-10-13$18.46$17.50127.3%15.0%19.3%42.0%31.6%23.7%-23.6%174.9K-2.5M-7.7K1.60138.74584,23069
2025-10-14$18.80$17.50250.7%17.5%19.1%93.3%0.0%-7.8%18.7%175.5K-3.0M-8.4K0.00134.91004,23377
2025-10-15$18.67$17.5055.8%16.0%19.2%12.3%0.0%-0.6%-25.8%183.2K-2.8M-7.9K0.00140.67004,23377
2025-10-16$18.14$17.5054.8%15.7%21.2%11.9%0.0%5.6%-3.0%148.3K-2.5M-7.8K0.00141.95004,23377
2025-10-17$18.30$17.5054.0%15.5%20.9%11.5%34.2%47.0%-9.6%162.4K-2.2M-6.8K0.00137.991004,23377
2025-10-20$18.59$17.5059.1%16.9%21.4%13.6%0.0%-13.9%-12.1%170.7K-2.7M-7.6K0.00137.47004,22073
2025-10-21$18.83$17.5067.9%19.5%21.6%17.3%0.0%12.3%23.7%187.7K-2.9M-7.3K0.00134.75004,22073
2025-10-22$18.36$17.5040.5%11.6%22.3%5.9%0.0%50.4%24.3%155.3K-2.6M-7.1K0.00143.39004,22073
2025-10-23$18.47$17.5063.8%18.3%22.3%15.6%0.0%-5.1%-23.2%161.3K-2.7M-7.2K0.00137.38004,22073
2025-10-24$18.71$17.5070.5%20.2%22.8%18.4%0.0%20.6%-19.3%159.6K-2.8M-7.0K0.00138.17004,22073
2025-10-27$18.70$17.5074.7%21.4%22.8%20.1%0.0%-5.8%-37.4%178.2K-2.8M-6.6K0.00136.00004,22073
2025-10-28$18.54$17.5057.2%16.4%22.9%12.8%38.9%-2.6%-4.2%184.5K-2.4M-5.5K0.00129.502504,22073
2025-10-29$17.88$17.50107.0%30.7%26.4%33.5%0.0%98.9%-53.8%141.0K-2.1M-5.6K0.00136.38004,24573
2025-10-30$17.77$17.5074.0%21.2%26.4%19.8%0.0%-6.5%8.9%138.0K-1.8M-4.9K0.00134.86004,24573
2025-10-31$17.89$17.5080.3%23.0%25.9%22.5%0.0%34.2%-54.0%146.9K-1.8M-4.7K0.00140.75004,24573