CNNE Options History — February 2026

In February 2026, CNNE traded between $11.79 and $14.66. ATM implied volatility averaged 86.8%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 55.1% (HV 20d: 31.7%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.49.

Notable Days

2026-02-02: Highest Volume — 282 contracts
2026-02-05: Largest IV spike — 254.0% change
2026-02-27: Highest IV Rank — 48.9%
2026-02-27: Largest Expected Move — 47.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.45	$11.79	$14.66	$14.37	$12.14
Max Pain	$14.87	$12.50	$17.50	$17.50	$12.50
ATM IV	86.8%	34.9%	164.5%	37.3%	164.5%
Expected Move	24.0%	10.0%	47.2%	10.7%	47.2%
HV 20d	31.7%	26.2%	48.5%	27.6%	48.3%
HV 60d	31.4%	26.9%	35.9%	35.3%	35.6%
IV Rank	21.4%	3.1%	48.9%	3.9%	48.9%
IV Percentile	50.8%	3.6%	94.4%	4.0%	94.4%
Term Structure	-7.1%	-76.4%	74.1%	24.5%	-29.4%
VWIV	52.0%	24.2%	153.9%	36.6%	153.9%
Skew 25d	25.8%	-33.7%	138.1%	134.8%	129.0%
Skew 10d	81.7%	-19.3%	249.5%	205.7%	249.5%
Call IV 25d	56.5%	32.5%	107.5%	41.3%	49.9%
Put IV 25d	82.3%	31.1%	197.8%	176.1%	179.0%
Bid-Ask Spread %	132.74	118.40	144.62	120.66	143.68
Gamma HHI	0.43	0.30	0.64	0.40	0.55
Net GEX	8.5K	180	20.3K	4.9K	8.4K
Net DEX	-60.2K	-373.5K	81.7K	4.2K	-94.6K
Net VEX	-999	-1.9K	-336	-626	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.00	5.00	0.12	0.01
Total Volume	59.579	0	282	282	3
Total OI	1,486.421	702	1,966	1,226	1,069

Daily Data (19 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
2026-02-02	$14.37	$17.50	37.3%	10.7%	27.6%	3.9%	36.6%	134.8%	24.5%	4.9K	4.2K	-626	0.12	120.66	252	30	1,155	71
2026-02-03	$14.28	$17.50	34.9%	10.0%	26.4%	3.1%	32.3%	60.5%	74.1%	3.9K	9.8K	-885	0.17	134.90	175	30	1,407	101
2026-02-04	$14.66	$15.00	44.7%	12.8%	28.4%	6.5%	0.0%	138.1%	55.7%	12.8K	-42.3K	-1.1K	0.00	132.08	0	0	1,582	131
2026-02-05	$14.18	$15.00	158.1%	29.4%	28.9%	46.6%	0.0%	47.3%	-16.2%	19.5K	-373.5K	-1.9K	0.00	138.91	0	0	1,582	131
2026-02-06	$14.27	$15.00	92.6%	29.3%	27.0%	23.5%	0.0%	4.4%	-13.8%	20.3K	-358.2K	-1.9K	0.00	141.41	0	0	1,582	131
2026-02-09	$14.25	$15.00	137.2%	29.8%	26.9%	39.2%	0.0%	47.0%	-13.8%	19.5K	-346.4K	-1.6K	0.00	143.32	0	0	1,582	131
2026-02-10	$14.18	$15.00	58.7%	23.6%	26.2%	11.5%	0.0%	-9.0%	29.6%	9.6K	-6.9K	-940	0.00	131.27	1	0	1,582	131
2026-02-11	$13.78	$15.00	82.1%	23.5%	26.3%	19.8%	0.0%	-16.1%	31.9%	14.9K	-127.1K	-1.2K	0.00	133.50	20	0	1,583	131
2026-02-12	$13.31	$15.00	71.6%	20.5%	27.4%	16.0%	40.6%	-32.8%	-29.6%	6.4K	35.6K	-653	0.14	121.74	65	9	1,611	131
2026-02-13	$13.34	$15.00	71.0%	20.3%	27.7%	15.8%	53.0%	-22.9%	-19.8%	12.3K	-77.1K	-1.2K	0.04	120.67	25	1	1,676	134
2026-02-17	$13.06	$15.00	80.8%	23.2%	27.4%	19.3%	46.6%	-14.6%	-33.2%	5.4K	19.6K	-897	0.67	118.40	15	10	1,699	135
2026-02-18	$13.32	$15.00	91.7%	26.3%	29.3%	23.1%	46.3%	-6.6%	-68.8%	3.3K	69.8K	-742	0.00	137.33	79	0	1,710	143
2026-02-19	$13.32	$15.00	100.1%	28.7%	29.3%	26.1%	49.3%	-33.7%	-67.3%	5.2K	17.2K	-1.0K	0.00	126.75	34	0	1,789	143
2026-02-20	$13.29	$15.00	93.2%	26.7%	28.7%	23.7%	24.2%	-21.1%	-69.6%	6.3K	7.6K	-1.0K	0.00	136.02	0	2	1,823	143
2026-02-23	$12.76	$15.00	98.9%	28.3%	30.8%	25.7%	45.6%	-0.0%	-76.4%	4.9K	-45.4K	-978	5.00	144.62	2	10	602	100
2026-02-24	$11.79	$15.00	44.3%	12.7%	38.9%	6.4%	43.7%	23.8%	59.2%	180	81.7K	-336	0.27	130.46	66	18	606	111
2026-02-25	$12.66	$12.50	42.0%	12.0%	48.5%	5.6%	0.0%	-10.0%	44.3%	899	57.6K	-467	0.00	127.82	30	0	670	117
2026-02-26	$12.59	$12.50	145.6%	41.7%	47.5%	42.2%	0.0%	72.1%	-16.9%	2.9K	24.0K	-599	0.01	138.60	253	2	700	117
2026-02-27	$12.14	$12.50	164.5%	47.2%	48.3%	48.9%	153.9%	129.0%	-29.4%	8.4K	-94.6K	-1.0K	0.00	143.68	0	3	950	119