CNNE Options History — March 2026

In March 2026, CNNE traded between $10.73 and $12.13. ATM implied volatility averaged 86.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 38.2% (HV 20d: 48.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2026-03-11: Highest Volume — 6,146 contracts
2026-03-25: Largest IV spike — 391.2% change
2026-03-25: Highest IV Rank — 42.2%
2026-03-02: Largest Expected Move — 39.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.44	$10.73	$12.13	$12.13	$11.34
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	86.4%	29.6%	145.4%	136.2%	123.7%
Expected Move	23.4%	8.1%	39.0%	39.0%	35.5%
HV 20d	48.2%	39.6%	51.1%	48.3%	39.7%
HV 60d	36.5%	35.4%	39.0%	35.6%	39.0%
IV Rank	21.3%	1.2%	42.2%	38.9%	34.5%
IV Percentile	50.8%	0.4%	89.7%	88.1%	83.7%
Term Structure	-3.6%	-111.9%	74.1%	46.5%	-111.9%
VWIV	95.7%	34.1%	360.9%	53.7%	48.1%
Skew 25d	39.2%	-22.0%	305.1%	34.4%	34.2%
Skew 10d	106.6%	-35.5%	302.0%	104.0%	281.5%
Call IV 25d	57.5%	26.6%	114.2%	47.2%	78.3%
Put IV 25d	96.7%	36.4%	359.6%	81.6%	112.4%
Bid-Ask Spread %	101.20	58.45	147.05	140.93	76.30
Gamma HHI	0.57	0.37	0.70	0.37	0.47
Net GEX	114.3K	7.7K	187.3K	7.7K	168.6K
Net DEX	-2.9M	-4.9M	-124.8K	-144.5K	-4.8M
Net VEX	-22.4K	-39.5K	-1.1K	-1.3K	-37.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.27	0.00	0.00
Total Volume	1,015.35	0	6,146	0	0
Total OI	11,159.4	1,068	19,305	1,068	19,305

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
2026-03-02	$12.13	$12.50	136.2%	39.0%	48.3%	38.9%	0.0%	34.4%	46.5%	7.7K	-144.5K	-1.3K	0.00	140.93	0	0	950	118
2026-03-03	$11.80	$12.50	101.0%	28.9%	48.8%	26.4%	0.0%	305.1%	-63.0%	8.0K	-124.8K	-1.1K	0.00	144.67	3,000	0	950	118
2026-03-04	$11.79	$12.50	46.6%	13.4%	48.9%	7.2%	53.7%	10.1%	52.2%	42.5K	-992.4K	-7.7K	0.20	136.96	46	9	3,950	118
2026-03-05	$11.79	$0.00	50.1%	25.2%	47.2%	8.4%	0.0%	-15.4%	4.4%	47.3K	-1.1M	-8.1K	0.00	147.05	2,005	0	3,996	121
2026-03-06	$11.54	$0.00	66.9%	34.8%	46.6%	14.4%	0.0%	71.8%	-61.3%	55.5K	-1.8M	-12.9K	0.00	143.18	350	0	6,001	121
2026-03-09	$12.04	$0.00	122.0%	11.0%	49.9%	33.9%	37.5%	112.9%	35.6%	79.7K	-2.3M	-15.2K	0.09	133.44	215	20	6,289	121
2026-03-10	$11.69	$12.50	57.7%	25.7%	50.4%	11.1%	34.1%	159.9%	9.2%	74.1K	-1.8M	-13.5K	0.00	138.88	79	0	6,459	146
2026-03-11	$11.79	$12.50	97.5%	27.9%	50.8%	25.2%	0.0%	14.9%	-4.6%	82.4K	-2.1M	-14.5K	0.00	140.21	6,146	0	6,528	146
2026-03-12	$11.39	$12.50	97.7%	13.8%	51.1%	25.3%	0.0%	34.5%	4.8%	136.0K	-4.3M	-30.4K	0.03	73.36	330	11	12,674	146
2026-03-13	$11.43	$12.50	50.1%	15.9%	50.4%	8.4%	360.9%	-6.3%	23.5%	121.5K	-4.3M	-29.6K	0.00	76.23	796	0	12,983	157
2026-03-17	$11.63	$12.50	105.6%	33.4%	51.1%	28.1%	0.0%	-22.0%	-68.5%	162.2K	-4.3M	-30.1K	0.00	66.69	0	0	13,904	158
2026-03-18	$11.38	$12.50	105.2%	12.8%	51.1%	27.9%	0.0%	16.2%	24.5%	148.2K	-3.9M	-27.9K	0.00	58.45	0	0	13,912	151
2026-03-19	$11.06	$12.50	117.2%	38.8%	50.7%	32.2%	0.0%	20.0%	-52.2%	156.8K	-3.7M	-27.7K	0.02	86.14	517	10	13,932	140
2026-03-20	$10.87	$12.50	67.8%	27.3%	50.6%	14.7%	0.0%	-1.5%	-26.7%	150.4K	-3.4M	-26.3K	0.00	80.49	111	0	14,084	140
2026-03-23	$10.93	$12.50	38.1%	14.6%	50.9%	4.2%	0.0%	13.1%	3.5%	155.9K	-3.4M	-25.3K	0.13	71.96	45	6	13,926	124
2026-03-24	$10.73	$12.50	29.6%	8.1%	49.7%	1.2%	39.9%	1.1%	74.1%	147.8K	-2.8M	-23.3K	0.27	73.07	4,473	1,225	13,961	130
2026-03-25	$11.33	$12.50	145.4%	13.8%	47.1%	42.2%	48.1%	-8.2%	2.4%	172.4K	-4.0M	-36.2K	0.09	78.65	808	75	17,364	1,288
2026-03-26	$10.96	$12.50	53.5%	15.3%	39.6%	9.6%	0.0%	-0.0%	17.2%	182.1K	-4.6M	-39.5K	0.00	84.49	30	0	18,059	1,213
2026-03-30	$11.09	$12.50	116.1%	33.3%	40.1%	31.8%	0.0%	8.6%	18.0%	187.3K	-4.9M	-38.8K	0.00	72.86	0	0	18,087	1,218
2026-03-31	$11.34	$12.50	123.7%	35.5%	39.7%	34.5%	0.0%	34.2%	-111.9%	168.6K	-4.8M	-37.9K	0.00	76.30	0	0	18,087	1,218