CNP Options History — June 2022

In June 2022, CNP traded between $27.35 and $32.14. ATM implied volatility averaged 24.0%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 2.8% (HV 20d: 26.8%). Max pain ranged from $29.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-06-15: Highest Volume — 7,015 contracts
  • 2022-06-16: Largest IV spike — 20.1% change
  • 2022-06-16: Highest IV Rank — 27.2%
  • 2022-06-16: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.56$27.35$32.14$32.14$29.59
Max Pain$30.14$29.00$31.00$30.00$29.00
ATM IV24.0%19.3%31.7%21.3%22.3%
Expected Move6.9%5.6%9.1%6.1%6.4%
HV 20d26.8%16.8%33.6%19.1%33.6%
HV 60d22.0%17.5%25.0%17.5%24.8%
IV Rank12.9%4.2%27.2%7.9%9.7%
IV Percentile51.2%5.2%99.2%26.2%34.5%
Term Structure2.0%-1.0%3.9%-1.0%3.6%
VWIV24.8%18.5%34.3%20.4%24.3%
Skew 25d4.7%2.8%9.7%4.4%4.2%
Skew 10d8.1%-7.1%21.9%14.2%14.2%
Call IV 25d22.7%17.5%28.0%18.4%21.6%
Put IV 25d27.5%21.5%37.7%22.8%25.8%
Bid-Ask Spread %68.0317.8692.0346.8822.58
Gamma HHI0.280.160.490.490.20
Net GEX829.8K68.3K2.1M1.8M714.3K
Net DEX-12.0M-24.8M-1.4M-24.4M-12.7M
Net VEX-104.7K-113.8K-81.6K-113.8K-108.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.452.090.570.54
Total Volume3,035.7621,5657,0151,7432,332
Total OI25,486.8121,87529,43121,87528,482

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$32.14$30.0021.3%6.1%19.1%7.9%20.4%4.4%-1.0%1.8M-24.4M-113.8K0.5746.88N/AN/A1,11263116,0055,870
2022-06-02$32.10$30.0020.6%5.7%16.9%6.6%19.2%3.5%2.9%1.8M-24.8M-111.4K0.6348.71N/AN/A99863316,5605,873
2022-06-03$31.64$30.0019.3%5.7%16.9%4.2%18.5%3.2%2.5%1.7M-22.0M-109.8K0.4680.92N/AN/A1,40664216,6845,883
2022-06-06$31.60$30.0019.5%5.6%16.8%4.6%19.1%3.1%2.8%1.8M-20.9M-112.4K0.4777.25N/AN/A1,40765717,1645,877
2022-06-07$32.08$31.0019.4%5.7%16.8%4.4%19.4%4.0%2.8%2.1M-24.5M-113.5K0.6858.40N/AN/A95965017,1815,889
2022-06-08$31.38$31.0020.3%5.8%18.9%6.0%20.0%3.2%2.7%1.7M-19.8M-105.1K0.7056.24N/AN/A1,07975417,2125,898
2022-06-09$30.75$31.0021.5%6.2%20.5%8.2%21.0%3.2%1.9%1.3M-15.9M-101.2K0.7750.29N/AN/A88368217,3776,013
2022-06-10$30.30$31.0023.5%6.7%21.1%11.9%21.6%3.4%1.7%980.5K-13.1M-99.0K0.4568.00N/AN/A1,46766017,3806,045
2022-06-13$28.63$31.0028.0%8.0%27.7%20.3%27.1%4.8%-0.0%473.1K-6.6M-88.0K0.6274.36N/AN/A1,7221,06116,9936,049
2022-06-14$27.60$31.0027.0%7.7%30.0%18.5%31.0%4.5%1.8%249.6K-3.3M-81.6K1.8083.40N/AN/A1,7073,08116,9896,340
2022-06-15$28.23$31.0026.4%7.6%31.2%17.3%30.1%4.5%0.9%191.2K-4.9M-90.9K0.7592.03N/AN/A4,0053,01017,0458,101
2022-06-16$27.38$31.0031.7%9.1%32.1%27.2%34.3%9.7%0.5%249.2K-3.8M-96.5K2.0985.66N/AN/A2,1144,42518,8278,068
2022-06-17$27.35$31.0030.2%8.7%32.1%24.4%30.6%6.8%0.9%68.3K-1.4M-107.4K1.0477.76N/AN/A1,9732,04618,90410,527
2022-06-21$27.76$31.0026.1%7.5%32.8%16.8%28.5%4.1%1.6%132.7K-3.8M-109.0K0.7179.03N/AN/A2,0491,44616,81710,604
2022-06-22$27.84$29.0025.8%7.4%32.8%16.3%28.7%7.3%1.8%172.5K-4.4M-109.6K0.7681.95N/AN/A1,8861,43217,02710,624
2022-06-23$28.29$29.0026.4%7.6%32.5%17.4%25.7%8.2%2.6%209.3K-5.4M-107.4K0.6884.78N/AN/A2,0581,40917,05410,624
2022-06-24$28.93$29.0022.9%6.6%33.3%10.9%24.2%5.9%3.6%470.9K-9.2M-111.7K0.8379.57N/AN/A1,6581,36817,54710,608
2022-06-27$28.99$29.0024.3%7.0%33.1%13.5%25.2%4.9%1.6%440.1K-9.6M-106.9K0.7383.12N/AN/A1,8061,31017,57510,689
2022-06-28$29.09$29.0024.3%7.0%32.7%13.5%25.1%3.7%2.4%524.7K-10.3M-107.5K0.6717.86N/AN/A1,6451,09617,71210,703
2022-06-29$29.09$29.0023.6%6.8%32.7%12.2%26.4%2.8%3.9%544.4K-10.1M-107.0K0.5879.83N/AN/A1,57791517,71910,684
2022-06-30$29.59$29.0022.3%6.4%33.6%9.7%24.3%4.2%3.6%714.3K-12.7M-108.5K0.5422.58N/AN/A1,51681617,75110,731