CNP Options History — August 2022

In August 2022, CNP traded between $31.43 and $32.84. ATM implied volatility averaged 20.4%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 3.9% (HV 20d: 16.6%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-08-16: Highest Volume — 3,155 contracts
  • 2022-08-02: Largest IV drop — 15.6% change
  • 2022-08-04: Highest IV Rank — 34.8%
  • 2022-08-01: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.05$31.43$32.84$31.56$31.60
Max Pain$30.39$28.00$31.00$28.00$31.00
ATM IV20.4%18.1%26.5%26.5%21.8%
Expected Move5.8%5.2%7.6%7.6%6.3%
HV 20d16.6%14.7%24.7%24.7%16.3%
HV 60d26.5%26.2%26.8%26.8%26.6%
IV Rank20.2%7.3%34.8%17.5%32.5%
IV Percentile18.7%1.2%79.8%79.8%34.9%
Term Structure2.0%-2.9%4.7%-2.9%1.7%
VWIV21.1%17.9%29.5%29.5%23.7%
Skew 25d3.7%2.0%5.1%5.1%3.0%
Skew 10d9.5%5.4%18.3%18.3%13.4%
Call IV 25d19.2%17.2%25.4%25.4%21.9%
Put IV 25d23.0%20.4%30.5%30.5%24.9%
Bid-Ask Spread %68.7814.9288.3014.9263.60
Gamma HHI0.250.170.360.170.26
Net GEX900.5K647.9K1.2M1.1M689.3K
Net DEX-22.3M-32.0M-14.8M-24.9M-14.8M
Net VEX-80.6K-88.6K-75.6K-88.4K-82.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.022.140.420.43
Total Volume870.87393,1552,0761,664
Total OI20,840.78317,50823,68022,70018,652

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$31.56$28.0026.5%7.6%24.7%17.5%29.5%5.1%-2.9%1.1M-24.9M-88.4K0.4214.92N/AN/A1,46361314,5208,180
2022-08-02$31.95$28.0022.3%6.4%15.6%30.8%22.7%4.1%-1.0%1.1M-27.6M-82.5K0.3683.02N/AN/A1,06738214,5438,210
2022-08-03$31.70$28.0020.5%5.9%16.0%20.4%22.6%4.2%0.1%1.2M-26.1M-83.7K0.3857.80N/AN/A1,13443014,5098,251
2022-08-04$31.43$30.0023.0%6.2%16.6%34.8%21.6%4.4%2.5%1.2M-24.3M-88.6K0.3754.92N/AN/A1,15742514,5558,289
2022-08-05$31.44$30.0021.6%6.2%16.6%26.8%21.1%4.2%3.0%1.0M-24.9M-84.0K0.3663.45N/AN/A1,11840414,6088,298
2022-08-08$31.59$30.0019.9%5.7%16.5%19.6%21.7%4.9%3.5%1.1M-26.0M-79.9K0.3652.32N/AN/A1,05538314,6548,303
2022-08-09$32.05$30.0020.5%5.7%16.9%23.3%20.2%3.9%4.0%1.1M-28.1M-82.6K1.0060.16N/AN/A888814,6728,336
2022-08-10$32.12$30.0019.9%5.7%15.9%19.4%19.1%4.3%3.5%1.0M-28.7M-80.3K0.1980.39N/AN/A1953814,7118,411
2022-08-11$31.85$31.0020.1%5.8%16.5%20.5%20.3%4.1%3.1%1.1M-27.3M-80.9K2.1465.09N/AN/A5712214,8098,440
2022-08-12$32.40$31.0018.6%5.3%16.4%10.1%19.0%4.1%4.2%967.7K-30.6M-77.7K0.1284.90N/AN/A3954814,8108,548
2022-08-15$32.65$31.0018.7%5.4%16.3%10.9%19.7%3.2%3.5%1.0M-32.0M-78.4K0.0278.01N/AN/A2,4625715,0908,590
2022-08-16$32.84$31.0018.6%5.3%16.2%10.6%19.1%2.9%4.7%1.1M-26.2M-78.2K0.0270.24N/AN/A3,1074813,0208,633
2022-08-17$32.47$31.0020.3%5.8%16.0%22.4%20.3%4.2%2.8%808.1K-19.1M-76.7K1.5588.20N/AN/A10816711,0828,676
2022-08-18$32.59$31.0018.2%5.2%15.5%7.7%19.8%2.9%2.6%773.6K-19.2M-80.8K1.0974.26N/AN/A697511,1378,825
2022-08-19$32.59$31.0018.1%5.2%15.5%7.3%18.9%3.1%1.7%647.9K-19.2M-75.6K0.1773.17N/AN/A2283911,1288,878
2022-08-22$31.95$31.0020.6%5.9%17.6%23.9%21.1%4.0%0.3%650.0K-15.7M-77.1K0.3276.74N/AN/A1504810,1407,368
2022-08-23$31.98$31.0019.4%5.6%16.8%16.2%19.0%3.2%1.2%651.8K-15.8M-79.3K0.1865.89N/AN/A1572810,2667,406
2022-08-24$32.26$31.0019.4%5.5%16.7%15.6%19.3%2.7%1.6%694.6K-17.0M-80.9K1.3652.96N/AN/A669010,4167,435
2022-08-25$32.31$31.0019.0%5.4%14.7%12.9%17.9%2.9%1.6%698.1K-17.3M-79.3K0.0272.39N/AN/A311610,4707,505
2022-08-26$31.86$31.0019.6%5.6%15.5%17.0%23.1%4.3%2.2%743.6K-15.7M-79.2K1.4485.59N/AN/A162310,7577,511
2022-08-29$32.23$31.0021.6%6.2%15.9%31.1%22.1%2.0%0.8%763.8K-17.3M-78.2K1.9288.30N/AN/A6011510,7637,527
2022-08-30$31.70$31.0021.8%6.3%16.5%32.6%23.5%4.0%1.4%697.6K-14.8M-79.1K0.1275.69N/AN/A2443010,7787,628
2022-08-31$31.60$31.0021.8%6.3%16.3%32.5%23.7%3.0%1.7%689.3K-14.8M-82.1K0.4363.60N/AN/A1,16250211,0057,647