CNP Options History — June 2024

In June 2024, CNP traded between $30.23 and $31.30. ATM implied volatility averaged 15.0%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 3.5% (HV 20d: 18.6%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 1.30.

Notable Days

2024-06-20: Highest Volume — 866 contracts
2024-06-11: Largest IV drop — 9.3% change
2024-06-20: Highest IV Rank — 20.6%
2024-06-20: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.75	$30.23	$31.30	$30.80	$30.89
Max Pain	$29.37	$29.00	$30.00	$29.00	$30.00
ATM IV	15.0%	14.1%	16.2%	14.3%	14.7%
Expected Move	4.3%	4.1%	4.7%	4.1%	4.2%
HV 20d	18.6%	15.7%	19.8%	17.8%	19.0%
HV 60d	17.2%	16.1%	17.5%	17.2%	17.3%
IV Rank	13.8%	8.3%	20.6%	9.7%	11.6%
IV Percentile	10.0%	3.2%	23.0%	4.0%	6.3%
Term Structure	2.2%	0.7%	3.4%	0.7%	2.2%
VWIV	15.3%	14.2%	16.9%	15.0%	14.6%
Skew 25d	1.5%	-0.1%	3.1%	1.2%	-0.1%
Skew 10d	5.4%	-6.4%	14.2%	-6.4%	0.9%
Call IV 25d	14.3%	12.5%	16.0%	15.5%	14.3%
Put IV 25d	15.8%	13.4%	17.6%	16.7%	14.1%
Bid-Ask Spread %	74.46	57.67	104.36	95.69	73.23
Gamma HHI	0.46	0.29	0.90	0.43	0.29
Net GEX	2.4M	741.3K	11.1M	1.9M	907.7K
Net DEX	-16.2M	-24.1M	-8.4M	-18.7M	-11.3M
Net VEX	-51.4K	-54.9K	-46.3K	-54.9K	-47.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.30	0.01	9.33	0.12	0.05
Total Volume	252.737	55	866	200	77
Total OI	13,284.105	10,106	15,461	13,570	10,421

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$30.80	$29.00	14.3%	4.1%	17.8%	9.7%	15.0%	1.2%	0.7%	1.9M	-18.7M	-54.9K	0.12	95.69	N/A	N/A	178	22	10,921	2,649
2024-06-04	$30.89	$29.00	14.4%	4.1%	17.6%	10.0%	15.5%	1.1%	0.7%	2.0M	-19.6M	-54.9K	0.59	74.40	N/A	N/A	91	54	10,990	2,670
2024-06-05	$30.44	$29.00	14.9%	4.3%	18.4%	12.8%	14.5%	1.4%	0.9%	2.1M	-15.9M	-54.8K	0.97	78.04	N/A	N/A	37	36	11,013	2,724
2024-06-06	$30.23	$29.00	14.8%	4.5%	18.6%	12.5%	16.1%	2.2%	1.5%	2.0M	-14.0M	-54.2K	4.98	71.53	N/A	N/A	41	204	11,023	2,753
2024-06-07	$30.31	$29.00	15.1%	4.4%	18.3%	13.9%	15.2%	1.5%	2.8%	2.1M	-14.4M	-54.9K	9.33	64.52	N/A	N/A	12	112	11,047	2,915
2024-06-10	$30.38	$29.00	15.5%	4.5%	18.3%	16.6%	15.5%	2.0%	2.2%	2.1M	-14.9M	-53.4K	0.09	63.57	N/A	N/A	716	66	11,043	3,023
2024-06-11	$30.77	$29.00	14.1%	4.4%	18.7%	8.3%	15.7%	2.0%	2.4%	2.3M	-18.3M	-54.0K	0.03	61.59	N/A	N/A	67	2	11,313	3,088
2024-06-12	$30.95	$29.00	15.0%	4.3%	18.7%	13.6%	14.9%	0.8%	2.7%	2.3M	-20.8M	-52.5K	2.48	87.10	N/A	N/A	104	258	11,334	3,100
2024-06-13	$30.87	$29.00	15.3%	4.4%	18.8%	15.0%	14.9%	0.5%	1.7%	2.4M	-19.3M	-53.6K	0.04	85.24	N/A	N/A	167	7	11,359	3,333
2024-06-14	$30.84	$29.00	15.5%	4.5%	18.8%	16.6%	15.7%	2.8%	1.7%	2.5M	-19.0M	-53.1K	0.06	81.95	N/A	N/A	52	3	11,342	3,338
2024-06-17	$30.73	$29.00	15.8%	4.5%	18.9%	18.4%	15.8%	1.6%	2.7%	2.7M	-17.7M	-51.1K	0.04	61.99	N/A	N/A	126	5	11,363	3,339
2024-06-18	$31.02	$29.00	15.8%	4.5%	19.1%	17.9%	16.9%	3.1%	1.7%	3.2M	-20.6M	-49.4K	4.24	71.90	N/A	N/A	74	314	11,388	3,344
2024-06-20	$31.23	$30.00	16.2%	4.7%	18.6%	20.6%	15.5%	1.0%	2.0%	3.0M	-24.1M	-48.0K	0.02	104.36	N/A	N/A	849	17	11,493	3,641
2024-06-21	$30.95	$30.00	14.7%	4.2%	18.6%	11.9%	14.7%	1.1%	3.4%	11.1M	-18.5M	-48.3K	0.36	93.83	N/A	N/A	416	149	11,794	3,667
2024-06-24	$31.30	$30.00	14.5%	4.2%	15.7%	10.6%	14.6%	2.6%	2.8%	864.9K	-13.1M	-46.3K	0.44	67.96	N/A	N/A	118	52	7,695	2,411
2024-06-25	$30.36	$30.00	15.4%	4.4%	19.8%	15.8%	15.1%	1.5%	2.9%	741.3K	-8.4M	-48.4K	0.75	58.82	N/A	N/A	114	86	7,785	2,418
2024-06-26	$30.43	$30.00	15.1%	4.3%	19.5%	14.2%	15.1%	3.1%	3.1%	760.1K	-8.7M	-48.4K	0.01	57.67	N/A	N/A	75	1	7,820	2,475
2024-06-27	$30.82	$30.00	14.7%	4.2%	19.2%	11.6%	14.2%	0.0%	3.1%	851.6K	-11.0M	-48.4K	0.05	61.45	N/A	N/A	95	5	7,890	2,476
2024-06-28	$30.89	$30.00	14.7%	4.2%	19.0%	11.6%	14.6%	-0.1%	2.2%	907.7K	-11.3M	-47.8K	0.05	73.23	N/A	N/A	73	4	7,948	2,473