CNP Options History — October 2024

In October 2024, CNP traded between $29.30 and $30.52. ATM implied volatility averaged 23.5%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.0% (HV 20d: 16.4%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-10-08: Highest Volume — 4,610 contracts
  • 2024-10-09: Largest IV spike — 22.9% change
  • 2024-10-24: Highest IV Rank — 68.9%
  • 2024-10-24: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.77$29.30$30.52$29.88$29.66
Max Pain$28.83$27.00$29.00$27.00$29.00
ATM IV23.5%15.9%28.2%16.3%25.4%
Expected Move7.0%4.7%8.1%4.7%7.3%
HV 20d16.4%13.5%18.6%15.6%16.1%
HV 60d21.7%16.4%27.0%27.0%16.5%
IV Rank47.8%14.2%68.9%16.3%56.2%
IV Percentile79.9%17.5%98.8%20.6%96.0%
Term Structure-2.7%-13.4%5.5%5.5%-2.0%
VWIV24.8%17.5%28.5%18.5%25.7%
Skew 25d3.1%1.0%5.0%2.3%1.6%
Skew 10d8.4%-2.3%16.7%8.4%-2.3%
Call IV 25d23.3%16.3%26.7%16.3%26.0%
Put IV 25d26.4%18.3%29.2%18.6%27.6%
Bid-Ask Spread %49.9425.8868.4968.4547.57
Gamma HHI0.360.280.700.450.32
Net GEX1.9M1.2M6.6M1.6M1.4M
Net DEX-22.7M-32.0M-12.1M-25.3M-16.4M
Net VEX-85.3K-94.9K-75.8K-78.0K-82.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.021.680.200.02
Total Volume709.565424,6107921,495
Total OI26,38323,38830,44124,83824,710

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$29.88$27.0016.3%4.7%15.6%16.3%18.5%2.3%5.5%1.6M-25.3M-78.0K0.2068.45N/AN/A65813416,5118,327
2024-10-02$30.09$27.0017.1%4.9%15.6%19.5%17.5%1.0%5.2%1.6M-27.5M-78.4K0.1468.49N/AN/A3014116,7998,411
2024-10-03$30.30$29.0017.1%6.5%15.6%19.7%22.3%3.5%-0.4%1.6M-29.2M-76.7K0.4055.26N/AN/A29511916,8228,444
2024-10-04$30.52$29.0015.9%6.2%13.5%14.2%23.0%3.1%-0.3%1.5M-30.9M-75.8K1.0854.35N/AN/A15817016,9168,537
2024-10-07$29.64$29.0018.3%6.6%18.3%24.8%24.8%3.4%-1.2%1.7M-22.9M-78.7K0.2249.19N/AN/A76917216,9308,620
2024-10-08$29.48$29.0020.0%7.3%18.6%32.5%25.4%4.0%-3.2%1.6M-21.7M-78.9K0.0237.48N/AN/A4,50610417,1708,699
2024-10-09$29.48$29.0024.6%7.0%18.3%52.8%22.6%3.3%-2.0%1.5M-22.8M-89.3K0.1347.45N/AN/A1,45518718,4668,731
2024-10-10$29.45$29.0025.0%7.2%17.5%54.6%23.4%3.8%-2.8%1.7M-23.4M-94.1K0.1944.54N/AN/A53110319,7248,842
2024-10-11$29.45$29.0025.0%7.2%17.3%54.7%28.5%2.9%-3.1%1.8M-23.5M-91.5K0.2346.87N/AN/A3488119,9758,882
2024-10-14$29.76$29.0025.3%7.3%17.4%56.1%26.2%4.2%-4.0%2.3M-28.7M-94.9K0.3640.03N/AN/A552021,4788,963
2024-10-15$29.93$29.0025.0%7.2%17.3%54.5%26.9%3.4%-3.1%2.3M-29.8M-93.6K0.2155.07N/AN/A80917321,1568,979
2024-10-16$30.05$29.0024.9%7.1%17.1%54.3%25.2%2.8%-3.1%2.5M-30.7M-91.9K0.3642.92N/AN/A1164221,2999,038
2024-10-17$30.14$29.0025.9%7.4%17.1%58.7%26.0%4.1%-13.4%2.7M-32.0M-91.4K0.0752.03N/AN/A1421021,2889,050
2024-10-18$30.02$29.0025.4%7.3%17.2%56.6%25.9%2.7%-3.1%6.6M-31.1M-88.5K0.2556.46N/AN/A43411021,3829,040
2024-10-21$30.09$29.0026.4%7.6%15.5%60.9%26.2%3.9%-4.3%1.4M-20.3M-85.8K1.6841.09N/AN/A19633016,1247,264
2024-10-22$29.84$29.0026.8%7.7%15.8%62.6%27.0%2.6%-4.5%1.3M-18.0M-86.8K0.5241.39N/AN/A1397216,2527,476
2024-10-23$29.66$29.0027.3%7.8%15.6%64.6%28.3%2.8%-5.0%1.3M-16.0M-86.6K0.2347.05N/AN/A45210416,3387,518
2024-10-24$29.44$29.0028.2%8.1%15.5%68.9%28.4%2.9%-5.2%1.2M-14.7M-87.4K0.3549.20N/AN/A311116,7577,609
2024-10-25$29.30$29.0026.7%7.7%15.2%62.1%27.1%2.5%-3.6%1.2M-13.3M-86.0K0.6425.88N/AN/A28718516,7677,614
2024-10-28$29.84$29.0023.4%6.7%16.3%47.7%24.5%5.0%-2.9%1.6M-17.6M-83.5K0.5460.55N/AN/A38820816,8877,754
2024-10-29$29.48$29.0024.5%7.0%15.8%52.4%23.8%2.0%-3.0%1.3M-14.4M-82.3K0.7757.25N/AN/A17113216,7847,762
2024-10-30$29.30$29.0024.9%7.1%15.6%54.0%24.0%3.9%-3.4%1.2M-12.1M-80.4K0.6260.04N/AN/A472916,8927,822
2024-10-31$29.66$29.0025.4%7.3%16.1%56.2%25.7%1.6%-2.0%1.4M-16.4M-82.8K0.0247.57N/AN/A1,4682716,9097,801