CNP Options History — November 2024

In November 2024, CNP traded between $28.68 and $32.82. ATM implied volatility averaged 21.7%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 1.8% (HV 20d: 23.4%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.95.

Notable Days

  • 2024-11-13: Highest Volume — 4,136 contracts
  • 2024-11-13: Largest IV drop — 31.9% change
  • 2024-11-12: Highest IV Rank — 75.4%
  • 2024-11-01: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.84$28.68$32.82$28.68$32.82
Max Pain$29.70$29.00$30.00$29.00$30.00
ATM IV21.7%16.9%29.7%25.5%17.3%
Expected Move5.7%4.8%7.3%7.3%4.9%
HV 20d23.4%17.4%25.9%19.5%24.1%
HV 60d18.9%17.6%19.5%17.6%19.2%
IV Rank39.9%18.8%75.4%56.8%20.4%
IV Percentile67.8%26.6%99.2%96.4%31.3%
Term Structure0.2%-3.3%1.6%-3.3%0.7%
VWIV20.3%16.8%27.1%27.1%19.2%
Skew 25d1.7%0.1%3.3%0.5%0.8%
Skew 10d4.7%-4.4%9.1%-4.4%8.4%
Call IV 25d19.4%16.9%27.5%27.5%17.5%
Put IV 25d21.1%17.8%28.0%28.0%18.3%
Bid-Ask Spread %72.0553.9487.1562.2676.31
Gamma HHI0.300.220.730.270.24
Net GEX1.7M932.1K4.2M932.1K934.2K
Net DEX-22.9M-34.2M-8.2M-8.2M-28.1M
Net VEX-77.5K-87.6K-67.2K-77.9K-72.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.005.751.050.07
Total Volume789.8424,136272110
Total OI22,812.516,19931,02625,99217,635

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$28.68$29.0025.5%7.3%19.5%56.8%27.1%0.5%-3.3%932.1K-8.2M-77.9K1.0562.26N/AN/A13313918,1627,830
2024-11-04$28.99$30.0027.3%6.6%17.4%64.8%23.5%3.3%-1.4%1.1M-10.3M-78.0K0.9858.67N/AN/A545318,1567,922
2024-11-05$29.70$29.0028.5%6.4%19.5%70.2%22.8%2.3%-0.9%1.6M-17.3M-80.3K0.1566.01N/AN/A4857318,1827,978
2024-11-06$29.17$29.0023.4%5.6%20.6%47.4%20.1%2.6%1.0%1.3M-11.6M-73.0K0.1675.46N/AN/A1963218,5417,977
2024-11-07$29.47$29.0024.0%5.7%20.9%50.2%19.9%2.8%0.2%1.8M-15.3M-73.1K0.5687.15N/AN/A271518,6647,983
2024-11-08$30.36$30.0021.8%5.7%23.4%40.3%19.4%0.5%0.5%2.8M-26.5M-73.5K0.0279.78N/AN/A1,1272818,6687,991
2024-11-11$30.04$30.0028.7%5.9%23.6%70.9%20.5%1.4%-0.8%2.5M-22.6M-74.1K3.7587.12N/AN/A17565619,2307,993
2024-11-12$30.45$29.0029.7%5.8%23.9%75.4%20.9%2.5%-0.0%2.9M-26.7M-72.9K5.7579.69N/AN/A4827619,2948,634
2024-11-13$30.52$29.0020.2%5.8%23.9%33.6%21.4%2.5%1.0%2.9M-28.7M-72.1K0.0681.95N/AN/A3,91721919,2738,793
2024-11-14$30.11$30.0020.9%6.0%24.4%36.7%21.1%0.9%-0.3%2.9M-24.3M-87.6K0.1677.68N/AN/A2303621,9478,962
2024-11-15$30.79$30.0019.8%5.7%25.6%31.4%20.4%1.8%0.5%4.2M-34.2M-85.5K0.1669.34N/AN/A1,11217422,0348,992
2024-11-18$31.16$30.0019.1%5.5%25.9%28.3%19.2%1.0%0.5%1.1M-21.3M-83.1K0.2770.84N/AN/A2757412,9253,631
2024-11-19$31.37$30.0019.4%5.6%25.7%29.7%19.4%2.1%0.5%1.1M-22.3M-84.0K0.0253.94N/AN/A444813,1153,682
2024-11-20$31.66$30.0018.7%5.4%25.6%26.6%20.8%2.6%0.8%1.1M-24.2M-83.7K1.2159.47N/AN/A10512713,3643,686
2024-11-21$31.63$30.0018.9%5.4%25.3%27.4%19.8%2.4%0.6%1.2M-25.2M-83.0K0.1869.35N/AN/A2023613,4013,773
2024-11-22$32.11$30.0018.2%5.2%25.4%24.4%18.7%1.5%0.6%1.2M-27.6M-82.1K0.0071.98N/AN/A3,233813,5003,794
2024-11-25$32.61$30.0018.1%5.2%25.2%24.3%18.3%1.8%0.1%1.0M-27.3M-72.0K0.7271.30N/AN/A30722012,4003,799
2024-11-26$32.57$30.0016.9%4.8%24.6%18.8%16.8%0.9%1.2%1.1M-28.3M-67.2K3.7767.91N/AN/A23688912,6214,014
2024-11-27$32.64$30.0017.0%4.9%24.3%19.4%17.3%0.1%1.6%957.2K-27.2M-75.6K0.0774.80N/AN/A2952212,7624,942
2024-11-29$32.82$30.0017.3%4.9%24.1%20.4%19.2%0.8%0.7%934.2K-28.1M-72.2K0.0776.31N/AN/A103712,6994,936