CNP Options History — June 2025

In June 2025, CNP traded between $35.61 and $37.43. ATM implied volatility averaged 19.9%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 7.1% (HV 20d: 12.7%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2025-06-27: Highest Volume — 2,493 contracts
  • 2025-06-27: Largest IV spike — 25.1% change
  • 2025-06-27: Highest IV Rank — 30.9%
  • 2025-06-27: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.43$35.61$37.43$37.41$36.61
Max Pain$36.60$36.00$38.00$38.00$36.00
ATM IV19.9%18.0%23.2%20.2%18.3%
Expected Move5.7%5.2%6.7%5.8%5.2%
HV 20d12.7%10.0%17.2%17.2%11.6%
HV 60d19.3%18.7%20.0%20.0%18.8%
IV Rank19.5%13.3%30.9%20.7%14.0%
IV Percentile41.8%17.1%72.6%48.8%18.7%
Term Structure2.2%-0.5%19.8%0.1%2.6%
VWIV19.7%14.2%23.3%14.2%19.0%
Skew 25d3.0%-2.3%4.7%3.2%4.5%
Skew 10d8.1%-2.1%20.2%9.2%6.6%
Call IV 25d18.2%16.9%19.4%18.4%17.8%
Put IV 25d21.2%15.3%22.7%21.6%22.3%
Bid-Ask Spread %80.0961.80103.0661.9285.40
Gamma HHI0.250.220.280.280.23
Net GEX1.2M596.1K1.8M1.8M1.5M
Net DEX-13.3M-21.2M-6.5M-21.2M-15.2M
Net VEX-157.1K-182.0K-137.9K-182.0K-160.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.076.850.380.17
Total Volume427.21112,493113993
Total OI27,950.827,01629,35727,58429,357

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$37.41$38.0020.2%5.8%17.2%20.7%14.2%3.2%0.1%1.8M-21.2M-182.0K0.3861.92N/AN/A823119,9767,608
2025-06-03$37.43$38.0020.4%5.9%17.1%21.6%22.1%2.6%0.1%1.8M-21.2M-177.7K1.4561.80N/AN/A8812820,0087,641
2025-06-04$37.05$38.0020.1%5.8%17.0%20.5%18.5%3.8%-0.4%1.6M-18.1M-172.5K0.6063.99N/AN/A895320,0767,742
2025-06-05$36.95$37.0020.0%5.8%17.0%20.1%19.7%3.3%0.8%1.5M-17.0M-171.3K0.3585.69N/AN/A1505220,1917,784
2025-06-06$36.64$37.0018.6%5.6%15.0%15.2%19.1%3.2%1.6%1.4M-15.3M-163.1K0.7270.60N/AN/A1309420,2247,625
2025-06-09$36.61$37.0019.8%5.5%14.3%19.3%20.6%3.3%1.5%1.4M-14.4M-159.4K2.3870.46N/AN/A9923620,2457,661
2025-06-10$36.26$37.0020.3%5.8%12.4%21.0%19.5%3.7%1.0%1.1M-11.6M-158.3K0.5375.61N/AN/A1699020,2967,844
2025-06-11$36.09$37.0020.8%5.9%12.4%22.7%20.3%4.4%0.8%1.0M-10.0M-156.5K0.3469.71N/AN/A2488420,2967,897
2025-06-12$36.37$37.0018.9%5.4%12.4%16.2%20.4%3.5%0.6%1.2M-12.8M-159.0K0.6078.44N/AN/A23614220,3807,811
2025-06-13$36.34$36.0020.1%5.8%10.4%20.4%20.3%3.7%-0.5%1.2M-13.6M-159.7K0.5082.81N/AN/A33216720,5917,683
2025-06-16$35.94$36.0020.2%5.8%10.1%20.5%19.6%-1.4%19.8%767.2K-9.6M-147.6K6.85102.61N/AN/A4128120,5967,756
2025-06-17$35.77$36.0021.1%6.1%10.0%23.9%21.0%3.3%1.3%748.3K-7.8M-146.4K1.2790.79N/AN/A739320,5907,910
2025-06-18$35.61$36.0019.8%5.7%10.1%19.4%18.9%4.1%1.9%607.0K-6.5M-138.4K0.42103.06N/AN/A783320,6117,899
2025-06-20$35.66$36.0019.3%5.5%10.1%17.6%20.6%3.4%2.6%596.1K-6.9M-137.9K0.6690.03N/AN/A60640120,6187,918
2025-06-23$36.20$36.0019.9%5.7%11.8%19.6%18.8%4.7%0.6%1.2M-11.8M-145.8K0.3775.73N/AN/A1887019,7557,261
2025-06-24$36.52$36.0018.0%5.2%11.9%13.3%18.0%-2.3%2.5%1.4M-14.1M-149.1K0.4884.17N/AN/A1346419,8527,299
2025-06-25$36.30$36.0019.7%5.7%11.8%19.1%20.2%2.9%1.6%1.3M-12.6M-147.4K1.1577.62N/AN/A738419,9427,317
2025-06-26$36.55$36.0018.6%5.3%11.1%15.0%19.5%3.5%2.5%1.4M-14.6M-155.9K0.8878.63N/AN/A746519,9667,376
2025-06-27$36.34$36.0023.2%6.7%11.2%30.9%23.3%2.9%2.1%1.3M-12.4M-152.9K0.0792.65N/AN/A2,33415919,9977,417
2025-06-30$36.61$36.0018.3%5.2%11.6%14.0%19.0%4.5%2.6%1.5M-15.2M-160.6K0.1785.40N/AN/A84714621,8237,534