CNR Options History — June 2025

In June 2025, CNR traded between $66.22 and $74.70. ATM implied volatility averaged 45.1%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 5.9% (HV 20d: 51.0%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2025-06-10: Highest Volume — 1,863 contracts
  • 2025-06-16: Largest IV drop — 9.3% change
  • 2025-06-13: Highest IV Rank — 26.8%
  • 2025-06-13: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.47$66.22$74.70$66.97$69.67
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV45.1%41.2%47.8%46.7%43.1%
Expected Move13.0%11.8%13.7%13.4%12.4%
HV 20d51.0%41.2%67.6%67.4%42.7%
HV 60d62.4%60.5%65.3%65.3%62.2%
IV Rank25.3%22.9%26.8%26.2%24.1%
IV Percentile38.6%22.2%52.0%44.8%28.2%
Term Structure3.6%-1.0%12.1%0.4%8.4%
VWIV44.1%28.6%47.5%47.5%43.7%
Skew 25d5.0%-12.3%22.5%3.0%3.2%
Skew 10d10.8%-13.6%29.1%20.2%10.1%
Call IV 25d41.3%25.1%45.5%44.9%43.1%
Put IV 25d46.3%32.0%50.7%47.9%46.3%
Bid-Ask Spread %78.1165.9486.8082.6283.13
Gamma HHI0.120.110.170.120.12
Net GEX932.9K458.1K1.6M546.6K780.1K
Net DEX-12.6M-31.3M-403.8K-2.4M-10.4M
Net VEX-331.6K-382.4K-292.5K-321.1K-314.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.042.620.640.37
Total Volume604.7411,8632701,203
Total OI31,560.3528,41334,17631,78228,816

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$66.97$70.0046.7%13.4%67.4%26.2%47.5%3.0%0.4%546.6K-2.4M-321.1K0.6482.62N/AN/A16510524,0037,779
2025-06-03$66.22$70.0045.8%13.1%67.4%25.7%45.1%2.9%0.8%458.1K-403.8K-313.3K0.2986.64N/AN/A3199124,0387,839
2025-06-04$67.81$70.0044.9%12.9%67.4%25.1%43.6%-12.3%-0.8%627.5K-6.4M-325.8K0.1386.80N/AN/A2393224,2387,693
2025-06-05$66.22$70.0044.9%13.3%67.6%25.1%47.4%3.8%2.3%514.5K-1.8M-304.3K1.1968.38N/AN/A536324,4297,720
2025-06-06$67.41$70.0043.9%12.9%56.9%24.5%44.1%4.6%2.8%621.4K-5.2M-316.6K0.9567.83N/AN/A212024,4747,718
2025-06-09$68.44$70.0043.1%12.6%56.9%24.1%43.8%4.6%2.5%726.6K-8.5M-334.7K0.4372.20N/AN/A35215024,4877,727
2025-06-10$67.40$70.0044.0%13.2%56.5%24.6%45.6%3.9%1.8%666.2K-5.3M-315.3K0.1370.44N/AN/A1,64222124,8007,748
2025-06-11$72.14$70.0046.8%13.4%50.1%26.3%45.1%18.9%-1.0%1.6M-27.6M-377.0K0.0475.61N/AN/A1,3285826,2637,913
2025-06-12$71.28$70.0045.4%13.0%46.9%25.4%44.5%22.5%1.6%1.3M-20.7M-349.6K1.5881.31N/AN/A365725,6837,949
2025-06-13$72.84$70.0047.8%13.7%47.3%26.8%46.4%6.0%4.9%1.5M-28.5M-368.8K0.2565.94N/AN/A41810525,7017,982
2025-06-16$73.10$70.0043.3%12.4%43.8%24.2%44.0%6.0%0.5%1.5M-28.0M-370.3K0.1275.95N/AN/A6197525,5508,023
2025-06-17$73.56$70.0046.9%13.4%42.3%26.3%45.1%9.0%2.2%1.4M-26.2M-365.5K0.6374.56N/AN/A33521225,0698,042
2025-06-18$74.70$70.0047.7%13.7%41.2%26.8%28.6%4.6%1.7%1.4M-31.3M-382.4K0.0580.62N/AN/A1,1566025,2057,912
2025-06-20$70.29$70.0044.7%12.8%46.9%25.0%43.7%3.0%5.0%1.6M-12.5M-326.1K0.5381.50N/AN/A34118225,5707,936
2025-06-23$69.56$70.0046.9%13.4%45.7%26.3%44.4%4.5%5.6%760.8K-9.5M-321.3K0.1675.10N/AN/A3696021,8886,525
2025-06-24$68.68$70.0046.1%13.2%45.8%25.8%45.3%1.4%12.1%772.2K-10.0M-324.4K0.1282.46N/AN/A1,09012622,1586,571
2025-06-25$67.53$70.0046.3%13.3%43.2%26.0%46.6%3.7%8.2%648.9K-5.2M-292.5K1.3382.30N/AN/A15320321,8066,669
2025-06-26$67.53$70.0043.5%12.5%42.1%24.3%44.1%3.9%6.9%680.0K-7.1M-312.9K2.3885.00N/AN/A7217121,8576,724
2025-06-27$68.05$70.0041.2%11.8%42.2%22.9%42.5%3.1%6.3%659.3K-5.5M-296.7K2.6283.86N/AN/A5313921,8896,813
2025-06-30$69.67$70.0043.1%12.4%42.7%24.1%43.7%3.2%8.4%780.1K-10.4M-314.3K0.3783.13N/AN/A88032321,9146,902