CNR Options History — February 2026 In February 2026, CNR traded between $82.35 and $94.12. ATM implied volatility averaged 54.3%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 8.6% (HV 20d: 45.7%). Max pain ranged from $85.00 to $95.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 4.42.
Notable Days 2026-02-06 : Highest Volume — 10,478 contracts2026-02-11 : Largest IV drop — 18.0% change2026-02-09 : Highest IV Rank — 52.1%2026-02-03 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $88.98 $82.35 $94.12 $90.46 $82.35 Max Pain $86.58 $85.00 $95.00 $95.00 $85.00 ATM IV 54.3% 48.6% 64.7% 57.7% 51.4% Expected Move 15.1% 13.9% 17.4% 16.5% 14.8% HV 20d 45.7% 38.5% 50.1% 41.5% 44.5% HV 60d 42.0% 40.4% 47.3% 47.3% 41.2% IV Rank 32.3% 21.5% 52.1% 38.8% 26.9% IV Percentile 70.5% 49.6% 95.2% 85.3% 62.7% Term Structure 0.7% -8.8% 7.7% -3.8% -2.2% VWIV 52.8% 46.8% 59.5% 58.5% 51.6% Skew 25d 1.2% -8.3% 8.1% -8.3% 5.7% Skew 10d 7.5% -6.3% 33.8% 20.6% -1.6% Call IV 25d 52.7% 44.6% 65.7% 65.7% 46.6% Put IV 25d 53.9% 47.3% 60.1% 57.4% 52.3% Bid-Ask Spread % 80.08 74.09 92.48 90.76 86.11 Gamma HHI 0.23 0.16 0.32 0.31 0.21 Net GEX 569.6K -56.1K 1.0M 1.0M 391.0K Net DEX -35.0M -65.0M -15.2M -65.0M -15.2M Net VEX -420.5K -529.0K -376.3K -490.1K -419.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.42 0.03 43.57 0.98 16.57 Total Volume 1,069.632 86 10,478 107 650 Total OI 21,352.947 19,033 23,706 21,941 21,960
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 2026-02-02 $90.46 $95.00 57.7% 16.5% 41.5% 38.8% 58.5% -8.3% -3.8% 1.0M -65.0M -490.1K 0.98 90.76 N/A N/A 54 53 16,205 5,736 2026-02-03 $90.36 $95.00 60.6% 17.4% 41.0% 44.4% 59.0% -4.9% -8.8% 979.0K -64.4M -489.6K 0.69 89.62 N/A N/A 51 35 16,204 5,777 2026-02-04 $90.28 $95.00 57.8% 16.6% 38.5% 39.0% 59.5% -7.7% -4.1% 953.3K -63.0M -488.3K 43.57 92.48 N/A N/A 30 1,307 16,233 5,807 2026-02-05 $86.54 $85.00 61.7% 16.1% 41.3% 46.5% 55.2% 4.1% 7.1% 763.4K -51.6M -497.0K 1.07 80.10 N/A N/A 501 538 16,237 7,107 2026-02-06 $92.75 $85.00 57.5% 15.7% 47.4% 38.4% 54.7% 8.1% 7.7% 909.5K -63.7M -529.0K 0.03 77.24 N/A N/A 10,183 295 16,084 7,622 2026-02-09 $94.12 $85.00 64.7% 14.3% 46.8% 52.1% 51.6% 7.7% 4.6% 682.2K -38.7M -383.6K 0.85 80.78 N/A N/A 85 72 11,393 7,640 2026-02-10 $91.05 $85.00 64.1% 16.0% 47.7% 51.0% 53.7% -3.0% 2.3% 558.2K -32.4M -378.4K 0.92 76.89 N/A N/A 78 72 11,455 7,648 2026-02-11 $92.01 $85.00 52.6% 15.1% 47.8% 29.1% 56.3% 4.9% 2.2% 611.4K -33.6M -383.6K 0.53 74.09 N/A N/A 150 79 11,495 7,713 2026-02-12 $89.64 $85.00 51.3% 14.7% 48.0% 26.6% 52.0% -0.8% 0.2% 570.7K -26.8M -378.2K 0.18 79.17 N/A N/A 784 140 12,943 8,223 2026-02-13 $90.78 $85.00 48.6% 13.9% 48.0% 21.6% 49.9% -0.9% 2.1% 673.5K -32.2M -395.5K 0.30 76.85 N/A N/A 116 35 13,554 8,239 2026-02-17 $87.02 $85.00 49.4% 14.2% 49.6% 23.1% 49.7% 2.9% 1.3% 311.5K -21.4M -378.8K 0.24 77.30 N/A N/A 345 83 13,594 8,262 2026-02-18 $88.47 $85.00 50.5% 14.5% 50.1% 25.1% 51.1% 3.4% 5.2% -56.1K -23.5M -376.3K 1.86 75.47 N/A N/A 111 207 13,514 8,257 2026-02-19 $89.45 $85.00 48.6% 13.9% 46.3% 21.5% 49.4% -0.4% -0.1% 224.2K -28.1M -381.1K 14.23 77.06 N/A N/A 73 1,039 13,561 8,413 2026-02-20 $87.79 $85.00 49.0% 14.0% 46.5% 22.2% 51.6% 5.0% 1.9% 444.4K -21.4M -403.4K 1.46 74.82 N/A N/A 76 111 13,599 9,387 2026-02-23 $87.30 $85.00 52.0% 14.9% 46.5% 27.9% 52.6% 2.4% 0.8% 424.5K -20.7M -394.8K 0.06 76.47 N/A N/A 695 39 11,379 8,521 2026-02-24 $88.55 $85.00 52.7% 15.1% 45.8% 29.3% 50.2% -0.1% 1.1% 509.4K -24.8M -410.1K 0.27 75.04 N/A N/A 128 34 11,903 8,551 2026-02-25 $86.62 $85.00 51.9% 14.9% 45.8% 27.7% 46.8% 3.6% -4.0% 457.9K -21.4M -400.7K 0.04 78.79 N/A N/A 1,013 45 11,920 8,541 2026-02-26 $85.08 $85.00 49.3% 14.1% 44.4% 22.9% 49.4% 0.8% 0.6% 387.1K -17.5M -411.8K 0.20 82.44 N/A N/A 849 167 12,443 8,586 2026-02-27 $82.35 $85.00 51.4% 14.8% 44.5% 26.9% 51.6% 5.7% -2.2% 391.0K -15.2M -419.2K 16.57 86.11 N/A N/A 37 613 13,234 8,726
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