CNR Options History — April 2026

In April 2026, CNR traded between $102.00 and $104.13. ATM implied volatility averaged 55.3%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 6.8% (HV 20d: 62.1%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.53.

Notable Days

  • 2026-04-01: Highest Volume — 237 contracts
  • 2026-04-02: Largest IV drop — 0.2% change
  • 2026-04-01: Highest IV Rank — 34.3%
  • 2026-04-01: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$103.06$102.00$104.13$102.00$104.13
Max Pain$102.50$100.00$105.00$105.00$100.00
ATM IV55.3%55.2%55.3%55.3%55.2%
Expected Move15.8%15.8%15.9%15.9%15.8%
HV 20d62.1%61.1%63.0%63.0%61.1%
HV 60d49.5%49.5%49.6%49.5%49.6%
IV Rank34.2%34.1%34.3%34.3%34.1%
IV Percentile73.8%73.4%74.2%74.2%73.4%
Term Structure-0.5%-4.5%3.5%3.5%-4.5%
VWIV57.5%55.5%59.4%55.5%59.4%
Skew 25d4.5%0.2%8.8%8.8%0.2%
Skew 10d10.8%-8.9%30.5%-8.9%30.5%
Call IV 25d54.7%49.1%60.3%49.1%60.3%
Put IV 25d59.2%58.0%60.5%58.0%60.5%
Bid-Ask Spread %32.9129.5636.2736.2729.56
Gamma HHI0.140.140.140.140.14
Net GEX779.8K744.6K814.9K744.6K814.9K
Net DEX-78.6M-81.0M-76.3M-76.3M-81.0M
Net VEX-520.5K-521.3K-519.6K-521.3K-519.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.320.740.740.32
Total Volume1373723723737
Total OI28,33728,28728,38728,28728,387

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$102.00$105.0055.3%15.9%63.0%34.3%55.5%8.8%3.5%744.6K-76.3M-521.3K0.7436.27N/AN/A13610117,90910,378
2026-04-02$104.13$100.0055.2%15.8%61.1%34.1%59.4%0.2%-4.5%814.9K-81.0M-519.6K0.3229.56N/AN/A28917,93810,449