Cannae Holdings, Inc. (CNNE) Implied Volatility
This page breaks down CNNE's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
CNNE 30-day at-the-money implied volatility, past year.
| ATM IV — 3 month | 65.1% |
| IV rank (1 year) | 35 / 100 |
| IV percentile (1 year) | 96% |
| Historical volatility — 10 day | 283.5% |
| Historical volatility — 21 day | 260.3% |
| Historical volatility — 30 day | 235.8% |
| Historical volatility — 60 day | 235.8% |
An IV rank of 35 places current implied volatility in the lower part of its 52-week range.
CNNE IV Rank History
CNNE IV rank (0–100), past year.
IV rank has fallen from 86 in Feb '26 to 35 today. An IV percentile of 96% means implied volatility was lower than today on 96% of trading days in the past year.
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CNNE Options FAQ
Is CNNE implied volatility high or low right now?
By its own 52-week standards, CNNE implied volatility is currently low: IV rank is 35 out of 100 as of Aug 24, 2026.
What is the difference between CNNE's IV rank and IV percentile?
IV rank (currently 35) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 96%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.