Capital Clean Energy Carriers Corp. (CCEC) Options History
Historical options analytics archive for CCEC with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
CCEC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CCEC. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 43.0% | 7.7% | $22.50 | $1.3K | -$93.8K | 0.54 |
| 2026-06 | 18 | 42.8% | 7.7% | $20.00 | -$6.6K | $234.5K | 1.24 |
| 2026-05 | 20 | 108.3% | 22.4% | - | -$1.2K | -$10.0K | 0.17 |
| 2026-04 | 20 | 186.0% | 42.4% | $20.00 | -$6.4K | $106.3K | 1.88 |
| 2026-03 | 21 | 38.8% | 9.9% | $20.00 | -$980 | $9.4K | 0.23 |
| 2026-02 | 19 | 43.0% | 13.0% | $20.00 | $7.3K | -$179.9K | 0.01 |
This archive aggregates CCEC's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CCEC option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 43.0%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.54.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked CCEC history questions
- How much options history is available for CCEC?
- This archive holds 23 months of CCEC options analytics, spanning 2024-09 through 2026-07. Each entry is a monthly rollup of CCEC's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CCEC archive.
- What data does each monthly CCEC aggregate contain?
- Every monthly row summarizes that month of CCEC option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 43.0%, an average IV rank of 7.7%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.54.
- How is the CCEC options-history archive built and how often does it update?
- The archive is derived from CCEC's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CCEC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.