CCI Options History — April 2019

In April 2019, CCI traded between $122.26 and $129.97. ATM implied volatility averaged 18.4%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.5% (HV 20d: 12.9%). Max pain ranged from $125.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2019-04-24: Highest Volume — 26,386 contracts
  • 2019-04-04: Largest IV spike — 30.2% change
  • 2019-04-08: Highest IV Rank — 48.2%
  • 2019-04-16: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$126.17$122.26$129.97$126.66$125.58
Max Pain$125.00$125.00$125.00$125.00$125.00
ATM IV18.4%15.0%20.8%16.8%18.1%
Expected Move5.2%4.8%5.8%5.4%5.2%
HV 20d12.9%10.2%15.5%12.1%15.5%
HV 60d12.4%11.2%13.2%13.0%13.0%
IV Rank36.4%16.1%48.2%26.3%34.9%
IV Percentile45.4%6.7%74.2%24.6%40.9%
Term Structure-0.4%-1.6%1.9%1.9%-0.2%
VWIV18.7%17.4%21.0%18.4%17.9%
Skew 25d3.3%2.0%5.3%3.4%3.5%
Skew 10d7.4%5.2%11.2%10.8%11.1%
Call IV 25d17.0%12.5%19.6%15.3%17.1%
Put IV 25d20.3%17.8%22.1%18.7%20.5%
Bid-Ask Spread %14.376.9531.7930.6119.73
Gamma HHI0.310.220.390.320.28
Net GEX8.9M1.8M12.8M11.1M11.3M
Net DEX-180.0M-327.2M-33.4M-204.8M-148.1M
Net VEX-1.0M-1.3M-862.6K-1.1M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.083.720.470.38
Total Volume4,204.5711,05626,3861,2911,791
Total OI82,058.33359,04288,04484,09187,961

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$126.66$125.0016.8%5.4%12.1%26.3%18.4%3.4%1.9%11.1M-204.8M-1.1M0.4730.6188141038,03046,061
2019-04-02$128.31$125.0015.0%4.8%12.6%16.1%17.4%5.3%1.8%12.4M-265.8M-1.0M0.2511.941,54939238,29346,237
2019-04-03$128.21$125.0015.5%4.9%12.3%19.1%18.1%3.9%-0.1%12.3M-259.9M-1.0M0.1213.732,99837438,29646,315
2019-04-04$127.96$125.0020.2%4.9%12.2%44.8%18.9%3.5%-0.5%12.4M-258.6M-1.1M1.3811.9949468040,18746,356
2019-04-05$128.81$125.0019.3%4.9%12.3%40.0%18.0%3.7%-0.5%12.5M-284.2M-1.0M0.509.661,11855839,62846,522
2019-04-08$128.68$125.0020.8%5.0%10.9%48.2%21.0%3.4%-0.4%12.3M-275.0M-996.7K0.0813.242,32619339,05646,672
2019-04-09$129.78$125.0020.8%5.2%11.0%48.2%18.4%3.1%-1.2%12.8M-327.2M-961.4K0.1113.847,35879340,98546,728
2019-04-10$129.97$125.0017.8%5.1%10.8%33.4%18.6%3.4%-0.7%10.3M-305.4M-891.9K0.1414.804,05058637,60847,213
2019-04-11$128.90$125.0018.0%5.2%10.5%34.6%18.5%3.4%-0.6%9.4M-262.9M-896.3K0.3214.711,12836135,97147,395
2019-04-12$128.78$125.0018.0%5.2%10.2%34.5%18.1%3.2%-0.6%9.8M-259.2M-898.1K0.2513.061,37034635,98747,501
2019-04-15$127.45$125.0019.8%5.7%10.9%44.7%18.8%3.3%-1.0%10.3M-228.6M-890.9K0.8610.431,01687536,34547,568
2019-04-16$124.27$125.0020.1%5.8%14.4%46.8%19.6%3.0%-1.6%9.2M-124.7M-924.9K0.4031.796,1802,45336,83547,608
2019-04-17$124.62$125.0019.7%5.7%13.6%44.6%20.1%2.0%-1.1%7.2M-135.2M-922.6K0.2919.273,33195937,61948,941
2019-04-18$122.61$125.0017.5%5.0%14.4%31.9%18.2%2.6%0.3%1.8M-61.6M-911.9K0.3510.822,8931,02038,70349,341
2019-04-22$122.26$125.0019.3%5.5%14.4%42.1%17.9%2.9%0.3%1.8M-33.4M-862.6K0.1712.062,45541227,08631,956
2019-04-23$123.12$125.0018.3%5.2%14.7%36.2%20.4%3.2%-0.3%4.0M-58.0M-887.4K3.7211.411,0353,84928,76432,131
2019-04-24$123.27$125.0018.0%5.2%14.7%34.4%18.7%3.1%-0.6%4.7M-63.9M-879.5K0.977.7013,42312,96329,08131,947
2019-04-25$122.96$125.0017.9%5.1%14.2%34.1%19.1%3.7%-0.7%6.0M-54.1M-1.3M0.9812.151,0951,07241,62144,178
2019-04-26$123.93$125.0018.0%5.1%14.5%34.3%18.5%2.5%-0.8%8.1M-92.3M-1.3M1.336.951,0511,40242,12644,619
2019-04-29$123.46$125.0017.9%5.1%14.2%34.0%18.5%2.3%-0.7%7.3M-76.8M-1.2M0.6311.9364740942,27845,476
2019-04-30$125.58$125.0018.1%5.2%15.5%34.9%17.9%3.5%-0.2%11.3M-148.1M-1.2M0.3819.731,30248942,42445,537