CCI Options History — June 2019

In June 2019, CCI traded between $130.01 and $136.82. ATM implied volatility averaged 18.7%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.2% (HV 20d: 18.9%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.06.

Notable Days

  • 2019-06-12: Highest Volume — 61,407 contracts
  • 2019-06-26: Largest IV spike — 11.4% change
  • 2019-06-03: Highest IV Rank — 50.9%
  • 2019-06-03: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$133.98$130.01$136.82$131.43$130.01
Max Pain$124.75$120.00$125.00$125.00$125.00
ATM IV18.7%17.4%20.8%20.8%19.7%
Expected Move5.4%5.0%6.0%6.0%5.6%
HV 20d18.9%17.3%21.7%19.1%17.7%
HV 60d16.3%15.6%17.4%15.8%17.2%
IV Rank38.5%31.2%50.9%50.9%44.2%
IV Percentile51.4%31.0%78.6%78.6%66.7%
Term Structure-0.0%-0.8%0.8%-0.3%-0.1%
VWIV22.1%16.9%33.4%22.6%19.8%
Skew 25d3.4%2.0%4.6%4.6%2.0%
Skew 10d7.1%4.9%8.2%7.6%4.9%
Call IV 25d17.5%16.3%19.0%18.0%19.0%
Put IV 25d20.8%19.6%22.7%22.7%21.1%
Bid-Ask Spread %20.6512.5629.9618.4018.23
Gamma HHI0.300.240.370.320.24
Net GEX9.3M4.4M14.4M13.2M4.4M
Net DEX-185.7M-336.5M-79.2M-237.7M-79.2M
Net VEX-604.2K-862.3K-501.9K-862.3K-539.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.060.0212.630.531.06
Total Volume8,483.4573861,4072,3131,235
Total OI64,185.749,43978,07378,07351,510

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$131.43$125.0020.8%6.0%19.1%50.9%22.6%4.6%-0.3%13.2M-237.7M-862.3K0.5318.401,50980435,96442,109
2019-06-04$131.32$125.0020.4%5.9%19.1%48.6%22.6%3.8%-0.7%13.6M-230.1M-826.3K0.5617.5299755435,21142,049
2019-06-05$134.13$125.0018.3%5.3%19.0%36.5%22.7%3.1%-0.1%14.4M-291.6M-732.6K0.1313.744,73060335,04041,845
2019-06-06$135.26$125.0017.7%5.2%18.9%32.9%28.4%3.3%-0.5%13.5M-296.1M-684.7K0.1721.783,75065533,20341,820
2019-06-07$135.26$120.0017.7%5.2%18.9%33.1%20.6%2.8%-0.2%14.0M-336.5M-637.2K0.3520.792,59690235,42441,890
2019-06-10$134.90$125.0018.1%5.2%18.8%35.4%18.5%2.7%0.0%14.0M-286.0M-668.1K0.1220.373,65043133,20541,883
2019-06-11$135.74$125.0018.5%5.3%18.8%37.6%19.6%3.2%-0.7%14.4M-297.2M-646.3K0.1125.693,69940233,04542,007
2019-06-12$135.08$125.0018.1%5.2%19.0%34.9%33.4%3.1%-0.3%12.9M-279.8M-646.5K0.0226.2360,1791,22832,16341,999
2019-06-13$132.07$125.0019.5%5.6%21.0%43.4%16.9%4.2%-0.8%4.9M-97.5M-593.7K0.0425.0719,45673619,65141,521
2019-06-14$133.35$125.0017.4%5.0%21.2%31.2%17.0%3.1%0.8%5.6M-110.9M-567.2K0.0229.9617,24441418,86841,817
2019-06-17$135.47$125.0018.0%5.2%21.7%34.4%24.8%3.6%0.5%7.3M-129.8M-534.4K12.6321.6296612,20518,34941,890
2019-06-18$135.79$125.0018.6%5.3%17.7%38.2%23.6%3.5%-0.3%8.3M-135.4M-523.6K7.1124.178245,85918,41941,964
2019-06-19$136.76$125.0018.1%5.2%17.4%35.2%24.2%2.9%0.4%8.1M-147.0M-504.9K1.2223.233,6974,51018,49440,922
2019-06-20$136.82$125.0017.6%5.1%17.3%32.6%21.4%3.3%0.8%8.8M-170.9M-501.9K4.5622.581,0234,66020,04740,880
2019-06-21$135.95$125.0017.9%5.1%17.6%33.9%22.0%3.4%0.5%7.1M-161.5M-520.1K7.9623.865574,43519,90241,001
2019-06-24$135.39$125.0018.0%5.2%17.8%34.6%20.4%3.3%0.5%5.9M-135.6M-503.8K1.1215.8134839018,25531,184
2019-06-25$133.71$125.0018.4%5.3%17.7%36.9%19.6%3.6%0.5%5.6M-118.1M-523.3K0.4114.3355022818,37231,295
2019-06-26$130.58$125.0020.5%5.9%19.9%49.0%20.2%3.8%-0.6%4.7M-86.9M-534.7K0.8517.0081769518,61131,358
2019-06-27$130.51$125.0020.0%5.7%19.4%46.2%22.6%3.6%-0.1%4.8M-86.1M-532.2K2.2012.566661,46518,82131,726
2019-06-28$130.01$125.0019.7%5.6%17.7%44.2%19.8%2.0%-0.1%4.4M-79.2M-539.9K1.0618.2359963619,03732,473