CCI Options History — October 2019

In October 2019, CCI traded between $134.60 and $144.28. ATM implied volatility averaged 22.2%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 0.4% (HV 20d: 22.7%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.84.

Notable Days

  • 2019-10-18: Highest Volume — 9,597 contracts
  • 2019-10-17: Largest IV drop — 23.0% change
  • 2019-10-02: Highest IV Rank — 100.0%
  • 2019-10-02: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$138.60$134.60$144.28$137.06$138.43
Max Pain$138.26$130.00$140.00$130.00$140.00
ATM IV22.2%17.2%30.4%28.4%18.2%
Expected Move6.2%4.9%8.6%8.1%5.2%
HV 20d22.7%17.0%25.8%25.8%21.1%
HV 60d20.9%19.4%21.9%21.0%20.9%
IV Rank49.9%17.9%100.0%93.9%24.3%
IV Percentile61.7%8.7%100.0%98.8%31.7%
Term Structure-0.4%-3.8%1.8%-2.7%-0.2%
VWIV21.6%17.6%28.8%27.5%18.3%
Skew 25d4.0%3.1%5.4%4.6%3.8%
Skew 10d9.1%7.3%12.0%8.9%8.6%
Call IV 25d20.0%16.3%27.3%26.4%17.6%
Put IV 25d24.0%19.6%32.7%31.0%21.4%
Bid-Ask Spread %27.8611.9469.4769.4721.90
Gamma HHI0.280.130.750.300.17
Net GEX6.4M1.2M27.0M9.2M1.2M
Net DEX-63.9M-150.3M-25.8M-82.8M-25.8M
Net VEX-440.8K-571.1K-358.8K-563.0K-386.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.123.140.280.58
Total Volume1,929.0874599,5971,504708
Total OI41,331.04326,66151,05047,67431,533

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$137.06$130.0028.4%8.1%25.8%93.9%27.5%4.6%-2.7%9.2M-82.8M-563.0K0.2869.471,17333129,57118,103
2019-10-02$136.29$130.0030.1%8.6%25.4%100.0%28.8%5.4%-3.8%8.5M-75.6M-571.1K0.5367.341,46378129,78418,225
2019-10-03$136.88$140.0029.5%7.4%25.4%96.3%24.5%4.3%-1.3%8.5M-75.4M-557.0K0.6035.1387052029,98618,739
2019-10-04$137.96$140.0025.6%6.6%25.7%71.2%23.8%4.6%-0.6%9.7M-88.3M-543.7K0.4635.4137417329,80718,762
2019-10-07$137.50$140.0028.8%6.8%24.9%91.8%22.7%4.4%-1.2%8.8M-80.5M-494.5K0.4123.0268527929,80018,802
2019-10-08$137.26$140.0030.4%7.1%21.9%100.0%23.8%4.3%-1.8%7.9M-74.0M-486.3K0.1430.0983311929,71118,862
2019-10-09$137.21$140.0024.1%6.9%21.9%60.9%23.3%4.2%-0.8%7.4M-69.8M-480.6K0.2735.1448013029,52018,865
2019-10-10$138.15$140.0022.6%6.5%22.0%51.6%22.4%4.3%-0.6%8.3M-79.3M-472.1K0.8230.2251242029,52018,828
2019-10-11$137.21$140.0024.2%6.9%21.1%61.6%23.0%4.3%-0.7%8.0M-74.3M-458.9K0.1941.2399919429,47518,876
2019-10-14$135.87$140.0023.7%6.8%20.9%58.6%23.9%4.2%-1.5%6.1M-58.0M-431.3K1.1629.6449757629,18218,918
2019-10-15$134.60$135.0022.3%6.4%17.6%49.5%22.8%3.9%-0.9%2.7M-35.5M-400.8K0.7527.001,7061,27229,22919,290
2019-10-16$134.60$135.0022.6%6.5%17.0%51.8%23.9%4.1%-1.3%3.3M-39.7M-388.4K2.1029.831,6353,43929,45619,717
2019-10-17$139.58$135.0017.4%5.0%21.7%19.4%17.6%3.3%1.5%7.8M-104.1M-378.0K0.7321.483,2602,38030,35320,697
2019-10-18$144.28$135.0017.2%4.9%24.7%17.9%18.3%3.4%1.8%27.0M-150.3M-388.4K0.1215.728,5531,04429,95620,771
2019-10-21$143.46$140.0017.7%5.1%24.7%21.4%18.2%3.8%1.1%3.3M-62.2M-358.8K0.2612.981,66842811,65515,006
2019-10-22$141.10$140.0019.0%5.4%25.5%29.0%18.4%3.1%0.4%3.6M-52.1M-387.7K1.2813.4155270512,98715,144
2019-10-23$140.46$140.0018.2%5.2%25.0%24.2%18.4%3.6%0.9%3.2M-45.0M-401.8K0.5423.3438220613,32815,692
2019-10-24$141.55$140.0017.9%5.1%24.5%22.3%17.7%3.6%1.2%4.0M-52.9M-404.6K1.4519.6050072713,48615,751
2019-10-25$140.66$140.0018.1%5.2%21.3%23.5%20.5%3.9%0.6%3.6M-46.7M-389.2K3.1413.873761,18013,66016,228
2019-10-28$139.34$140.0018.8%5.4%21.5%27.7%19.2%3.5%0.3%2.0M-31.9M-404.3K0.9513.7844642413,82517,061
2019-10-29$138.87$140.0018.4%5.3%21.0%25.5%20.8%3.7%0.6%2.0M-30.7M-389.2K2.0111.9430260813,93617,153
2019-10-30$139.50$140.0018.3%5.2%21.0%25.0%18.3%3.9%0.7%2.2M-34.7M-402.0K0.6119.3128517413,97717,387
2019-10-31$138.43$140.0018.2%5.2%21.1%24.3%18.3%3.8%-0.2%1.2M-25.8M-386.5K0.5821.9044925914,08817,445