CCI Options History — October 2021

In October 2021, CCI traded between $167.56 and $181.66. ATM implied volatility averaged 21.5%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.7% (HV 20d: 16.8%). Max pain ranged from $175.00 to $190.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2021-10-26: Highest Volume — 5,621 contracts
  • 2021-10-21: Largest IV drop — 14.3% change
  • 2021-10-12: Highest IV Rank — 46.4%
  • 2021-10-04: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$174.12$167.56$181.66$173.26$180.45
Max Pain$177.38$175.00$190.00$190.00$175.00
ATM IV21.5%18.7%25.0%22.5%19.4%
Expected Move6.3%5.4%7.2%6.5%5.5%
HV 20d16.8%13.4%21.1%14.9%20.0%
HV 60d17.5%15.4%18.1%17.9%18.0%
IV Rank27.6%12.7%46.4%33.0%16.2%
IV Percentile45.4%21.4%69.8%51.2%28.2%
Term Structure0.4%-1.3%1.9%1.5%1.5%
VWIV22.5%19.3%27.0%24.2%19.3%
Skew 25d3.3%2.6%4.4%3.3%2.8%
Skew 10d7.8%5.2%10.3%7.3%7.5%
Call IV 25d21.0%18.0%23.4%22.4%18.5%
Put IV 25d24.4%21.1%27.9%25.8%21.2%
Bid-Ask Spread %62.6233.0273.9633.0272.50
Gamma HHI0.130.090.220.090.14
Net GEX-2.1M-5.8M3.0M-3.3M3.0M
Net DEX48.0M-53.4M117.1M80.4M-44.5M
Net VEX-835.8K-912.2K-768.7K-801.4K-850.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.338.550.570.50
Total Volume2,460.8576065,6216062,446
Total OI39,93934,80845,78737,41239,325

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$173.26$190.0022.5%6.5%14.9%33.0%24.2%3.3%1.5%-3.3M80.4M-801.4K0.5733.0238622017,44019,972
2021-10-04$174.37$180.0025.0%7.2%15.3%46.3%24.9%4.4%-1.2%-3.2M77.5M-809.8K1.3755.5463086317,97820,366
2021-10-05$173.15$180.0022.6%6.9%14.9%33.5%25.0%4.3%-1.0%-3.6M85.0M-789.5K0.8650.6847140318,12220,445
2021-10-06$174.08$180.0022.9%7.0%14.7%35.3%24.9%4.2%-1.0%-3.8M84.2M-808.8K0.4741.8263129718,24020,966
2021-10-07$172.84$180.0020.9%6.7%13.9%24.6%23.4%2.7%-0.5%-4.1M90.8M-793.7K0.5663.041,27171618,46121,118
2021-10-08$169.73$180.0021.2%6.8%13.9%26.2%24.5%3.0%-0.8%-4.1M109.0M-783.7K1.1063.2852157218,87121,333
2021-10-11$168.93$180.0023.0%6.9%13.4%35.6%24.6%4.0%-1.1%-4.3M115.8M-768.7K0.7365.9998672119,39321,745
2021-10-12$170.12$180.0025.0%6.9%14.1%46.4%27.0%4.0%-1.3%-4.3M107.5M-795.7K8.5563.224403,76019,61322,095
2021-10-13$169.71$175.0023.4%6.7%14.1%37.6%23.1%3.5%-0.4%-4.0M104.6M-787.2K0.5066.661,07253320,09122,127
2021-10-14$171.02$175.0022.4%6.4%14.7%32.2%22.6%3.3%0.4%-5.8M108.3M-852.4K0.7964.7138830820,21525,572
2021-10-15$168.48$175.0020.9%6.0%15.1%24.7%22.0%3.5%1.2%-5.1M117.1M-822.3K0.7866.3393472820,53025,152
2021-10-18$167.56$175.0021.2%6.1%15.1%26.3%21.3%3.5%0.9%-4.8M79.5M-815.0K0.4966.061,49772913,34121,467
2021-10-19$172.77$175.0021.8%6.3%19.4%29.4%22.5%3.4%0.1%-2.9M41.9M-856.2K0.3359.601,10536913,91921,772
2021-10-20$174.30$175.0021.8%6.3%20.0%29.3%22.4%2.8%0.3%-2.0M22.7M-891.2K0.6560.992,9181,90015,43422,579
2021-10-21$177.78$175.0018.7%5.4%21.0%12.7%19.9%3.1%1.9%-180.6K-8.8M-881.4K0.6270.962,7801,71616,46023,072
2021-10-22$179.54$175.0019.1%5.5%21.1%14.7%19.4%3.7%1.6%919.0K-26.6M-912.2K0.5968.312,4791,45316,74523,208
2021-10-25$177.45$175.0020.6%5.9%19.4%23.0%20.6%2.6%1.2%383.2K-8.7M-896.3K0.9969.182,1342,12217,04123,192
2021-10-26$180.29$175.0019.6%5.6%19.5%17.6%21.7%2.6%1.4%2.5M-43.2M-875.3K1.1867.952,5803,04117,39022,986
2021-10-27$179.04$175.0019.6%5.6%19.7%17.6%19.9%2.9%1.3%2.1M-32.1M-880.2K0.7771.341,7531,34917,71622,694
2021-10-28$181.66$175.0019.7%5.6%19.8%18.0%20.2%2.6%1.5%2.8M-53.4M-880.7K0.4573.961,68976717,74622,787
2021-10-29$180.45$175.0019.4%5.5%20.0%16.2%19.3%2.8%1.5%3.0M-44.5M-850.7K0.5072.501,63681017,76421,561