CCI Options History — January 2022

In January 2022, CCI traded between $171.63 and $207.75. ATM implied volatility averaged 26.2%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.3% (HV 20d: 33.5%). Max pain ranged from $185.00 to $200.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-01-03: Highest Volume — 12,154 contracts
  • 2022-01-05: Largest IV spike — 25.2% change
  • 2022-01-26: Highest IV Rank — 100.0%
  • 2022-01-26: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$186.77$171.63$207.75$207.75$181.60
Max Pain$190.50$185.00$200.00$190.00$185.00
ATM IV26.2%17.6%33.3%17.6%27.7%
Expected Move7.6%5.0%9.5%5.0%7.9%
HV 20d33.5%21.8%38.4%21.8%38.4%
HV 60d25.6%20.0%28.5%20.0%28.5%
IV Rank59.1%7.7%100.0%7.7%67.1%
IV Percentile83.1%7.9%100.0%7.9%94.4%
Term Structure-0.5%-2.9%3.7%3.7%-0.6%
VWIV27.3%21.0%32.4%21.0%27.4%
Skew 25d4.1%1.9%7.2%2.3%5.1%
Skew 10d9.1%4.9%14.7%4.9%9.6%
Call IV 25d25.3%17.6%29.8%17.6%25.0%
Put IV 25d29.3%19.8%36.3%19.8%30.1%
Bid-Ask Spread %51.8436.1266.2764.0355.83
Gamma HHI0.190.110.480.320.11
Net GEX-2.0M-6.5M6.8M6.8M43.1K
Net DEX28.6M-151.2M105.3M-151.2M12.2M
Net VEX-625.3K-654.3K-532.9K-532.9K-654.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.182.430.601.90
Total Volume6,658.953,08512,15412,1543,085
Total OI33,255.5519,32641,34033,84522,824

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$207.75$190.0017.6%5.0%21.8%7.7%21.0%2.3%3.7%6.8M-151.2M-532.9K0.6064.037,5864,56814,43819,407
2022-01-04$202.21$200.0020.1%5.8%23.9%22.9%23.9%1.9%2.5%1.4M-87.2M-623.7K0.3166.277,4622,35014,58321,642
2022-01-05$188.59$200.0025.2%7.2%34.7%53.3%28.3%3.3%1.3%-2.2M25.8M-633.6K0.3261.115,2391,68214,77421,653
2022-01-06$192.17$195.0026.5%7.6%35.4%60.9%27.7%2.3%-1.2%-2.1M3.8M-646.2K0.2156.364,61495514,68522,283
2022-01-07$195.87$195.0023.8%7.3%35.8%44.7%25.9%3.1%-0.3%-2.6M-22.6M-645.7K0.2047.954,74696514,76222,383
2022-01-10$190.49$190.0024.1%7.4%37.0%46.6%25.9%3.0%-0.5%-2.9M26.5M-609.6K0.2239.634,7681,03715,08222,478
2022-01-11$187.82$190.0023.1%7.1%35.3%40.6%24.8%2.3%-0.7%-3.1M48.9M-584.4K0.1836.274,68583315,34522,702
2022-01-12$189.39$190.0023.5%6.7%35.0%43.1%23.6%3.1%-0.9%-3.1M31.9M-574.9K1.3260.964,9866,58515,36822,824
2022-01-13$187.98$190.0023.9%6.9%34.9%45.5%24.5%3.4%-0.7%-4.6M61.3M-649.6K1.4259.364,5836,51115,36124,678
2022-01-14$184.83$190.0025.8%7.4%34.3%56.9%26.9%4.7%-0.6%-4.7M86.4M-649.8K0.8858.335,0454,41815,41724,925
2022-01-18$183.80$190.0026.3%7.5%33.9%59.5%28.1%4.1%-1.5%-4.5M94.7M-628.6K0.8355.134,9494,11015,63524,970
2022-01-19$184.48$190.0025.9%7.4%34.0%57.2%26.6%3.4%-1.2%-3.7M88.4M-627.6K0.5449.034,7972,56915,83625,033
2022-01-20$182.71$190.0025.5%7.3%33.4%54.9%26.5%3.3%0.3%-4.7M104.3M-616.7K0.5836.124,6592,69015,84525,131
2022-01-21$181.73$190.0029.6%8.5%33.1%79.6%29.4%4.7%-0.7%-6.5M105.3M-631.4K1.8145.001,5102,73516,05125,289
2022-01-24$182.88$190.0030.7%8.8%33.3%86.0%32.4%6.8%-1.9%-883.9K17.4M-652.8K2.4349.539742,3688,49310,833
2022-01-25$182.94$190.0030.6%8.8%31.7%85.4%32.0%6.3%-1.3%-827.5K16.3M-652.7K2.1849.371,0452,2748,77511,027
2022-01-26$177.02$185.0033.3%9.5%32.6%100.0%32.0%6.1%-2.9%-1.1M34.7M-628.6K1.0846.642,3132,5089,17811,098
2022-01-27$171.63$185.0033.0%9.4%33.2%98.1%31.5%7.2%-2.3%-1.2M51.7M-608.5K1.7748.751,3562,40610,52211,392
2022-01-28$179.41$185.0028.4%8.1%38.2%71.5%27.7%5.3%-1.1%-452.1K23.6M-654.3K1.9451.191,0922,12110,81111,578
2022-01-31$181.60$185.0027.7%7.9%38.4%67.1%27.4%5.1%-0.6%43.1K12.2M-654.2K1.9055.831,0632,02211,14811,676