CCI Options History — June 2022

In June 2022, CCI traded between $154.68 and $188.72. ATM implied volatility averaged 29.9%, placing in the 65.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 5.4% (HV 20d: 35.3%). Max pain ranged from $170.00 to $180.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.75.

Notable Days

  • 2022-06-30: Highest Volume — 4,082 contracts
  • 2022-06-13: Largest IV spike — 22.7% change
  • 2022-06-16: Highest IV Rank — 88.7%
  • 2022-06-16: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$172.35$154.68$188.72$188.72$167.52
Max Pain$175.00$170.00$180.00$180.00$170.00
ATM IV29.9%25.4%34.7%28.6%29.6%
Expected Move8.4%6.9%10.0%8.2%8.5%
HV 20d35.3%24.9%42.8%30.1%40.8%
HV 60d29.3%25.0%33.2%25.2%33.1%
IV Rank65.3%43.7%88.7%59.5%64.0%
IV Percentile85.1%67.1%98.8%82.5%82.9%
Term Structure0.4%-2.7%1.9%-2.7%1.0%
VWIV29.7%24.4%34.9%29.6%31.0%
Skew 25d5.1%4.1%7.1%5.3%4.3%
Skew 10d11.1%8.3%15.3%10.2%9.1%
Call IV 25d27.8%22.8%33.0%27.1%29.1%
Put IV 25d32.9%27.5%39.2%32.4%33.4%
Bid-Ask Spread %60.6947.1268.8364.5563.39
Gamma HHI0.110.090.140.120.09
Net GEX526.7K-4.4M4.6M4.6M275.6K
Net DEX26.8M-81.7M143.5M-81.7M40.1M
Net VEX-1.0M-1.1M-834.2K-1.1M-1.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.321.400.870.49
Total Volume2,895.6191,6864,0821,9014,082
Total OI41,324.66737,99844,86439,22044,864

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$188.72$180.0028.6%8.2%30.1%59.5%29.6%5.3%-2.7%4.6M-81.7M-1.1M0.8764.551,01988220,79518,425
2022-06-02$186.70$175.0027.2%6.9%30.1%52.6%24.4%4.7%1.8%4.6M-62.9M-1.1M0.8763.051,4171,23620,95218,491
2022-06-03$182.95$175.0028.2%7.4%30.2%57.5%27.4%4.7%0.8%2.7M-32.8M-1.1M0.9062.291,04394121,11518,820
2022-06-06$185.41$180.0027.9%7.3%30.6%56.0%25.4%4.4%1.0%3.8M-52.8M-1.1M0.7361.741,16885521,19918,899
2022-06-07$185.60$180.0028.2%7.3%28.0%57.2%25.6%5.1%1.2%4.1M-54.8M-1.1M0.7163.3298470221,36418,925
2022-06-08$184.55$180.0025.4%7.3%24.9%43.7%25.9%4.1%1.8%3.8M-45.8M-1.1M0.4468.831,69775321,45318,969
2022-06-09$180.61$180.0027.1%7.8%26.5%52.2%29.9%4.5%1.9%2.2M-14.7M-1.1M0.8766.1093180721,91819,078
2022-06-10$174.19$180.0028.0%8.0%29.8%56.3%28.2%4.8%0.3%-580.6K38.8M-1.0M1.2260.591,7902,19022,02219,157
2022-06-13$166.13$180.0034.3%9.8%33.1%86.9%34.9%6.1%-1.1%-4.4M104.3M-960.0K0.3559.342,61691922,12220,218
2022-06-14$158.66$180.0033.9%9.7%36.4%84.8%33.5%7.1%-0.7%-3.7M139.2M-892.8K0.8253.761,8251,49123,45120,312
2022-06-15$160.65$175.0031.3%9.0%36.9%72.0%30.1%6.2%0.5%-4.0M123.4M-897.7K0.4860.522,1571,04023,68419,788
2022-06-16$154.68$175.0034.7%10.0%38.7%88.7%34.9%6.2%-0.3%-2.8M143.5M-860.8K0.6855.322,0111,37024,23219,752
2022-06-17$156.02$175.0032.0%9.2%37.8%75.5%31.6%6.1%0.8%-2.7M142.9M-834.2K1.2459.631,0881,34424,87819,679
2022-06-21$162.30$170.0030.9%8.9%40.2%70.4%29.9%5.4%0.7%-1.4M80.8M-894.0K0.8047.121,4761,18320,56517,433
2022-06-22$168.51$170.0030.5%8.7%42.8%68.4%30.2%4.8%0.7%-121.2K36.2M-1.0M0.3754.962,9461,08621,24017,527
2022-06-23$172.00$170.0031.2%8.9%40.5%71.8%30.7%4.8%0.1%1.1M5.8M-1.1M0.5663.221,8471,04222,54617,598
2022-06-24$174.81$170.0028.6%8.2%41.2%59.5%29.4%5.1%0.5%1.7M-13.3M-1.1M0.7860.571,4551,13022,83417,560
2022-06-27$173.68$170.0028.9%8.3%41.2%60.8%30.0%4.6%0.3%1.6M-8.9M-1.1M1.4058.999901,38523,41617,834
2022-06-28$168.16$170.0030.3%8.7%40.9%67.5%30.5%4.3%-0.1%231.8K34.6M-1.0M0.8764.202,0711,80223,53517,940
2022-06-29$167.51$170.0030.1%8.6%40.8%66.4%29.9%4.8%0.5%76.3K41.4M-1.0M0.3263.023,05598224,66318,565
2022-06-30$167.52$170.0029.6%8.5%40.8%64.0%31.0%4.3%1.0%275.6K40.1M-1.0M0.4963.392,7461,33626,17318,691