CCI Options History — August 2022

In August 2022, CCI traded between $170.30 and $184.10. ATM implied volatility averaged 24.4%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 2.9% (HV 20d: 21.5%). Max pain ranged from $165.00 to $175.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.29.

Notable Days

  • 2022-08-02: Highest Volume — 2,613 contracts
  • 2022-08-08: Largest IV spike — 20.2% change
  • 2022-08-31: Highest IV Rank — 59.8%
  • 2022-08-31: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$178.09$170.30$184.10$179.62$171.27
Max Pain$174.13$165.00$175.00$165.00$175.00
ATM IV24.4%20.6%29.1%23.3%29.1%
Expected Move7.1%6.4%8.3%6.7%8.3%
HV 20d21.5%17.1%23.8%22.0%19.3%
HV 60d30.5%29.2%32.4%32.4%29.2%
IV Rank37.2%19.1%59.8%32.2%59.8%
IV Percentile46.9%19.8%77.8%41.3%77.8%
Term Structure0.8%-1.7%3.4%1.1%-1.7%
VWIV25.3%21.6%31.3%26.2%29.6%
Skew 25d5.1%4.2%6.3%4.7%6.3%
Skew 10d10.3%7.3%12.2%11.5%10.7%
Call IV 25d22.3%20.8%25.5%21.7%24.7%
Put IV 25d27.3%25.3%31.6%26.4%31.0%
Bid-Ask Spread %67.5727.3375.6827.3365.74
Gamma HHI0.140.110.370.130.12
Net GEX4.2M-3.8M15.2M6.5M-3.6M
Net DEX-46.6M-127.0M51.8M-77.2M41.0M
Net VEX-873.3K-1.0M-737.0K-1.0M-747.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.1015.660.560.93
Total Volume1,251.3912112,6131,7262,292
Total OI45,101.08740,89448,50145,19544,182

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$179.62$165.0023.3%6.7%22.0%32.2%26.2%4.7%1.1%6.5M-77.2M-1.0M0.5627.331,10761925,68519,510
2022-08-02$178.66$170.0023.7%6.8%21.9%34.1%27.7%5.1%1.4%5.7M-59.9M-1.0M0.7560.431,4911,12225,53819,542
2022-08-03$178.96$170.0022.4%6.4%21.8%27.9%25.3%4.4%2.1%6.2M-68.1M-984.0K0.5364.581,19062825,70519,342
2022-08-04$178.13$175.0022.1%7.1%21.8%26.5%27.2%4.9%0.6%5.3M-54.6M-968.0K0.6369.0897061025,68219,414
2022-08-05$177.98$175.0020.6%6.8%21.9%19.1%24.5%5.2%1.4%5.3M-51.5M-942.6K0.6466.0996261425,83519,450
2022-08-08$179.58$175.0024.7%7.3%22.0%38.9%25.9%4.9%1.3%6.7M-73.9M-938.0K0.5572.381,27169825,77319,473
2022-08-09$179.26$175.0024.7%7.4%21.6%39.0%26.4%5.1%0.3%6.2M-67.2M-940.7K0.7369.891228925,68619,606
2022-08-10$182.14$175.0024.5%7.0%22.1%38.0%31.3%5.4%-0.3%8.6M-96.5M-934.2K15.6668.721041,62925,71619,659
2022-08-11$178.43$175.0024.8%7.1%23.6%39.1%25.2%5.1%1.0%5.0M-51.9M-925.8K2.1770.8123049825,72720,998
2022-08-12$181.42$175.0023.8%6.8%23.8%34.6%23.6%4.5%-0.2%7.2M-93.3M-874.0K1.2373.2616119825,78621,315
2022-08-15$184.10$175.0023.3%6.7%22.8%32.0%23.9%4.2%1.4%10.4M-127.0M-863.9K0.3073.031,47743825,83921,405
2022-08-16$182.56$175.0023.0%6.6%22.5%30.6%23.2%5.1%2.1%8.6M-106.1M-890.3K0.1074.161,13411226,18121,530
2022-08-17$181.86$175.0023.8%6.8%22.4%34.7%22.8%4.2%2.0%7.4M-103.9M-851.3K0.3475.072167326,93921,562
2022-08-18$180.85$175.0023.2%6.6%22.6%31.4%21.8%4.5%1.1%5.5M-78.6M-838.2K0.2772.0340410826,57421,602
2022-08-19$180.00$175.0022.7%6.5%22.6%29.4%22.8%4.4%3.4%15.2M-69.8M-823.7K0.4973.1598147826,56421,664
2022-08-22$177.44$175.0026.0%7.5%23.0%45.1%25.1%5.1%0.6%387.7K-18.1M-819.6K0.3667.7398635121,94918,945
2022-08-23$173.82$175.0024.5%7.0%23.0%38.0%24.0%5.5%1.1%-1.5M14.2M-816.4K0.3469.061,01734222,51219,208
2022-08-24$174.91$175.0024.4%7.0%23.0%37.5%24.2%5.2%0.9%-1.2M4.6M-800.6K0.4368.6537916222,97719,328
2022-08-25$176.45$175.0024.2%6.9%17.1%36.5%21.6%5.2%0.7%-633.3K-12.0M-778.0K0.6472.8553434123,15819,359
2022-08-26$174.11$175.0025.7%7.4%17.6%43.6%24.5%5.3%-1.2%-1.8M14.1M-801.0K0.7275.6835725723,43119,639
2022-08-29$174.27$175.0027.5%7.9%17.6%51.9%26.6%5.9%-0.0%-1.8M11.3M-776.3K0.1169.501,16713423,53319,696
2022-08-30$170.30$175.0028.5%8.2%19.1%56.7%28.6%6.1%0.0%-3.8M51.8M-737.0K1.1854.7733439524,36519,741
2022-08-31$171.27$175.0029.1%8.3%19.3%59.8%29.6%6.3%-1.7%-3.6M41.0M-747.5K0.9365.741,1861,10624,28819,894