CCI Options History — September 2022

In September 2022, CCI traded between $144.59 and $176.69. ATM implied volatility averaged 31.6%, placing in the 70.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 6.7% (HV 20d: 24.8%). Max pain ranged from $160.00 to $175.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-09-13: Highest Volume — 6,505 contracts
  • 2022-09-12: Largest IV spike — 28.6% change
  • 2022-09-29: Highest IV Rank — 100.0%
  • 2022-09-29: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$162.07$144.59$176.69$171.37$145.12
Max Pain$173.57$160.00$175.00$175.00$160.00
ATM IV31.6%25.0%38.0%28.5%36.9%
Expected Move8.9%7.6%10.9%8.2%10.6%
HV 20d24.8%19.3%29.9%19.3%29.9%
HV 60d25.4%22.8%29.5%29.2%24.6%
IV Rank70.6%38.6%100.0%56.9%94.5%
IV Percentile84.4%48.4%100.0%73.0%98.4%
Term Structure-0.9%-1.9%1.6%-0.5%-1.1%
VWIV30.7%26.2%38.7%28.6%38.7%
Skew 25d5.8%4.7%7.2%5.1%6.4%
Skew 10d12.9%8.5%16.4%8.5%16.4%
Call IV 25d28.7%24.7%35.6%25.5%35.0%
Put IV 25d34.5%29.4%42.9%30.6%41.4%
Bid-Ask Spread %57.5445.9671.2871.2857.06
Gamma HHI0.230.120.490.120.33
Net GEX-3.4M-9.2M-630.0K-3.8M-2.0M
Net DEX59.0M-19.3M138.8M41.2M77.2M
Net VEX-598.6K-737.5K-495.2K-737.5K-528.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.141.881.361.24
Total Volume1,952.3813166,5053161,828
Total OI37,795.66727,35746,95344,22032,037

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$171.37$175.0028.5%8.2%19.3%56.9%28.6%5.1%-0.5%-3.8M41.2M-737.5K1.3671.2813418224,32919,891
2022-09-02$167.67$175.0027.1%7.8%20.5%50.1%27.2%5.3%1.6%-5.1M76.8M-702.0K0.3765.4168525424,34919,985
2022-09-06$169.51$175.0030.3%8.0%20.7%65.3%28.8%5.2%-0.7%-5.1M59.0M-693.6K0.4159.071,55163424,51620,010
2022-09-07$173.77$175.0027.9%7.6%22.9%52.9%27.3%4.9%0.0%-3.5M15.0M-703.5K0.3758.171,51156624,59220,108
2022-09-08$173.97$175.0026.3%7.8%22.0%44.9%28.7%5.0%-0.7%-3.6M12.9M-692.6K0.6259.4534721424,73320,183
2022-09-09$175.13$175.0025.0%7.6%21.1%38.6%26.2%4.7%-0.3%-3.8M-2.5M-666.4K0.5757.9150328724,70520,212
2022-09-12$176.69$175.0032.2%7.9%20.4%73.6%27.9%4.8%-1.1%-3.5M-19.3M-663.0K0.3957.701,23048424,88420,358
2022-09-13$168.76$175.0033.2%8.5%24.9%78.7%29.5%6.0%-1.7%-6.8M65.2M-629.7K0.4152.594,6241,88125,02320,419
2022-09-14$165.31$175.0030.4%8.7%25.6%64.8%29.1%6.2%-1.8%-6.0M115.6M-615.3K1.2862.2665083425,35121,602
2022-09-15$162.29$175.0031.9%9.1%26.0%72.1%31.6%7.1%-1.2%-9.2M138.8M-566.2K1.4459.4648770025,63421,137
2022-09-16$163.15$175.0030.3%8.7%26.3%64.4%31.5%6.7%-0.8%-4.5M119.4M-575.8K0.4459.472,4251,06325,85421,038
2022-09-19$163.26$175.0030.0%8.6%26.4%62.9%27.3%5.4%-0.9%-630.0K31.0M-578.0K0.1452.861,96527815,01712,340
2022-09-20$161.75$175.0031.3%9.0%26.2%69.4%29.3%5.6%-1.2%-843.9K37.8M-573.0K0.3655.6645916415,43112,410
2022-09-21$158.96$175.0031.3%9.0%26.0%69.3%28.7%5.4%-1.0%-1.3M49.7M-547.5K0.3858.4657221515,66612,494
2022-09-22$158.30$175.0031.9%9.2%25.7%72.5%31.1%5.7%-0.8%-1.4M52.9M-540.5K0.6054.7292655915,77912,585
2022-09-23$153.71$175.0032.7%9.4%26.5%76.3%32.2%6.0%-0.7%-2.0M68.2M-517.2K0.9357.0526724816,19712,733
2022-09-26$151.38$175.0035.3%10.1%26.6%89.1%33.0%6.8%-1.5%-2.2M76.8M-495.2K1.8845.961,5372,88516,31012,763
2022-09-27$148.18$175.0036.4%10.4%26.9%94.5%36.1%6.3%-1.8%-2.1M81.7M-496.3K0.3954.502,38993017,08713,543
2022-09-28$150.61$170.0036.0%10.3%27.6%92.6%35.9%5.1%-1.7%-1.8M60.8M-549.5K0.7952.571,19093817,80013,247
2022-09-29$144.59$165.0038.0%10.9%29.8%100.0%36.7%7.2%-1.9%-1.9M81.8M-500.1K0.9556.761,2321,17218,14013,217
2022-09-30$145.12$160.0036.9%10.6%29.9%94.5%38.7%6.4%-1.1%-2.0M77.2M-528.5K1.2457.068151,01318,61513,422