CCI Options History — October 2022

In October 2022, CCI traded between $122.60 and $150.07. ATM implied volatility averaged 38.5%, placing in the 82.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 3.2% (HV 20d: 35.3%). Max pain ranged from $130.00 to $160.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2022-10-20: Highest Volume — 5,464 contracts
  • 2022-10-20: Largest IV drop — 10.3% change
  • 2022-10-06: Highest IV Rank — 100.0%
  • 2022-10-12: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$132.84$122.60$150.07$147.60$133.24
Max Pain$142.38$130.00$160.00$160.00$130.00
ATM IV38.5%34.0%44.5%36.5%34.0%
Expected Move10.8%9.7%12.3%10.5%9.8%
HV 20d35.3%30.0%40.4%30.8%39.9%
HV 60d28.6%25.0%30.9%25.0%30.9%
IV Rank82.9%61.5%100.0%93.0%61.7%
IV Percentile95.7%87.3%100.0%98.0%87.3%
Term Structure-2.1%-4.9%1.1%-2.1%0.1%
VWIV38.1%33.9%43.8%37.8%35.4%
Skew 25d6.1%4.9%8.0%5.9%4.9%
Skew 10d14.9%12.4%18.6%14.6%12.4%
Call IV 25d35.8%31.6%39.5%34.9%33.1%
Put IV 25d41.9%36.6%47.5%40.7%38.0%
Bid-Ask Spread %47.3317.3863.3056.1217.38
Gamma HHI0.170.100.340.340.13
Net GEX-670.0K-2.2M1.2M-2.1M1.2M
Net DEX84.0M43.4M114.2M65.9M43.4M
Net VEX-423.4K-561.9K-336.5K-538.5K-451.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.381.300.950.49
Total Volume3,275.8571,7005,4641,7862,231
Total OI34,085.33328,18638,53532,17532,134

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$147.60$160.0036.5%10.5%30.8%93.0%37.8%5.9%-2.1%-2.1M65.9M-538.5K0.9556.1291587118,63713,538
2022-10-04$150.07$160.0036.1%10.3%31.3%90.8%36.8%6.0%-2.1%-2.0M55.0M-561.9K0.7352.271,25191418,88013,607
2022-10-05$145.81$160.0037.0%10.6%30.0%95.2%36.7%5.9%-2.5%-2.2M72.8M-527.8K1.0563.301,0001,04919,35513,726
2022-10-06$137.97$145.0038.6%10.5%33.9%100.0%37.9%6.5%-3.1%-1.6M101.1M-447.1K0.8151.381,5151,22119,56113,824
2022-10-07$133.95$145.0041.2%10.8%33.8%100.0%37.2%6.9%-2.8%-1.3M107.7M-411.7K0.8049.861,3701,09320,05614,101
2022-10-10$132.85$145.0043.8%11.2%32.8%100.0%39.7%7.0%-3.6%-1.2M110.8M-401.8K0.7243.771,34096320,46514,472
2022-10-11$132.87$145.0044.5%11.3%31.0%100.0%39.1%7.0%-3.5%-947.1K111.0M-401.7K1.1548.5279190920,58014,522
2022-10-12$129.87$145.0042.8%12.3%31.1%93.9%43.8%8.0%-4.9%-896.5K114.2M-384.6K1.3040.691,9902,59320,70114,635
2022-10-13$131.04$145.0040.7%11.7%31.8%86.3%40.6%6.5%-4.1%-710.1K109.2M-410.6K1.3053.051,8172,35721,79215,209
2022-10-14$127.85$140.0041.0%11.7%31.6%87.1%41.0%6.8%-3.8%-695.3K114.1M-386.8K0.8149.452,1041,70722,17515,366
2022-10-17$133.25$140.0039.6%11.3%36.7%81.9%39.2%5.9%-4.0%-245.5K79.1M-433.5K0.6752.452,8521,90122,45113,957
2022-10-18$133.14$140.0039.4%11.3%36.8%81.2%40.8%6.4%-3.9%-12.1K78.7M-438.4K1.1451.331,8792,13322,82214,170
2022-10-19$131.08$140.0041.0%11.7%36.8%87.1%40.4%6.3%-4.5%-792.7K80.4M-427.4K0.9747.592,3372,25722,92514,262
2022-10-20$126.30$140.0036.8%10.5%38.0%71.7%36.0%5.8%0.2%-1.4M103.4M-363.2K0.9648.662,7812,68323,44114,795
2022-10-21$123.94$135.0038.0%10.9%37.5%76.4%38.3%5.2%-0.2%-730.1K97.9M-347.2K0.8449.022,0601,73624,40814,127
2022-10-24$122.60$135.0038.0%10.9%37.5%76.4%37.9%5.8%-0.6%-395.7K79.0M-336.5K0.9949.302,2352,21216,25111,935
2022-10-25$126.80$135.0036.5%10.5%40.3%70.7%36.7%5.6%0.2%202.1K66.2M-376.8K0.6045.601,9871,19517,80211,793
2022-10-26$128.69$135.0034.5%9.9%40.2%63.5%34.5%5.6%0.3%338.1K63.3M-396.8K0.4042.782,09884418,12412,377
2022-10-27$128.27$135.0034.0%9.7%38.3%61.5%36.0%5.0%0.2%347.3K62.7M-403.3K0.3826.931,96373918,57212,469
2022-10-28$132.36$135.0034.0%9.7%40.4%61.6%33.9%5.0%1.1%988.6K47.8M-443.4K0.4054.582,07182919,17012,605
2022-10-31$133.24$130.0034.0%9.8%39.9%61.7%35.4%4.9%0.1%1.2M43.4M-451.4K0.4917.381,49373819,49112,643