CCI Options History — November 2022

In November 2022, CCI traded between $127.72 and $141.76. ATM implied volatility averaged 31.8%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 7.8% (HV 20d: 39.6%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.22.

Notable Days

  • 2022-11-22: Highest Volume — 4,796 contracts
  • 2022-11-28: Largest IV spike — 10.3% change
  • 2022-11-07: Highest IV Rank — 65.2%
  • 2022-11-07: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$135.33$127.72$141.76$132.63$141.23
Max Pain$130.48$130.00$135.00$135.00$130.00
ATM IV31.8%28.1%35.0%33.7%30.0%
Expected Move9.1%8.1%9.7%9.7%8.6%
HV 20d39.6%32.7%44.0%39.0%41.6%
HV 60d34.7%30.2%37.6%30.8%37.6%
IV Rank53.7%40.1%65.2%60.5%46.9%
IV Percentile74.4%46.4%89.7%85.7%61.5%
Term Structure-2.1%-4.7%-0.3%-0.5%-2.9%
VWIV32.1%27.7%39.4%39.4%29.2%
Skew 25d4.6%3.1%5.5%4.2%4.8%
Skew 10d9.6%6.4%12.0%12.0%7.7%
Call IV 25d29.5%25.3%32.8%32.8%26.8%
Put IV 25d34.1%29.8%37.2%37.0%31.5%
Bid-Ask Spread %51.7835.9260.5854.4154.71
Gamma HHI0.160.120.220.130.14
Net GEX1.3M-290.4K3.1M1.1M2.3M
Net DEX40.8M1.9M73.8M46.0M18.3M
Net VEX-426.1K-482.4K-393.6K-435.2K-424.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.289.321.190.28
Total Volume2,571.3814334,7963,2481,098
Total OI35,019.23830,45039,18232,22734,147

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$132.63$135.0033.7%9.7%39.0%60.5%39.4%4.2%-0.5%1.1M46.0M-435.2K1.1954.411,4851,76319,54912,678
2022-11-02$129.12$135.0033.8%9.7%38.9%60.8%33.8%4.6%-0.3%313.9K64.0M-398.7K1.1160.581,8172,01819,63413,551
2022-11-03$129.60$130.0033.2%9.6%34.4%58.7%33.6%4.7%-2.3%31.7K66.2M-422.7K0.5438.001,44478220,05614,863
2022-11-04$130.18$130.0033.1%9.5%33.0%58.2%33.2%5.5%-2.0%187.7K62.8M-425.7K0.8552.371,4181,21120,11614,851
2022-11-07$130.08$130.0035.0%9.7%32.9%65.2%34.4%4.3%-2.3%172.5K63.9M-408.3K0.7852.101,4761,15120,14715,423
2022-11-08$130.36$130.0034.6%9.6%32.9%63.7%32.9%4.8%-2.4%229.6K62.9M-409.1K0.5135.922,4181,23620,23315,510
2022-11-09$127.72$130.0033.6%9.6%32.7%60.2%34.2%4.7%-2.2%-290.4K73.8M-393.6K0.8153.291,5451,25120,96215,687
2022-11-10$138.68$130.0032.0%9.2%44.0%54.2%32.9%4.6%-1.8%2.6M15.4M-478.2K1.0552.561,9732,07321,07915,844
2022-11-11$140.85$130.0031.5%9.0%43.0%52.6%31.4%4.8%-2.4%3.1M1.9M-482.4K0.5653.111,79899921,34716,355
2022-11-14$135.32$130.0033.1%9.5%43.6%58.5%32.7%4.0%-2.9%2.0M38.8M-440.9K0.6852.931,8421,25621,44416,327
2022-11-15$136.66$130.0032.8%9.4%43.7%57.1%33.9%5.0%-2.7%2.6M31.6M-444.2K1.1156.1686896321,83916,624
2022-11-16$135.46$130.0031.6%9.1%43.4%52.8%32.4%4.5%-1.6%2.0M41.0M-428.0K0.6751.181,16277821,81016,748
2022-11-17$132.62$130.0031.5%9.0%41.8%52.5%30.9%5.1%-2.0%286.8K60.1M-399.3K0.6652.441,9551,28221,69416,771
2022-11-18$135.62$130.0030.5%8.7%41.6%48.8%30.8%4.7%-2.0%1.6M39.7M-414.9K0.4452.782,25399421,96517,217
2022-11-21$139.07$130.0029.6%8.5%41.8%45.4%30.6%4.8%-1.6%929.7K30.3M-417.7K0.5753.281,38978616,29114,159
2022-11-22$138.93$130.0028.9%8.3%40.6%42.9%29.4%4.9%-1.5%1.1M32.5M-425.1K1.7445.131,7483,04816,65814,365
2022-11-23$139.99$130.0028.1%8.1%40.4%40.1%29.5%5.1%-1.0%1.7M25.7M-431.8K0.7253.0894068117,25113,836
2022-11-25$141.76$130.0029.1%8.4%40.4%43.9%27.7%3.5%-2.8%2.2M16.2M-430.6K9.3259.081461,36017,37713,898
2022-11-28$137.25$130.0032.1%9.2%41.2%54.9%30.6%3.1%-4.7%1.3M36.6M-406.4K1.4848.1046869117,56615,613
2022-11-29$138.71$130.0030.6%8.8%41.3%49.1%30.0%4.1%-2.2%1.7M29.6M-431.6K0.5856.1927415917,74716,172
2022-11-30$141.23$130.0030.0%8.6%41.6%46.9%29.2%4.8%-2.9%2.3M18.3M-424.4K0.2854.7185724117,89716,250