CCI Options History — June 2024

In June 2024, CCI traded between $95.38 and $103.61. ATM implied volatility averaged 25.3%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 4.8% (HV 20d: 20.4%). Max pain ranged from $97.50 to $97.50. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.89.

Notable Days

2024-06-13: Highest Volume — 19,275 contracts
2024-06-07: Largest IV drop — 24.8% change
2024-06-06: Highest IV Rank — 55.2%
2024-06-05: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$98.85	$95.38	$103.61	$103.06	$97.69
Max Pain	$97.50	$97.50	$97.50	$97.50	$97.50
ATM IV	25.3%	23.1%	30.8%	25.6%	25.1%
Expected Move	7.2%	6.8%	7.6%	7.3%	7.2%
HV 20d	20.4%	18.2%	22.4%	22.4%	21.2%
HV 60d	21.0%	20.2%	22.1%	22.1%	20.8%
IV Rank	23.9%	11.7%	55.2%	25.7%	23.1%
IV Percentile	29.2%	6.7%	86.5%	31.3%	28.6%
Term Structure	0.2%	-1.9%	1.4%	0.5%	-0.3%
VWIV	25.4%	24.1%	27.2%	27.2%	25.6%
Skew 25d	1.7%	0.6%	3.5%	3.5%	0.8%
Skew 10d	2.6%	0.7%	5.0%	3.0%	1.4%
Call IV 25d	24.5%	23.2%	25.3%	24.5%	25.3%
Put IV 25d	26.1%	24.6%	28.0%	28.0%	26.1%
Bid-Ask Spread %	71.01	63.32	75.49	63.32	72.62
Gamma HHI	0.20	0.14	0.26	0.23	0.19
Net GEX	3.4M	-535.6K	5.5M	5.3M	4.0M
Net DEX	-52.1M	-118.3M	7.2M	-109.1M	-51.8M
Net VEX	-922.1K	-1.0M	-854.0K	-1.0M	-929.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.04	3.49	1.73	0.76
Total Volume	2,737.158	430	19,275	3,265	682
Total OI	67,379.842	55,748	71,857	68,700	60,753

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$103.06	$97.50	25.6%	7.3%	22.4%	25.7%	27.2%	3.5%	0.5%	5.3M	-109.1M	-1.0M	1.73	63.32	1,196	2,069	43,128	25,572
2024-06-04	$103.61	$97.50	25.7%	7.4%	21.3%	26.1%	24.4%	3.1%	0.5%	5.4M	-118.3M	-1.0M	0.63	68.16	351	220	43,356	26,096
2024-06-05	$102.32	$97.50	26.4%	7.6%	22.1%	30.3%	25.9%	3.1%	-1.9%	5.1M	-98.9M	-981.6K	0.51	71.26	285	145	43,469	26,123
2024-06-06	$101.49	$97.50	30.8%	7.0%	22.0%	55.2%	24.3%	1.4%	1.4%	4.6M	-81.6M	-978.3K	0.04	68.27	2,455	97	43,454	26,165
2024-06-07	$100.33	$97.50	23.1%	6.8%	20.5%	11.7%	25.4%	1.3%	1.3%	5.2M	-71.3M	-941.0K	0.72	70.26	452	324	45,407	26,197
2024-06-10	$100.08	$97.50	24.6%	7.0%	20.5%	20.4%	25.2%	1.3%	0.7%	5.0M	-63.4M	-919.6K	2.12	73.28	648	1,371	45,291	26,314
2024-06-11	$100.84	$97.50	23.7%	7.2%	20.5%	15.1%	25.1%	0.9%	0.2%	5.5M	-78.6M	-926.5K	0.45	74.38	783	354	45,519	25,761
2024-06-12	$99.53	$97.50	23.8%	6.8%	20.8%	15.4%	24.1%	0.6%	0.7%	4.7M	-58.0M	-901.1K	0.40	75.49	781	312	45,827	25,819
2024-06-13	$99.98	$97.50	23.9%	6.8%	18.2%	15.9%	24.2%	0.9%	1.4%	4.3M	-66.0M	-893.5K	0.06	74.68	18,195	1,080	45,848	26,009
2024-06-14	$98.88	$97.50	25.1%	7.2%	18.4%	22.9%	27.0%	1.7%	0.9%	1.6M	-25.4M	-953.2K	1.12	72.09	787	880	42,849	26,690
2024-06-17	$96.60	$97.50	25.5%	7.3%	19.4%	25.4%	25.7%	2.2%	0.4%	-343.4K	-7.2M	-894.2K	0.85	67.65	1,686	1,428	43,467	25,785
2024-06-18	$95.38	$97.50	25.8%	7.4%	18.8%	26.7%	25.6%	2.2%	0.6%	-535.6K	7.2M	-860.8K	1.57	71.83	1,160	1,818	44,050	25,832
2024-06-20	$96.46	$97.50	25.3%	7.3%	19.3%	24.1%	25.3%	2.0%	-1.1%	461.8K	-17.1M	-884.9K	3.49	73.31	757	2,642	44,730	25,399
2024-06-21	$95.92	$97.50	25.1%	7.2%	19.3%	23.0%	24.9%	2.0%	-0.2%	1.7M	-9.5M	-854.0K	0.81	71.80	1,165	939	44,663	25,363
2024-06-24	$97.55	$97.50	24.9%	7.1%	20.1%	21.5%	25.0%	0.9%	-0.1%	2.9M	-41.3M	-882.6K	0.07	69.81	4,245	306	36,350	19,398
2024-06-25	$95.82	$97.50	25.3%	7.3%	20.9%	24.2%	25.4%	1.5%	-0.4%	2.9M	-29.3M	-900.4K	0.68	68.43	494	334	39,628	19,773
2024-06-26	$95.70	$97.50	25.4%	7.3%	20.9%	24.7%	25.7%	1.6%	-0.1%	2.7M	-27.7M	-899.2K	0.26	71.95	675	177	39,863	19,975
2024-06-27	$96.95	$97.50	25.1%	7.2%	21.5%	22.8%	25.7%	1.0%	-0.2%	3.6M	-42.3M	-912.5K	0.64	70.58	436	277	40,121	20,173
2024-06-28	$97.69	$97.50	25.1%	7.2%	21.2%	23.1%	25.6%	0.8%	-0.3%	4.0M	-51.8M	-929.1K	0.76	72.62	387	295	40,505	20,248