CCI Options History — July 2024

In July 2024, CCI traded between $95.47 and $110.37. ATM implied volatility averaged 26.1%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 3.7% (HV 20d: 22.5%). Max pain ranged from $90.00 to $97.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-07-17: Highest Volume — 8,541 contracts
  • 2024-07-10: Largest IV drop — 23.3% change
  • 2024-07-09: Highest IV Rank — 83.2%
  • 2024-07-17: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.73$95.47$110.37$95.90$110.37
Max Pain$95.91$90.00$97.50$97.50$97.50
ATM IV26.1%22.2%35.6%26.9%22.3%
Expected Move7.2%6.4%8.4%7.7%6.4%
HV 20d22.5%18.3%26.5%18.8%21.5%
HV 60d21.4%19.3%22.3%21.0%21.7%
IV Rank28.9%6.6%83.2%33.0%6.9%
IV Percentile38.5%2.8%97.6%52.0%3.2%
Term Structure-0.2%-2.7%1.7%-1.2%1.1%
VWIV25.4%22.1%29.2%26.6%23.1%
Skew 25d1.6%0.5%2.4%1.7%2.1%
Skew 10d3.1%1.4%5.7%2.8%3.8%
Call IV 25d24.8%22.0%28.6%26.4%22.3%
Put IV 25d26.3%23.1%30.1%28.1%24.4%
Bid-Ask Spread %60.9451.5270.4470.4467.66
Gamma HHI0.230.160.480.170.16
Net GEX6.2M2.8M10.8M3.2M7.8M
Net DEX-125.8M-214.3M-21.4M-26.2M-202.6M
Net VEX-968.3K-1.2M-860.4K-880.2K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.121.520.460.66
Total Volume3,101.4093138,5411,1152,378
Total OI63,496.40953,49174,01261,10870,416

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$95.90$97.5026.9%7.7%18.8%33.0%26.6%1.7%-1.2%3.2M-26.2M-880.2K0.4670.4476235340,72420,384
2024-07-02$95.47$97.5026.6%7.6%18.3%31.5%26.8%1.7%-1.0%2.8M-21.4M-873.5K0.4969.7338719041,13120,626
2024-07-03$96.53$97.5026.1%7.5%18.8%28.4%26.5%1.4%-1.1%3.6M-35.1M-888.0K0.6964.6318512841,28720,608
2024-07-05$96.07$97.5030.8%7.4%18.5%55.7%24.9%2.2%-0.1%3.2M-29.3M-869.5K0.4757.5639118241,37020,644
2024-07-08$96.61$97.5034.4%7.6%18.6%76.1%26.7%2.0%-0.6%3.6M-37.9M-860.4K0.3462.9963121241,52220,709
2024-07-09$96.93$97.5035.6%7.6%18.4%83.2%27.6%1.6%-0.8%3.9M-44.5M-887.6K1.5254.8542965341,74120,822
2024-07-10$97.44$97.5027.3%7.8%18.6%35.7%26.9%2.4%-1.2%4.1M-45.7M-878.2K0.3462.0184528941,90221,316
2024-07-11$102.42$97.5026.9%7.7%25.9%33.4%28.1%1.2%-0.5%6.8M-124.4M-961.6K0.4760.473,5431,65442,48921,499
2024-07-12$104.29$90.0025.8%7.4%26.1%26.7%26.1%1.5%-0.2%8.1M-176.0M-981.2K0.1758.692,89250345,12121,821
2024-07-15$103.10$90.0027.0%7.7%26.5%33.9%27.1%0.9%-1.3%7.8M-159.1M-957.0K1.2460.061,0251,27545,58621,780
2024-07-16$103.69$95.0026.7%7.7%26.1%32.1%26.7%0.8%-1.0%7.8M-163.8M-968.5K0.4761.931,47169245,99522,382
2024-07-17$105.53$95.0029.3%8.4%24.8%46.8%29.2%1.5%-2.7%8.1M-194.4M-989.0K0.6651.525,1603,38146,25122,629
2024-07-18$105.05$95.0023.8%6.8%24.2%15.7%24.3%0.5%0.8%10.8M-190.5M-954.7K0.3957.965,4072,10448,60524,092
2024-07-19$105.67$95.0023.7%6.8%24.1%15.1%23.6%0.9%0.9%7.4M-214.3M-994.1K0.2661.392,75771849,44824,564
2024-07-22$103.76$95.0022.5%6.4%25.2%7.9%22.8%1.1%0.5%6.3M-130.5M-948.4K1.2356.361,4801,82037,40016,091
2024-07-23$104.64$95.0022.2%6.4%24.8%6.6%22.5%1.5%0.7%6.2M-135.7M-993.6K0.2262.6289219238,06417,424
2024-07-24$105.50$95.0022.9%6.6%23.5%10.4%23.2%1.1%1.4%6.4M-150.1M-999.3K0.6354.5573446338,29817,562
2024-07-25$105.72$95.0023.9%6.9%23.4%16.1%24.9%2.0%0.4%6.6M-154.8M-1.0M0.5256.495,3322,76538,77417,752
2024-07-26$107.36$97.5023.6%6.8%23.5%14.4%22.1%1.6%1.7%6.6M-167.5M-1.0M0.1262.841,33216540,14819,816
2024-07-29$108.41$97.5023.7%6.8%23.6%14.8%24.7%2.1%0.4%7.0M-174.5M-1.0M0.9461.794,1163,86139,96819,852
2024-07-30$109.54$97.5023.2%6.6%21.9%11.9%24.3%2.3%0.3%7.5M-188.3M-1.2M0.5364.212,9321,55044,23324,075
2024-07-31$110.37$97.5022.3%6.4%21.5%6.9%23.1%2.1%1.1%7.8M-202.6M-1.2M0.6667.661,42994945,22225,194