CCI Options History — October 2024

In October 2024, CCI traded between $107.02 and $119.04. ATM implied volatility averaged 26.9%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 2.6% (HV 20d: 24.3%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.93.

Notable Days

  • 2024-10-16: Highest Volume — 8,104 contracts
  • 2024-10-09: Largest IV drop — 21.4% change
  • 2024-10-08: Highest IV Rank — 84.0%
  • 2024-10-02: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.57$107.02$119.04$119.04$108.03
Max Pain$114.57$110.00$115.00$115.00$110.00
ATM IV26.9%21.8%35.7%28.8%25.0%
Expected Move7.4%6.2%9.0%8.3%7.2%
HV 20d24.3%20.7%26.9%20.7%25.0%
HV 60d22.4%21.3%23.6%22.3%21.3%
IV Rank35.4%6.5%84.0%45.5%25.4%
IV Percentile52.2%4.4%98.8%77.0%42.1%
Term Structure-1.1%-3.7%1.3%-2.7%0.7%
VWIV26.0%22.6%31.2%29.5%25.2%
Skew 25d2.7%1.8%3.6%2.5%1.8%
Skew 10d4.6%-1.7%6.2%4.5%3.4%
Call IV 25d25.1%21.7%30.1%27.7%25.6%
Put IV 25d27.7%24.5%33.7%30.2%27.4%
Bid-Ask Spread %73.3865.0284.9471.1484.94
Gamma HHI0.230.140.370.330.19
Net GEX3.9M291.1K12.5M12.5M724.1K
Net DEX-65.7M-192.0M-12.2M-192.0M-26.4M
Net VEX-762.5K-915.6K-689.3K-915.6K-704.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.253.240.580.27
Total Volume1,966.7393408,1043401,338
Total OI54,758.43537,86866,74861,52442,306

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$119.04$115.0028.8%8.3%20.7%45.5%29.5%2.5%-2.7%12.5M-192.0M-915.6K0.5871.1421512538,61422,910
2024-10-02$115.94$115.0031.5%9.0%23.1%60.6%31.2%3.6%-3.7%9.5M-135.6M-898.3K0.6865.022,0531,38638,63922,952
2024-10-03$114.25$115.0031.5%7.9%23.8%60.7%27.2%2.9%-2.1%7.5M-107.8M-891.3K0.5368.1389247139,09023,483
2024-10-04$111.49$115.0032.1%8.0%23.9%63.8%27.2%2.9%-2.2%4.4M-65.1M-826.4K1.2666.251,3821,73539,29023,615
2024-10-07$110.91$115.0035.2%8.3%23.3%81.1%28.0%2.6%-2.8%3.8M-54.2M-808.4K0.3373.1544914839,76323,893
2024-10-08$112.03$115.0035.7%8.1%22.4%84.0%27.8%2.9%-2.5%5.2M-71.0M-821.8K0.5568.1931917739,77023,919
2024-10-09$111.52$115.0028.1%8.0%22.3%41.4%28.0%3.1%-2.8%4.2M-63.1M-791.4K0.7270.7046433439,93923,934
2024-10-10$110.11$115.0027.4%7.9%22.6%38.5%27.3%2.7%-2.3%2.8M-44.3M-766.4K0.8471.1935129440,05623,979
2024-10-11$110.78$115.0027.0%7.7%22.7%36.5%27.1%2.9%-2.2%3.0M-49.2M-751.6K0.5373.1776140340,09124,024
2024-10-14$112.22$115.0027.8%8.0%22.0%41.2%27.5%2.5%-2.7%5.3M-70.4M-753.5K3.2466.364571,48240,09024,007
2024-10-15$114.39$115.0026.9%7.7%23.4%35.8%27.1%2.8%-2.3%8.1M-102.9M-779.6K0.7272.1992866440,16024,653
2024-10-16$115.72$115.0027.9%8.0%23.4%41.9%28.2%2.6%-3.2%10.1M-127.4M-763.9K1.2771.013,5714,53340,32024,547
2024-10-17$111.43$115.0023.2%6.7%25.6%14.9%22.7%1.8%0.9%291.1K-32.0M-701.5K1.6677.082,0933,46840,23726,511
2024-10-18$112.73$115.0021.8%6.2%26.1%6.5%24.0%3.5%1.1%2.6M-65.7M-689.3K1.6677.961,4772,45040,51524,973
2024-10-21$110.22$115.0023.5%6.7%26.9%16.4%22.9%3.2%-0.1%1.2M-42.6M-692.3K0.2567.861,46137023,79114,077
2024-10-22$110.11$115.0022.9%6.6%26.4%12.9%22.6%3.3%0.4%1.4M-45.2M-693.7K0.4177.2679732924,77614,294
2024-10-23$110.18$115.0023.4%6.7%26.4%15.6%24.3%2.1%0.7%1.6M-46.7M-715.0K0.4474.7158926225,31614,383
2024-10-24$111.80$115.0023.7%6.8%26.5%17.6%23.2%2.5%1.1%2.1M-60.9M-743.1K0.6876.0652535825,80114,517
2024-10-25$109.37$115.0023.1%6.6%26.5%14.0%23.2%1.9%1.3%1.3M-40.7M-716.4K3.1980.137402,35726,03014,683
2024-10-28$109.27$115.0023.7%6.8%25.9%17.7%24.3%2.5%-0.2%954.9K-36.2M-724.8K0.5276.1948225126,38415,402
2024-10-29$107.02$115.0024.9%7.2%26.2%24.9%23.9%2.7%0.7%375.1K-12.2M-693.5K0.3980.941,19546926,31815,469
2024-10-30$107.63$110.0023.7%6.8%25.2%17.8%25.3%2.1%0.0%557.9K-20.3M-694.4K0.6578.2138124926,51515,408
2024-10-31$108.03$110.0025.0%7.2%25.0%25.4%25.2%1.8%0.7%724.1K-26.4M-704.7K0.2784.941,05528326,77815,528