CCI Options History — November 2024

In November 2024, CCI traded between $102.40 and $108.48. ATM implied volatility averaged 25.1%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.3% (HV 20d: 24.9%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2024-11-06: Highest Volume — 3,894 contracts
  • 2024-11-13: Largest IV drop — 16.5% change
  • 2024-11-12: Highest IV Rank — 52.9%
  • 2024-11-01: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.07$102.40$108.48$106.69$106.93
Max Pain$108.25$105.00$110.00$110.00$105.00
ATM IV25.1%22.4%29.8%27.0%22.5%
Expected Move7.2%6.5%7.7%7.7%6.5%
HV 20d24.9%21.4%29.1%23.9%21.4%
HV 60d23.2%21.5%24.1%21.5%23.1%
IV Rank26.0%10.3%52.9%36.5%10.9%
IV Percentile43.1%9.1%88.5%65.5%10.7%
Term Structure-1.3%-2.7%-0.3%-0.3%-2.4%
VWIV24.6%22.2%26.7%25.4%22.2%
Skew 25d2.4%0.5%3.7%2.4%1.3%
Skew 10d1.5%-8.5%5.1%2.9%0.2%
Call IV 25d23.4%21.0%25.9%25.9%21.0%
Put IV 25d25.8%22.2%28.3%28.3%22.2%
Bid-Ask Spread %69.9259.2579.3679.3671.61
Gamma HHI0.130.100.210.180.15
Net GEX1.5M582.5K2.7M691.7K2.6M
Net DEX-12.6M-36.0M22.7M-14.5M-34.8M
Net VEX-643.2K-710.4K-594.7K-695.6K-640.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.174.540.871.19
Total Volume1,268.152263,8941,111226
Total OI43,496.340,63945,52643,29043,715

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$106.69$110.0027.0%7.7%23.9%36.5%25.4%2.4%-0.3%691.7K-14.5M-695.6K0.8779.3659351827,53315,757
2024-11-04$107.96$110.0027.1%7.5%24.4%37.4%26.4%3.7%-1.5%799.6K-24.4M-707.6K0.7670.8635727227,57215,811
2024-11-05$108.48$110.0027.3%7.5%24.2%38.4%25.9%2.6%-1.9%817.2K-30.0M-710.4K0.9368.0515214227,69415,849
2024-11-06$103.80$110.0025.9%7.3%28.5%30.1%26.7%3.3%-1.7%600.3K15.0M-616.0K1.2169.031,7602,13427,78015,869
2024-11-07$104.23$110.0024.0%7.1%28.4%19.6%22.9%3.4%-0.8%598.7K9.7M-635.8K0.1773.361,80530928,30716,365
2024-11-08$105.98$110.0022.4%6.9%29.1%10.3%24.0%2.5%-1.2%582.5K-7.8M-664.2K0.8165.8722618328,97216,388
2024-11-11$104.04$110.0026.1%7.3%29.0%31.5%25.8%3.0%-1.1%1.0M8.8M-626.6K1.4767.5025136928,97116,385
2024-11-12$102.40$110.0029.8%7.6%28.0%52.9%26.6%2.7%-2.7%934.2K22.7M-594.7K0.7369.111,11981529,02116,505
2024-11-13$102.73$110.0024.9%7.1%27.5%24.6%25.3%2.9%-0.6%1.0M5.2M-611.0K0.5467.6852228429,01115,181
2024-11-14$102.53$110.0025.0%7.2%24.8%25.1%24.3%2.7%-0.4%1.0M7.2M-601.0K4.5469.465562,52229,21015,300
2024-11-15$103.35$110.0025.8%7.4%24.5%29.7%24.0%2.3%-0.9%1.5M-946.2K-628.4K0.4174.5474330829,35015,268
2024-11-18$104.28$110.0025.0%7.2%24.0%25.0%25.1%2.7%-1.0%1.7M-20.1M-629.6K0.2359.252,70962026,83613,803
2024-11-19$104.64$110.0024.9%7.1%24.1%24.4%24.2%3.5%-1.2%2.0M-22.8M-648.1K0.8965.9437533227,51114,245
2024-11-20$104.34$105.0025.4%7.3%24.0%27.8%25.7%2.6%-1.1%1.9M-19.2M-644.1K0.5865.7835220527,67514,345
2024-11-21$104.52$105.0024.6%7.0%23.2%22.8%24.2%2.6%-0.9%1.8M-19.8M-639.3K0.3070.2690627027,57014,501
2024-11-22$105.41$105.0023.4%6.7%22.5%16.0%23.1%1.8%-1.0%2.2M-26.2M-640.2K0.3572.4548316727,77214,666
2024-11-25$105.82$105.0023.4%6.7%22.6%16.1%23.4%1.4%-1.9%2.3M-30.6M-640.9K0.8472.8479666728,04614,683
2024-11-26$106.45$105.0024.8%7.1%21.5%24.1%24.1%1.0%-1.8%2.5M-32.6M-637.0K1.0176.2428929227,97115,093
2024-11-27$106.78$105.0023.4%6.7%21.5%16.0%22.8%0.5%-2.3%2.7M-36.0M-653.4K0.7469.1442331128,13815,257
2024-11-29$106.93$105.0022.5%6.5%21.4%10.9%22.2%1.3%-2.4%2.6M-34.8M-640.9K1.1971.6110312328,30615,409