CCI Options History — December 2024

In December 2024, CCI traded between $89.73 and $105.05. ATM implied volatility averaged 23.4%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 7.4% (HV 20d: 15.9%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.17.

Notable Days

  • 2024-12-12: Highest Volume — 4,645 contracts
  • 2024-12-09: Largest IV spike — 10.0% change
  • 2024-12-19: Highest IV Rank — 29.7%
  • 2024-12-19: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.43$89.73$105.05$105.05$90.44
Max Pain$103.10$95.00$105.00$105.00$95.00
ATM IV23.4%21.8%25.8%23.9%22.5%
Expected Move6.6%6.1%7.4%6.9%6.5%
HV 20d15.9%13.3%21.9%21.9%14.1%
HV 60d22.1%20.6%22.9%22.9%20.6%
IV Rank15.9%6.7%29.7%18.9%10.9%
IV Percentile24.7%5.2%57.9%32.5%11.9%
Term Structure1.9%-3.2%3.8%-1.1%2.8%
VWIV22.6%17.3%25.5%23.7%22.3%
Skew 25d1.6%0.4%2.9%1.5%1.5%
Skew 10d3.4%0.4%11.2%2.4%4.4%
Call IV 25d22.5%21.0%25.8%23.0%21.9%
Put IV 25d24.1%22.3%28.0%24.5%23.5%
Bid-Ask Spread %68.9764.7974.8269.9364.79
Gamma HHI0.120.100.150.140.13
Net GEX-274.2K-1.4M2.1M2.1M-206.0K
Net DEX32.5M-19.9M69.9M-19.9M35.8M
Net VEX-523.6K-610.2K-444.7K-610.2K-474.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.396.980.530.56
Total Volume2,068.6196044,6456261,916
Total OI46,288.14343,75448,97243,75445,575

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$105.05$105.0023.9%6.9%21.9%18.9%23.7%1.5%-1.1%2.1M-19.9M-610.2K0.5369.9340821828,33415,420
2024-12-03$105.03$105.0022.8%6.5%21.4%12.2%23.1%1.2%-0.6%2.0M-19.7M-605.9K1.1569.7028132328,51415,552
2024-12-04$103.38$105.0024.0%6.9%21.8%19.3%23.4%1.3%-0.7%969.6K-3.9M-580.7K0.7173.8068148528,71015,889
2024-12-05$103.17$105.0023.2%6.1%15.3%15.0%21.7%0.5%3.1%816.8K-1.8M-586.4K0.4674.1357926528,98116,166
2024-12-06$101.72$105.0022.8%6.2%16.0%12.4%21.8%0.8%3.3%-5.3K11.5M-555.4K0.4874.8297346529,03216,345
2024-12-09$102.30$105.0025.1%6.4%14.8%25.5%22.3%0.7%2.7%332.4K6.8M-569.0K0.7869.5281763629,20016,584
2024-12-10$100.28$105.0023.9%6.3%15.0%19.0%20.8%1.8%3.6%-777.8K25.4M-544.7K0.3968.141,64963729,49817,091
2024-12-11$99.06$105.0021.9%6.3%14.6%7.3%22.7%0.4%3.3%-1.2M34.0M-530.2K0.6367.971,11370030,01117,289
2024-12-12$98.92$105.0021.8%6.2%14.5%6.7%21.6%0.8%3.2%-1.4M35.7M-534.1K1.0865.892,2322,41330,29917,661
2024-12-13$97.25$105.0022.1%6.3%15.5%8.4%22.2%2.0%3.8%-1.1M48.9M-561.3K0.5467.701,15562730,27018,442
2024-12-16$95.78$105.0023.3%6.7%15.5%15.4%22.9%1.5%3.1%-1.2M43.3M-534.6K1.3267.019301,23129,85217,039
2024-12-17$95.00$105.0023.4%6.7%14.9%15.9%22.6%1.5%2.6%-1.2M49.6M-526.8K3.0168.514981,49930,11517,245
2024-12-18$92.91$105.0025.1%7.2%15.8%25.9%24.9%2.0%1.8%-1.2M65.7M-502.4K0.5873.641,06061330,33418,302
2024-12-19$91.31$105.0025.8%7.4%16.2%29.7%25.5%2.3%-3.2%-862.4K69.9M-489.7K1.0167.481,7331,75730,65618,316
2024-12-20$90.66$105.0025.1%7.2%15.9%25.6%24.1%2.2%1.9%-939.2K66.0M-466.6K0.8470.842,1981,83731,24917,421
2024-12-23$90.80$100.0023.6%6.8%15.2%16.9%22.9%2.9%2.3%-583.8K50.2M-469.5K0.7969.301,4091,11328,24616,244
2024-12-24$91.00$100.0022.0%6.3%15.0%7.9%21.5%2.9%2.6%-307.0K49.2M-470.0K0.5869.8056732729,14316,359
2024-12-26$90.72$100.0022.3%6.4%14.3%9.5%17.3%1.7%2.7%-272.7K45.9M-478.9K6.9865.575663,95029,39616,215
2024-12-27$90.46$97.5023.4%6.7%13.8%15.8%23.0%2.1%1.3%-300.1K43.5M-459.6K1.4064.7953875129,64715,763
2024-12-30$89.73$97.5023.3%6.7%13.3%15.2%23.8%2.9%1.8%-420.0K47.2M-444.7K0.8564.941,2411,05029,83415,812
2024-12-31$90.44$95.0022.5%6.5%14.1%10.9%22.3%1.5%2.8%-206.0K35.8M-474.7K0.5664.791,23068630,22315,352