CCI Options History — January 2025

In January 2025, CCI traded between $84.64 and $92.10. ATM implied volatility averaged 26.3%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.0% (HV 20d: 22.3%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.42.

Notable Days

  • 2025-01-07: Highest Volume — 4,431 contracts
  • 2025-01-15: Largest IV drop — 16.6% change
  • 2025-01-14: Highest IV Rank — 59.7%
  • 2025-01-29: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$88.54$84.64$92.10$89.26$88.97
Max Pain$91.00$90.00$95.00$95.00$90.00
ATM IV26.3%21.2%31.0%22.8%29.1%
Expected Move7.7%6.1%8.8%6.5%8.4%
HV 20d22.3%14.0%30.9%14.0%30.8%
HV 60d21.7%19.7%23.4%20.7%23.4%
IV Rank32.5%3.5%59.7%12.4%49.0%
IV Percentile56.7%2.0%92.5%16.3%84.9%
Term Structure0.2%-2.1%4.0%2.0%-0.8%
VWIV27.0%20.8%30.4%23.0%28.8%
Skew 25d2.2%0.5%3.5%1.7%2.8%
Skew 10d4.0%1.5%6.3%4.3%4.7%
Call IV 25d25.6%21.4%28.1%22.7%27.9%
Put IV 25d27.8%21.9%31.1%24.4%30.7%
Bid-Ask Spread %57.0344.8181.2667.0854.09
Gamma HHI0.140.100.230.140.10
Net GEX-603.2K-2.2M718.5K-453.9K-248.9K
Net DEX35.0M5.0M66.0M41.1M28.1M
Net VEX-521.1K-607.0K-431.4K-460.7K-578.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.175.410.990.51
Total Volume2,543.58054,4312,4591,015
Total OI48,206.8540,33656,59446,33646,722

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$89.26$95.0022.8%6.5%14.0%12.4%23.0%1.7%2.0%-453.9K41.1M-460.7K0.9967.081,2361,22330,84015,496
2025-01-03$89.99$95.0021.2%6.1%14.8%3.5%20.8%0.5%4.0%-213.8K34.8M-478.4K1.4167.6858582731,33315,551
2025-01-06$88.42$92.5022.7%7.8%15.1%11.9%26.9%3.5%-1.3%-699.4K44.6M-441.3K0.9562.4970967331,47415,793
2025-01-07$87.33$92.5023.3%7.7%15.1%15.2%27.1%1.8%-0.2%-856.4K47.9M-431.4K5.4160.166913,74031,64615,848
2025-01-08$87.09$92.5022.9%7.4%14.4%12.9%26.4%2.5%0.6%-2.0M55.9M-457.5K2.0155.771,2072,42331,87619,070
2025-01-10$84.64$92.5025.4%8.1%15.6%27.5%28.3%1.1%-0.5%-2.1M66.0M-445.9K2.1956.631,1142,44432,59719,272
2025-01-13$85.36$90.0029.4%8.2%16.6%50.3%28.1%1.9%-1.2%-2.2M62.9M-475.7K0.4757.012,3841,12233,28120,246
2025-01-14$86.97$90.0031.0%7.9%18.9%59.7%28.0%1.5%0.1%-1.5M47.9M-521.7K0.6052.521,14269034,81520,507
2025-01-15$86.53$90.0025.9%7.4%18.5%30.1%26.9%2.3%0.2%-1.3M50.4M-502.3K0.2953.151,69749535,32120,582
2025-01-16$90.45$90.0026.9%7.7%25.3%35.9%26.9%1.9%-2.1%-339.2K15.7M-567.0K1.1453.321,7461,99135,88120,682
2025-01-17$91.19$90.0025.5%7.3%25.5%28.2%24.7%3.0%1.1%48.7K9.7M-566.1K0.1759.483,50959935,89920,695
2025-01-21$90.67$90.0025.1%7.2%24.5%25.5%25.5%2.4%0.9%277.8K16.0M-568.0K0.2853.221,61244723,50016,836
2025-01-22$88.50$90.0025.9%7.4%25.2%30.4%25.7%2.1%0.3%-226.4K29.2M-533.7K0.5256.451,00252324,07216,958
2025-01-23$88.65$90.0026.3%7.5%25.1%32.6%27.6%2.2%-0.4%-166.5K29.1M-545.7K2.9651.788542,52824,65117,337
2025-01-24$88.64$90.0026.2%7.5%25.1%32.1%26.6%1.7%0.3%-589.1K31.8M-552.5K0.9044.8142438125,10019,504
2025-01-27$92.10$90.0027.5%7.9%28.7%39.6%30.4%2.4%-0.4%718.5K5.0M-607.0K1.7453.041,5712,73425,25719,667
2025-01-28$89.51$90.0027.8%8.0%30.5%41.3%28.3%2.3%-0.6%219.2K22.8M-556.9K3.4255.037132,44225,98318,312
2025-01-29$88.28$90.0030.6%8.8%30.9%57.3%29.0%3.3%2.5%-132.9K28.6M-567.5K1.1381.2661269326,47218,929
2025-01-30$88.31$90.0030.2%8.7%30.8%55.2%30.4%3.0%-1.1%-466.7K33.3M-565.2K1.2945.6846860426,69719,435
2025-01-31$88.97$90.0029.1%8.4%30.8%49.0%28.8%2.8%-0.8%-248.9K28.1M-578.1K0.5154.0967034526,98819,734