CCI Options History — March 2025

In March 2025, CCI traded between $94.63 and $107.22. ATM implied volatility averaged 28.5%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 1.5% (HV 20d: 30.1%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2025-03-14: Highest Volume — 15,529 contracts
  • 2025-03-14: Largest IV drop — 19.3% change
  • 2025-03-10: Highest IV Rank — 100.0%
  • 2025-03-13: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.54$94.63$107.22$95.98$104.83
Max Pain$94.88$90.00$105.00$90.00$100.00
ATM IV28.5%22.1%38.8%35.1%23.9%
Expected Move8.7%6.3%11.9%10.1%7.4%
HV 20d30.1%20.1%40.2%20.1%38.4%
HV 60d26.9%23.4%30.4%23.5%30.4%
IV Rank44.4%8.2%100.0%83.4%18.0%
IV Percentile60.3%7.5%100.0%97.6%32.9%
Term Structure-0.8%-5.2%3.2%-5.2%2.8%
VWIV30.4%20.8%42.0%35.1%25.9%
Skew 25d2.0%1.0%3.0%3.0%2.0%
Skew 10d3.9%2.4%7.2%3.8%7.2%
Call IV 25d26.5%22.4%33.3%33.3%22.4%
Put IV 25d28.5%23.6%36.3%36.3%24.5%
Bid-Ask Spread %61.7731.6989.7849.7577.21
Gamma HHI0.130.110.170.120.17
Net GEX8.9M7.0M10.2M7.7M9.6M
Net DEX-269.7M-418.6M-169.0M-188.6M-327.6M
Net VEX-1.3M-1.5M-1.2M-1.2M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.161.540.270.48
Total Volume4,318.28696515,5292,8543,646
Total OI83,454.33375,47395,16975,47388,768

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-03-03$95.98$90.0035.1%10.1%20.1%83.4%35.1%3.0%-5.2%7.7M-188.6M-1.2M0.2749.752,25360155,84319,630
2025-03-04$94.97$90.0034.8%10.0%20.7%81.5%36.2%2.8%-5.2%7.7M-173.3M-1.2M0.3444.061,40848156,36619,813
2025-03-05$94.63$90.0035.0%10.0%20.6%82.8%34.2%1.5%-1.6%7.6M-169.0M-1.2M0.3649.6678728556,61119,987
2025-03-06$95.53$90.0037.1%10.6%20.4%94.9%37.8%1.9%-2.0%7.9M-182.9M-1.3M0.1952.2081215356,83220,166
2025-03-07$97.57$90.0035.6%10.2%21.4%86.2%35.0%1.6%-1.1%9.5M-222.6M-1.3M0.1849.614,06773157,12020,227
2025-03-10$99.15$90.0038.8%11.1%21.4%100.0%38.9%1.7%-2.8%10.2M-254.2M-1.3M0.4845.503,1401,51358,06420,081
2025-03-11$97.97$90.0031.4%11.9%22.3%59.2%42.0%2.2%-3.0%9.6M-227.0M-1.3M0.4543.291,10849658,06721,014
2025-03-12$95.83$90.0030.3%11.4%23.6%53.0%39.7%1.8%-2.3%9.4M-186.4M-1.2M0.6734.873,5282,37858,27421,264
2025-03-13$95.30$90.0030.7%11.9%23.1%55.3%41.6%2.0%-2.5%9.5M-180.2M-1.3M0.1631.698,8711,41360,69923,208
2025-03-14$103.04$95.0024.7%7.6%35.2%22.7%27.3%1.5%0.3%9.5M-321.1M-1.3M0.2844.8612,1063,42357,52324,051
2025-03-17$102.85$92.5024.9%7.2%34.2%23.5%26.1%2.5%0.1%9.2M-316.5M-1.3M0.2479.625,7891,41560,65025,746
2025-03-18$104.60$92.5026.4%7.4%34.3%31.5%26.1%2.1%-0.8%9.3M-363.3M-1.4M0.6766.392,6641,77463,66225,994
2025-03-19$104.88$92.5025.0%7.1%34.2%24.0%25.0%2.0%0.2%9.3M-369.5M-1.4M0.5971.551,23673164,51826,824
2025-03-20$104.68$0.0024.4%7.2%34.0%20.7%24.4%2.0%0.6%9.9M-367.3M-1.4M0.3389.784,3071,41464,45426,712
2025-03-21$107.22$105.0024.5%7.3%34.5%21.3%24.8%2.6%0.8%9.2M-418.6M-1.4M0.4170.672,13087767,53427,635
2025-03-24$104.68$105.0024.0%7.0%36.3%18.6%23.2%1.8%1.0%8.6M-313.0M-1.4M1.4081.2167394161,51120,719
2025-03-25$100.26$105.0023.9%6.8%40.2%18.0%25.1%1.8%1.3%7.0M-231.5M-1.4M0.2781.405,7661,56261,71620,998
2025-03-26$101.13$100.0023.8%7.1%39.0%17.8%23.8%2.2%0.6%8.0M-256.9M-1.4M1.5474.781,1151,71663,47121,791
2025-03-27$102.67$100.0022.1%6.3%38.7%8.2%20.8%1.0%-1.9%8.8M-287.8M-1.5M0.4482.621,56669163,82522,999
2025-03-28$103.59$100.0022.9%7.5%38.7%12.4%26.1%1.3%3.2%9.2M-306.4M-1.5M0.9576.4057354464,79723,377
2025-03-31$104.83$100.0023.9%7.4%38.4%18.0%25.9%2.0%2.8%9.6M-327.6M-1.5M0.4877.212,4681,17864,96423,804