CCI Options History — May 2025 In May 2025, CCI traded between $98.19 and $106.94. ATM implied volatility averaged 25.3%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 4.0% (HV 20d: 29.3%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.79.
Notable Days 2025-05-13 : Highest Volume — 8,266 contracts2025-05-12 : Largest IV spike — 20.7% change2025-05-12 : Highest IV Rank — 30.5%2025-05-07 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $102.38 $98.19 $106.94 $106.72 $100.19 Max Pain $97.26 $95.00 $105.00 $105.00 $97.50 ATM IV 25.3% 23.2% 28.7% 26.0% 24.0% Expected Move 7.2% 6.6% 7.8% 7.4% 6.9% HV 20d 29.3% 23.6% 39.8% 39.8% 23.6% HV 60d 34.4% 33.4% 35.1% 33.5% 34.4% IV Rank 17.5% 9.5% 30.5% 20.1% 12.6% IV Percentile 47.4% 19.0% 75.0% 59.9% 33.7% Term Structure 0.5% -0.5% 1.9% -0.3% 1.2% VWIV 25.1% 23.4% 27.3% 25.7% 24.0% Skew 25d 3.5% 2.3% 5.9% 3.8% 2.9% Skew 10d 5.7% 2.8% 9.3% 8.0% 2.8% Call IV 25d 23.1% 21.6% 23.9% 23.9% 22.5% Put IV 25d 26.7% 25.0% 29.4% 27.7% 25.5% Bid-Ask Spread % 74.50 68.94 79.69 75.90 74.26 Gamma HHI 0.12 0.09 0.16 0.14 0.10 Net GEX 8.4M 6.2M 10.2M 9.8M 7.5M Net DEX -263.5M -358.2M -176.4M -352.1M -228.3M Net VEX -1.3M -1.4M -1.2M -1.4M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.11 4.32 0.67 0.60 Total Volume 2,292.81 519 8,266 1,188 552 Total OI 94,923.619 90,110 101,940 90,110 99,302
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2025-05-01 $106.72 $105.00 26.0% 7.4% 39.8% 20.1% 25.7% 3.8% -0.3% 9.8M -352.1M -1.4M 0.67 75.90 713 475 65,204 24,906 2025-05-02 $106.94 $105.00 24.0% 6.9% 38.6% 12.8% 23.4% 2.9% 1.1% 10.1M -357.0M -1.4M 0.46 75.11 700 321 65,397 25,075 2025-05-05 $106.94 $95.00 28.5% 7.7% 33.8% 29.7% 25.9% 4.0% -0.5% 9.8M -358.2M -1.4M 0.31 77.09 919 289 65,658 25,173 2025-05-06 $106.58 $95.00 26.6% 7.6% 30.0% 22.3% 27.3% 4.4% -0.1% 10.2M -346.9M -1.4M 0.38 71.54 946 362 65,878 25,309 2025-05-07 $105.13 $95.00 26.0% 7.8% 26.6% 20.3% 26.3% 5.9% -0.3% 9.6M -311.5M -1.4M 4.32 79.36 540 2,331 66,132 25,352 2025-05-08 $103.85 $95.00 24.5% 7.2% 27.3% 14.4% 25.0% 4.3% 0.5% 9.1M -289.0M -1.4M 1.28 72.96 228 291 66,326 25,607 2025-05-09 $105.10 $95.00 23.8% 7.1% 27.4% 12.0% 24.9% 4.0% 0.1% 9.8M -314.3M -1.3M 0.64 78.89 484 312 66,301 25,705 2025-05-12 $100.38 $95.00 28.7% 7.1% 32.2% 30.5% 24.9% 3.8% 0.1% 7.4M -210.5M -1.2M 0.17 73.71 3,905 652 66,422 25,901 2025-05-13 $98.77 $95.00 27.2% 7.1% 30.3% 24.9% 25.7% 3.5% 0.9% 6.2M -176.4M -1.3M 0.11 74.67 7,454 812 69,091 26,159 2025-05-14 $98.19 $95.00 25.7% 7.4% 30.2% 19.2% 25.2% 3.4% 0.5% 7.0M -179.1M -1.3M 0.40 73.62 1,603 642 74,965 26,060 2025-05-15 $100.56 $97.50 24.8% 7.1% 31.5% 15.8% 24.5% 2.9% 0.8% 10.2M -235.9M -1.4M 0.14 74.44 1,448 206 75,524 26,416 2025-05-16 $102.02 $97.50 24.4% 7.0% 30.2% 14.1% 23.8% 2.6% 0.2% 8.6M -261.4M -1.3M 0.40 76.77 1,896 765 74,946 26,498 2025-05-19 $102.94 $97.50 23.2% 6.6% 29.5% 9.5% 25.2% 3.5% 1.9% 9.2M -269.8M -1.3M 2.71 79.69 1,213 3,288 69,711 20,785 2025-05-20 $102.73 $97.50 24.3% 7.0% 27.6% 13.9% 25.4% 3.4% 1.2% 8.6M -268.2M -1.4M 0.21 71.25 2,396 506 70,302 23,700 2025-05-21 $101.89 $97.50 26.3% 7.5% 26.5% 21.4% 26.1% 3.9% -0.0% 8.6M -258.0M -1.4M 0.49 76.20 492 241 71,396 24,174 2025-05-22 $100.16 $97.50 25.2% 7.2% 27.0% 17.1% 24.9% 2.9% 0.3% 7.1M -221.4M -1.3M 0.74 68.94 1,280 943 70,961 24,257 2025-05-23 $100.32 $97.50 25.3% 7.3% 26.7% 17.6% 25.3% 3.6% 1.4% 7.5M -227.1M -1.4M 0.65 70.77 1,196 774 71,862 24,588 2025-05-27 $100.81 $97.50 24.8% 7.1% 26.7% 15.7% 24.6% 2.3% 0.4% 7.5M -238.0M -1.3M 1.27 71.86 526 668 72,330 24,944 2025-05-28 $99.48 $97.50 23.3% 6.7% 24.8% 10.2% 24.6% 3.2% 0.6% 6.7M -209.5M -1.3M 0.52 74.43 1,910 1,002 72,442 25,402 2025-05-29 $100.21 $97.50 24.1% 6.9% 24.1% 13.1% 24.0% 3.4% 1.2% 6.6M -221.1M -1.3M 0.21 72.98 2,362 506 71,651 25,584 2025-05-30 $100.19 $97.50 24.0% 6.9% 23.6% 12.6% 24.0% 2.9% 1.2% 7.5M -228.3M -1.3M 0.60 74.26 345 207 73,385 25,917
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