CCI Options History — July 2025

In July 2025, CCI traded between $101.41 and $113.88. ATM implied volatility averaged 23.9%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 2.9% (HV 20d: 21.0%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2025-07-31: Highest Volume — 8,005 contracts
  • 2025-07-24: Largest IV drop — 27.9% change
  • 2025-07-23: Highest IV Rank — 25.4%
  • 2025-07-23: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.64$101.41$113.88$103.97$105.34
Max Pain$104.55$100.00$105.00$100.00$105.00
ATM IV23.9%19.7%27.4%22.1%22.7%
Expected Move6.9%5.7%7.9%6.3%6.5%
HV 20d21.0%18.1%27.4%18.1%27.4%
HV 60d22.8%20.3%27.8%27.8%23.3%
IV Rank13.3%0.0%25.4%5.6%10.7%
IV Percentile36.2%0.0%70.6%7.9%15.5%
Term Structure-0.0%-2.6%1.8%1.8%1.0%
VWIV24.3%20.7%27.0%23.3%22.5%
Skew 25d4.1%0.5%12.8%9.8%3.5%
Skew 10d8.0%1.8%17.1%16.6%4.1%
Call IV 25d22.6%13.7%25.9%22.1%21.9%
Put IV 25d26.7%21.4%31.9%31.9%25.4%
Bid-Ask Spread %73.1764.8691.0179.8677.01
Gamma HHI0.160.110.570.120.14
Net GEX9.5M6.2M26.3M8.4M6.2M
Net DEX-295.8M-413.1M-235.4M-280.0M-278.1M
Net VEX-914.4K-1.1M-797.4K-1.0M-797.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.042.460.480.04
Total Volume1,510.3642448,0057418,005
Total OI78,134.27371,63881,52579,41576,218

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$103.97$100.0022.1%6.3%18.1%5.6%23.3%9.8%1.8%8.4M-280.0M-1.0M0.4879.8649924261,89417,521
2025-07-02$103.30$100.0023.7%6.8%18.4%11.5%24.4%3.4%-0.0%8.6M-279.6M-1.1M0.7981.4721417062,14217,631
2025-07-03$103.02$105.0020.8%6.7%18.3%0.8%24.8%3.9%0.4%8.5M-259.3M-1.1M0.9476.3612611861,84917,637
2025-07-07$101.41$105.0026.3%7.4%19.3%21.4%24.7%3.3%0.7%7.5M-235.4M-954.1K0.3569.9030210761,90917,672
2025-07-08$102.57$105.0023.9%7.0%18.7%12.5%24.4%7.5%-1.0%8.4M-256.3M-999.8K0.3970.5360223361,99917,669
2025-07-09$103.38$105.0024.2%6.9%18.8%13.4%25.1%2.9%0.5%9.0M-273.1M-963.5K0.9878.8335434762,31417,929
2025-07-10$104.13$105.0024.5%7.0%18.9%14.5%24.8%3.6%0.0%9.7M-290.2M-1.0M0.7069.5561543362,37118,126
2025-07-11$102.98$105.0025.2%7.2%19.3%17.4%26.5%12.8%-1.1%8.8M-265.9M-970.5K2.0291.0124649862,69018,401
2025-07-14$103.08$105.0025.1%7.2%19.2%16.9%25.9%3.4%-0.5%8.6M-257.8M-923.8K0.3967.2433913262,80918,567
2025-07-15$101.97$105.0026.9%7.7%18.8%23.6%25.6%3.2%-0.8%7.8M-242.6M-913.3K0.2670.5345311962,84618,572
2025-07-16$103.41$105.0024.9%7.1%19.3%16.2%25.1%3.2%0.0%9.0M-272.7M-871.8K0.6967.6386859762,92018,605
2025-07-17$104.30$105.0025.0%7.2%19.3%16.6%24.4%3.0%-0.2%10.3M-290.9M-846.1K0.6671.2247431363,01018,314
2025-07-18$104.81$105.0025.3%7.2%19.3%17.4%24.9%4.0%-0.7%26.3M-294.4M-824.2K0.4064.861,49460463,14618,266
2025-07-21$106.29$105.0027.0%7.7%19.7%23.9%25.1%3.7%-1.2%7.0M-297.8M-825.7K0.2168.911,68035557,64913,989
2025-07-22$110.16$105.0024.8%7.1%21.8%15.6%25.1%4.0%-1.0%9.3M-353.0M-872.0K0.5965.4299058858,47314,288
2025-07-23$109.81$105.0027.4%7.9%21.7%25.4%27.0%3.2%-2.6%8.9M-343.0M-911.1K0.5466.801,35873858,73414,963
2025-07-24$113.88$105.0019.7%5.7%23.4%0.0%20.7%1.9%1.8%10.3M-413.1M-852.4K0.1668.743,72259559,20815,429
2025-07-25$111.81$105.0021.2%6.1%23.7%5.4%20.8%3.0%0.7%10.2M-380.9M-857.4K0.4471.1956624860,07515,298
2025-07-28$108.87$105.0021.0%6.0%26.3%4.4%22.5%0.5%1.0%8.8M-323.9M-848.5K2.4666.0828469960,17015,406
2025-07-29$109.15$105.0020.9%6.0%25.8%4.3%21.9%3.1%1.0%9.0M-328.2M-847.2K0.8678.7347140660,26515,691
2025-07-30$106.35$105.0024.1%6.9%27.2%15.9%25.8%3.8%0.3%7.7M-292.0M-879.2K0.2787.901,59742760,40315,886
2025-07-31$105.34$105.0022.7%6.5%27.4%10.7%22.5%3.5%1.0%6.2M-278.1M-797.4K0.0477.017,69031560,18416,034