CCI Options History — January 2026

In January 2026, CCI traded between $83.86 and $90.61. ATM implied volatility averaged 25.3%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 4.8% (HV 20d: 20.5%). Max pain ranged from $87.50 to $90.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2026-01-16: Highest Volume — 2,574 contracts
  • 2026-01-14: Largest IV spike — 28.6% change
  • 2026-01-30: Highest IV Rank — 36.3%
  • 2026-01-30: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.95$83.86$90.61$88.72$86.59
Max Pain$88.50$87.50$90.00$90.00$90.00
ATM IV25.3%19.6%29.1%21.2%29.1%
Expected Move7.4%6.1%8.3%6.1%8.3%
HV 20d20.5%15.2%26.1%15.5%26.1%
HV 60d21.7%20.1%23.3%20.4%22.3%
IV Rank22.9%3.0%36.3%8.4%36.3%
IV Percentile45.6%0.4%79.8%3.6%79.8%
Term Structure0.8%-1.9%3.6%1.3%0.0%
VWIV25.6%17.0%28.9%17.0%28.2%
Skew 25d2.4%0.5%4.6%1.8%1.9%
Skew 10d5.4%2.4%15.9%3.1%15.9%
Call IV 25d24.5%19.9%27.9%19.9%27.9%
Put IV 25d26.9%21.7%30.0%21.7%29.8%
Bid-Ask Spread %66.7053.5076.9767.8663.57
Gamma HHI0.120.100.180.100.10
Net GEX162.6K-1.8M2.1M83.1K651.4K
Net DEX8.9M-19.1M34.9M6.3M5.4M
Net VEX-438.6K-483.2K-389.1K-439.6K-450.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.137.110.550.13
Total Volume1,003.953102,5747491,330
Total OI35,382.426,66242,94640,13428,695

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-01-02$88.72$90.0021.2%6.1%15.5%8.4%17.0%1.8%1.3%83.1K6.3M-439.6K0.5567.8648426526,75513,379
2026-01-05$88.34$90.0023.2%6.8%15.5%15.6%24.2%1.9%1.6%-116.7K9.6M-435.3K0.8075.2891573327,01113,404
2026-01-06$87.79$90.0022.2%6.7%15.2%12.1%24.1%3.3%1.9%-152.0K11.0M-438.4K0.6570.0733221727,35813,690
2026-01-07$85.41$90.0021.4%7.7%16.3%9.1%25.1%4.6%-1.9%-766.9K23.0M-419.1K2.6476.9723060827,40013,818
2026-01-08$84.61$90.0021.8%6.8%16.3%10.7%24.0%2.6%3.3%-1.4M30.9M-398.7K7.1168.5312286727,47213,910
2026-01-09$83.86$90.0023.0%6.6%15.7%14.8%24.0%2.9%3.6%-1.8M34.9M-389.1K0.8372.6656546927,50213,838
2026-01-12$84.92$87.5026.6%7.2%16.4%27.4%24.9%2.5%1.5%-1.5M29.0M-403.9K0.5972.9464638427,67614,049
2026-01-13$86.35$87.5019.6%7.1%17.8%3.0%26.5%4.2%2.0%-895.6K19.2M-412.4K1.7973.856321,13127,88314,083
2026-01-14$88.12$87.5025.3%7.2%18.5%22.7%25.2%2.3%2.0%505.5K885.4K-451.5K0.2673.5388923328,24214,151
2026-01-15$90.27$87.5025.9%7.4%19.7%25.1%25.6%2.5%1.5%2.0M-13.4M-466.8K0.1571.691,39221328,38714,211
2026-01-16$90.61$87.5025.5%7.3%19.7%23.5%24.9%2.5%-0.1%2.1M-19.1M-483.2K0.5872.741,63094428,76914,177
2026-01-20$86.88$87.5026.7%7.7%24.6%27.8%26.5%0.5%1.7%674.9K2.6M-450.5K0.5261.1879441616,65210,010
2026-01-21$87.11$90.0027.0%7.7%24.4%28.7%27.2%2.5%-1.0%624.5K4.2M-449.8K0.9463.0521520217,04310,232
2026-01-22$86.43$87.5026.5%7.6%24.5%27.2%26.3%2.8%0.8%547.6K4.9M-455.2K0.4560.7868630617,15710,329
2026-01-23$86.70$87.5027.1%7.8%24.1%29.2%26.5%2.2%-0.7%487.7K5.8M-450.8K0.8859.5619016717,19410,391
2026-01-26$87.44$87.5028.5%8.2%24.2%34.0%28.4%2.2%-1.2%632.5K2.9M-446.2K0.1961.3159611117,24910,491
2026-01-27$87.16$87.5028.3%8.1%24.2%33.4%28.9%2.5%-0.6%772.4K1.9M-455.4K0.5355.0920210817,72510,569
2026-01-28$85.16$87.5028.7%8.2%25.3%34.8%26.4%0.5%-0.1%251.3K11.7M-431.6K0.8859.7918115917,77510,603
2026-01-29$86.58$87.5028.3%8.1%26.1%33.4%28.0%2.2%-0.5%596.8K5.5M-444.5K0.5153.5034217317,79010,578
2026-01-30$86.59$90.0029.1%8.3%26.1%36.3%28.2%1.9%0.0%651.4K5.4M-450.8K0.1363.571,18114918,01910,676