CCI Options History — March 2026

In March 2026, CCI traded between $77.32 and $91.14. ATM implied volatility averaged 30.3%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 3.0% (HV 20d: 33.3%). Max pain ranged from $82.50 to $90.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2026-03-25: Highest Volume — 2,066 contracts
  • 2026-03-31: Largest IV drop — 10.4% change
  • 2026-03-30: Highest IV Rank — 48.9%
  • 2026-03-30: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.36$77.32$91.14$89.74$81.36
Max Pain$86.45$82.50$90.00$90.00$82.50
ATM IV30.3%28.7%32.7%29.8%29.3%
Expected Move8.6%8.3%9.4%8.5%8.4%
HV 20d33.3%27.4%48.6%48.6%30.5%
HV 60d33.4%32.5%35.4%32.6%35.4%
IV Rank40.4%34.8%48.9%38.5%36.9%
IV Percentile87.1%77.0%96.0%84.9%81.0%
Term Structure1.4%-2.7%2.9%0.1%2.9%
VWIV29.7%27.7%32.8%28.6%31.4%
Skew 25d4.0%2.3%6.8%2.9%6.8%
Skew 10d6.1%-2.5%11.1%4.3%11.1%
Call IV 25d28.3%26.7%31.1%28.4%27.0%
Put IV 25d32.3%29.7%35.7%31.3%33.8%
Bid-Ask Spread %47.5921.6778.6474.7923.90
Gamma HHI0.120.090.250.120.09
Net GEX856.5K-1.1M2.3M1.6M304.7K
Net DEX-1.8M-26.1M26.3M-17.0M8.0M
Net VEX-432.2K-484.1K-334.1K-477.3K-418.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.122.080.211.65
Total Volume775.4213042,066481637
Total OI30,577.05325,23032,38031,76628,453

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$89.74$90.0029.8%8.5%48.6%38.5%28.6%2.9%0.1%1.6M-17.0M-477.3K0.2174.793988320,20611,560
2026-03-03$90.69$90.0030.5%8.7%48.1%41.1%28.3%4.7%-2.7%2.0M-22.5M-481.2K0.5173.5120110320,47911,551
2026-03-04$91.14$90.0029.1%8.4%47.9%36.4%28.1%2.7%-1.3%2.3M-26.1M-477.8K0.2275.4445310020,58911,602
2026-03-05$90.31$87.5030.2%8.4%47.7%40.3%29.5%2.3%1.4%1.9M-20.3M-484.1K0.5976.5925214920,44911,620
2026-03-06$90.86$87.5029.8%8.4%31.0%38.8%29.7%3.7%0.8%2.2M-22.9M-481.0K0.6775.6922114920,49711,671
2026-03-09$90.02$87.5031.2%8.5%29.8%43.7%29.7%4.0%1.9%1.9M-17.3M-470.1K0.4873.1537017820,53411,731
2026-03-10$88.56$87.5031.5%8.5%29.8%44.6%28.6%3.8%1.7%1.4M-9.5M-460.1K0.3476.102799420,52211,704
2026-03-11$87.61$87.5028.8%8.3%29.4%35.3%29.4%3.8%2.1%1.1M-3.3M-441.2K0.3378.6466221620,58011,754
2026-03-12$86.34$87.5030.1%8.6%29.9%39.8%29.9%2.9%1.5%452.7K3.1M-435.7K0.2131.9058212520,56211,818
2026-03-13$0.00$0.0030.2%0.0%29.9%40.2%0.0%0.0%0.0%1.2M-3.3M-449.3K0.000.000000
2026-03-16$87.76$85.0029.3%8.5%29.9%36.9%28.2%4.3%1.8%1.5M-10.7M-445.9K0.1227.464575720,54011,238
2026-03-17$87.87$85.0028.7%8.3%27.4%34.8%27.7%4.6%2.1%1.5M-11.0M-443.2K2.0828.3025052020,55511,227
2026-03-18$85.11$87.5029.8%8.3%28.0%38.7%28.8%4.2%2.9%26.5K3.3M-420.8K0.4530.5743719820,62711,537
2026-03-20$82.55$87.5030.9%8.9%28.7%42.6%30.6%3.3%0.7%-1.1M15.0M-405.7K1.2021.6768381920,75711,477
2026-03-24$78.60$85.0030.9%8.7%29.8%42.6%31.0%3.5%0.9%-210.2K19.5M-353.5K1.2723.8155069615,5849,646
2026-03-25$77.32$85.0029.6%8.5%29.9%38.0%29.8%5.0%1.8%-435.9K26.3M-334.1K0.4732.091,40965715,90910,219
2026-03-26$77.63$85.0030.4%8.7%29.4%40.8%30.3%3.4%2.6%-303.2K23.0M-358.3K0.7426.5058643616,86510,629
2026-03-27$78.68$82.5032.6%9.3%30.2%48.6%31.3%5.1%2.2%-96.0K16.7M-391.9K0.6227.8132820417,15210,825
2026-03-30$79.63$82.5032.7%9.4%30.2%48.9%32.8%4.6%2.8%25.9K13.2M-415.1K1.4026.3749869617,31710,978
2026-03-31$81.36$82.5029.3%8.4%30.5%36.9%31.4%6.8%2.9%304.7K8.0M-418.5K1.6523.9024039717,66410,789