CIGI Options History — June 2021 In June 2021, CIGI traded between $112.19 and $118.48. ATM implied volatility averaged 29.8%. The 30-day expected move averaged 8.5%. Max pain ranged from $100.00 to $135.00. Net GEX was positive for 7 of 14 trading days. Term structure was in contango for 13 of 14 days. Put/call ratio averaged 0.25.
Notable Days 2021-06-29 : Highest Volume — 26 contracts2021-06-28 : Largest IV spike — 18.3% change2021-06-28 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $115.58 $112.19 $118.48 $118.41 $112.19 Max Pain $105.00 $100.00 $135.00 $135.00 $100.00 ATM IV 29.8% 25.2% 35.3% 27.8% 35.1% Expected Move 8.5% 7.2% 10.1% 8.0% 10.1% Term Structure 6.9% -1.4% 11.9% 8.2% 7.2% VWIV 29.4% 25.4% 35.5% 26.1% 35.5% Skew 25d 0.9% -5.0% 4.7% -2.3% 2.4% Skew 10d 3.1% -7.4% 21.7% 4.6% -2.7% Call IV 25d 34.4% 25.7% 42.0% 33.3% 36.4% Put IV 25d 35.2% 28.2% 40.6% 31.0% 38.8% Bid-Ask Spread % 102.08 90.78 110.31 102.43 97.53 Gamma HHI 0.45 0.20 0.79 0.35 0.35 Net GEX 2.2K -1.8K 7.2K -92 5.5K Net DEX -11.6K -48.7K 13.6K 2.2K -25.0K Net VEX -218 -295 -140 -160 -295 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 0.55 0.10 0.37 Total Volume 4.429 0 26 1 1 Total OI 17.571 9 28 11 28
Daily Data (14 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-11 $118.41 $135.00 27.8% 8.0% 0.0% 0.0% 0.0% -2.3% 8.2% -92 2.2K -160 0.00 102.43 N/A N/A 0 1 4 7 2021-06-14 $114.88 $135.00 30.7% 8.8% 0.0% 0.0% 26.1% 0.1% 5.1% -1.4K 12.2K -154 0.00 103.47 N/A N/A 0 2 4 8 2021-06-15 $114.40 $100.00 28.2% 8.1% 0.0% 0.0% 0.0% 4.1% 8.1% -1.8K 13.6K -158 0.00 106.11 N/A N/A 0 0 4 10 2021-06-16 $114.57 $100.00 26.7% 7.6% 0.0% 0.0% 0.0% 3.3% 7.2% -1.6K 12.2K -151 0.00 110.31 N/A N/A 0 0 4 10 2021-06-17 $114.91 $100.00 30.4% 8.7% 0.0% 0.0% 0.0% 4.7% 4.5% -1.3K 9.6K -153 0.00 104.00 N/A N/A 0 0 4 10 2021-06-18 $114.53 $100.00 29.1% 8.4% 0.0% 0.0% 0.0% 3.6% 6.4% -1.1K 8.9K -150 0.00 102.67 N/A N/A 0 0 4 10 2021-06-21 $116.90 $100.00 27.6% 7.9% 0.0% 0.0% 30.5% -5.0% 9.4% -372 7.7K -140 0.10 102.98 N/A N/A 10 1 4 5 2021-06-22 $116.81 $100.00 28.7% 8.2% 0.0% 0.0% 0.0% -0.8% 7.1% 5.4K -35.7K -254 0.00 106.96 N/A N/A 0 2 14 5 2021-06-23 $118.48 $100.00 25.2% 7.2% 0.0% 0.0% 25.4% 2.5% 7.4% 7.2K -48.7K -285 0.55 105.33 N/A N/A 11 6 14 7 2021-06-24 $117.71 $100.00 29.7% 8.5% 0.0% 0.0% 0.0% 2.1% 6.9% 5.8K -41.8K -289 0.00 90.78 N/A N/A 2 0 14 7 2021-06-25 $115.45 $100.00 29.8% 8.5% 0.0% 0.0% 0.0% -0.3% 11.9% 5.2K -25.8K -284 0.00 101.85 N/A N/A 0 0 16 7 2021-06-28 $115.02 $100.00 35.3% 10.1% 0.0% 0.0% 0.0% -1.4% -1.4% 4.6K -29.5K -293 0.00 96.57 N/A N/A 0 0 16 7 2021-06-29 $113.92 $100.00 32.7% 9.4% 0.0% 0.0% 35.5% -0.9% 8.4% 4.3K -22.8K -282 0.37 98.18 N/A N/A 19 7 16 7 2021-06-30 $112.19 $100.00 35.1% 10.1% 0.0% 0.0% 0.0% 2.4% 7.2% 5.5K -25.0K -295 0.00 97.53 N/A N/A 0 1 20 8
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