CIGI Options History — October 2021

Name: CIGI Options Analytics - October 2021
Creator: Options Analysis Suite

In October 2021, CIGI traded between $128.28 and $147.94. ATM implied volatility averaged 35.4%. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 12.1% (HV 20d: 23.3%). Max pain ranged from $85.00 to $130.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2021-10-26: Highest Volume — 50 contracts
2021-10-12: Largest IV spike — 26.4% change
2021-10-29: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$138.78	$128.28	$147.94	$130.06	$145.83
Max Pain	$110.48	$85.00	$130.00	$125.00	$130.00
ATM IV	35.4%	22.0%	48.0%	23.9%	48.0%
Expected Move	11.3%	6.9%	13.8%	6.9%	13.8%
HV 20d	23.3%	18.2%	27.7%	23.1%	19.4%
HV 60d	24.4%	21.5%	26.5%	26.0%	21.5%
Term Structure	-7.4%	-13.8%	14.3%	14.3%	-13.8%
VWIV	41.8%	36.4%	50.3%	36.4%	50.3%
Skew 25d	4.1%	-3.5%	13.6%	4.7%	13.6%
Skew 10d	9.5%	-7.1%	45.1%	45.1%	-4.1%
Call IV 25d	39.4%	19.6%	50.8%	19.6%	47.5%
Put IV 25d	43.5%	24.2%	61.2%	24.2%	61.2%
Bid-Ask Spread %	86.58	75.00	111.14	111.14	81.98
Gamma HHI	0.31	0.22	0.48	0.25	0.46
Net GEX	9.9K	4.7K	15.2K	5.1K	11.3K
Net DEX	-171.3K	-261.3K	-77.6K	-90.3K	-233.6K
Net VEX	-561	-788	-430	-430	-788
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.00	0.95	0.00	0.95
Total Volume	16.762	0	50	0	43
Total OI	47.952	42	61	43	61

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-10-01	$130.06	$125.00	23.9%	6.9%	23.1%	0.0%	0.0%	4.7%	14.3%	5.1K	-90.3K	-430	0.00	111.14	N/A	N/A	0	0	25	18
2021-10-04	$128.28	$85.00	22.3%	11.4%	23.3%	0.0%	0.0%	4.8%	-9.8%	4.7K	-77.6K	-480	0.00	76.78	N/A	N/A	0	0	25	18
2021-10-05	$130.28	$85.00	24.2%	10.8%	24.3%	0.0%	0.0%	2.1%	-6.8%	9.4K	-106.2K	-456	0.00	75.67	N/A	N/A	0	0	29	18
2021-10-06	$128.38	$85.00	22.0%	10.6%	24.0%	0.0%	36.4%	-2.7%	-6.9%	7.1K	-89.1K	-465	0.00	88.67	N/A	N/A	1	0	29	18
2021-10-07	$132.76	$85.00	25.6%	10.0%	27.2%	0.0%	38.9%	6.6%	-5.2%	11.8K	-132.4K	-519	0.00	75.00	N/A	N/A	1	0	29	18
2021-10-08	$133.09	$85.00	23.9%	10.4%	26.1%	0.0%	0.0%	6.5%	-6.8%	14.1K	-152.0K	-546	0.00	88.03	N/A	N/A	2	0	30	18
2021-10-11	$132.66	$85.00	25.7%	11.1%	26.1%	0.0%	0.0%	6.4%	-9.3%	15.2K	-140.5K	-462	0.00	83.88	N/A	N/A	0	0	29	18
2021-10-12	$136.17	$85.00	32.5%	10.6%	27.7%	0.0%	36.7%	5.5%	-5.1%	11.0K	-164.8K	-473	0.50	89.12	N/A	N/A	2	1	29	18
2021-10-13	$137.87	$85.00	35.5%	10.2%	27.6%	0.0%	0.0%	9.9%	-8.2%	12.7K	-190.9K	-470	0.00	96.52	N/A	N/A	0	0	29	18
2021-10-14	$139.12	$125.00	39.2%	11.2%	27.7%	0.0%	41.4%	11.0%	-11.5%	12.2K	-209.3K	-516	0.00	97.36	N/A	N/A	2	0	31	19
2021-10-15	$140.15	$125.00	36.2%	10.4%	27.3%	0.0%	0.0%	3.0%	-6.6%	11.8K	-217.9K	-551	0.00	89.79	N/A	N/A	0	0	31	19
2021-10-18	$140.76	$125.00	41.4%	11.9%	23.1%	0.0%	0.0%	6.5%	-8.3%	8.2K	-165.3K	-535	0.00	87.47	N/A	N/A	0	0	26	16
2021-10-19	$140.95	$125.00	42.9%	12.3%	22.6%	0.0%	0.0%	-0.2%	-9.9%	8.3K	-167.2K	-548	0.00	86.42	N/A	N/A	0	0	26	16
2021-10-20	$143.12	$125.00	41.5%	11.9%	22.6%	0.0%	43.7%	-0.7%	-8.9%	8.5K	-182.8K	-547	0.64	81.05	N/A	N/A	22	14	26	16
2021-10-21	$144.10	$125.00	42.2%	12.1%	22.1%	0.0%	39.2%	7.3%	-9.9%	8.2K	-179.1K	-619	0.64	89.65	N/A	N/A	22	14	26	18
2021-10-22	$144.88	$125.00	38.5%	11.0%	21.6%	0.0%	40.2%	1.5%	-7.2%	8.2K	-177.2K	-604	0.64	85.02	N/A	N/A	22	14	25	18
2021-10-25	$144.53	$125.00	41.5%	11.9%	18.7%	0.0%	40.7%	-3.5%	-7.9%	7.6K	-179.8K	-585	0.63	82.78	N/A	N/A	30	19	25	19
2021-10-26	$146.23	$125.00	44.0%	12.6%	18.8%	0.0%	43.9%	-1.9%	-8.3%	11.3K	-239.1K	-728	0.67	87.30	N/A	N/A	30	20	33	24
2021-10-27	$147.94	$130.00	45.9%	13.2%	18.2%	0.0%	41.4%	3.0%	-8.5%	11.1K	-261.3K	-735	0.67	85.93	N/A	N/A	30	20	33	25
2021-10-28	$147.23	$130.00	46.6%	13.4%	18.7%	0.0%	48.8%	3.0%	-12.1%	11.2K	-240.9K	-728	0.95	78.56	N/A	N/A	22	21	33	25
2021-10-29	$145.83	$130.00	48.0%	13.8%	19.4%	0.0%	50.3%	13.6%	-13.8%	11.3K	-233.6K	-788	0.95	81.98	N/A	N/A	22	21	35	26