CIGI Options History — April 2022

In April 2022, CIGI traded between $110.77 and $131.91. ATM implied volatility averaged 42.8%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 11.5% (HV 20d: 31.3%). Max pain ranged from $130.00 to $130.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 3.50.

Notable Days

  • 2022-04-08: Highest Volume — 510 contracts
  • 2022-04-12: Largest IV spike — 49.7% change
  • 2022-04-12: Highest IV Rank — 95.6%
  • 2022-04-27: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$122.54$110.77$131.91$129.91$110.77
Max Pain$130.00$130.00$130.00$130.00$130.00
ATM IV42.8%30.1%60.2%30.9%47.5%
Expected Move12.7%10.9%15.0%11.0%13.6%
HV 20d31.3%27.8%36.0%36.0%29.2%
HV 60d33.6%32.7%34.9%33.4%33.7%
IV Rank57.1%29.2%95.6%31.0%67.5%
IV Percentile80.8%56.6%99.5%60.8%90.1%
Term Structure-4.2%-13.7%7.5%7.5%0.4%
VWIV44.5%39.7%53.1%40.1%50.3%
Skew 25d8.9%-2.4%14.7%11.9%-2.4%
Skew 10d15.0%-10.1%38.9%-10.1%3.1%
Call IV 25d40.7%32.1%59.1%32.1%59.1%
Put IV 25d49.6%43.1%56.7%44.0%56.7%
Bid-Ask Spread %93.8087.61100.0294.1898.09
Gamma HHI0.250.170.440.170.26
Net GEX-81.6K-175.5K-48.8K-88.5K-71.7K
Net DEX3.8M2.3M5.3M4.7M3.3M
Net VEX-10.2K-13.6K-4.3K-6.1K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.501.617.953.073.80
Total Volume269.854510224360
Total OI914.76611,1496731,149

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$129.91$130.0030.9%11.0%36.0%31.0%40.1%11.9%7.5%-88.5K4.7M-6.1K3.0794.18N/AN/A55169151522
2022-04-04$131.91$130.0030.1%11.0%35.3%29.2%40.0%8.5%0.8%-96.6K4.5M-6.0K2.4494.17N/AN/A57139151510
2022-04-05$129.85$130.0031.9%10.9%35.4%33.1%40.2%11.2%2.8%-100.1K4.4M-6.0K2.4493.25N/AN/A57139155510
2022-04-06$125.37$130.0031.9%12.9%33.8%33.2%41.0%9.9%-7.0%-60.0K4.7M-4.9K2.4496.04N/AN/A57139155506
2022-04-07$123.98$130.0034.1%12.7%33.8%38.0%41.2%9.6%-5.6%-48.8K4.9M-4.4K2.6094.29N/AN/A57148155512
2022-04-08$123.33$130.0036.6%12.1%33.7%43.7%39.7%8.2%-5.0%-49.5K5.0M-4.3K7.9593.30N/AN/A57453155521
2022-04-11$124.12$130.0040.2%11.8%33.6%51.6%45.5%14.7%-3.3%-88.9K5.3M-10.1K7.6792.96N/AN/A57437155670
2022-04-12$123.42$130.0060.2%12.2%33.6%95.6%44.0%11.1%-3.8%-113.7K5.2M-12.6K3.8289.96N/AN/A57218155847
2022-04-13$126.24$130.0043.3%12.4%28.3%58.2%42.1%10.7%-6.3%-175.5K5.0M-13.6K3.1294.60N/AN/A57178155906
2022-04-14$122.77$130.0043.9%12.6%29.4%59.6%45.0%10.4%-5.2%-74.5K4.9M-13.0K2.8892.83N/AN/A67193155950
2022-04-18$121.79$130.0046.5%13.3%29.5%65.4%47.2%9.1%-4.7%-68.7K2.5M-12.5K2.8292.68N/AN/A50141167732
2022-04-19$124.62$130.0045.1%12.9%30.6%62.4%45.0%8.6%-6.2%-69.9K2.5M-12.9K2.8489.43N/AN/A50142168742
2022-04-20$125.93$130.0044.8%12.8%27.8%61.6%44.8%11.4%-5.1%-67.1K2.3M-13.1K2.8493.18N/AN/A50142168743
2022-04-21$123.10$130.0043.3%12.4%28.0%58.3%42.2%4.5%-7.7%-77.5K2.5M-12.7K1.6187.61N/AN/A82132168743
2022-04-22$119.73$130.0043.1%12.3%29.1%57.8%45.3%11.7%0.4%-74.8K2.7M-13.0K3.4493.77N/AN/A82282202760
2022-04-25$120.40$130.0047.3%13.6%29.2%67.2%47.1%2.6%-7.4%-72.5K2.7M-13.4K3.4495.53N/AN/A82282202936
2022-04-26$116.23$130.0050.3%14.4%31.3%73.8%44.9%10.9%-5.9%-79.1K3.0M-12.0K3.3696.79N/AN/A84282202936
2022-04-27$113.60$130.0052.4%15.0%28.9%78.4%53.1%3.8%-13.7%-75.5K3.3M-11.1K0.00100.02N/AN/A04204936
2022-04-28$113.80$130.0051.6%14.8%28.8%76.6%50.5%11.1%-9.7%-79.8K3.3M-11.6K3.8593.24N/AN/A74285204936
2022-04-29$110.77$130.0047.5%13.6%29.2%67.5%50.3%-2.4%0.4%-71.7K3.3M-10.3K3.8098.09N/AN/A75285212937