CIGI Options History — October 2022

In October 2022, CIGI traded between $90.31 and $101.52. ATM implied volatility averaged 47.1%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 2.4% (HV 20d: 49.5%). Max pain ranged from $105.00 to $120.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.64.

Notable Days

  • 2022-10-28: Highest Volume — 219 contracts
  • 2022-10-12: Largest IV spike — 16.2% change
  • 2022-10-27: Highest IV Rank — 60.9%
  • 2022-10-11: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.98$90.31$101.52$94.03$94.07
Max Pain$117.38$105.00$120.00$105.00$115.00
ATM IV47.1%39.0%52.9%39.0%51.3%
Expected Move14.0%11.2%15.8%11.2%14.7%
HV 20d49.5%40.9%53.0%40.9%46.7%
HV 60d40.2%37.2%41.4%37.2%41.4%
IV Rank51.0%37.3%60.9%37.3%58.2%
IV Percentile81.7%59.1%93.7%59.1%90.1%
Term Structure-4.4%-12.1%11.8%6.7%-9.7%
VWIV52.1%32.5%60.3%37.0%52.5%
Skew 25d13.4%-0.1%22.4%2.2%-0.1%
Skew 10d26.4%-5.6%52.9%15.2%15.3%
Call IV 25d43.6%38.6%53.3%43.4%53.3%
Put IV 25d57.0%44.4%66.4%45.6%53.1%
Bid-Ask Spread %101.1095.09110.19109.8095.09
Gamma HHI0.150.120.230.160.13
Net GEX-14.0K-19.5K-10.3K-10.3K-11.8K
Net DEX603.5K427.0K748.2K490.5K581.8K
Net VEX-2.2K-3.1K-1.2K-1.2K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.641.022.131.571.02
Total Volume187.476157219157204
Total OI222.667175277175277

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$94.03$105.0039.0%11.2%40.9%37.3%37.0%2.2%6.7%-10.3K490.5K-1.2K1.57109.80N/AN/A61968590
2022-10-04$101.52$105.0039.4%11.3%50.7%38.1%32.5%5.6%9.0%-15.6K427.0K-1.6K1.57108.63N/AN/A619685101
2022-10-05$97.84$105.0040.3%11.6%50.4%39.6%36.1%5.5%11.8%-14.2K481.5K-1.6K1.61110.19N/AN/A619885101
2022-10-06$93.65$120.0046.4%14.5%51.8%49.9%50.8%12.6%-10.8%-12.8K530.9K-1.4K1.6195.57N/AN/A619885103
2022-10-07$90.31$120.0040.6%15.6%50.5%40.1%55.0%14.6%-8.1%-11.3K567.0K-1.3K1.5897.74N/AN/A629886103
2022-10-10$90.67$120.0043.5%14.1%49.8%45.1%54.8%19.0%-2.3%-11.5K614.9K-1.5K1.58101.47N/AN/A629886114
2022-10-11$91.01$120.0043.0%15.8%48.9%44.2%58.2%22.4%-10.1%-12.4K609.3K-1.5K1.5697.73N/AN/A639886114
2022-10-12$92.50$120.0050.0%14.3%49.9%55.9%56.6%17.6%-2.5%-12.9K612.1K-1.5K1.53100.76N/AN/A649887114
2022-10-13$93.89$120.0046.9%13.4%50.7%50.8%52.7%20.5%-6.0%-12.8K603.7K-1.5K1.9798.28N/AN/A6412688114
2022-10-14$92.50$120.0050.6%14.5%50.7%57.0%55.9%17.0%-4.6%-15.9K735.8K-2.3K2.13101.49N/AN/A6413687142
2022-10-17$95.82$120.0047.9%13.7%53.0%52.4%52.9%10.9%-5.4%-19.5K735.8K-2.6K1.84102.34N/AN/A7413687152
2022-10-18$96.50$120.0049.0%14.1%52.8%54.3%51.0%15.4%-5.3%-18.4K717.1K-2.9K1.8498.75N/AN/A7413697152
2022-10-19$94.34$120.0048.6%13.9%53.0%53.6%52.1%16.8%-3.5%-17.0K748.2K-2.8K1.84100.08N/AN/A7413697152
2022-10-20$94.25$120.0049.3%14.1%51.4%54.7%54.2%16.1%-4.8%-14.9K734.6K-2.7K1.84100.92N/AN/A7413697152
2022-10-21$95.70$120.0047.2%13.5%50.5%51.3%53.8%11.8%-5.1%-14.7K737.9K-2.9K1.84100.58N/AN/A7413697152
2022-10-24$95.88$120.0049.9%14.3%48.6%55.8%56.2%12.1%-8.3%-13.2K553.3K-2.8K1.58100.52N/AN/A7411797134
2022-10-25$98.47$120.0050.9%14.6%48.2%57.5%60.3%7.6%-11.7%-13.1K535.4K-2.8K1.6699.83N/AN/A7612697134
2022-10-26$99.71$120.0049.0%14.0%47.5%54.3%55.5%13.2%-9.2%-13.5K534.1K-2.8K1.66101.29N/AN/A7612699143
2022-10-27$95.60$120.0052.9%15.2%46.6%60.9%58.0%18.9%-12.1%-14.5K571.0K-2.8K1.37101.79N/AN/A8611899143
2022-10-28$96.26$115.0052.4%15.0%46.5%60.1%57.6%21.7%-0.8%-12.8K551.9K-3.1K1.17100.31N/AN/A101118109153
2022-10-31$94.07$115.0051.3%14.7%46.7%58.2%52.5%-0.1%-9.7%-11.8K581.8K-3.1K1.0295.09N/AN/A101103124153