CIGI Options History — February 2023 In February 2023, CIGI traded between $108.58 and $119.09. ATM implied volatility averaged 29.4%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 3.0% (HV 20d: 32.4%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 5.04.
Notable Days 2023-02-23 : Highest Volume — 23 contracts2023-02-03 : Largest IV spike — 42.0% change2023-02-07 : Highest IV Rank — 44.6%2023-02-01 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $114.89 $108.58 $119.09 $108.58 $116.25 Max Pain $110.00 $110.00 $110.00 $110.00 $110.00 ATM IV 29.4% 21.8% 46.1% 37.7% 25.7% Expected Move 8.0% 6.2% 10.8% 10.8% 7.4% HV 20d 32.4% 25.2% 36.0% 25.6% 34.1% HV 60d 32.9% 31.2% 34.8% 34.1% 31.2% IV Rank 14.1% 0.2% 44.6% 29.4% 7.2% IV Percentile 18.1% 0.4% 80.2% 50.0% 2.8% Term Structure 1.8% -5.4% 8.6% -5.4% 3.6% VWIV 28.3% 28.3% 28.3% 28.3% 28.3% Skew 25d 2.0% -4.8% 8.8% 8.8% 1.4% Skew 10d -1.0% -10.0% 12.5% -6.5% -8.8% Call IV 25d 27.7% 22.6% 36.0% 26.0% 32.8% Put IV 25d 29.7% 25.8% 34.8% 34.8% 34.1% Bid-Ask Spread % 109.50 93.10 114.57 106.50 107.53 Gamma HHI 0.23 0.18 0.33 0.29 0.23 Net GEX -13.1K -17.4K -5.8K -16.0K -15.3K Net DEX 54.3K -84.6K 214.5K 214.5K 107.3K Net VEX -2.5K -2.8K -2.3K -2.3K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.04 0.00 19.00 2.33 0.00 Total Volume 4.421 0 23 0 0 Total OI 184.895 146 215 171 168
Daily Data (19 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 2023-02-01 $108.58 $110.00 37.7% 10.8% 25.6% 29.4% 0.0% 8.8% -5.4% -16.0K 214.5K -2.3K 0.00 106.50 N/A N/A 0 0 53 118 2023-02-02 $112.43 $0.00 30.0% 8.8% 27.2% 15.2% 0.0% 1.1% 2.4% -16.1K 93.3K -2.3K 2.33 109.01 N/A N/A 3 7 53 118 2023-02-03 $111.04 $0.00 42.6% 9.1% 25.2% 38.3% 0.0% 6.2% 0.4% -14.7K 132.9K -2.5K 0.00 108.69 N/A N/A 0 5 56 123 2023-02-06 $109.52 $0.00 42.4% 10.2% 25.5% 37.9% 0.0% 6.7% -0.2% -17.0K 206.6K -2.6K 0.00 106.87 N/A N/A 0 0 56 128 2023-02-07 $111.63 $0.00 46.1% 9.6% 25.8% 44.6% 0.0% 1.8% -2.7% -16.7K 159.5K -2.5K 2.67 108.42 N/A N/A 3 8 56 128 2023-02-08 $110.13 $0.00 32.3% 9.3% 26.8% 19.5% 0.0% -4.8% 2.7% -17.4K 187.7K -2.7K 19.00 108.96 N/A N/A 1 19 59 135 2023-02-09 $117.86 $0.00 28.0% 8.0% 33.9% 11.5% 0.0% -1.2% 2.0% -13.8K -79.4K -2.5K 0.00 93.10 N/A N/A 1 0 60 151 2023-02-10 $115.34 $0.00 24.4% 7.0% 35.5% 5.0% 0.0% -1.9% 8.5% -16.7K 40.2K -2.5K 0.00 110.37 N/A N/A 0 0 59 151 2023-02-13 $117.80 $0.00 21.9% 6.3% 35.8% 0.5% 0.0% 2.3% 5.1% -12.4K -41.6K -2.4K 0.00 112.64 N/A N/A 0 4 59 151 2023-02-14 $118.34 $0.00 21.8% 6.2% 35.8% 0.2% 0.0% 4.3% 7.0% -12.0K -72.9K -2.4K 0.00 112.36 N/A N/A 0 0 59 155 2023-02-15 $119.09 $0.00 23.5% 6.7% 35.6% 3.4% 28.3% -0.3% 8.6% -11.3K -82.1K -2.4K 0.00 112.12 N/A N/A 0 2 59 155 2023-02-16 $118.63 $110.00 23.3% 6.7% 35.0% 3.1% 0.0% 4.3% 1.6% -11.5K -84.6K -2.4K 0.00 112.65 N/A N/A 0 0 59 156 2023-02-17 $118.26 $110.00 22.8% 6.5% 35.3% 2.0% 0.0% 3.0% -2.1% -5.8K -76.0K -2.3K 0.75 112.03 N/A N/A 4 3 59 156 2023-02-21 $115.97 $110.00 27.5% 7.9% 35.7% 10.7% 0.0% 3.4% -0.7% -6.8K 19.7K -2.4K 0.00 112.57 N/A N/A 0 0 43 103 2023-02-22 $114.88 $110.00 27.1% 7.8% 36.0% 9.8% 0.0% 3.2% -1.9% -7.5K 38.6K -2.4K 0.00 111.96 N/A N/A 0 0 43 103 2023-02-23 $115.34 $110.00 26.9% 7.7% 35.9% 9.3% 0.0% -4.3% 2.5% -7.3K 43.9K -2.4K 10.50 112.36 N/A N/A 2 21 43 103 2023-02-24 $115.46 $110.00 28.2% 8.1% 35.8% 11.9% 0.0% 1.4% 0.9% -15.9K 150.9K -2.8K 0.00 107.86 N/A N/A 1 0 43 124 2023-02-27 $116.38 $110.00 26.2% 7.5% 34.9% 8.1% 0.0% 2.6% 1.8% -14.7K 73.6K -2.7K 0.00 114.57 N/A N/A 0 0 44 124 2023-02-28 $116.25 $110.00 25.7% 7.4% 34.1% 7.2% 0.0% 1.4% 3.6% -15.3K 107.3K -2.7K 0.00 107.53 N/A N/A 0 0 44 124
« Jan 2023 | All History | Mar 2023 » Home CIGI History February 2023