CIGI Options History — June 2024 In June 2024, CIGI traded between $106.40 and $111.65. ATM implied volatility averaged 26.2%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 3.9% (HV 20d: 22.3%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.42.
Notable Days 2024-06-21 : Highest Volume — 11 contracts2024-06-07 : Largest IV spike — 29.6% change2024-06-11 : Highest IV Rank — 29.8%2024-06-03 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $109.74 $106.40 $111.65 $111.09 $111.65 Max Pain $112.89 $110.00 $115.00 $110.00 $110.00 ATM IV 26.2% 22.7% 33.7% 28.5% 26.1% Expected Move 7.2% 6.5% 8.2% 8.2% 7.5% HV 20d 22.3% 20.2% 24.6% 24.5% 21.1% HV 60d 24.7% 24.0% 25.7% 24.2% 24.4% IV Rank 14.7% 7.5% 29.8% 19.4% 14.4% IV Percentile 25.6% 7.1% 61.9% 38.5% 24.6% Term Structure 6.0% -7.4% 12.3% -1.4% 9.9% Skew 25d 0.9% -3.7% 6.3% 0.2% 6.3% Skew 10d -0.6% -15.4% 7.7% -7.9% 1.6% Call IV 25d 29.5% 23.6% 37.5% 35.8% 26.4% Put IV 25d 30.4% 25.4% 37.0% 36.0% 32.8% Bid-Ask Spread % 112.86 111.30 115.14 112.37 115.14 Gamma HHI 0.37 0.24 0.56 0.38 0.39 Net GEX 80.9K -109.7K 211.8K 208.6K -17.0K Net DEX 149.7K -691.9K 1.2M -691.9K 357.1K Net VEX -5.1K -8.1K -3.0K -8.1K -3.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.00 2.00 0.00 0.00 Total Volume 2.474 0 11 0 1 Total OI 741.421 235 928 909 236
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 2024-06-03 $111.09 $110.00 28.5% 8.2% 24.5% 19.4% 0.0% 0.2% -1.4% 208.6K -691.9K -8.1K 0.00 112.37 N/A N/A 0 0 693 216 2024-06-04 $110.06 $110.00 28.3% 8.1% 22.3% 18.8% 0.0% 0.2% -7.4% 173.0K -337.5K -7.5K 0.00 111.78 N/A N/A 10 0 693 216 2024-06-05 $110.09 $110.00 25.0% 7.2% 22.0% 12.2% 0.0% -0.6% -5.9% 172.9K -359.0K -7.5K 0.00 112.89 N/A N/A 0 1 703 216 2024-06-06 $108.75 $115.00 23.3% 7.1% 21.2% 8.7% 0.0% 0.0% 5.5% 139.2K -197.5K -7.2K 0.00 111.42 N/A N/A 0 0 703 217 2024-06-07 $106.40 $115.00 30.2% 7.4% 20.2% 22.7% 0.0% 2.7% 6.4% 23.3K 764.6K -5.1K 0.00 111.57 N/A N/A 0 2 703 217 2024-06-10 $109.93 $115.00 31.2% 6.8% 23.7% 24.7% 0.0% 2.4% 9.7% 165.4K -304.0K -6.8K 0.00 111.73 N/A N/A 0 0 703 219 2024-06-11 $109.33 $115.00 33.7% 7.3% 23.7% 29.8% 0.0% 0.0% 4.9% 159.9K -131.6K -6.2K 0.00 112.40 N/A N/A 0 0 703 219 2024-06-12 $111.25 $115.00 23.9% 6.9% 24.6% 10.0% 0.0% 0.4% 7.7% 211.8K -598.8K -6.6K 0.40 113.27 N/A N/A 5 2 703 219 2024-06-13 $111.19 $115.00 26.6% 7.6% 22.4% 15.3% 0.0% 0.8% 6.8% 206.1K -485.3K -6.4K 0.00 112.78 N/A N/A 0 0 708 220 2024-06-14 $109.99 $115.00 25.6% 7.3% 22.6% 13.4% 0.0% 0.3% 7.5% 155.3K -100.2K -5.7K 0.00 112.94 N/A N/A 0 0 708 220 2024-06-17 $110.09 $115.00 26.1% 7.5% 22.6% 14.4% 0.0% 0.3% 7.4% 81.0K 371.2K -4.2K 0.00 112.51 N/A N/A 0 0 708 220 2024-06-18 $109.68 $115.00 26.3% 7.5% 22.5% 14.7% 0.0% -0.1% 8.4% 61.6K 473.7K -4.0K 0.00 112.45 N/A N/A 0 0 708 220 2024-06-20 $108.25 $115.00 23.8% 6.8% 22.4% 9.7% 0.0% 0.1% 9.8% -109.7K 1.1M -3.1K 0.00 113.82 N/A N/A 0 8 708 218 2024-06-21 $108.66 $115.00 22.7% 6.5% 22.0% 7.5% 0.0% -3.7% 10.0% -20.6K 1.2M -3.1K 0.10 111.30 N/A N/A 10 1 708 220 2024-06-24 $110.09 $110.00 23.8% 6.8% 22.2% 9.8% 0.0% 1.9% 10.1% -18.1K 416.6K -3.3K 0.00 113.62 N/A N/A 0 0 110 126 2024-06-25 $109.20 $110.00 24.0% 6.9% 22.3% 10.1% 0.0% 2.3% 5.7% -19.6K 473.9K -3.1K 2.00 113.69 N/A N/A 2 4 110 126 2024-06-26 $108.48 $110.00 26.0% 7.5% 21.2% 14.2% 0.0% -0.1% 6.2% -19.1K 525.7K -3.0K 0.00 114.17 N/A N/A 0 0 112 123 2024-06-27 $110.83 $110.00 23.5% 6.7% 20.9% 9.1% 0.0% 4.4% 12.3% -17.5K 409.1K -3.2K 0.00 114.41 N/A N/A 1 0 112 123 2024-06-28 $111.65 $110.00 26.1% 7.5% 21.1% 14.4% 0.0% 6.3% 9.9% -17.0K 357.1K -3.3K 0.00 115.14 N/A N/A 1 0 113 123
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