CIGI Options History — September 2024

In September 2024, CIGI traded between $138.87 and $151.20. ATM implied volatility averaged 23.1%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 2.3% (HV 20d: 20.9%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2024-09-17: Highest Volume — 13 contracts
2024-09-19: Largest IV drop — 12.6% change
2024-09-06: Highest IV Rank — 16.4%
2024-09-10: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$145.66	$138.87	$151.20	$140.07	$151.20
Max Pain	$139.50	$135.00	$140.00	$135.00	$140.00
ATM IV	23.1%	19.3%	27.1%	22.1%	21.5%
Expected Move	6.6%	5.5%	7.6%	6.3%	6.2%
HV 20d	20.9%	18.3%	23.1%	20.9%	23.1%
HV 60d	26.7%	25.5%	27.6%	27.6%	25.6%
IV Rank	8.4%	0.6%	16.4%	6.2%	5.1%
IV Percentile	12.7%	1.2%	31.3%	6.3%	7.5%
Term Structure	8.4%	-0.9%	14.7%	0.0%	14.7%
Skew 25d	-0.4%	-6.6%	5.5%	-4.1%	-1.2%
Skew 10d	1.1%	-1.7%	3.9%	1.0%	1.2%
Call IV 25d	24.7%	19.8%	34.2%	34.2%	29.6%
Put IV 25d	24.3%	18.9%	35.3%	30.1%	28.4%
Bid-Ask Spread %	111.60	108.98	114.29	114.29	113.23
Gamma HHI	0.13	0.11	0.18	0.15	0.13
Net GEX	47.3K	14.2K	70.5K	22.0K	54.4K
Net DEX	-1.7M	-2.2M	-1.1M	-1.2M	-2.0M
Net VEX	-6.4K	-6.8K	-6.0K	-6.1K	-6.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	3.00	1.50	3.00
Total Volume	4.8	0	13	10	1
Total OI	397.45	362	436	362	383

Daily Data (20 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
2024-09-03	$140.07	$135.00	22.1%	6.3%	20.9%	6.2%	0.0%	-4.1%	0.0%	22.0K	-1.2M	-6.1K	1.50	114.29	N/A	N/A	4	6	237	125
2024-09-04	$140.11	$135.00	24.7%	7.1%	20.6%	11.6%	0.0%	5.5%	-0.9%	14.2K	-1.2M	-6.3K	0.00	113.68	N/A	N/A	12	0	241	137
2024-09-05	$140.45	$140.00	25.6%	7.1%	18.9%	13.3%	0.0%	3.2%	6.6%	24.4K	-1.3M	-6.7K	0.00	109.87	N/A	N/A	4	0	253	137
2024-09-06	$138.87	$140.00	27.1%	7.3%	18.3%	16.4%	0.0%	2.8%	7.4%	14.5K	-1.1M	-6.8K	0.00	110.29	N/A	N/A	4	0	257	137
2024-09-09	$142.82	$140.00	26.2%	7.0%	20.4%	14.7%	0.0%	1.7%	7.6%	37.6K	-1.5M	-6.5K	1.33	110.01	N/A	N/A	3	4	261	137
2024-09-10	$141.14	$140.00	25.1%	7.6%	20.7%	12.4%	0.0%	-2.1%	4.9%	29.4K	-1.3M	-6.5K	0.10	109.45	N/A	N/A	10	1	261	139
2024-09-11	$142.33	$140.00	24.9%	7.1%	19.5%	12.0%	0.0%	-6.6%	6.6%	40.9K	-1.5M	-6.5K	0.00	108.98	N/A	N/A	0	0	271	139
2024-09-12	$143.72	$140.00	24.3%	7.0%	19.6%	10.8%	0.0%	-0.9%	6.4%	46.1K	-1.6M	-6.5K	0.00	110.95	N/A	N/A	10	0	271	139
2024-09-13	$146.63	$140.00	24.6%	7.0%	20.5%	11.2%	0.0%	-1.6%	7.0%	60.0K	-2.0M	-6.6K	0.00	110.30	N/A	N/A	4	0	281	139
2024-09-16	$147.85	$140.00	23.9%	6.8%	20.5%	9.9%	0.0%	1.8%	7.9%	65.5K	-2.1M	-6.5K	0.00	110.10	N/A	N/A	0	0	283	139
2024-09-17	$144.96	$140.00	23.8%	6.8%	21.5%	9.7%	0.0%	-5.1%	11.1%	58.6K	-1.8M	-6.4K	0.00	110.95	N/A	N/A	0	13	283	139
2024-09-18	$145.42	$140.00	23.9%	6.8%	21.2%	9.9%	0.0%	0.3%	9.4%	57.6K	-1.8M	-6.8K	0.00	109.05	N/A	N/A	0	0	283	152
2024-09-19	$148.45	$140.00	20.9%	6.0%	21.9%	3.8%	0.0%	-0.7%	9.7%	66.6K	-2.0M	-6.5K	0.00	112.24	N/A	N/A	1	0	283	152
2024-09-20	$149.88	$140.00	21.8%	6.2%	21.9%	5.6%	0.0%	3.9%	8.7%	70.5K	-2.2M	-6.4K	0.00	112.15	N/A	N/A	0	0	284	152
2024-09-23	$148.72	$140.00	20.9%	6.0%	21.1%	3.8%	0.0%	0.3%	10.2%	53.7K	-1.9M	-6.2K	0.00	113.31	N/A	N/A	0	0	263	105
2024-09-24	$150.98	$140.00	20.0%	5.7%	21.6%	2.1%	0.0%	0.6%	11.7%	59.9K	-2.1M	-6.1K	0.00	113.17	N/A	N/A	4	0	263	105
2024-09-25	$150.19	$140.00	20.3%	5.8%	21.7%	2.6%	0.0%	-1.5%	13.3%	59.0K	-1.9M	-6.4K	0.00	113.11	N/A	N/A	0	0	264	105
2024-09-26	$151.13	$140.00	21.8%	6.3%	21.1%	5.6%	0.0%	0.8%	11.4%	60.2K	-2.1M	-6.0K	3.00	113.03	N/A	N/A	3	9	264	105
2024-09-27	$148.35	$140.00	19.3%	5.5%	22.3%	0.6%	0.0%	-4.9%	13.7%	51.9K	-1.8M	-6.3K	0.00	113.78	N/A	N/A	0	3	266	114
2024-09-30	$151.20	$140.00	21.5%	6.2%	23.1%	5.1%	0.0%	-1.2%	14.7%	54.4K	-2.0M	-6.2K	0.00	113.23	N/A	N/A	0	1	266	117