CIGI Options History — October 2024

In October 2024, CIGI traded between $145.71 and $155.33. ATM implied volatility averaged 36.1%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 14.5% (HV 20d: 21.6%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.97.

Notable Days

  • 2024-10-22: Highest Volume — 68 contracts
  • 2024-10-09: Largest IV spike — 37.4% change
  • 2024-10-28: Highest IV Rank — 59.3%
  • 2024-10-28: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$150.48$145.71$155.33$151.95$153.25
Max Pain$136.52$130.00$140.00$140.00$140.00
ATM IV36.1%21.5%48.2%22.2%46.8%
Expected Move10.9%6.2%13.8%6.4%13.4%
HV 20d21.6%19.0%24.1%21.1%20.9%
HV 60d23.7%20.9%26.1%25.6%20.9%
IV Rank34.6%5.1%59.3%6.4%56.4%
IV Percentile64.9%7.9%96.4%9.5%95.6%
Term Structure-6.3%-15.8%11.3%11.3%-10.4%
VWIV37.0%21.5%48.3%21.5%44.6%
Skew 25d6.3%-1.3%20.7%0.3%14.9%
Skew 10d6.0%-3.9%23.7%1.6%11.2%
Call IV 25d32.9%23.3%44.1%29.3%32.6%
Put IV 25d39.2%28.2%49.3%29.5%47.5%
Bid-Ask Spread %98.2782.79114.24113.2595.05
Gamma HHI0.120.110.140.130.11
Net GEX47.2K34.3K60.8K54.7K38.5K
Net DEX-1.9M-2.5M-1.4M-2.1M-2.0M
Net VEX-6.7K-7.8K-5.8K-6.2K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.970.0011.751.000.00
Total Volume12.43506803
Total OI450.13384518384518

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$151.95$140.0022.2%6.4%21.1%6.4%0.0%0.3%11.3%54.7K-2.1M-6.2K0.00113.25N/AN/A00266118
2024-10-02$152.84$140.0021.5%6.2%21.1%5.1%21.5%0.5%10.2%60.5K-2.2M-6.0K1.00114.24N/AN/A33266118
2024-10-03$148.88$130.0023.3%9.7%23.7%8.7%0.0%4.3%-4.9%51.8K-1.8M-6.1K0.00100.73N/AN/A00269121
2024-10-04$147.51$130.0022.7%9.9%23.6%7.4%26.0%9.6%-2.5%48.1K-1.7M-6.0K0.67100.37N/AN/A32269121
2024-10-07$145.71$130.0025.7%10.1%22.2%13.6%35.8%1.0%-4.4%41.7K-1.5M-5.9K4.00101.09N/AN/A14272121
2024-10-08$147.52$130.0026.4%10.3%22.0%14.9%35.3%11.7%-5.7%41.3K-1.7M-5.8K1.67100.29N/AN/A610273124
2024-10-09$149.13$130.0036.2%10.4%22.1%34.9%35.6%7.9%-6.9%51.0K-1.7M-6.1K11.75100.16N/AN/A447279128
2024-10-10$147.19$130.0035.5%10.2%22.6%33.4%0.0%-1.3%-5.3%34.3K-1.4M-6.7K0.00100.15N/AN/A00283175
2024-10-11$149.58$130.0036.1%10.3%22.2%34.7%0.0%9.8%-6.8%41.5K-1.7M-6.2K0.0099.99N/AN/A00283175
2024-10-14$149.68$130.0035.3%10.1%22.0%33.0%36.0%5.1%-4.4%41.5K-1.7M-6.1K0.4897.04N/AN/A2110283175
2024-10-15$149.47$140.0036.3%10.4%20.7%35.2%0.0%5.9%-5.8%49.4K-1.8M-6.4K0.0096.17N/AN/A00304185
2024-10-16$149.97$140.0036.6%10.5%20.7%35.8%0.0%3.1%-5.7%60.8K-1.8M-6.4K0.0082.79N/AN/A00304185
2024-10-17$150.66$140.0037.4%10.7%19.5%37.3%0.0%-0.5%-9.5%49.4K-1.9M-6.3K0.0097.35N/AN/A00304185
2024-10-18$150.99$140.0039.9%11.4%19.2%42.4%37.7%13.6%-10.4%54.2K-1.9M-6.2K0.4599.20N/AN/A209304185
2024-10-21$148.59$140.0039.8%11.4%19.9%42.3%0.0%2.8%-8.0%45.5K-1.9M-6.2K0.0099.03N/AN/A00295122
2024-10-22$148.26$140.0043.2%12.4%19.1%49.2%37.7%3.8%-8.8%43.7K-1.7M-6.3K0.7095.03N/AN/A4028295122
2024-10-23$148.13$140.0040.3%11.5%19.0%43.2%0.0%0.7%-6.4%42.8K-1.7M-7.8K0.0096.75N/AN/A00324150
2024-10-24$154.40$140.0043.8%12.6%24.1%50.3%44.0%12.9%-8.6%48.1K-2.4M-7.8K0.2994.89N/AN/A216324150
2024-10-25$154.81$140.0045.7%13.1%23.0%54.2%42.0%0.6%-13.3%49.0K-2.5M-7.8K0.5092.29N/AN/A42325154
2024-10-28$153.74$140.0048.2%13.8%22.3%59.3%48.3%8.1%-15.8%48.4K-2.4M-7.6K2.1796.41N/AN/A613327156
2024-10-29$153.54$140.0042.2%12.1%22.2%47.2%0.0%20.7%-8.7%46.9K-2.3M-7.6K0.0093.04N/AN/A020333165
2024-10-30$155.33$140.0044.4%12.7%22.5%51.5%0.0%10.5%-12.9%41.2K-2.4M-7.8K0.0094.89N/AN/A00333185
2024-10-31$153.25$140.0046.8%13.4%20.9%56.4%44.6%14.9%-10.4%38.5K-2.0M-7.8K0.0095.05N/AN/A30333185