CIGI Options History — November 2024

In November 2024, CIGI traded between $141.76 and $153.82. ATM implied volatility averaged 26.9%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.3% (HV 20d: 25.5%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.58.

Notable Days

2024-11-12: Highest Volume — 53 contracts
2024-11-20: Largest IV spike — 57.4% change
2024-11-04: Highest IV Rank — 82.6%
2024-11-01: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$148.72	$141.76	$153.82	$151.83	$153.62
Max Pain	$153.00	$140.00	$160.00	$140.00	$150.00
ATM IV	26.9%	15.6%	59.7%	51.1%	19.1%
Expected Move	6.7%	4.5%	14.7%	14.7%	5.5%
HV 20d	25.5%	20.6%	30.5%	20.9%	30.1%
HV 60d	22.6%	20.7%	25.1%	20.7%	24.8%
IV Rank	18.5%	0.0%	82.6%	65.3%	6.7%
IV Percentile	28.7%	0.0%	98.8%	98.4%	3.2%
Term Structure	1.8%	-19.1%	6.8%	-19.1%	2.7%
VWIV	23.2%	18.1%	33.4%	33.4%	19.9%
Skew 25d	1.3%	-6.0%	10.3%	10.3%	0.4%
Skew 10d	0.8%	-11.5%	10.2%	10.2%	0.0%
Call IV 25d	24.1%	15.7%	39.1%	39.1%	23.9%
Put IV 25d	25.4%	18.6%	49.4%	49.4%	24.3%
Bid-Ask Spread %	106.56	92.15	113.61	98.20	111.83
Gamma HHI	0.22	0.11	0.36	0.11	0.26
Net GEX	28.4K	-18.8K	55.3K	38.8K	55.1K
Net DEX	-1.2M	-2.2M	-225.7K	-2.1M	-1.1M
Net VEX	-5.6K	-7.7K	-4.5K	-7.7K	-4.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.00	2.50	0.00	0.00
Total Volume	6.15	0	53	1	0
Total OI	418.25	252	585	520	252

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
2024-11-01	$151.83	$140.00	51.1%	14.7%	20.9%	65.3%	0.0%	10.3%	-19.1%	38.8K	-2.1M	-7.7K	0.00	98.20	N/A	N/A	1	0	335	185
2024-11-04	$153.82	$160.00	59.7%	9.6%	20.6%	82.6%	33.4%	-0.3%	1.5%	39.5K	-2.2M	-7.4K	0.50	92.15	N/A	N/A	2	1	336	185
2024-11-05	$148.84	$160.00	37.9%	7.7%	23.8%	38.3%	29.2%	-0.1%	2.1%	15.9K	-1.5M	-6.4K	2.50	96.11	N/A	N/A	12	30	338	186
2024-11-06	$147.02	$160.00	28.2%	6.7%	23.9%	18.7%	18.1%	1.6%	4.3%	3.6K	-1.2M	-6.5K	0.17	103.57	N/A	N/A	6	1	346	214
2024-11-07	$150.98	$160.00	29.0%	6.1%	25.3%	20.2%	0.0%	8.9%	5.7%	23.5K	-1.9M	-6.3K	0.00	107.46	N/A	N/A	0	0	347	213
2024-11-08	$152.02	$160.00	26.7%	5.8%	24.8%	15.6%	0.0%	-0.7%	6.3%	23.7K	-2.1M	-6.3K	0.00	106.61	N/A	N/A	0	0	347	213
2024-11-11	$149.71	$160.00	36.5%	6.6%	25.4%	35.5%	0.0%	2.4%	6.8%	13.0K	-1.7M	-6.0K	0.00	101.39	N/A	N/A	4	0	347	213
2024-11-12	$149.16	$160.00	23.8%	6.5%	25.4%	9.7%	21.1%	1.6%	6.1%	-18.8K	-1.6M	-5.6K	1.65	104.91	N/A	N/A	20	33	350	213
2024-11-13	$148.68	$150.00	23.0%	6.6%	25.4%	8.1%	0.0%	-2.1%	5.4%	357	-1.7M	-5.9K	0.00	106.97	N/A	N/A	0	0	370	215
2024-11-14	$145.99	$150.00	21.5%	6.2%	26.1%	5.1%	0.0%	0.9%	1.3%	4.4K	-1.2M	-5.6K	0.00	107.72	N/A	N/A	0	0	370	214
2024-11-15	$144.81	$150.00	23.7%	6.8%	26.2%	9.5%	0.0%	-6.0%	1.1%	40.6K	-1.5M	-5.2K	0.00	108.32	N/A	N/A	0	6	370	169
2024-11-18	$144.57	$150.00	22.9%	6.6%	25.7%	8.0%	22.5%	1.9%	-0.1%	31.5K	-355.3K	-4.9K	0.00	110.01	N/A	N/A	2	0	185	72
2024-11-19	$143.62	$150.00	15.6%	4.5%	25.7%	0.0%	0.0%	3.3%	6.5%	33.4K	-259.5K	-4.7K	0.00	110.01	N/A	N/A	0	0	187	72
2024-11-20	$141.76	$150.00	24.6%	7.0%	26.0%	17.0%	18.3%	-0.4%	-1.0%	26.7K	-225.7K	-4.5K	1.00	108.42	N/A	N/A	1	1	187	67
2024-11-21	$144.38	$150.00	22.2%	6.4%	21.9%	12.6%	0.0%	1.9%	-1.1%	33.3K	-359.2K	-4.7K	0.00	111.78	N/A	N/A	0	0	188	66
2024-11-22	$145.30	$150.00	17.1%	4.9%	22.0%	2.8%	0.0%	-0.1%	5.0%	44.4K	-480.8K	-4.8K	0.00	109.40	N/A	N/A	0	0	188	66
2024-11-25	$153.56	$150.00	18.6%	5.3%	30.2%	5.7%	19.9%	3.6%	-0.3%	53.1K	-1.1M	-5.0K	0.00	109.91	N/A	N/A	2	0	188	66
2024-11-26	$151.61	$150.00	17.8%	5.1%	30.5%	4.1%	0.0%	-0.6%	3.1%	51.0K	-911.1K	-4.9K	0.00	113.61	N/A	N/A	1	0	187	66
2024-11-27	$153.13	$150.00	18.3%	5.2%	30.4%	5.1%	0.0%	-0.3%	-0.1%	55.3K	-1.0M	-4.8K	0.00	112.84	N/A	N/A	0	0	186	66
2024-11-29	$153.62	$150.00	19.1%	5.5%	30.1%	6.7%	0.0%	0.4%	2.7%	55.1K	-1.1M	-4.8K	0.00	111.83	N/A	N/A	0	0	186	66