CIGI Options History — December 2024

In December 2024, CIGI traded between $134.32 and $154.09. ATM implied volatility averaged 21.9%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 4.6% (HV 20d: 26.5%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-12-24: Highest Volume — 10 contracts
  • 2024-12-11: Largest IV drop — 28.9% change
  • 2024-12-10: Highest IV Rank — 25.1%
  • 2024-12-18: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$143.53$134.32$154.09$152.09$135.61
Max Pain$146.50$145.00$150.00$150.00$145.00
ATM IV21.9%18.3%28.8%20.8%21.4%
Expected Move6.1%5.2%7.5%6.0%6.1%
HV 20d26.5%20.9%31.4%30.1%21.6%
HV 60d24.6%23.9%25.5%24.8%24.7%
IV Rank12.0%5.1%25.1%9.8%11.0%
IV Percentile15.2%1.2%47.6%6.7%12.7%
Term Structure6.4%-4.5%10.4%-0.6%10.4%
VWIV26.2%26.2%26.2%26.2%26.2%
Skew 25d-0.2%-6.7%3.6%1.1%0.6%
Skew 10d1.7%-5.5%7.6%4.9%0.1%
Call IV 25d25.1%20.0%28.6%27.8%28.5%
Put IV 25d25.0%16.3%29.1%28.9%29.1%
Bid-Ask Spread %111.88108.54115.01114.45115.01
Gamma HHI0.240.120.360.250.16
Net GEX33.1K6.4K62.6K48.6K11.7K
Net DEX-393.3K-1.1M82.8K-930.5K39.2K
Net VEX-3.5K-4.6K-2.4K-4.6K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.003.000.000.00
Total Volume1.14301000
Total OI239.095198257252210

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$152.09$150.0020.8%6.0%30.1%9.8%0.0%1.1%-0.6%48.6K-930.5K-4.6K0.00114.45N/AN/A0018666
2024-12-03$153.06$150.0020.2%5.8%29.8%8.7%0.0%0.4%-1.3%56.0K-1.0M-4.6K0.00114.20N/AN/A0018666
2024-12-04$154.09$150.0018.3%5.2%27.3%5.1%0.0%-0.2%-4.5%62.6K-1.1M-4.5K0.00113.56N/AN/A0018666
2024-12-05$152.19$0.0018.8%6.0%27.3%6.0%0.0%3.6%6.9%48.1K-927.9K-4.5K0.00109.75N/AN/A0318666
2024-12-06$151.72$0.0020.8%5.4%25.7%9.8%0.0%-6.7%10.3%61.1K-881.1K-4.4K0.00109.51N/AN/A0018669
2024-12-09$149.32$0.0024.0%6.3%26.2%16.0%0.0%-0.5%5.4%53.6K-695.2K-4.2K0.00109.71N/AN/A0018669
2024-12-10$147.30$0.0028.8%6.1%26.1%25.1%0.0%-2.8%2.5%43.5K-571.5K-4.2K0.00109.50N/AN/A0218669
2024-12-11$149.00$0.0020.4%5.9%26.4%9.2%0.0%2.3%6.5%54.9K-684.1K-4.1K0.00111.41N/AN/A0218669
2024-12-12$148.83$0.0020.2%5.8%26.4%8.7%0.0%0.2%7.4%51.5K-621.6K-4.0K0.00111.70N/AN/A0018671
2024-12-13$145.39$0.0021.8%6.2%26.9%11.7%0.0%-0.5%7.8%37.7K-339.8K-3.9K0.00110.56N/AN/A1018669
2024-12-16$145.53$0.0021.9%6.3%26.7%12.0%0.0%0.2%7.4%37.9K-382.0K-3.6K0.00111.09N/AN/A0018669
2024-12-17$143.63$0.0021.9%6.3%27.2%11.9%0.0%-1.3%8.9%28.4K-244.8K-3.5K0.00111.98N/AN/A0018669
2024-12-18$137.32$0.0026.3%7.5%31.4%20.4%0.0%-1.1%7.4%14.0K82.8K-3.0K0.00109.25N/AN/A0018669
2024-12-19$135.72$0.0024.1%6.9%31.3%16.1%26.2%-1.3%10.3%6.4K53.3K-2.8K3.00108.54N/AN/A1318659
2024-12-20$135.88$145.0021.7%6.2%30.4%11.6%0.0%1.0%8.6%15.8K4.4K-2.6K0.00111.95N/AN/A0018752
2024-12-23$135.30$145.0020.6%5.9%30.2%9.4%0.0%0.6%8.8%14.6K-33.9K-2.5K0.00113.12N/AN/A0015147
2024-12-24$136.31$145.0021.5%6.2%21.3%11.2%0.0%0.8%8.4%15.1K-51.8K-2.6K0.00113.34N/AN/A01015147
2024-12-26$136.89$145.0022.2%6.4%21.5%12.5%0.0%0.8%8.0%12.5K-24.8K-2.7K0.00113.80N/AN/A0015157
2024-12-27$134.54$145.0023.7%6.8%21.1%15.4%0.0%0.2%7.6%11.1K23.9K-2.6K0.00112.95N/AN/A2015157
2024-12-30$134.32$145.0020.7%5.9%20.9%9.8%0.0%-0.9%8.6%11.0K18.8K-2.6K0.00114.11N/AN/A0015357
2024-12-31$135.61$145.0021.4%6.1%21.6%11.0%0.0%0.6%10.4%11.7K39.2K-2.4K0.00115.01N/AN/A0015357