CIGI Options History — June 2025

In June 2025, CIGI traded between $121.25 and $133.18. ATM implied volatility averaged 23.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 3.9% (HV 20d: 26.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-25: Highest Volume — 17 contracts
  • 2025-06-09: Largest IV spike — 36.8% change
  • 2025-06-09: Highest IV Rank — 29.1%
  • 2025-06-02: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$127.84$121.25$133.18$121.25$130.70
ATM IV23.0%19.7%29.0%26.3%21.6%
Expected Move6.4%5.7%7.5%7.5%6.2%
HV 20d26.9%21.6%32.9%32.9%21.9%
HV 60d40.5%39.6%41.4%41.1%40.1%
IV Rank16.1%9.0%29.1%23.0%12.9%
IV Percentile23.7%4.8%56.0%44.0%16.3%
Term Structure7.5%0.4%11.3%2.8%11.3%
Skew 25d-1.0%-7.9%6.3%0.3%-0.0%
Skew 10d-3.3%-14.4%13.1%2.5%-10.1%
Call IV 25d26.7%19.0%34.3%34.3%29.2%
Put IV 25d25.7%16.3%34.6%34.6%29.1%
Bid-Ask Spread %110.68106.69113.48113.48113.22
Gamma HHI0.540.450.660.660.46
Net GEX-19.5K-24.8K-14.3K-24.1K-24.8K
Net DEX189.0K23.2K368.5K354.9K179.6K
Net VEX-2.3K-2.5K-1.9K-2.4K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.5501701
Total OI135.35128155128154

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$121.25$0.0026.3%7.5%32.9%23.0%0.0%0.3%2.8%-24.1K354.9K-2.4K0.00113.48N/AN/A003296
2025-06-03$121.30$0.0024.6%7.1%32.9%19.6%0.0%6.3%4.0%-24.8K368.5K-2.5K0.00109.03N/AN/A003296
2025-06-04$123.88$0.0023.0%6.6%32.0%16.0%0.0%-3.7%0.4%-22.4K299.6K-2.4K0.00112.04N/AN/A003296
2025-06-05$125.82$0.0025.0%6.7%31.5%20.4%0.0%-0.8%6.6%-20.1K248.6K-2.4K0.00110.56N/AN/A103296
2025-06-06$125.67$0.0021.2%6.1%31.0%12.2%0.0%-2.7%8.9%-20.1K254.7K-2.3K0.00109.18N/AN/A003296
2025-06-09$127.38$0.0029.0%6.8%31.3%29.1%0.0%4.5%4.4%-20.7K223.7K-2.3K0.00109.93N/AN/A303296
2025-06-10$128.33$0.0028.0%6.6%27.3%26.7%0.0%-1.0%7.5%-18.2K164.9K-2.3K0.00109.91N/AN/A003596
2025-06-11$128.35$0.0019.7%5.7%27.3%9.0%0.0%-4.9%10.6%-16.9K148.4K-2.2K0.00109.25N/AN/A303596
2025-06-12$130.03$0.0021.6%6.2%26.5%13.0%0.0%2.1%7.7%-14.3K132.8K-2.4K0.00111.49N/AN/A003896
2025-06-13$126.47$0.0022.6%6.5%27.9%15.1%0.0%-5.5%6.3%-18.3K183.6K-2.3K0.00109.94N/AN/A003896
2025-06-16$128.45$0.0024.5%7.0%28.3%19.2%0.0%-4.7%9.8%-16.2K117.0K-2.2K0.00108.80N/AN/A003896
2025-06-17$127.40$0.0022.6%6.5%27.5%15.1%0.0%0.8%9.6%-18.1K206.9K-2.3K0.00111.55N/AN/A003896
2025-06-18$128.88$0.0021.5%6.2%27.6%12.8%0.0%-3.2%6.5%-17.4K137.7K-2.2K0.00110.31N/AN/A003896
2025-06-20$128.80$0.0022.0%6.3%21.6%13.8%0.0%-3.3%9.6%-17.8K132.9K-2.2K0.00106.69N/AN/A023896
2025-06-23$131.36$0.0021.8%6.3%21.8%13.4%0.0%-2.0%8.6%-15.7K23.2K-1.9K0.00111.43N/AN/A003898
2025-06-24$133.18$0.0020.2%5.8%21.7%10.0%0.0%-7.9%9.2%-15.1K35.4K-2.0K0.00112.23N/AN/A103899
2025-06-25$129.11$0.0023.1%6.6%23.0%16.1%0.0%0.6%8.6%-17.8K119.9K-2.0K0.00111.04N/AN/A0173999
2025-06-26$130.13$0.0020.3%5.8%22.3%10.2%0.0%3.9%8.6%-24.0K236.2K-2.5K0.00112.34N/AN/A2039116
2025-06-27$130.34$0.0022.0%6.3%21.9%13.8%0.0%0.7%9.5%-22.8K210.6K-2.4K0.00111.25N/AN/A1037116
2025-06-30$130.70$0.0021.6%6.2%21.9%12.9%0.0%-0.0%11.3%-24.8K179.6K-2.2K0.00113.22N/AN/A1038116