CIGI Options History — February 2026

In February 2026, CIGI traded between $110.45 and $146.55. ATM implied volatility averaged 42.1%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 12.0% (HV 20d: 54.1%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 2.28.

Notable Days

  • 2026-02-04: Highest Volume — 404 contracts
  • 2026-02-11: Largest IV drop — 37.7% change
  • 2026-02-10: Highest IV Rank — 83.7%
  • 2026-02-04: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$124.50$110.45$146.55$135.99$118.67
Max Pain$131.58$130.00$140.00$140.00$130.00
ATM IV42.1%33.6%53.9%41.9%40.1%
Expected Move11.1%8.8%12.8%12.0%11.5%
HV 20d54.1%15.6%72.9%15.6%72.9%
HV 60d36.4%20.8%44.1%20.8%44.1%
IV Rank59.4%41.9%83.7%58.9%55.1%
IV Percentile88.1%70.6%99.6%90.9%82.5%
Term Structure-5.1%-14.2%1.3%-11.2%-4.1%
VWIV42.8%27.7%56.3%34.1%52.7%
Skew 25d4.4%-1.8%13.6%0.0%-0.0%
Skew 10d3.9%-16.5%19.6%2.2%-0.6%
Call IV 25d36.1%23.6%44.3%39.6%38.8%
Put IV 25d40.6%29.9%49.7%39.6%38.8%
Bid-Ask Spread %103.7097.71107.11105.92106.92
Gamma HHI0.400.290.670.310.32
Net GEX-32.3K-123.5K91.6K-35.5K-495
Net DEX2.5M-2.8M5.2M549.7K2.9M
Net VEX-13.3K-21.8K-2.9K-9.2K-20.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.280.0019.001.012.00
Total Volume54.158040403
Total OI1,281.7376921,8926921,801

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$135.99$140.0041.9%12.0%15.6%58.9%0.0%0.0%-11.2%-35.5K549.7K-9.2K0.00105.92N/AN/A00373319
2026-02-03$128.43$140.0041.5%11.9%23.2%58.2%34.1%-1.8%-7.4%-75.2K2.2M-6.9K0.00107.11N/AN/A02373319
2026-02-04$136.25$140.0044.6%12.8%33.0%64.4%49.9%10.9%-14.2%-56.8K1.1M-8.6K1.01104.65N/AN/A201203373319
2026-02-05$134.20$130.0045.5%8.8%32.8%66.4%0.0%0.9%0.0%-52.5K1.1M-15.3K0.00102.75N/AN/A00574522
2026-02-06$138.94$130.0042.7%8.9%35.5%60.7%0.0%6.3%-3.7%-8.4K43.9K-15.8K0.00105.89N/AN/A00574522
2026-02-09$143.03$130.0046.1%8.9%37.2%67.5%0.0%-0.1%-2.9%44.7K-1.4M-14.9K0.00103.40N/AN/A10574522
2026-02-10$146.55$130.0053.9%9.3%38.2%83.7%27.7%7.0%-4.4%91.6K-2.8M-14.1K0.33102.96N/AN/A31575522
2026-02-11$129.70$130.0033.6%9.6%57.8%41.9%0.0%-1.0%-0.7%-110.2K2.3M-13.0K0.33103.62N/AN/A31578521
2026-02-12$120.03$130.0042.7%12.2%63.2%60.7%44.4%13.6%-5.1%-94.4K4.5M-7.7K0.3997.71N/AN/A3313581521
2026-02-13$113.23$130.0040.6%11.6%64.6%56.3%47.0%8.6%-3.6%-68.1K5.2M-4.3K0.2898.07N/AN/A14842585536
2026-02-17$110.45$130.0043.5%12.5%64.6%62.2%56.3%6.9%-5.2%-44.5K4.0M-2.9K19.0098.66N/AN/A8152624449
2026-02-18$116.48$130.0037.0%10.6%68.9%48.8%28.2%5.4%1.3%-123.5K4.5M-9.8K0.97105.83N/AN/A9794631595
2026-02-19$116.33$130.0037.8%10.8%68.9%50.5%40.2%6.6%-4.4%-95.4K4.4M-13.4K2.00103.50N/AN/A24716684
2026-02-20$114.66$130.0041.3%11.8%68.9%57.7%0.0%-0.0%-4.6%7.6K3.6M-20.3K0.00103.47N/AN/A001,108784
2026-02-23$111.48$130.0043.2%12.4%69.2%61.7%48.1%-0.8%-6.2%-1.4K4.3M-17.4K0.09102.39N/AN/A1111,031752
2026-02-24$113.88$130.0042.8%12.3%70.1%60.8%0.0%3.5%-7.9%7.8K4.1M-17.8K1.00106.92N/AN/A221,042753
2026-02-25$116.45$130.0038.8%11.1%71.0%52.6%52.7%11.6%-4.3%9.3K3.7M-18.8K0.00104.93N/AN/A021,044755
2026-02-26$120.81$130.0042.8%12.3%72.8%60.8%0.0%6.8%-8.6%-8.4K2.5M-21.8K0.00105.66N/AN/A001,044757
2026-02-27$118.67$130.0040.1%11.5%72.9%55.1%0.0%-0.0%-4.1%-4952.9M-20.3K2.00106.92N/AN/A121,044757