CIGI Options History — March 2026 In March 2026, CIGI traded between $99.60 and $118.57. ATM implied volatility averaged 42.2%, placing in the 59.5% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 10.9% (HV 20d: 53.1%). Max pain ranged from $105.00 to $130.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 20.57.
Notable Days 2026-03-16 : Highest Volume — 241 contracts2026-03-13 : Largest IV drop — 15.9% change2026-03-09 : Highest IV Rank — 73.6%2026-03-02 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $108.96 $99.60 $118.57 $116.63 $107.04 Max Pain $108.95 $105.00 $130.00 $130.00 $105.00 ATM IV 42.2% 36.3% 49.0% 47.4% 45.0% Expected Move 11.6% 10.5% 13.6% 13.6% 12.9% HV 20d 53.1% 37.1% 73.1% 72.9% 41.3% HV 60d 45.8% 44.2% 48.5% 44.2% 48.5% IV Rank 59.5% 47.4% 73.6% 70.3% 65.3% IV Percentile 85.2% 72.2% 98.0% 96.8% 91.7% Term Structure 0.1% -9.6% 6.4% -9.6% -0.7% VWIV 50.8% 40.1% 79.6% 46.4% 45.7% Skew 25d 5.1% -3.9% 15.0% -0.3% 5.9% Skew 10d 11.8% -0.7% 34.1% 1.9% 34.1% Call IV 25d 41.0% 33.9% 50.7% 48.4% 45.6% Put IV 25d 46.1% 38.7% 57.4% 48.1% 51.5% Bid-Ask Spread % 71.44 37.10 109.02 103.79 45.86 Gamma HHI 0.36 0.27 0.52 0.32 0.39 Net GEX -16.0K -90.6K 27.6K 27.6K -32.8K Net DEX 3.5M 1.8M 5.6M 3.4M 1.8M Net VEX -11.3K -18.8K -5.1K -18.8K -7.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 20.57 0.00 240.00 1.00 0.33 Total Volume 15.316 0 241 2 4 Total OI 1,538.579 988 1,824 1,804 993
Daily Data (19 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 2026-03-02 $116.63 $130.00 47.4% 13.6% 72.9% 70.3% 46.4% -0.3% -9.6% 27.6K 3.4M -18.8K 1.00 103.79 N/A N/A 1 1 1,045 759 2026-03-03 $117.33 $130.00 45.2% 13.0% 73.1% 65.8% 0.0% 15.0% -8.1% 12.4K 3.7M -17.6K 0.00 108.00 N/A N/A 0 1 1,046 760 2026-03-04 $118.25 $130.00 39.9% 11.4% 70.8% 54.7% 0.0% 4.7% -3.9% -7.4K 3.4M -18.4K 0.00 109.02 N/A N/A 0 2 1,046 760 2026-03-05 $118.57 $105.00 41.1% 10.5% 66.9% 57.3% 0.0% 4.9% 2.1% -8.2K 3.1M -18.5K 0.00 100.85 N/A N/A 0 0 1,046 761 2026-03-06 $116.12 $105.00 44.4% 11.2% 67.0% 64.0% 44.9% 5.8% 1.3% 3.5K 3.8M -17.2K 3.00 101.39 N/A N/A 4 12 1,046 761 2026-03-09 $118.02 $105.00 49.0% 10.5% 65.8% 73.6% 79.6% 12.5% 1.8% 17.4K 3.8M -17.0K 0.00 100.92 N/A N/A 0 2 1,048 772 2026-03-10 $111.13 $105.00 44.8% 11.8% 66.7% 65.0% 40.1% 11.3% -0.4% 7.8K 5.4M -12.2K 0.50 102.47 N/A N/A 2 1 1,048 773 2026-03-11 $109.59 $105.00 38.8% 11.1% 65.2% 52.6% 0.0% 4.0% 1.4% 20.8K 5.6M -11.1K 1.00 105.10 N/A N/A 2 2 1,050 774 2026-03-12 $106.14 $105.00 44.8% 0.0% 52.0% 64.8% 0.0% 7.9% -1.5% -31.0K 5.3M -9.1K 0.00 43.58 N/A N/A 0 0 1,051 716 2026-03-13 $107.87 $105.00 37.6% 10.8% 46.2% 50.2% 0.0% 6.9% 3.0% 9.7K 4.2M -11.2K 0.00 54.65 N/A N/A 3 0 1,051 656 2026-03-16 $108.76 $105.00 36.3% 10.8% 41.9% 47.4% 0.0% 2.5% 2.9% 14.1K 4.3M -10.1K 240.00 50.20 N/A N/A 1 240 1,054 656 2026-03-18 $106.34 $105.00 39.9% 11.5% 41.8% 54.8% 0.0% 3.6% 0.9% -12.7K 4.4M -8.6K 0.00 43.27 N/A N/A 2 0 1,055 625 2026-03-19 $103.59 $105.00 40.0% 11.3% 37.1% 55.0% 0.0% -1.4% 1.8% -25.4K 2.3M -7.7K 0.00 38.63 N/A N/A 3 0 1,057 405 2026-03-20 $99.95 $105.00 39.7% 10.5% 38.6% 54.4% 51.7% -3.9% 6.4% -90.6K 2.6M -6.2K 0.00 56.65 N/A N/A 3 0 1,060 401 2026-03-25 $102.90 $105.00 37.6% 10.8% 40.6% 50.1% 0.0% 2.5% 4.0% -60.4K 2.3M -6.1K 0.00 47.47 N/A N/A 0 0 626 363 2026-03-26 $99.63 $105.00 41.5% 11.9% 40.9% 58.1% 0.0% 0.5% 4.5% -58.7K 2.5M -5.2K 1.00 57.31 N/A N/A 1 1 626 362 2026-03-27 $99.60 $105.00 44.0% 12.6% 39.7% 63.3% 0.0% 8.2% -1.4% -57.0K 2.5M -5.1K 0.00 51.04 N/A N/A 0 1 627 363 2026-03-30 $102.75 $105.00 44.2% 12.7% 40.7% 63.7% 47.5% 6.7% -2.6% -32.6K 2.0M -6.5K 0.00 37.10 N/A N/A 2 0 627 364 2026-03-31 $107.04 $105.00 45.0% 12.9% 41.3% 65.3% 45.7% 5.9% -0.7% -32.8K 1.8M -7.3K 0.33 45.86 N/A N/A 3 1 629 364
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