Colliers International Group Inc. Subordinate Voting Shares Options
Search CIGI call options and put options with real-time pricing, Greeks, and implied volatility data.
Search CIGI Options NowAbout CIGI Options
Colliers International Group Inc. Subordinate Voting Shares (CIGI) options give traders the right to buy or sell CIGI stock at a predetermined price before a specific expiration date. Options are powerful financial instruments used for speculation, hedging, and income generation.
Call Options
CIGI call options give you the right to buy shares at the strike price. Profit when Colliers International Group Inc. Subordinate Voting Shares stock rises.
Put Options
CIGI put options give you the right to sell shares at the strike price. Profit when Colliers International Group Inc. Subordinate Voting Shares stock falls.
What Data You'll Find
Our free CIGI options search tool provides:
- Strike Prices — Various price levels for calls and puts
- Expiration Dates — Filter by 7, 30, 60, or 90 days out
- Premium (Price) — Current option contract prices
- Volume & Open Interest — Liquidity and market activity
- Implied Volatility (IV) — Market's expected price movement
- Greeks — Delta, Gamma, Theta, Vega sensitivity measures
- Intrinsic & Extrinsic Value — Value breakdown
Understanding CIGI Options Greeks
When trading Colliers International Group Inc. Subordinate Voting Shares options, the Greeks help you understand how the option price will change:
Delta (Δ)
How much the CIGI option price moves when the stock moves $1. A delta of 0.50 means the option gains $0.50 for every $1 stock increase.
Theta (Θ)
Daily time decay of the option. CIGI options lose value each day as expiration approaches, even if the stock price stays flat.
Gamma (Γ)
Rate of Delta change. Higher gamma means Delta moves faster, making near-ATM CIGI options more responsive to price changes.
Vega (ν)
Volatility sensitivity. When Colliers International Group Inc. Subordinate Voting Shares's implied volatility rises, high-vega options become more valuable.
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