CSGS Options History — October 2013

In October 2013, CSGS traded between $23.92 and $27.86. ATM implied volatility averaged 27.6%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 8.9% (HV 20d: 18.7%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.28.

Notable Days

  • 2013-10-08: Highest Volume — 35 contracts
  • 2013-10-10: Largest IV spike — 46.7% change
  • 2013-10-31: Highest IV Rank — 19.4%
  • 2013-10-31: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.94$23.92$27.86$25.27$27.86
Max Pain$26.20$22.50$30.00$22.50$30.00
ATM IV27.6%19.6%36.8%24.8%36.8%
Expected Move8.2%5.9%10.5%7.1%10.5%
HV 20d18.7%10.8%23.4%10.8%20.4%
HV 60d20.5%18.7%21.9%18.8%18.7%
IV Rank11.4%4.4%19.4%8.9%19.4%
IV Percentile49.2%10.3%78.2%38.5%78.2%
Term Structure-1.8%-31.4%5.9%3.9%-2.5%
VWIV23.7%22.1%25.0%24.8%22.9%
Skew 25d3.4%-8.9%24.6%-2.9%7.5%
Skew 10d4.2%-9.1%42.1%-5.1%-9.1%
Call IV 25d26.0%18.3%30.4%25.8%26.8%
Put IV 25d29.4%18.9%50.4%22.9%34.3%
Bid-Ask Spread %91.7114.95120.8814.95120.88
Gamma HHI0.640.490.860.600.57
Net GEX15.4K7.2K21.4K11.2K17.5K
Net DEX-365.6K-549.8K-139.6K-275.9K-549.8K
Net VEX-1.2K-1.7K-777-1.6K-855
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.000.941.00
Total Volume5.87035330
Total OI641.87569667569667

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-10-01$25.27$22.5024.8%7.1%10.8%8.9%24.8%-2.9%3.9%11.2K-275.9K-1.6K0.9414.95N/AN/A1716233336
2013-10-02$24.80$22.5024.1%6.9%12.9%8.3%0.0%-5.6%5.9%10.9K-252.6K-1.6K0.00106.05N/AN/A00250352
2013-10-03$24.36$22.5022.9%6.6%14.4%7.2%0.0%-6.0%4.2%10.6K-219.9K-1.6K0.0061.27N/AN/A200250352
2013-10-04$24.65$25.0027.0%8.7%14.8%10.8%0.0%6.3%-3.3%10.7K-218.4K-1.7K0.00100.45N/AN/A00270352
2013-10-07$24.36$25.0024.2%8.9%15.0%8.4%0.0%4.2%-2.8%9.5K-190.2K-1.6K0.0094.61N/AN/A00270352
2013-10-08$24.15$25.0029.9%8.2%15.3%13.4%0.0%-8.9%-1.2%7.2K-165.4K-1.7K0.00110.76N/AN/A350270352
2013-10-09$23.92$25.0019.6%8.9%15.7%4.4%0.0%4.6%-3.0%7.5K-139.6K-1.7K0.0055.61N/AN/A00305352
2013-10-10$24.56$25.0028.8%8.3%17.5%12.4%0.0%1.6%-2.1%8.8K-211.4K-1.3K0.0094.00N/AN/A00305352
2013-10-11$25.21$25.0028.3%8.1%19.5%12.0%0.0%2.7%-1.7%20.4K-287.8K-1.2K0.0096.74N/AN/A00305352
2013-10-14$25.40$25.0024.8%7.1%19.5%8.9%0.0%24.6%4.5%21.3K-322.9K-1.2K0.00117.98N/AN/A00305352
2013-10-15$25.51$25.0032.8%9.4%19.5%15.9%0.0%-0.4%-5.0%17.2K-330.2K-1.4K0.0098.99N/AN/A00305352
2013-10-16$26.01$25.0030.4%8.7%20.4%13.8%0.0%2.6%-2.2%16.3K-400.2K-1.2K0.0096.33N/AN/A100305352
2013-10-17$26.20$25.0029.8%8.6%20.4%13.3%0.0%12.5%-2.0%19.8K-407.3K-1.1K0.0016.71N/AN/A00299352
2013-10-18$26.54$25.0025.8%7.4%20.6%9.8%0.0%6.5%3.5%18.7K-451.2K-1.1K0.00100.61N/AN/A00299352
2013-10-21$26.75$25.0029.3%8.4%20.7%12.9%0.0%9.2%2.2%18.4K-464.1K-1.1K0.00100.20N/AN/A50286352
2013-10-22$27.19$25.0027.6%7.9%20.9%11.3%25.0%10.5%-0.8%19.4K-498.3K-9920.0091.62N/AN/A010291352
2013-10-23$27.40$30.0020.7%5.9%20.9%5.3%22.1%3.7%-1.9%21.4K-501.2K-8390.00108.37N/AN/A20291362
2013-10-24$27.60$30.0028.7%8.2%20.8%12.3%0.0%4.9%-2.5%18.1K-520.1K-8940.00111.13N/AN/A00291362
2013-10-25$27.42$30.0024.8%7.1%20.9%8.9%0.0%2.8%-3.3%17.7K-512.0K-8730.0074.71N/AN/A00291362
2013-10-28$26.79$30.0035.4%10.1%23.2%18.2%0.0%-8.7%-31.4%16.2K-486.6K-9660.00110.87N/AN/A00291362
2013-10-29$27.15$30.0023.9%6.9%23.4%8.2%22.9%-2.0%3.4%17.1K-474.5K-9571.00108.87N/AN/A1010291362
2013-10-30$27.59$30.0035.1%10.1%22.2%17.9%0.0%8.6%-2.9%18.6K-528.8K-7770.00117.65N/AN/A00301366
2013-10-31$27.86$30.0036.8%10.5%20.4%19.4%0.0%7.5%-2.5%17.5K-549.8K-8550.00120.88N/AN/A00301366