CSGS Options History — October 2014

In October 2014, CSGS traded between $25.24 and $26.50. ATM implied volatility averaged 59.8%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 42.1% (HV 20d: 17.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.95.

Notable Days

  • 2014-10-08: Highest Volume — 43 contracts
  • 2014-10-07: Largest IV spike — 197.3% change
  • 2014-10-14: Highest IV Rank — 79.0%
  • 2014-10-10: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.91$25.24$26.50$26.44$26.49
ATM IV59.8%23.5%119.8%67.7%30.0%
Expected Move9.6%5.9%13.5%10.0%7.9%
HV 20d17.7%11.6%24.8%12.9%24.8%
HV 60d17.0%15.5%18.2%15.9%18.2%
IV Rank33.5%5.9%79.0%39.5%10.9%
IV Percentile65.2%11.5%97.6%90.5%29.0%
Term Structure-15.3%-74.4%26.1%-41.9%5.5%
Skew 25d0.1%-68.6%21.2%-9.3%6.1%
Skew 10d5.3%-32.3%78.6%1.4%31.3%
Call IV 25d55.7%19.0%153.3%63.5%28.2%
Put IV 25d55.8%24.5%157.3%54.2%34.3%
Bid-Ask Spread %117.5287.82141.30138.7387.82
Gamma HHI0.640.500.880.780.50
Net GEX-2.0K-5.2K-750-1.1K-1.9K
Net DEX53.0K40.6K63.4K46.6K54.0K
Net VEX-118-191-70-189-82
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.950.950.950.95
Total Volume16043011
Total OI49.08731636331

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$26.44$0.0067.7%10.0%12.9%39.5%0.0%-9.3%-41.9%-1.1K46.6K-1890.00138.73N/AN/A002241
2014-10-02$26.36$0.00113.4%8.3%12.7%74.1%0.0%4.0%-74.4%-1.4K44.8K-1750.00117.03N/AN/A002241
2014-10-03$26.36$0.0063.2%10.3%12.7%36.1%0.0%-68.6%-51.3%-83844.7K-1910.00137.47N/AN/A002241
2014-10-06$26.30$0.0023.5%7.7%12.7%5.9%0.0%7.1%5.8%-3.0K57.6K-1160.00103.36N/AN/A002241
2014-10-07$26.00$0.0069.8%8.1%11.6%41.0%0.0%-13.6%-12.0%-1.4K54.0K-1530.00141.30N/AN/A002241
2014-10-08$26.50$0.0034.3%7.2%13.1%14.1%0.0%1.6%1.8%-2.7K58.3K-1100.95101.84N/AN/A22212241
2014-10-09$25.90$0.0083.8%11.4%15.1%51.7%0.0%-9.1%-17.0%-1.7K49.3K-1430.95135.46N/AN/A22212241
2014-10-10$25.76$0.0085.3%13.5%14.7%52.8%0.0%-2.6%-34.2%-75040.6K-1680.95118.89N/AN/A22212241
2014-10-13$25.85$0.00112.7%10.5%14.7%73.6%0.0%11.4%-21.5%-1.6K52.1K-1370.95139.15N/AN/A22212241
2014-10-14$26.07$0.00119.8%10.9%15.0%79.0%0.0%12.7%-15.1%-1.7K52.4K-1260.95137.44N/AN/A22212241
2014-10-15$25.24$0.0024.1%9.9%18.1%6.4%0.0%21.2%-15.7%-5.2K60.4K-1150.95119.29N/AN/A22212241
2014-10-16$25.66$0.0031.4%8.1%19.0%11.9%0.0%0.2%6.8%-3.0K62.7K-1100.00103.30N/AN/A002241
2014-10-17$25.50$0.0030.0%7.5%19.1%10.9%0.0%0.8%-2.6%-4.6K63.4K-850.0088.46N/AN/A002241
2014-10-20$25.49$0.0052.6%7.8%19.0%28.0%0.0%8.8%-13.8%-1.7K53.1K-940.00106.13N/AN/A011031
2014-10-21$25.81$0.0030.5%7.7%19.5%11.2%0.0%9.0%-8.6%-1.9K54.2K-830.0094.53N/AN/A011031
2014-10-22$25.34$0.0090.0%12.1%20.1%56.4%0.0%1.6%-35.6%-1.0K46.6K-1160.00131.41N/AN/A011031
2014-10-23$25.44$0.0051.5%11.8%20.2%27.2%0.0%-5.6%3.1%-1.7K57.6K-740.00120.56N/AN/A011031
2014-10-24$25.44$0.0032.1%8.8%20.1%12.5%0.0%-0.4%-5.6%-1.7K57.8K-700.00110.70N/AN/A011031
2014-10-27$25.27$0.0071.1%12.1%20.0%42.0%0.0%-2.7%-22.4%-1.2K48.9K-1030.00111.68N/AN/A011031
2014-10-28$26.12$0.0095.4%12.5%23.6%60.5%0.0%14.9%-26.7%-1.3K53.0K-980.00133.95N/AN/A011031
2014-10-29$26.40$0.0032.5%5.9%23.8%12.8%0.0%5.9%-2.4%-1.9K56.1K-790.00116.27N/AN/A011031
2014-10-30$26.08$0.0030.8%9.8%24.2%11.5%0.0%9.9%26.1%-1.9K50.0K-920.00108.15N/AN/A011031
2014-10-31$26.49$0.0030.0%7.9%24.8%10.9%0.0%6.1%5.5%-1.9K54.0K-820.0087.82N/AN/A011031