CSGS Options History — July 2015

In July 2015, CSGS traded between $30.43 and $32.21. ATM implied volatility averaged 45.8%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 27.4% (HV 20d: 18.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.91.

Notable Days

  • 2015-07-07: Highest Volume — 173 contracts
  • 2015-07-09: Largest IV spike — 284.3% change
  • 2015-07-14: Highest IV Rank — 100.0%
  • 2015-07-02: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.30$30.43$32.21$32.21$31.05
ATM IV45.8%19.6%178.6%46.1%25.1%
Expected Move7.7%5.6%15.9%13.2%7.2%
HV 20d18.3%15.4%19.7%18.3%17.6%
HV 60d20.6%19.5%21.3%19.7%19.5%
IV Rank22.6%4.2%100.0%24.8%7.5%
IV Percentile56.0%28.2%100.0%71.4%50.0%
Term Structure-6.5%-60.6%5.2%-51.3%-1.6%
Skew 25d-7.1%-93.2%28.5%-93.2%2.9%
Skew 10d29.1%-54.6%81.0%52.3%3.1%
Call IV 25d39.5%15.1%119.1%112.8%23.4%
Put IV 25d32.3%19.6%65.4%19.6%26.3%
Bid-Ask Spread %121.69113.31140.41135.80121.61
Gamma HHI0.670.540.760.540.73
Net GEX-40.0K-56.1K-12.1K-12.1K-55.1K
Net DEX242.1K-213.4K640.6K-213.4K429.9K
Net VEX-6.4K-6.8K-5.6K-5.6K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.271.250.270.73
Total Volume140.9559817398111
Total OI1,114.2279281,1999281,199

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$32.21$0.0046.1%13.2%18.3%24.8%0.0%-93.2%-51.3%-12.1K-213.4K-5.6K0.27135.80N/AN/A7721407521
2015-07-02$31.76$0.0055.5%15.9%18.6%31.7%0.0%-66.8%-60.6%-16.3K-73.9K-5.8K0.31140.41N/AN/A7724407522
2015-07-06$31.64$0.0058.2%6.5%17.9%33.7%0.0%7.6%0.3%-17.5K-45.0K-5.8K0.31116.87N/AN/A7724407526
2015-07-07$31.32$0.0021.4%7.1%15.4%6.5%0.0%15.3%-1.1%-19.8K59.7K-5.7K1.25120.06N/AN/A7796407526
2015-07-08$30.68$0.0019.6%6.9%17.0%5.1%0.0%24.2%-1.1%-32.3K352.6K-6.3K1.16113.31N/AN/A7789407621
2015-07-09$31.43$0.0075.3%6.5%18.1%46.4%0.0%8.4%-0.5%-35.3K166.7K-6.4K1.16117.13N/AN/A7789407666
2015-07-10$31.68$0.00146.3%6.5%18.4%99.1%0.0%-37.4%-0.1%-32.4K50.5K-6.3K1.16119.29N/AN/A7789407666
2015-07-13$31.69$0.0096.1%5.8%18.4%61.9%0.0%-38.6%5.0%-35.4K80.5K-6.5K1.16119.68N/AN/A7789407710
2015-07-14$31.89$0.00178.6%11.2%17.9%100.0%0.0%-41.5%-25.6%-38.0K168.0K-6.8K1.16132.08N/AN/A7789407754
2015-07-15$31.56$0.0022.8%6.5%18.2%6.1%0.0%-40.6%0.5%-40.4K170.4K-6.8K1.17122.61N/AN/A7689407754
2015-07-16$31.95$0.0020.1%5.7%18.3%4.5%0.0%10.5%5.2%-36.3K37.1K-6.5K1.17120.11N/AN/A7689406754
2015-07-17$31.67$0.0019.7%5.6%18.5%4.2%0.0%7.8%4.8%-42.7K167.3K-6.6K1.17122.65N/AN/A7689406754
2015-07-20$31.38$0.0023.0%6.6%18.7%6.2%0.0%5.7%0.9%-45.3K250.6K-6.6K0.87121.97N/AN/A7666406754
2015-07-21$31.23$0.0024.1%6.9%18.8%6.9%0.0%9.2%-2.3%-48.5K280.3K-6.7K0.87118.54N/AN/A7666406775
2015-07-22$31.47$0.0024.6%7.1%18.7%7.2%0.0%6.7%-1.9%-45.6K222.0K-6.6K0.87119.92N/AN/A7666406775
2015-07-23$30.92$0.0023.9%6.9%19.6%6.8%0.0%23.0%-1.8%-52.9K429.4K-6.7K0.87120.56N/AN/A7666406775
2015-07-24$30.56$0.0024.2%6.9%19.7%7.0%0.0%-4.2%-1.8%-55.0K606.1K-6.6K0.87119.77N/AN/A7666406775
2015-07-27$30.43$0.0025.5%7.3%19.5%7.7%0.0%3.5%-2.8%-56.1K640.6K-6.5K1.03117.63N/AN/A6466406775
2015-07-28$30.47$0.0025.3%7.3%18.7%7.6%0.0%3.5%-2.6%-55.8K608.2K-6.5K1.03117.95N/AN/A6466422775
2015-07-29$30.80$0.0025.9%7.4%19.2%8.0%0.0%28.5%-2.7%-53.2K485.8K-6.4K0.73118.57N/AN/A6447422775
2015-07-30$30.85$0.0025.9%7.4%17.9%8.0%0.0%8.2%-2.5%-53.8K452.6K-6.4K0.73120.64N/AN/A6447422777
2015-07-31$31.05$0.0025.1%7.2%17.6%7.5%0.0%2.9%-1.6%-55.1K429.9K-6.5K0.73121.61N/AN/A6447422777