CSGS Options History — August 2015

In August 2015, CSGS traded between $29.92 and $32.65. ATM implied volatility averaged 31.8%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.4% (HV 20d: 26.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 2.52.

Notable Days

  • 2015-08-21: Highest Volume — 448 contracts
  • 2015-08-06: Largest IV spike — 236.0% change
  • 2015-08-06: Highest IV Rank — 52.4%
  • 2015-08-18: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.28$29.92$32.65$30.72$30.85
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV31.8%16.7%99.7%27.2%26.5%
Expected Move6.5%4.7%11.3%7.8%7.6%
HV 20d26.4%16.3%29.9%17.9%29.8%
HV 60d22.3%19.4%23.6%19.4%22.2%
IV Rank11.5%2.4%52.4%8.8%8.3%
IV Percentile51.0%10.3%93.3%57.9%59.9%
Term Structure-0.8%-44.8%8.3%-3.0%-2.5%
VWIV22.9%16.5%32.5%29.2%26.3%
Skew 25d6.8%-44.9%37.2%27.4%22.8%
Skew 10d35.8%-43.1%102.7%70.8%56.2%
Call IV 25d26.7%14.0%92.0%26.7%25.5%
Put IV 25d33.5%19.0%70.0%54.0%48.3%
Bid-Ask Spread %115.35103.64133.91119.31120.61
Gamma HHI0.720.590.810.740.79
Net GEX-68.7K-95.4K-37.1K-55.7K-95.4K
Net DEX418.3K-263.7K1.2M534.0K764.4K
Net VEX-6.4K-7.3K-5.4K-6.2K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.520.793.871.002.13
Total Volume255.90504480288
Total OI1,482.8571,1991,5891,1991,573

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$30.72$0.0027.2%7.8%17.9%8.8%0.0%27.4%-3.0%-55.7K534.0K-6.2K0.00119.31N/AN/A00422777
2015-08-04$30.52$0.0029.1%8.4%17.7%9.9%29.2%-19.2%-5.9%-57.6K538.9K-6.2K1.00117.99N/AN/A6464422777
2015-08-05$30.67$30.0029.7%8.5%16.3%10.3%29.8%-44.9%-6.8%-61.1K516.7K-6.1K0.79117.06N/AN/A8164422794
2015-08-06$32.65$30.0099.7%4.8%26.4%52.4%19.9%0.7%1.0%-37.1K-263.7K-5.4K3.03110.06N/AN/A65197455944
2015-08-07$31.91$30.0059.0%4.7%27.7%27.9%17.7%-0.9%7.0%-62.3K102.2K-6.1K2.40112.84N/AN/A82197472944
2015-08-10$31.96$30.0036.1%5.0%27.7%14.1%16.6%6.1%5.8%-54.9K-32.1K-5.6K2.40116.38N/AN/A82197506944
2015-08-11$31.70$30.0060.7%4.7%27.8%29.0%0.0%4.1%8.3%-67.7K175.9K-5.7K0.00110.98N/AN/A05506944
2015-08-12$31.69$30.0017.0%4.9%27.5%2.6%16.9%4.7%6.9%-69.0K205.4K-5.9K3.34103.64N/AN/A82274506949
2015-08-13$31.57$30.0016.9%4.9%27.2%2.6%16.7%4.3%6.7%-75.5K149.6K-6.1K3.34104.82N/AN/A822745061,023
2015-08-14$31.92$30.0016.7%4.8%27.3%2.4%16.5%4.6%6.1%-70.5K155.7K-6.1K3.05113.96N/AN/A822505061,023
2015-08-17$32.31$30.0019.5%5.6%27.4%4.1%18.4%8.0%3.2%-58.1K33.5K-6.3K3.05116.68N/AN/A822505061,073
2015-08-18$32.00$30.0039.3%11.3%27.6%16.1%32.5%37.2%-44.8%-47.8K346.3K-7.2K3.05133.91N/AN/A822505061,073
2015-08-19$31.84$30.0018.1%5.2%27.5%3.3%0.0%4.3%5.2%-56.9K77.4K-6.2K0.00114.83N/AN/A005061,073
2015-08-20$31.47$30.0017.5%5.0%27.1%2.9%17.5%2.9%5.3%-64.5K142.5K-6.0K2.72116.18N/AN/A922505061,073
2015-08-21$31.07$30.0023.3%6.7%27.2%6.4%23.1%19.9%-1.0%-70.9K443.4K-6.6K3.87116.92N/AN/A923565161,073
2015-08-24$30.60$30.0026.2%7.5%27.7%8.1%26.0%3.7%-1.4%-82.6K881.6K-7.3K2.61119.61N/AN/A922405161,017
2015-08-25$29.92$30.0025.9%7.4%28.8%8.0%25.9%5.7%-1.0%-88.2K1.2M-7.2K2.20118.70N/AN/A922025161,051
2015-08-26$30.00$30.0026.5%7.6%28.5%8.4%26.5%6.7%-2.0%-89.2K1.2M-7.3K2.13115.16N/AN/A921965161,058
2015-08-27$30.43$30.0026.4%7.6%29.1%8.3%26.4%29.3%-2.1%-92.6K1.0M-7.3K2.13110.20N/AN/A921965161,057
2015-08-28$31.06$30.0025.7%7.4%29.9%7.9%25.3%16.2%-1.8%-86.2K629.7K-7.2K2.13112.53N/AN/A921965161,057
2015-08-31$30.85$30.0026.5%7.6%29.8%8.3%26.3%22.8%-2.5%-95.4K764.4K-7.0K2.13120.61N/AN/A921965161,057