CSGS Options History — October 2015

In October 2015, CSGS traded between $31.04 and $33.61. ATM implied volatility averaged 29.7%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 12.6% (HV 20d: 17.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.14.

Notable Days

  • 2015-10-19: Highest Volume — 259 contracts
  • 2015-10-06: Largest IV spike — 213.3% change
  • 2015-10-09: Highest IV Rank — 34.3%
  • 2015-10-06: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.25$31.04$33.61$31.04$33.51
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV29.7%15.7%69.6%20.0%20.4%
Expected Move6.3%4.5%7.4%5.7%5.8%
HV 20d17.1%14.9%19.7%18.9%19.7%
HV 60d22.3%19.7%23.5%22.5%19.7%
IV Rank10.3%1.9%34.3%4.4%4.6%
IV Percentile48.8%4.4%90.1%31.3%34.5%
Term Structure1.7%-3.9%9.2%9.2%-3.6%
VWIV18.3%16.3%20.3%16.3%20.3%
Skew 25d4.8%-3.4%12.6%-1.1%-3.4%
Skew 10d9.2%-8.2%34.9%34.9%-8.2%
Call IV 25d20.9%13.5%25.3%25.2%24.2%
Put IV 25d25.7%20.5%29.8%24.1%20.8%
Bid-Ask Spread %108.3798.46122.84102.87122.84
Gamma HHI0.550.500.670.670.50
Net GEX-23.3K-41.5K-1.7K-41.5K-1.7K
Net DEX72.9K-267.8K513.6K513.6K-262.6K
Net VEX-4.5K-5.6K-2.9K-4.9K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.377.007.000.37
Total Volume216.0450259112219
Total OI997.9099201,063920966

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-10-01$31.04$30.0020.0%5.7%18.9%4.4%16.3%-1.1%9.2%-41.5K513.6K-4.9K7.00102.87N/AN/A1498278642
2015-10-02$31.20$30.0022.0%6.3%18.8%5.6%20.3%0.6%5.8%-39.6K465.0K-4.9K7.00105.83N/AN/A1498278642
2015-10-05$31.57$0.0019.3%7.3%15.7%4.0%0.0%12.0%-0.9%-38.0K367.6K-4.7K0.00106.82N/AN/A00278642
2015-10-06$31.78$0.0060.4%7.4%15.6%28.8%0.0%10.2%-1.2%-35.1K271.0K-4.6K0.64114.68N/AN/A15398278642
2015-10-07$31.76$0.0029.9%7.3%14.9%10.4%0.0%2.8%0.2%-23.8K140.4K-5.6K0.64104.43N/AN/A15398414642
2015-10-08$31.94$0.0033.5%7.3%14.9%12.5%0.0%3.7%0.4%-22.4K102.3K-5.5K0.6498.46N/AN/A15398413642
2015-10-09$32.19$0.0069.6%6.2%15.0%34.3%0.0%4.7%7.0%-20.7K52.4K-5.4K0.64100.06N/AN/A15398413642
2015-10-12$32.57$0.0064.7%5.4%15.2%31.4%0.0%4.3%-1.6%-14.7K-67.2K-5.2K0.64101.02N/AN/A15398413642
2015-10-13$31.92$0.0059.8%6.3%17.0%28.4%0.0%4.5%5.7%-23.4K90.5K-5.2K0.64109.08N/AN/A15398413642
2015-10-14$31.57$0.0023.2%6.7%17.5%6.4%0.0%0.4%1.4%-30.1K206.9K-5.1K0.64111.06N/AN/A15398413642
2015-10-15$32.02$0.0022.1%6.3%17.8%5.7%0.0%12.6%4.8%-25.5K87.7K-5.0K0.64120.91N/AN/A15398413642
2015-10-16$31.99$0.0022.0%6.3%16.6%5.6%0.0%10.9%4.8%-26.1K85.0K-5.0K0.64104.96N/AN/A15398413642
2015-10-19$32.55$0.0015.7%4.5%17.0%1.9%0.0%11.8%6.1%-19.3K-48.4K-4.9K0.61110.58N/AN/A16198411642
2015-10-20$32.20$0.0023.0%6.6%16.3%6.2%0.0%2.6%5.7%-20.8K16.8K-5.0K0.61100.58N/AN/A16198421642
2015-10-21$31.96$0.0023.0%6.6%16.7%6.2%0.0%10.9%5.0%-32.4K147.4K-4.1K0.37102.86N/AN/A16059313642
2015-10-22$32.59$0.0019.3%5.5%17.5%4.0%0.0%1.4%-3.7%-24.2K1.3K-4.0K0.37105.29N/AN/A16059313653
2015-10-23$32.84$0.0019.2%5.5%17.4%3.9%0.0%4.6%-2.5%-18.3K-85.1K-3.6K0.37111.08N/AN/A16059313653
2015-10-26$32.74$0.0021.3%6.1%17.2%5.2%0.0%3.5%-3.9%-22.6K-9.8K-3.8K0.37111.02N/AN/A16059313653
2015-10-27$32.45$0.0025.4%7.3%17.4%7.7%0.0%3.8%5.3%-26.2K47.9K-4.0K0.37111.57N/AN/A16059313653
2015-10-28$33.50$0.0019.9%5.7%19.6%4.4%0.0%6.7%-3.1%-3.3K-251.6K-3.0K0.37116.47N/AN/A16059313653
2015-10-29$33.61$0.0020.6%5.9%19.5%4.8%0.0%-2.9%-3.3%-1.9K-267.8K-3.0K0.37111.74N/AN/A16059313653
2015-10-30$33.51$0.0020.4%5.8%19.7%4.6%0.0%-3.4%-3.6%-1.7K-262.6K-2.9K0.37122.84N/AN/A16059313653