CSGS Options History — August 2016

In August 2016, CSGS traded between $40.20 and $43.76. ATM implied volatility averaged 21.3%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.3% (HV 20d: 19.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 3.82.

Notable Days

  • 2016-08-19: Highest Volume — 360 contracts
  • 2016-08-04: Largest IV drop — 53.2% change
  • 2016-08-03: Highest IV Rank — 32.5%
  • 2016-08-03: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.79$40.20$43.76$40.70$43.76
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV21.3%14.3%43.0%34.2%14.3%
Expected Move6.2%4.1%12.3%9.8%4.1%
HV 20d19.0%17.5%21.3%18.1%18.5%
HV 60d20.7%20.0%21.3%20.5%20.7%
IV Rank7.5%0.0%32.5%21.9%0.0%
IV Percentile18.5%0.0%95.2%85.3%0.0%
Term Structure1.9%-15.5%29.6%-6.3%2.4%
VWIV22.3%13.6%36.0%35.1%14.3%
Skew 25d6.0%-1.9%32.4%28.5%-0.8%
Skew 10d-2.2%-32.7%54.7%54.7%-32.7%
Call IV 25d21.0%16.2%35.9%35.9%18.1%
Put IV 25d27.0%16.6%64.4%64.4%17.3%
Bid-Ask Spread %109.7693.18126.73113.66116.73
Gamma HHI0.730.530.930.820.56
Net GEX-5.5K-11.2K14.4K6.9K-9.4K
Net DEX44.6K-249.0K316.2K-71.0K-174.1K
Net VEX-2.6K-3.2K-898-922-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.820.0010.082.156.91
Total Volume237.261036063277
Total OI441.087249514249514

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$40.70$40.0034.2%9.8%18.1%21.9%35.1%28.5%-6.3%6.9K-71.0K-9222.15113.66N/AN/A2043104145
2016-08-02$40.20$40.0037.5%10.7%18.1%25.9%32.6%5.7%-13.2%7.1K-52.2K-9012.15126.73N/AN/A2043104145
2016-08-03$40.35$40.0043.0%12.3%18.1%32.5%36.0%7.2%-15.5%7.0K-52.6K-8980.69118.55N/AN/A6142104145
2016-08-04$41.68$40.0020.1%6.7%21.1%5.2%23.3%5.3%1.2%14.4K-249.0K-1.1K3.9293.18N/AN/A61239146146
2016-08-05$41.11$40.0018.7%6.4%18.0%3.5%22.5%0.5%2.8%-9.9K229.3K-3.1K3.92105.32N/AN/A61239109346
2016-08-08$40.79$40.0022.4%6.5%17.7%8.9%22.5%-1.6%2.2%-9.5K264.6K-3.1K3.92102.30N/AN/A61239109346
2016-08-09$40.77$40.0022.5%6.4%17.6%9.0%22.4%-1.9%2.0%-9.6K270.3K-3.0K3.92104.83N/AN/A61239109346
2016-08-10$40.90$40.0021.9%6.3%17.5%8.3%21.9%4.9%2.5%-9.6K256.3K-3.0K3.85108.16N/AN/A62239109346
2016-08-11$40.88$40.0021.5%6.2%17.5%7.8%21.6%4.5%2.4%-9.3K256.9K-3.0K3.85108.96N/AN/A62239110346
2016-08-12$40.34$40.0021.8%6.2%18.0%8.1%21.8%2.3%2.3%-8.9K316.2K-3.0K3.90108.97N/AN/A62242110346
2016-08-15$40.69$40.0021.6%6.2%18.3%7.9%21.6%19.7%2.3%-8.4K278.3K-2.9K3.90108.96N/AN/A62242110342
2016-08-16$40.52$40.0021.6%6.2%18.3%7.9%22.0%2.9%2.1%-8.3K269.5K-2.9K3.90108.76N/AN/A62242110342
2016-08-17$41.09$40.0020.9%6.0%18.8%7.0%0.0%16.2%3.0%-8.3K225.5K-2.9K0.00109.53N/AN/A00110342
2016-08-18$42.20$40.0021.8%6.2%20.8%8.1%0.0%1.6%3.0%-11.2K88.1K-2.8K0.00105.78N/AN/A610110342
2016-08-19$42.36$40.0021.4%6.1%20.8%7.6%20.2%2.1%4.6%-5.4K-13.7K-3.2K2.05105.99N/AN/A118242165342
2016-08-22$42.65$40.0016.0%4.6%20.9%0.3%24.8%0.5%29.6%-5.6K-27.2K-3.2K2.10105.86N/AN/A115242161342
2016-08-23$43.28$40.0014.4%4.1%21.3%0.0%19.3%3.4%1.0%-5.9K-114.8K-3.0K2.07110.95N/AN/A117242161342
2016-08-24$43.10$40.0015.7%4.5%20.5%1.7%26.9%3.1%2.6%-5.8K-95.2K-3.0K0.00112.28N/AN/A30163342
2016-08-25$43.43$40.0014.6%4.2%20.6%0.2%15.4%4.5%2.3%-7.5K-129.5K-2.9K10.08108.79N/AN/A24242160342
2016-08-26$43.48$40.0014.4%4.1%19.4%0.0%13.6%32.4%1.6%-10.5K-146.2K-2.8K6.91114.18N/AN/A35242162342
2016-08-29$43.29$40.0014.9%4.3%19.4%0.6%15.4%-1.2%4.4%-9.3K-146.2K-2.8K6.91111.52N/AN/A35242172342
2016-08-30$43.59$40.0014.7%4.2%18.5%0.4%15.3%-1.6%3.6%-9.4K-158.5K-2.8K6.91114.40N/AN/A35242172342
2016-08-31$43.76$40.0014.3%4.1%18.5%0.0%14.3%-0.8%2.4%-9.4K-174.1K-2.7K6.91116.73N/AN/A35242172342