CSGS Options History — June 2017

In June 2017, CSGS traded between $40.32 and $42.08. ATM implied volatility averaged 23.9%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.2% (HV 20d: 17.7%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2017-06-16: Highest Volume — 1,073 contracts
  • 2017-06-02: Largest IV spike — 66.8% change
  • 2017-06-05: Highest IV Rank — 39.2%
  • 2017-06-02: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.00$40.32$42.08$41.06$40.79
Max Pain$40.45$40.00$45.00$45.00$40.00
ATM IV23.9%17.6%44.1%17.6%25.7%
Expected Move6.2%4.7%8.4%5.0%7.4%
HV 20d17.7%15.1%36.2%36.2%15.2%
HV 60d25.4%24.9%25.9%25.9%24.9%
IV Rank12.6%4.4%39.2%4.4%15.0%
IV Percentile43.4%8.7%96.0%8.7%63.1%
Term Structure8.0%-9.7%18.7%5.5%6.8%
VWIV20.7%14.3%30.6%25.4%21.7%
Skew 25d4.3%-5.5%22.1%12.8%19.7%
Skew 10d10.6%-15.1%52.1%52.1%44.6%
Call IV 25d19.9%14.1%25.8%20.0%23.1%
Put IV 25d24.2%18.4%46.6%32.8%42.8%
Bid-Ask Spread %72.8744.18116.14102.61107.40
Gamma HHI0.480.300.680.680.43
Net GEX-7.6K-59.0K44.5K39.7K-41.3K
Net DEX735.1K482.3K1.1M1.1M628.3K
Net VEX-5.0K-6.5K-4.1K-4.4K-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.121.261.160.14
Total Volume817.2732691,073279791
Total OI1,766.1361,3162,4061,7611,321

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$41.06$45.0017.6%5.0%36.2%4.4%25.4%12.8%5.5%39.7K1.1M-4.4K1.16102.61N/AN/A1291506091,152
2017-06-02$41.14$45.0029.4%8.4%17.8%19.8%30.6%22.1%-9.7%2.0K995.6K-4.9K1.2644.18N/AN/A1191506131,152
2017-06-05$41.25$40.0044.1%4.7%17.1%39.2%14.9%11.1%13.1%-14.5K727.5K-5.0K1.2658.72N/AN/A1191506141,152
2017-06-06$40.90$40.0020.6%5.8%17.5%8.3%20.3%4.7%7.4%21.2K1.0M-4.5K1.2683.13N/AN/A1191506141,152
2017-06-07$40.93$40.0020.1%5.6%17.5%7.6%23.1%-5.5%9.6%19.7K1.0M-4.3K0.4972.52N/AN/A6903406141,152
2017-06-08$41.37$40.0023.5%6.7%17.8%12.1%24.5%6.8%4.0%31.0K852.3K-6.5K0.4965.47N/AN/A6903401,0941,312
2017-06-09$41.40$40.0027.6%5.9%17.4%17.5%21.4%0.3%3.4%38.8K733.1K-6.3K0.4984.43N/AN/A6903401,0941,312
2017-06-12$41.45$40.0026.0%6.8%17.3%15.3%22.2%0.4%4.5%41.1K650.4K-6.2K0.4979.86N/AN/A6903401,0941,312
2017-06-13$42.08$40.0030.9%5.1%17.2%21.8%19.8%2.7%14.8%31.9K482.3K-5.8K0.4953.38N/AN/A6903401,0941,312
2017-06-14$41.76$40.0028.8%8.3%17.5%19.1%24.1%-2.3%-6.6%36.4K518.4K-6.0K0.49116.14N/AN/A6903401,0941,312
2017-06-15$41.14$40.0021.6%6.2%17.5%9.6%22.6%-0.8%7.4%44.5K805.1K-5.6K0.4958.58N/AN/A6903401,0941,312
2017-06-16$40.63$40.0020.7%5.9%17.7%8.5%22.4%-2.8%7.7%-33.2K918.9K-5.0K0.4683.42N/AN/A7333401,0941,312
2017-06-19$40.53$40.0020.5%5.9%17.1%8.1%18.8%1.6%11.7%-40.1K666.2K-4.7K0.3973.66N/AN/A678266603713
2017-06-20$40.39$40.0023.3%6.7%16.5%11.9%18.1%3.9%11.9%-28.7K637.2K-5.0K0.3953.34N/AN/A678266604713
2017-06-21$40.32$40.0020.0%5.7%16.5%7.4%18.6%0.9%11.7%-53.0K771.8K-4.5K0.3950.57N/AN/A678266604713
2017-06-22$40.33$40.0024.7%7.1%16.2%13.7%18.6%2.8%5.0%-28.5K621.2K-4.8K0.3990.12N/AN/A678266604713
2017-06-23$40.79$40.0018.9%5.4%16.5%6.1%17.7%2.3%13.5%-46.3K646.9K-4.6K0.3955.92N/AN/A678266604713
2017-06-26$41.04$40.0021.3%6.1%15.4%9.1%14.3%5.9%12.2%-30.8K557.4K-4.6K0.1260.34N/AN/A69580608713
2017-06-27$40.71$40.0021.0%6.0%15.7%8.8%17.4%2.7%12.3%-43.6K607.6K-4.2K0.1252.57N/AN/A69580608713
2017-06-28$41.34$40.0018.2%5.2%16.5%5.1%18.1%3.3%18.7%-59.0K530.2K-4.3K0.1268.57N/AN/A69580608713
2017-06-29$40.55$40.0021.1%6.1%15.1%9.0%19.8%1.8%12.0%-54.3K717.7K-4.1K0.1288.15N/AN/A69580608713
2017-06-30$40.79$40.0025.7%7.4%15.2%15.0%21.7%19.7%6.8%-41.3K628.3K-4.2K0.14107.40N/AN/A69596608713