CSGS Options History — July 2017

In July 2017, CSGS traded between $40.32 and $42.24. ATM implied volatility averaged 43.6%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 26.3% (HV 20d: 17.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.28.

Notable Days

  • 2017-07-12: Highest Volume — 798 contracts
  • 2017-07-05: Largest IV spike — 199.6% change
  • 2017-07-05: Highest IV Rank — 85.0%
  • 2017-07-05: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.42$40.32$42.24$40.70$41.49
Max Pain$44.33$40.00$45.00$40.00$45.00
ATM IV43.6%25.6%79.0%26.4%50.7%
Expected Move12.8%7.6%22.7%7.6%14.5%
HV 20d17.3%15.0%18.9%15.2%16.8%
HV 60d24.9%16.4%25.8%24.9%16.4%
IV Rank43.3%14.8%85.0%15.9%56.2%
IV Percentile91.2%62.7%99.6%65.5%98.4%
Term Structure-9.4%-41.3%8.4%8.4%-14.2%
VWIV43.5%21.3%93.6%21.3%48.9%
Skew 25d2.9%-51.1%31.1%31.1%3.9%
Skew 10d6.6%-83.1%65.0%65.0%18.6%
Call IV 25d42.3%22.4%99.6%22.4%47.9%
Put IV 25d45.2%37.8%62.4%53.5%51.8%
Bid-Ask Spread %77.1549.07111.58108.8361.78
Gamma HHI0.440.390.630.420.44
Net GEX-25.6K-62.4K22.1K-38.9K-29.1K
Net DEX400.4K167.6K630.1K621.2K417.3K
Net VEX-3.2K-4.9K-2.4K-4.1K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.140.600.140.60
Total Volume616.7202798791202
Total OI1,129.756721,3281,321676

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$40.70$40.0026.4%7.6%15.2%15.9%21.3%31.1%8.4%-38.9K621.2K-4.1K0.14108.83N/AN/A69596608713
2017-07-05$40.60$40.0079.0%22.7%15.0%85.0%93.6%-51.1%-41.3%-4.6K167.6K-4.9K0.14111.58N/AN/A69596608713
2017-07-06$40.32$0.0033.1%10.4%15.1%24.7%36.2%1.7%-5.5%-30.2K630.1K-4.1K0.1487.71N/AN/A69596608713
2017-07-07$41.01$0.0041.2%10.5%15.9%35.4%36.5%5.1%-5.0%-16.6K483.3K-4.3K0.1455.67N/AN/A69596608713
2017-07-10$40.85$0.0029.0%10.8%15.9%19.4%37.5%5.5%-6.0%-43.8K570.2K-3.6K0.1465.07N/AN/A69596608713
2017-07-11$40.97$0.0025.6%11.3%16.0%14.8%39.0%4.7%-7.2%-39.6K521.9K-3.5K0.1467.66N/AN/A69596608713
2017-07-12$42.22$0.0040.2%11.5%18.6%34.0%38.5%4.5%-7.5%22.1K185.0K-3.8K0.1478.87N/AN/A70296608713
2017-07-13$41.86$45.0040.0%11.5%18.6%39.8%39.4%1.5%-8.3%-12.4K342.2K-3.5K0.1480.28N/AN/A70296615713
2017-07-14$42.17$45.0040.6%11.7%17.9%40.7%39.3%3.7%2.4%3.8K262.7K-3.5K0.1486.54N/AN/A70296615713
2017-07-17$42.24$45.0041.6%11.9%17.2%42.3%40.2%3.5%-6.8%-2.5K251.9K-3.0K0.1458.98N/AN/A70296615713
2017-07-18$41.60$45.0040.9%11.7%18.2%41.1%39.4%4.4%-9.0%-39.0K398.0K-2.9K0.1463.85N/AN/A70296615713
2017-07-19$41.72$45.0041.4%11.9%18.1%41.9%39.6%5.0%-8.1%-49.0K370.4K-2.8K0.1449.07N/AN/A70296615713
2017-07-20$41.37$45.0042.3%12.1%18.4%43.3%41.1%5.0%-7.1%-62.4K410.3K-2.7K0.1458.52N/AN/A70296615713
2017-07-21$41.11$45.0041.1%11.8%18.6%41.5%40.5%2.5%-7.2%-30.5K423.1K-2.8K0.1468.83N/AN/A69496615713
2017-07-24$41.07$45.0044.5%12.8%18.2%46.7%43.1%4.3%-10.6%-31.7K479.4K-2.6K0.6068.01N/AN/A12676119553
2017-07-25$41.70$45.0046.0%13.2%18.9%49.0%44.2%6.2%-10.8%-28.6K391.6K-2.5K0.6079.58N/AN/A12676123553
2017-07-26$42.06$45.0061.9%17.7%18.8%73.5%60.2%-16.4%-36.3%-22.6K294.6K-2.7K0.60102.88N/AN/A12676123553
2017-07-27$41.72$45.0049.0%14.0%18.3%53.6%46.3%9.2%-3.8%-26.5K389.7K-2.8K0.6089.88N/AN/A12676123553
2017-07-28$41.65$45.0057.1%16.4%16.8%66.2%45.9%24.2%-4.3%-29.9K397.9K-2.4K0.6099.42N/AN/A12676123553
2017-07-31$41.49$45.0050.7%14.5%16.8%56.2%48.9%3.9%-14.2%-29.1K417.3K-2.5K0.6061.78N/AN/A12676123553