CSGS Options History — August 2017

In August 2017, CSGS traded between $37.56 and $41.62. ATM implied volatility averaged 22.7%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.7% (HV 20d: 16.9%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.61.

Notable Days

  • 2017-08-17: Highest Volume — 251 contracts
  • 2017-08-21: Largest IV spike — 62.4% change
  • 2017-08-02: Highest IV Rank — 62.6%
  • 2017-08-02: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.62$37.56$41.62$41.62$38.63
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV22.7%12.4%54.8%54.0%17.4%
Expected Move6.2%3.6%15.7%15.5%5.0%
HV 20d16.9%14.8%20.2%16.8%14.8%
HV 60d17.1%16.1%18.1%16.2%16.2%
IV Rank13.5%0.0%62.6%61.3%7.4%
IV Percentile30.3%0.0%98.4%98.4%7.5%
Term Structure3.4%-17.5%10.0%-16.0%2.0%
VWIV22.1%11.5%54.1%51.7%18.0%
Skew 25d2.9%-6.8%25.6%6.3%1.6%
Skew 10d7.7%-6.1%46.0%9.0%-0.7%
Call IV 25d22.9%13.8%53.5%49.3%18.8%
Put IV 25d25.8%12.7%61.4%55.5%20.4%
Bid-Ask Spread %54.7521.5084.6261.4484.62
Gamma HHI0.590.440.960.440.92
Net GEX-43.1K-52.1K-24.3K-28.5K-51.8K
Net DEX763.4K405.4K890.8K405.4K739.7K
Net VEX-1.1K-2.4K-451-2.4K-579
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.520.690.600.69
Total Volume233.174202251202235
Total OI677.565660698676660

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$41.62$45.0054.0%15.5%16.8%61.3%51.7%6.3%-16.0%-28.5K405.4K-2.4K0.6061.44N/AN/A12676123553
2017-08-02$40.92$45.0054.8%15.7%18.0%62.6%54.1%4.9%-17.5%-31.9K494.2K-2.2K0.6372.32N/AN/A12680123553
2017-08-03$40.16$45.0036.1%6.5%19.0%33.7%24.1%3.9%4.5%-46.2K586.3K-1.6K0.5271.45N/AN/A15580123557
2017-08-04$39.29$45.0021.4%5.8%19.4%11.0%19.2%6.0%7.0%-47.7K668.3K-1.6K0.5282.26N/AN/A15580141557
2017-08-07$38.67$45.0029.9%6.3%20.0%24.1%22.8%1.6%4.1%-52.1K770.8K-1.4K0.5268.94N/AN/A15580141557
2017-08-08$38.15$45.0023.9%5.6%20.2%14.9%20.7%4.1%6.7%-48.3K809.5K-1.3K0.5331.39N/AN/A15180140557
2017-08-09$37.83$45.0017.8%5.1%15.9%5.5%21.2%4.3%6.3%-46.3K854.0K-1.6K0.5566.42N/AN/A15183140557
2017-08-10$37.56$45.0017.4%5.0%15.9%4.8%21.4%3.8%4.7%-46.5K890.8K-1.4K0.5571.55N/AN/A15183140552
2017-08-11$37.68$45.0021.6%6.2%15.5%11.3%21.9%2.3%6.6%-46.8K873.0K-1.3K0.5530.12N/AN/A15183140552
2017-08-14$38.16$45.0020.4%5.8%16.6%9.4%21.6%1.4%6.5%-48.2K825.8K-1.2K0.5532.87N/AN/A15183140552
2017-08-15$38.29$45.0020.7%5.9%16.4%10.0%21.8%2.1%5.7%-48.5K811.1K-1.2K0.5527.33N/AN/A15183140552
2017-08-16$38.72$45.0020.4%5.8%17.1%9.4%22.6%4.0%5.4%-48.8K753.1K-1.1K0.5479.02N/AN/A15181140552
2017-08-17$38.51$45.0019.4%5.6%17.1%7.9%20.5%3.3%7.2%-47.4K776.8K-9960.6674.97N/AN/A151100140551
2017-08-18$38.03$45.0015.5%4.5%17.3%1.9%18.5%1.9%7.7%-45.9K820.0K-9000.6674.62N/AN/A151100140531
2017-08-21$38.07$45.0025.2%7.2%17.4%16.9%23.6%25.6%-1.3%-24.3K783.9K-5420.6981.19N/AN/A13996133527
2017-08-22$38.32$45.0015.2%4.4%16.4%1.4%17.3%-6.8%1.7%-44.4K792.4K-7150.6923.96N/AN/A13996133527
2017-08-23$38.13$45.0016.7%4.8%15.7%3.7%17.7%-4.1%1.3%-43.2K799.7K-6980.6949.97N/AN/A13996133527
2017-08-24$38.22$45.0017.5%5.0%15.8%5.0%19.0%-5.3%1.2%-44.7K794.7K-7200.6942.71N/AN/A13996133527
2017-08-25$38.38$45.0012.4%3.6%16.1%0.0%11.5%0.3%9.4%-39.5K817.0K-5510.6934.51N/AN/A13996133527
2017-08-28$38.23$45.0014.1%4.1%16.1%2.6%13.8%0.1%7.0%-37.0K833.7K-4890.6945.08N/AN/A13996133527
2017-08-29$38.36$45.0014.5%4.2%16.1%3.1%12.1%3.4%10.0%-36.5K830.9K-4510.6930.95N/AN/A13996133527
2017-08-30$38.30$45.0014.7%4.2%15.4%3.4%12.7%1.4%8.8%-38.0K828.0K-4510.6921.50N/AN/A13996133527
2017-08-31$38.63$45.0017.4%5.0%14.8%7.4%18.0%1.6%2.0%-51.8K739.7K-5790.6984.62N/AN/A13996133527