CSGS Options History — June 2018

In June 2018, CSGS traded between $41.11 and $43.52. ATM implied volatility averaged 20.4%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 8.2% (HV 20d: 12.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2018-06-01: Highest Volume — 302 contracts
  • 2018-06-08: Largest IV spike — 60.5% change
  • 2018-06-12: Highest IV Rank — 41.9%
  • 2018-06-25: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.18$41.11$43.52$41.55$41.11
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV20.4%14.0%40.3%18.8%21.4%
Expected Move5.4%4.0%6.5%5.4%6.1%
HV 20d12.2%9.9%14.3%14.3%13.7%
HV 60d23.8%22.0%25.2%25.1%22.0%
IV Rank12.0%2.4%41.9%9.6%13.5%
IV Percentile23.7%0.4%78.2%9.5%32.9%
Term Structure9.3%1.7%18.0%1.7%11.4%
VWIV18.7%18.7%18.7%18.7%18.7%
Skew 25d3.1%0.8%10.6%2.2%3.5%
Skew 10d4.9%0.2%34.1%34.1%3.4%
Call IV 25d17.2%13.2%18.6%17.7%17.6%
Put IV 25d20.3%18.1%23.8%19.9%21.2%
Bid-Ask Spread %86.4645.71104.5275.1795.38
Gamma HHI0.350.250.490.340.38
Net GEX9.9K73616.6K7368.4K
Net DEX-198.5K-274.8K-120.2K-187.2K-124.0K
Net VEX-1.5K-1.8K-1.2K-1.4K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.020.130.060.13
Total Volume239.857160302302177
Total OI461.333383526526405

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$41.55$40.0018.8%5.4%14.3%9.6%18.7%2.2%1.7%736-187.2K-1.4K0.0675.17N/AN/A2851745868
2018-06-04$41.91$0.0020.4%5.8%14.1%12.0%0.0%1.8%7.4%6.3K-187.9K-1.5K0.0698.03N/AN/A2851744868
2018-06-05$41.79$0.0019.5%5.8%11.4%10.6%0.0%1.9%6.7%4.9K-194.6K-1.6K0.0645.71N/AN/A2851744868
2018-06-06$41.95$0.0021.6%5.6%11.4%13.7%0.0%1.5%7.6%7.1K-207.4K-1.5K0.0652.18N/AN/A2851744866
2018-06-07$41.60$0.0015.2%5.8%11.5%4.2%0.0%1.5%6.3%5.4K-213.9K-1.3K0.0660.03N/AN/A2851744866
2018-06-08$41.99$0.0024.4%5.7%11.7%18.0%0.0%1.6%7.1%7.1K-196.4K-1.5K0.0397.66N/AN/A285844866
2018-06-11$42.16$0.0030.1%5.8%11.7%26.5%0.0%1.0%6.7%8.9K-237.8K-1.4K0.0382.92N/AN/A285844867
2018-06-12$42.10$0.0040.3%5.7%11.2%41.9%0.0%0.9%7.8%7.6K-214.8K-1.3K0.0386.12N/AN/A285844867
2018-06-13$42.41$0.0020.3%5.8%10.1%11.7%0.0%1.4%7.1%13.0K-236.3K-1.5K0.0398.53N/AN/A285844867
2018-06-14$42.52$0.0014.0%4.0%9.9%2.4%0.0%0.8%8.1%14.4K-250.7K-1.5K0.0396.57N/AN/A285844867
2018-06-15$43.09$0.0016.6%4.8%10.6%6.3%0.0%3.3%8.5%14.4K-274.8K-1.6K0.03100.68N/AN/A285844867
2018-06-18$43.52$0.0016.8%4.8%10.8%6.6%0.0%4.0%11.6%16.6K-247.8K-1.8K0.02104.52N/AN/A15733803
2018-06-19$43.16$0.0014.4%4.1%11.6%2.9%0.0%1.5%11.4%15.7K-229.8K-1.6K0.12102.60N/AN/A161193813
2018-06-20$43.03$0.0014.7%4.2%11.5%3.4%0.0%1.8%10.8%14.1K-213.3K-1.8K0.1298.92N/AN/A1611938719
2018-06-21$42.56$0.0015.3%4.4%12.4%4.4%0.0%2.4%11.5%12.7K-192.5K-1.7K0.1281.41N/AN/A1611938719
2018-06-22$42.43$0.0016.9%4.8%12.5%6.7%0.0%2.3%18.0%11.9K-180.3K-1.6K0.1296.69N/AN/A1611938719
2018-06-25$41.91$0.0022.6%6.5%13.5%15.3%0.0%8.7%11.5%10.0K-148.9K-1.4K0.1290.63N/AN/A1612038719
2018-06-26$42.27$0.0021.1%6.0%13.5%13.0%0.0%10.6%12.3%11.4K-171.1K-1.6K0.1397.97N/AN/A1572038720
2018-06-27$41.50$0.0022.3%6.4%14.0%14.9%0.0%7.2%10.8%9.1K-138.3K-1.3K0.1366.08N/AN/A1572038520
2018-06-28$41.31$0.0021.9%6.3%13.8%14.2%0.0%5.1%11.3%8.4K-120.2K-1.2K0.1387.84N/AN/A1572038520
2018-06-29$41.11$0.0021.4%6.1%13.7%13.5%0.0%3.5%11.4%8.4K-124.0K-1.2K0.1395.38N/AN/A1572038520