CSGS Options History — August 2018 In August 2018, CSGS traded between $36.72 and $40.59. ATM implied volatility averaged 25.7%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.5% (HV 20d: 22.3%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2018-08-01 : Highest Volume — 193 contracts2018-08-10 : Largest IV spike — 106.7% change2018-08-14 : Highest IV Rank — 100.0%2018-08-01 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.70 $36.72 $40.59 $40.59 $37.26 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 25.7% 13.6% 73.0% 47.6% 20.6% Expected Move 5.9% 4.2% 13.6% 13.6% 5.9% HV 20d 22.3% 14.0% 24.1% 14.0% 14.8% HV 60d 17.3% 13.4% 18.0% 13.4% 17.4% IV Rank 22.1% 1.9% 100.0% 60.4% 11.9% IV Percentile 35.5% 0.4% 100.0% 94.0% 25.0% Term Structure 0.9% -16.3% 6.4% -16.3% -0.5% VWIV 20.8% 17.0% 51.6% 51.6% 20.3% Skew 25d 3.8% -6.0% 10.0% 7.0% 6.5% Skew 10d 5.6% -6.3% 18.1% 18.1% 9.6% Call IV 25d 18.3% 12.2% 46.0% 46.0% 12.8% Put IV 25d 22.1% 16.5% 53.0% 53.0% 19.4% Bid-Ask Spread % 62.12 6.02 104.27 23.51 30.81 Gamma HHI 0.33 0.29 0.45 0.31 0.29 Net GEX 1.0K -2.0K 3.4K 1.8K 522 Net DEX 47.6K -41.1K 70.7K -41.1K 54.5K Net VEX -508 -1.1K -323 -1.1K -323 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.18 1.14 0.18 0.62 Total Volume 86.783 69 193 193 73 Total OI 489.304 458 510 458 495
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-08-01 $40.59 $40.00 47.6% 13.6% 14.0% 60.4% 51.6% 7.0% -16.3% 1.8K -41.1K -1.1K 0.18 23.51 N/A N/A 163 30 394 64 2018-08-02 $38.86 $40.00 16.3% 4.7% 20.3% 6.7% 21.1% 9.7% -0.4% -2.0K 44.3K -667 0.80 6.02 N/A N/A 61 49 400 64 2018-08-03 $37.79 $40.00 21.3% 6.1% 21.6% 15.3% 17.2% -6.0% -3.7% 827 44.4K -590 0.70 36.98 N/A N/A 57 40 421 64 2018-08-06 $38.55 $40.00 13.6% 5.1% 23.3% 1.9% 22.5% 3.7% 5.6% 2.4K 19.3K -607 1.11 80.17 N/A N/A 36 40 420 65 2018-08-07 $38.72 $40.00 17.5% 5.2% 23.4% 8.7% 20.8% 2.8% 5.2% 2.9K 8.3K -669 1.11 98.81 N/A N/A 36 40 421 65 2018-08-08 $37.95 $40.00 18.6% 4.4% 24.0% 10.6% 20.3% 1.0% 5.2% 1.3K 40.7K -550 1.14 96.21 N/A N/A 36 41 421 65 2018-08-09 $37.74 $40.00 21.7% 4.3% 23.9% 15.9% 20.3% 1.2% 6.2% 627 48.7K -545 1.14 98.77 N/A N/A 36 41 421 66 2018-08-10 $37.34 $40.00 44.8% 5.9% 23.7% 55.6% 19.3% 1.4% 5.3% -555 68.5K -473 0.63 100.23 N/A N/A 65 41 421 66 2018-08-13 $37.25 $40.00 59.9% 6.0% 23.6% 81.6% 20.3% 0.6% 5.6% 561 69.2K -461 0.63 96.50 N/A N/A 65 41 432 66 2018-08-14 $37.27 $40.00 73.0% 6.0% 23.3% 100.0% 19.3% 1.9% 5.7% 649 68.1K -466 0.63 100.57 N/A N/A 65 41 432 66 2018-08-15 $37.27 $40.00 21.8% 6.3% 23.4% 15.5% 19.8% 1.8% 4.6% 1.3K 63.1K -465 0.63 98.65 N/A N/A 65 41 432 66 2018-08-16 $37.80 $40.00 16.0% 4.6% 24.1% 5.8% 19.8% 1.0% 5.0% 3.2K 46.7K -503 0.91 101.33 N/A N/A 43 39 432 66 2018-08-17 $37.87 $40.00 14.5% 4.2% 24.1% 3.5% 19.3% 2.2% 6.4% 3.4K 43.3K -558 0.91 104.27 N/A N/A 43 39 436 74 2018-08-20 $37.75 $40.00 15.2% 4.3% 24.1% 4.5% 19.7% 0.2% -0.6% 2.6K 46.8K -516 0.68 89.87 N/A N/A 41 28 429 62 2018-08-21 $37.60 $40.00 16.1% 4.6% 24.1% 6.0% 20.4% 0.5% -0.9% 1.6K 42.1K -461 0.68 97.72 N/A N/A 41 28 429 62 2018-08-22 $37.31 $40.00 23.2% 6.6% 23.5% 17.7% 17.0% 9.0% -3.2% 1.1K 48.5K -467 0.68 24.49 N/A N/A 41 28 429 62 2018-08-23 $36.72 $40.00 21.1% 6.1% 22.9% 14.4% 18.1% 7.0% -0.3% -374 70.7K -374 0.68 17.62 N/A N/A 41 28 429 62 2018-08-24 $37.10 $40.00 22.9% 6.6% 23.7% 17.3% 18.2% 9.9% -1.7% 339 60.5K -410 0.68 19.66 N/A N/A 41 28 428 62 2018-08-27 $37.13 $40.00 24.1% 6.9% 22.8% 19.3% 17.2% 5.0% -7.3% 255 62.0K -391 0.68 22.69 N/A N/A 41 28 428 62 2018-08-28 $36.99 $40.00 19.1% 5.5% 22.7% 9.4% 18.1% 10.0% 5.8% 90 65.4K -363 0.68 32.19 N/A N/A 41 28 428 62 2018-08-29 $37.01 $40.00 18.7% 5.4% 22.7% 8.6% 17.9% 9.1% 5.6% -292 70.4K -347 0.62 19.23 N/A N/A 45 28 428 62 2018-08-30 $37.17 $40.00 24.2% 6.9% 17.6% 17.8% 19.7% 2.5% -9.9% 837 50.1K -358 0.62 32.46 N/A N/A 45 28 433 62 2018-08-31 $37.26 $40.00 20.6% 5.9% 14.8% 11.9% 20.3% 6.5% -0.5% 522 54.5K -323 0.62 30.81 N/A N/A 45 28 433 62
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