CSGS Options History — October 2018

In October 2018, CSGS traded between $33.56 and $39.30. ATM implied volatility averaged 36.0%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 13.7% (HV 20d: 22.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.02.

Notable Days

  • 2018-10-11: Highest Volume — 229 contracts
  • 2018-10-10: Largest IV spike — 121.4% change
  • 2018-10-31: Highest IV Rank — 63.8%
  • 2018-10-31: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.57$33.56$39.30$39.30$35.18
Max Pain$35.65$35.00$40.00$40.00$35.00
ATM IV36.0%16.8%51.5%20.3%51.5%
Expected Move11.1%5.7%14.8%5.8%14.8%
HV 20d22.3%18.1%26.0%25.2%23.5%
HV 60d21.9%20.7%22.7%21.3%21.5%
IV Rank37.7%5.4%63.8%11.4%63.8%
IV Percentile65.5%5.6%96.4%26.6%96.4%
Term Structure-6.5%-16.5%13.2%11.6%-16.3%
VWIV38.6%19.8%52.5%20.3%52.5%
Skew 25d4.8%-2.7%9.5%-1.7%9.5%
Skew 10d10.9%-2.6%21.0%-1.4%16.0%
Call IV 25d36.8%19.3%51.5%19.3%48.6%
Put IV 25d41.6%17.6%58.1%17.6%58.1%
Bid-Ask Spread %41.0018.4793.0924.0986.96
Gamma HHI0.420.290.520.520.43
Net GEX-5.6K-15.1K-312-15.1K-2.8K
Net DEX282.2K118.6K488.0K118.6K167.7K
Net VEX-1.0K-1.3K-635-1.3K-798
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.020.775.294.100.85
Total Volume164.0439422915898
Total OI514.348433615479441

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$39.30$40.0020.3%5.8%25.2%11.4%20.3%-1.7%11.6%-15.1K118.6K-1.3K4.1024.09N/AN/A31127355124
2018-10-02$38.73$40.0020.7%5.9%26.0%12.0%20.6%-2.7%11.4%-12.8K198.0K-1.2K3.8526.23N/AN/A33127356128
2018-10-03$38.62$40.0019.9%5.7%24.7%10.6%19.8%-1.8%13.2%-13.3K216.5K-1.1K3.8520.66N/AN/A33127355128
2018-10-04$38.81$35.0020.4%9.4%24.4%11.5%37.0%4.1%-4.7%-14.0K203.7K-1.1K5.2923.49N/AN/A24127355128
2018-10-05$38.45$35.0016.8%9.6%24.6%5.4%34.7%3.4%-5.5%-14.0K237.3K-9932.3932.29N/AN/A62148354128
2018-10-08$38.31$35.0018.9%9.8%24.6%8.9%35.8%4.0%-5.5%-10.5K287.7K-1.3K2.3929.23N/AN/A62148380163
2018-10-09$38.36$35.0018.0%9.8%24.5%7.5%35.8%2.6%-5.3%-11.1K286.6K-1.3K2.3920.81N/AN/A62148380163
2018-10-10$37.44$35.0039.9%11.4%23.7%44.2%37.4%3.6%-7.4%-5.9K281.9K-1.2K1.8585.99N/AN/A80148380163
2018-10-11$36.34$35.0038.9%11.2%25.6%42.6%37.2%6.2%-7.2%-2.0K454.8K-1.2K1.8685.74N/AN/A80149404200
2018-10-12$35.99$35.0039.1%11.2%22.6%42.9%37.7%5.7%-6.9%-2.3K479.2K-1.0K1.8679.52N/AN/A80149404201
2018-10-15$36.24$35.0039.9%11.4%21.9%44.3%38.3%5.8%-6.7%-668462.7K-1.1K1.9744.41N/AN/A70138404201
2018-10-16$36.57$35.0040.1%11.5%21.2%44.6%38.5%5.7%-7.4%-802453.7K-1.2K2.0024.25N/AN/A70140407208
2018-10-17$36.85$35.0040.0%11.5%21.7%44.4%37.7%5.6%-8.0%-312457.0K-1.1K2.0026.81N/AN/A70140407208
2018-10-18$36.24$35.0040.4%11.6%21.4%45.1%38.5%6.5%-7.6%-758469.0K-1.1K2.0026.67N/AN/A70140407208
2018-10-19$35.95$35.0040.1%11.5%20.9%44.6%39.0%4.7%-7.9%-1.9K488.0K-9832.0024.82N/AN/A70140407208
2018-10-22$35.82$35.0042.6%12.2%20.9%48.8%41.9%6.2%-10.8%-2.3K139.7K-9370.7723.57N/AN/A5341324109
2018-10-23$35.88$35.0044.1%12.7%20.5%51.4%44.5%7.6%-11.0%-1.5K131.5K-9590.8518.47N/AN/A5345328109
2018-10-24$35.10$35.0043.7%12.5%18.9%50.6%44.5%7.1%-10.4%-2.6K163.2K-8690.8522.68N/AN/A5345328113
2018-10-25$34.85$35.0044.9%12.9%18.7%52.7%45.5%6.8%-12.2%-3.2K182.4K-7890.8520.45N/AN/A5345328113
2018-10-26$34.23$35.0046.7%13.4%18.3%55.7%47.7%5.7%-13.0%-3.2K194.9K-7530.8524.19N/AN/A5345328113
2018-10-29$33.56$35.0050.7%14.5%18.1%62.4%51.9%5.2%-16.5%-3.8K219.2K-6350.8593.09N/AN/A5345328113
2018-10-30$34.33$35.0049.5%14.2%20.9%60.4%51.0%9.5%-14.5%-3.4K196.4K-7160.8578.52N/AN/A5345328113
2018-10-31$35.18$35.0051.5%14.8%23.5%63.8%52.5%9.5%-16.3%-2.8K167.7K-7980.8586.96N/AN/A5345328113