CSGS Options History — February 2019 In February 2019, CSGS traded between $36.03 and $42.42. ATM implied volatility averaged 30.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 13.9% (HV 20d: 44.0%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.36.
Notable Days 2019-02-07 : Highest Volume — 557 contracts2019-02-06 : Largest IV drop — 38.5% change2019-02-05 : Highest IV Rank — 76.1%2019-02-04 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $40.43 $36.03 $42.42 $36.31 $41.50 Max Pain $39.74 $35.00 $40.00 $35.00 $40.00 ATM IV 30.1% 20.3% 58.8% 51.4% 23.4% Expected Move 7.8% 5.8% 10.8% 10.6% 6.7% HV 20d 44.0% 20.6% 50.7% 22.8% 49.4% HV 60d 35.3% 26.8% 38.0% 27.0% 37.3% IV Rank 27.8% 11.4% 76.1% 63.6% 16.6% IV Percentile 55.2% 19.8% 98.0% 95.2% 41.3% Term Structure 0.2% -5.5% 7.7% -5.1% -0.7% VWIV 27.7% 23.8% 35.7% 34.4% 23.8% Skew 25d 5.0% 0.1% 10.0% 5.5% 3.5% Skew 10d 8.7% -0.9% 18.2% 16.1% 5.7% Call IV 25d 23.3% 15.5% 34.5% 34.4% 20.3% Put IV 25d 28.3% 23.5% 40.0% 39.9% 23.8% Bid-Ask Spread % 85.86 65.43 99.61 81.71 92.71 Gamma HHI 0.52 0.39 0.64 0.50 0.56 Net GEX 42.6K 8.1K 63.7K 8.1K 37.4K Net DEX -830.6K -1.2M -224.9K -224.9K -801.3K Net VEX -4.2K -5.2K -2.5K -2.6K -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 2.51 1.00 0.16 Total Volume 66.368 2 557 2 37 Total OI 863.526 442 1,107 449 893
Daily Data (19 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 2019-02-01 $36.31 $35.00 51.4% 10.6% 22.8% 63.6% 0.0% 5.5% -5.1% 8.1K -224.9K -2.6K 1.00 81.71 N/A N/A 1 1 312 137 2019-02-04 $36.59 $40.00 56.4% 10.8% 20.8% 72.0% 34.4% 5.5% -5.3% 8.3K -240.4K -2.5K 0.10 78.56 N/A N/A 20 2 305 137 2019-02-05 $36.86 $40.00 58.8% 10.6% 20.6% 76.1% 34.9% 4.9% -5.5% 9.8K -235.5K -2.5K 0.16 82.73 N/A N/A 25 4 305 139 2019-02-06 $36.03 $40.00 36.2% 10.4% 21.9% 38.1% 35.7% 4.9% -4.6% 13.3K -246.6K -3.4K 2.51 79.81 N/A N/A 43 108 447 143 2019-02-07 $40.95 $40.00 26.0% 7.5% 49.2% 21.0% 24.7% 4.6% 2.7% 47.5K -1.0M -4.4K 0.42 82.48 N/A N/A 392 165 472 251 2019-02-08 $41.55 $40.00 25.7% 7.4% 49.2% 20.4% 25.4% 3.6% 2.8% 63.7K -1.2M -5.2K 0.88 84.83 N/A N/A 133 117 788 301 2019-02-11 $40.77 $40.00 25.2% 7.2% 50.2% 19.5% 0.0% 3.6% 3.5% 54.4K -941.1K -4.9K 0.00 87.32 N/A N/A 11 0 791 302 2019-02-12 $41.31 $40.00 25.0% 7.2% 49.9% 19.2% 0.0% 0.1% 3.4% 57.2K -1.2M -5.0K 0.00 90.67 N/A N/A 17 0 801 302 2019-02-13 $41.35 $40.00 25.8% 7.4% 50.0% 20.5% 25.0% 2.1% 3.4% 56.3K -1.2M -5.0K 0.48 92.50 N/A N/A 21 10 805 302 2019-02-14 $41.67 $40.00 25.3% 7.3% 50.0% 19.7% 24.5% 2.2% 2.8% 54.3K -1.2M -5.0K 0.31 87.98 N/A N/A 32 10 796 310 2019-02-15 $41.32 $40.00 24.3% 7.0% 50.0% 18.0% 23.9% 1.3% 3.6% 44.9K -1.1M -4.8K 0.59 91.18 N/A N/A 17 10 784 310 2019-02-19 $41.84 $40.00 24.8% 7.1% 49.8% 18.9% 0.0% 9.2% -0.7% 52.7K -936.7K -4.6K 0.00 98.52 N/A N/A 2 0 627 271 2019-02-20 $40.96 $40.00 24.1% 6.9% 50.5% 17.7% 0.0% 7.9% -1.0% 40.1K -787.7K -4.5K 0.00 95.01 N/A N/A 2 0 627 271 2019-02-21 $41.46 $40.00 24.7% 7.1% 50.4% 18.8% 0.0% 8.6% -1.2% 47.1K -869.2K -4.5K 0.00 99.61 N/A N/A 2 0 627 271 2019-02-22 $42.42 $40.00 20.3% 5.8% 50.5% 11.4% 0.0% 3.4% 7.7% 62.3K -1.0M -4.7K 0.00 79.41 N/A N/A 8 0 627 271 2019-02-25 $42.11 $40.00 25.6% 7.3% 50.7% 20.3% 0.0% 10.0% -0.4% 57.4K -967.1K -4.5K 0.00 65.43 N/A N/A 2 0 625 271 2019-02-26 $41.74 $40.00 24.4% 7.0% 50.0% 18.2% 0.0% 9.1% -0.6% 49.8K -902.3K -4.4K 0.00 73.31 N/A N/A 32 0 627 271 2019-02-27 $41.51 $40.00 24.4% 7.0% 49.4% 18.2% 24.8% 5.0% -0.7% 44.5K -834.6K -4.2K 0.16 87.61 N/A N/A 32 5 617 271 2019-02-28 $41.50 $40.00 23.4% 6.7% 49.4% 16.6% 23.8% 3.5% -0.7% 37.4K -801.3K -4.2K 0.16 92.71 N/A N/A 32 5 617 276
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