CSGS Options History — September 2019 In September 2019, CSGS traded between $51.26 and $54.29. ATM implied volatility averaged 21.7%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 0.6% (HV 20d: 21.1%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.23.
Notable Days 2019-09-17 : Highest Volume — 52 contracts2019-09-04 : Largest IV drop — 22.5% change2019-09-26 : Highest IV Rank — 18.3%2019-09-26 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $52.82 $51.26 $54.29 $53.08 $51.82 Max Pain $54.00 $45.00 $55.00 $45.00 $55.00 ATM IV 21.7% 18.5% 24.3% 23.8% 23.8% Expected Move 6.3% 5.3% 7.0% 6.8% 6.8% HV 20d 21.1% 19.7% 25.0% 25.0% 20.1% HV 60d 22.8% 21.8% 23.7% 21.8% 23.7% IV Rank 13.1% 6.6% 18.3% 17.5% 17.3% IV Percentile 26.6% 8.7% 44.0% 41.7% 40.1% Term Structure 6.9% -0.6% 11.5% -0.6% 11.5% VWIV 21.0% 19.8% 22.5% 22.3% 22.5% Skew 25d 3.6% 1.1% 6.1% 4.8% 2.9% Skew 10d 6.9% -1.3% 14.4% 4.3% 3.4% Call IV 25d 20.4% 17.8% 23.9% 23.9% 20.8% Put IV 25d 24.0% 22.2% 28.7% 28.7% 23.7% Bid-Ask Spread % 83.73 47.04 99.62 47.04 84.42 Gamma HHI 0.49 0.30 0.69 0.30 0.35 Net GEX 9.3K 708 19.0K 6.8K 17.8K Net DEX -409.8K -927.5K 16.2K -830.1K -130.0K Net VEX -1.5K -2.5K -1.2K -1.5K -2.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 2.00 0.00 0.00 Total Volume 13.25 0 52 0 40 Total OI 337.15 246 407 399 371
Daily Data (20 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 2019-09-03 $53.08 $45.00 23.8% 6.8% 25.0% 17.5% 0.0% 4.8% -0.6% 6.8K -830.1K -1.5K 0.00 47.04 N/A N/A 0 0 225 174 2019-09-04 $53.26 $45.00 18.5% 5.3% 24.9% 6.6% 22.3% 3.1% -0.5% 6.5K -854.5K -1.5K 0.00 60.99 N/A N/A 12 0 225 174 2019-09-05 $54.29 $55.00 21.1% 6.1% 24.9% 12.0% 21.2% 2.9% 6.5% 12.1K -927.5K -1.5K 0.08 89.26 N/A N/A 12 1 233 174 2019-09-06 $53.71 $55.00 20.0% 6.0% 19.7% 9.7% 0.0% 6.0% 6.0% 9.4K -882.3K -1.4K 0.00 94.44 N/A N/A 0 0 229 174 2019-09-09 $53.15 $55.00 21.4% 6.5% 20.2% 12.5% 0.0% 4.5% 5.7% 7.2K -840.2K -1.4K 0.00 83.28 N/A N/A 0 0 229 174 2019-09-10 $52.69 $55.00 21.1% 6.2% 20.2% 11.9% 0.0% 3.6% 6.0% 5.8K -812.4K -1.4K 0.00 87.51 N/A N/A 0 0 229 174 2019-09-11 $53.76 $55.00 21.0% 6.0% 21.2% 11.8% 0.0% 6.1% 6.4% 9.7K -880.2K -1.4K 0.00 87.42 N/A N/A 0 0 229 174 2019-09-12 $53.60 $55.00 20.3% 5.8% 21.1% 10.4% 0.0% 5.5% 7.2% 10.1K -877.1K -1.3K 0.00 96.19 N/A N/A 0 0 229 174 2019-09-13 $52.98 $55.00 20.5% 5.9% 19.8% 10.7% 0.0% 4.5% 6.8% 2.0K -838.4K -1.2K 0.00 91.89 N/A N/A 2 0 230 174 2019-09-16 $52.08 $55.00 23.9% 6.9% 19.8% 17.7% 0.0% 2.8% 4.9% 708 16.2K -1.3K 0.00 81.86 N/A N/A 0 0 72 174 2019-09-17 $53.08 $55.00 20.1% 5.8% 21.0% 10.0% 20.3% 3.9% 6.8% 3.7K -3.2K -1.3K 0.00 86.33 N/A N/A 52 0 72 174 2019-09-18 $53.51 $55.00 20.6% 5.9% 20.6% 11.0% 0.0% 4.5% 7.1% 10.9K -83.4K -1.3K 0.00 99.03 N/A N/A 0 1 90 174 2019-09-19 $53.58 $55.00 19.8% 5.7% 20.5% 9.3% 19.8% 4.7% 8.2% 14.7K -57.4K -1.3K 0.00 99.62 N/A N/A 50 0 90 175 2019-09-20 $53.18 $55.00 19.6% 5.6% 20.5% 9.0% 19.8% 3.0% 7.6% 19.0K -102.7K -1.5K 0.00 96.70 N/A N/A 2 0 140 175 2019-09-23 $51.98 $55.00 22.7% 6.5% 20.3% 15.2% 22.5% 1.8% 9.7% 11.4K -18.2K -1.4K 2.00 79.46 N/A N/A 1 2 115 153 2019-09-24 $51.52 $55.00 23.6% 6.8% 20.6% 17.1% 0.0% 1.1% 9.9% 7.5K 6.8K -1.4K 0.00 74.77 N/A N/A 0 0 116 155 2019-09-25 $51.90 $55.00 23.6% 6.8% 20.8% 17.0% 0.0% 2.2% 10.5% 9.9K -12.3K -1.4K 0.00 63.09 N/A N/A 0 0 116 155 2019-09-26 $51.92 $55.00 24.3% 7.0% 20.6% 18.3% 0.0% 3.4% 9.1% 10.3K -21.4K -1.3K 0.00 83.52 N/A N/A 50 0 116 155 2019-09-27 $51.26 $55.00 24.1% 6.9% 20.4% 17.9% 0.0% 1.2% 9.9% 10.2K -46.9K -2.0K 0.00 87.83 N/A N/A 40 0 176 155 2019-09-30 $51.82 $55.00 23.8% 6.8% 20.1% 17.3% 0.0% 2.9% 11.5% 17.8K -130.0K -2.5K 0.00 84.42 N/A N/A 0 40 216 155
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