CSGS Options History — October 2019

In October 2019, CSGS traded between $49.88 and $57.32. ATM implied volatility averaged 37.7%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 16.2% (HV 20d: 21.5%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-10-31: Highest Volume — 197 contracts
  • 2019-10-31: Largest IV drop — 46.2% change
  • 2019-10-30: Highest IV Rank — 69.0%
  • 2019-10-30: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.39$49.88$57.32$51.02$57.32
Max Pain$46.09$45.00$55.00$55.00$50.00
ATM IV37.7%24.1%49.3%24.1%26.5%
Expected Move11.3%6.9%14.1%6.9%7.6%
HV 20d21.5%18.8%40.3%20.3%40.3%
HV 60d24.2%22.6%29.6%23.9%29.6%
IV Rank45.5%18.0%69.0%18.0%22.9%
IV Percentile75.1%42.1%93.3%42.1%53.2%
Term Structure-6.6%-16.7%11.2%11.2%-1.8%
VWIV38.7%23.2%47.4%45.4%23.2%
Skew 25d6.3%-0.4%8.9%-0.4%3.2%
Skew 10d15.0%-1.2%24.5%-1.2%3.3%
Call IV 25d36.4%23.0%43.6%24.0%23.0%
Put IV 25d42.7%23.6%52.5%23.6%26.1%
Bid-Ask Spread %74.7153.5798.7984.2898.79
Gamma HHI0.320.260.510.320.51
Net GEX8.6K2.2K23.1K12.7K23.1K
Net DEX-158.0K-534.5K-79.3K-113.4K-534.5K
Net VEX-2.0K-2.6K-1.7K-2.1K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.001.001.000.17
Total Volume13.217019740197
Total OI347.217301391351334

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$51.02$55.0024.1%6.9%20.3%18.0%0.0%-0.4%11.2%12.7K-113.4K-2.1K0.0084.28N/AN/A040216135
2019-10-02$51.13$55.0030.6%8.8%20.3%31.2%0.0%6.0%8.6%12.9K-101.9K-2.6K1.0077.17N/AN/A11216175
2019-10-03$51.34$45.0029.0%11.1%18.8%27.8%0.0%6.3%-4.9%14.5K-159.2K-2.4K0.0064.23N/AN/A00217156
2019-10-04$51.86$45.0026.5%10.9%19.1%22.8%0.0%6.4%-5.0%18.2K-200.5K-2.2K0.0065.89N/AN/A00217156
2019-10-07$51.72$45.0028.6%11.1%18.8%27.1%0.0%6.0%-5.2%16.3K-190.1K-2.2K0.0065.94N/AN/A00217156
2019-10-08$50.18$45.0029.7%11.3%21.3%29.3%0.0%5.6%-5.0%5.8K-104.0K-2.0K0.0069.61N/AN/A01217156
2019-10-09$50.98$45.0039.9%11.4%20.8%50.0%0.0%6.3%-6.4%8.0K-128.5K-2.1K0.0067.80N/AN/A00217157
2019-10-10$51.40$45.0039.8%11.4%21.1%49.7%0.0%6.7%-6.4%10.5K-165.0K-2.1K0.0067.55N/AN/A00217157
2019-10-11$52.24$45.0039.5%11.3%21.8%49.2%0.0%6.2%-6.0%21.7K-230.2K-2.1K0.0074.52N/AN/A00217157
2019-10-14$51.47$45.0040.5%11.6%21.5%51.1%0.0%6.4%-7.2%5.4K-148.4K-2.0K0.0072.83N/AN/A50217157
2019-10-15$51.41$45.0039.8%11.4%20.3%49.7%0.0%6.2%-7.2%5.0K-149.4K-1.9K0.0074.82N/AN/A60220157
2019-10-16$51.14$45.0040.3%11.6%20.0%50.8%0.0%6.6%-8.1%2.9K-139.2K-1.9K0.0675.71N/AN/A161218157
2019-10-17$51.30$45.0039.5%11.3%20.0%49.2%0.0%6.4%-7.0%3.7K-138.1K-1.9K0.0076.73N/AN/A00219158
2019-10-18$50.56$45.0039.5%11.3%20.4%49.2%0.0%6.7%-7.1%3.2K-102.0K-1.9K0.0080.38N/AN/A00219158
2019-10-21$51.25$45.0042.0%12.1%19.7%54.3%0.0%7.1%-9.5%4.6K-148.7K-1.9K0.0075.68N/AN/A00147154
2019-10-22$50.26$45.0041.7%12.0%20.6%53.6%0.0%6.5%-9.4%3.1K-98.7K-1.8K0.0076.10N/AN/A00147154
2019-10-23$49.95$45.0041.9%12.0%20.4%54.1%0.0%6.6%-9.3%2.3K-87.4K-1.8K0.0078.41N/AN/A00147154
2019-10-24$50.36$45.0042.5%12.2%20.7%55.3%0.0%7.7%-10.8%3.2K-98.6K-1.8K0.0079.01N/AN/A00147154
2019-10-25$49.88$45.0042.6%12.2%20.5%55.4%0.0%7.1%-10.9%2.2K-79.3K-1.7K0.0077.99N/AN/A00147154
2019-10-28$50.90$45.0045.4%13.0%21.5%61.0%45.4%7.8%-12.7%4.1K-122.9K-1.7K0.0081.60N/AN/A40147154
2019-10-29$52.14$45.0047.5%13.6%22.5%65.3%0.0%7.9%-14.3%7.7K-197.7K-1.7K0.0079.69N/AN/A00151154
2019-10-30$52.12$45.0049.3%14.1%22.5%69.0%47.4%8.9%-16.7%7.5K-195.3K-1.7K0.7853.57N/AN/A1814151154
2019-10-31$57.32$50.0026.5%7.6%40.3%22.9%23.2%3.2%-1.8%23.1K-534.5K-1.8K0.1798.79N/AN/A16928166168