CSGS Options History — January 2020 In January 2020, CSGS traded between $49.99 and $52.49. ATM implied volatility averaged 30.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.1% (HV 20d: 22.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.15.
Notable Days 2020-01-14 : Highest Volume — 38 contracts2020-01-15 : Largest IV spike — 105.8% change2020-01-31 : Highest IV Rank — 57.5%2020-01-31 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $51.34 $49.99 $52.49 $52.09 $49.99 Max Pain $49.05 $45.00 $50.00 $45.00 $50.00 ATM IV 30.5% 15.0% 43.4% 21.1% 43.4% Expected Move 10.1% 5.9% 12.4% 6.0% 12.4% HV 20d 22.4% 17.7% 29.5% 25.6% 20.4% HV 60d 27.7% 20.1% 29.5% 29.4% 20.5% IV Rank 31.4% 0.0% 57.5% 12.2% 57.5% IV Percentile 55.1% 0.0% 91.7% 27.0% 91.7% Term Structure -4.2% -10.1% 14.1% 10.6% -10.1% VWIV 35.6% 32.2% 44.1% 32.8% 44.1% Skew 25d 4.9% 3.4% 9.4% 7.8% 4.1% Skew 10d 10.4% 7.1% 20.6% 11.4% 20.6% Call IV 25d 32.5% 12.3% 42.8% 12.5% 42.8% Put IV 25d 37.4% 20.3% 46.9% 20.3% 46.9% Bid-Ask Spread % 71.00 55.72 81.18 70.13 70.99 Gamma HHI 0.48 0.38 0.56 0.43 0.56 Net GEX 37.8K 32.8K 41.5K 32.8K 33.6K Net DEX -524.9K -687.0K -346.4K -508.0K -346.4K Net VEX -2.1K -2.3K -1.8K -2.0K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 1.38 0.00 0.00 Total Volume 10.571 0 38 13 6 Total OI 372.238 314 426 314 403
Daily Data (21 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 2020-01-02 $52.09 $45.00 21.1% 6.0% 25.6% 12.2% 0.0% 7.8% 10.6% 32.8K -508.0K -2.0K 0.00 70.13 N/A N/A 13 0 306 8 2020-01-03 $52.42 $45.00 20.7% 5.9% 25.8% 11.4% 0.0% 9.4% 14.1% 38.2K -601.4K -2.2K 0.00 73.20 N/A N/A 0 0 326 8 2020-01-06 $51.72 $50.00 22.0% 9.4% 25.7% 14.0% 0.0% 3.7% -3.6% 35.7K -531.9K -2.0K 0.00 71.06 N/A N/A 17 0 326 8 2020-01-07 $50.90 $50.00 21.5% 9.4% 25.8% 13.0% 32.8% 4.0% -3.4% 33.0K -468.0K -1.8K 0.00 67.62 N/A N/A 9 0 319 8 2020-01-08 $51.35 $50.00 21.0% 9.4% 26.3% 11.9% 32.8% 4.7% -3.5% 37.6K -537.7K -2.0K 0.00 69.37 N/A N/A 9 0 342 8 2020-01-09 $51.84 $50.00 15.0% 9.4% 26.7% 0.0% 0.0% 4.0% -3.3% 38.2K -584.7K -2.1K 0.00 71.34 N/A N/A 0 0 343 8 2020-01-10 $51.40 $50.00 18.5% 9.4% 26.7% 7.1% 36.2% 3.9% -4.0% 37.6K -539.2K -2.0K 0.14 72.18 N/A N/A 22 3 343 8 2020-01-13 $52.49 $45.00 19.8% 10.0% 28.1% 9.6% 0.0% 4.9% -4.2% 39.9K -687.0K -2.2K 0.00 70.41 N/A N/A 0 0 350 9 2020-01-14 $51.05 $45.00 16.6% 9.6% 29.5% 3.1% 35.2% 3.4% -4.1% 37.4K -551.6K -1.8K 1.38 75.45 N/A N/A 16 22 350 9 2020-01-15 $50.95 $50.00 34.1% 9.8% 29.4% 38.7% 35.8% 3.8% -4.6% 36.2K -548.4K -2.1K 0.11 74.91 N/A N/A 18 2 366 31 2020-01-16 $51.36 $50.00 34.7% 10.0% 17.9% 40.0% 0.0% 4.4% -5.0% 39.4K -612.5K -2.3K 0.00 81.18 N/A N/A 10 0 384 32 2020-01-17 $51.15 $50.00 34.2% 9.8% 17.8% 39.0% 32.2% 4.9% -4.7% 38.7K -608.2K -2.2K 0.00 72.80 N/A N/A 8 0 394 32 2020-01-21 $50.81 $50.00 36.8% 10.6% 17.7% 44.2% 0.0% 3.6% -5.8% 37.0K -455.4K -2.1K 0.00 55.72 N/A N/A 0 4 349 28 2020-01-22 $51.28 $50.00 37.8% 10.8% 18.1% 46.2% 0.0% 4.6% -6.4% 39.1K -490.4K -2.3K 0.00 62.91 N/A N/A 0 0 349 32 2020-01-23 $51.62 $50.00 38.7% 11.1% 17.9% 48.1% 0.0% 4.5% -7.0% 41.0K -516.4K -2.3K 0.00 65.74 N/A N/A 0 0 349 32 2020-01-24 $50.86 $50.00 39.1% 11.2% 18.6% 48.9% 44.1% 4.8% -7.1% 36.7K -451.8K -2.1K 0.00 73.36 N/A N/A 0 3 349 32 2020-01-27 $50.98 $50.00 41.4% 11.9% 18.0% 53.6% 0.0% 5.5% -8.4% 37.1K -461.4K -2.1K 0.00 70.62 N/A N/A 30 0 349 32 2020-01-28 $51.35 $50.00 41.1% 11.8% 18.2% 53.0% 0.0% 5.9% -9.0% 41.5K -513.8K -2.3K 0.00 70.83 N/A N/A 0 0 364 32 2020-01-29 $51.25 $50.00 41.3% 11.8% 18.2% 53.3% 0.0% 5.7% -8.8% 41.3K -499.7K -2.2K 0.00 76.62 N/A N/A 0 7 364 32 2020-01-30 $51.38 $50.00 42.3% 12.1% 18.2% 55.3% 0.0% 5.7% -9.3% 41.0K -508.5K -2.3K 0.00 74.65 N/A N/A 23 0 364 39 2020-01-31 $49.99 $50.00 43.4% 12.4% 20.4% 57.5% 0.0% 4.1% -10.1% 33.6K -346.4K -1.9K 0.00 70.99 N/A N/A 0 6 364 39
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