CSGS Options History — February 2020 In February 2020, CSGS traded between $43.62 and $52.76. ATM implied volatility averaged 29.6%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 6.8% (HV 20d: 22.9%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.90.
Notable Days 2020-02-04 : Highest Volume — 93 contracts2020-02-06 : Largest IV drop — 52.1% change2020-02-28 : Highest IV Rank — 79.3%2020-02-28 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $50.48 $43.62 $52.76 $50.35 $43.62 Max Pain $45.79 $45.00 $50.00 $50.00 $45.00 ATM IV 29.6% 18.2% 54.0% 45.3% 54.0% Expected Move 8.4% 5.2% 15.5% 13.0% 15.5% HV 20d 22.9% 19.8% 37.0% 20.5% 37.0% HV 60d 22.2% 20.5% 28.0% 20.5% 28.0% IV Rank 29.6% 6.4% 79.3% 61.5% 79.3% IV Percentile 56.9% 6.0% 98.8% 93.3% 98.8% Term Structure -1.2% -14.1% 6.3% -11.8% -13.6% VWIV 30.9% 18.4% 54.5% 44.7% 54.5% Skew 25d 5.1% -2.0% 16.6% 6.0% 16.6% Skew 10d 14.1% -3.6% 29.1% 20.8% 27.3% Call IV 25d 26.2% 18.0% 43.8% 43.3% 38.7% Put IV 25d 31.2% 20.4% 55.2% 49.3% 55.2% Bid-Ask Spread % 83.69 60.95 99.29 76.01 99.29 Gamma HHI 0.59 0.41 0.93 0.54 0.41 Net GEX 37.2K -3.4K 83.0K 35.5K 8.8K Net DEX -335.0K -613.1K -12.5K -383.3K -12.5K Net VEX -1.6K -2.6K -792 -2.0K -792 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.00 4.33 0.00 0.00 Total Volume 18.684 0 93 28 14 Total OI 544.526 409 628 409 448
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 2020-02-03 $50.35 $50.00 45.3% 13.0% 20.5% 61.5% 44.7% 6.0% -11.8% 35.5K -383.3K -2.0K 0.00 76.01 N/A N/A 28 0 364 45 2020-02-04 $50.82 $50.00 44.2% 12.7% 20.4% 59.3% 44.2% 5.3% -11.3% 40.2K -453.6K -2.1K 0.00 72.89 N/A N/A 0 93 377 45 2020-02-05 $51.85 $50.00 48.4% 13.9% 20.8% 67.7% 54.5% 7.3% -14.1% 30.0K -406.6K -2.6K 0.20 60.95 N/A N/A 56 11 377 133 2020-02-06 $51.19 $45.00 23.1% 6.4% 21.2% 16.5% 19.2% 4.8% 3.3% 21.7K -290.3K -2.1K 0.03 74.27 N/A N/A 34 1 435 139 2020-02-07 $50.05 $45.00 21.7% 6.0% 22.3% 13.5% 21.7% 2.0% 4.5% -3.4K -56.1K -1.7K 0.15 86.76 N/A N/A 13 2 468 138 2020-02-10 $51.03 $45.00 23.5% 6.4% 23.3% 17.3% 21.4% 3.7% 3.7% 17.9K -264.9K -1.9K 0.43 79.95 N/A N/A 7 3 481 140 2020-02-11 $51.74 $45.00 23.7% 6.4% 22.6% 17.6% 19.3% 3.3% 3.1% 37.6K -407.7K -2.0K 1.60 75.19 N/A N/A 5 8 481 140 2020-02-12 $51.71 $45.00 21.0% 6.0% 20.2% 12.2% 18.4% 3.5% 4.6% 37.0K -389.9K -1.9K 0.00 82.24 N/A N/A 10 0 486 140 2020-02-13 $52.00 $45.00 21.4% 6.1% 20.2% 12.9% 0.0% 2.0% 4.6% 45.6K -449.2K -1.9K 0.00 85.95 N/A N/A 1 0 488 140 2020-02-14 $52.25 $45.00 21.3% 6.1% 20.1% 12.7% 0.0% 2.3% 4.4% 58.8K -522.8K -1.8K 4.33 86.91 N/A N/A 6 26 487 140 2020-02-18 $52.33 $45.00 21.3% 6.1% 20.0% 12.8% 21.1% 1.8% 4.1% 65.4K -557.5K -1.7K 0.00 85.20 N/A N/A 0 4 493 126 2020-02-19 $52.76 $45.00 18.2% 5.2% 19.9% 6.4% 20.8% 2.4% 6.3% 83.0K -613.1K -1.7K 4.00 88.81 N/A N/A 1 4 493 130 2020-02-20 $52.71 $45.00 19.1% 5.5% 19.8% 8.2% 0.0% 2.3% 5.6% 79.2K -605.7K -1.7K 0.00 87.25 N/A N/A 0 0 492 130 2020-02-21 $51.80 $45.00 23.0% 6.6% 20.8% 16.1% 0.0% 8.1% 3.6% 60.1K -478.4K -1.4K 0.00 83.86 N/A N/A 10 0 492 130 2020-02-24 $50.35 $45.00 26.1% 7.5% 22.5% 22.5% 0.0% -2.0% -1.7% 37.1K -222.9K -1.1K 0.00 84.12 N/A N/A 6 0 415 21 2020-02-25 $48.09 $45.00 29.8% 8.5% 27.7% 30.0% 0.0% 7.7% -4.3% 20.3K -114.6K -837 0.00 97.80 N/A N/A 0 12 415 21 2020-02-26 $47.44 $45.00 36.9% 10.6% 27.6% 44.4% 0.0% 8.3% -7.1% 15.1K -63.1K -848 0.00 88.36 N/A N/A 0 0 415 33 2020-02-27 $46.98 $45.00 40.7% 11.7% 27.7% 52.1% 0.0% 10.9% -6.6% 16.2K -72.3K -950 0.00 94.32 N/A N/A 0 0 415 33 2020-02-28 $43.62 $45.00 54.0% 15.5% 37.0% 79.3% 54.5% 16.6% -13.6% 8.8K -12.5K -792 0.00 99.29 N/A N/A 0 14 415 33
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