CSGS Options History — May 2020 In May 2020, CSGS traded between $43.07 and $48.85. ATM implied volatility averaged 49.1%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 10.2% (HV 20d: 38.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-18 : Highest Volume — 20 contracts2020-05-13 : Largest IV drop — 47.5% change2020-05-07 : Highest IV Rank — 81.5%2020-05-01 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $46.24 $43.07 $48.85 $47.94 $46.82 Max Pain $40.25 $40.00 $45.00 $45.00 $40.00 ATM IV 49.1% 33.8% 83.0% 53.2% 43.9% Expected Move 12.0% 9.2% 15.3% 15.3% 12.6% HV 20d 38.9% 33.5% 42.6% 41.0% 36.4% HV 60d 50.3% 48.4% 52.2% 49.5% 48.6% IV Rank 40.8% 22.5% 81.5% 45.8% 34.6% IV Percentile 74.9% 54.8% 98.8% 83.7% 72.6% Term Structure -4.2% -19.7% 13.7% -19.7% 0.3% VWIV 41.5% 35.0% 47.7% 47.7% 40.6% Skew 25d 8.7% -2.5% 20.8% 19.0% 5.7% Skew 10d 12.3% -9.6% 40.3% 14.3% -5.1% Call IV 25d 36.0% 27.7% 53.1% 53.1% 39.0% Put IV 25d 44.7% 31.6% 72.1% 72.1% 44.7% Bid-Ask Spread % 104.78 87.73 118.15 104.29 92.77 Gamma HHI 0.30 0.23 0.39 0.23 0.35 Net GEX 5.3K 2.9K 8.7K 3.8K 8.7K Net DEX -110.8K -194.8K -5.4K -119.6K -193.2K Net VEX -989 -1.1K -876 -1.1K -922 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3 0 20 0 0 Total OI 158 145 178 145 178
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 2020-05-01 $47.94 $45.00 53.2% 15.3% 41.0% 45.8% 0.0% 19.0% -19.7% 3.8K -119.6K -1.1K 0.00 104.29 N/A N/A 0 0 84 61 2020-05-04 $47.34 $40.00 70.8% 14.8% 41.6% 66.8% 0.0% 13.0% -13.0% 3.0K -119.3K -1.1K 0.00 104.90 N/A N/A 0 0 84 61 2020-05-05 $47.83 $40.00 71.6% 13.1% 33.5% 67.7% 0.0% 17.4% 1.2% 3.2K -123.6K -1.1K 0.00 103.59 N/A N/A 0 0 84 61 2020-05-06 $48.85 $40.00 58.5% 12.2% 34.0% 52.0% 0.0% 15.7% -12.3% 3.8K -146.3K -1.0K 0.00 106.13 N/A N/A 0 0 84 61 2020-05-07 $46.52 $40.00 83.0% 14.3% 37.3% 81.5% 47.7% 1.7% -8.8% 3.0K -90.6K -1.1K 0.00 114.30 N/A N/A 8 0 84 61 2020-05-08 $47.29 $40.00 50.8% 12.2% 36.7% 42.8% 0.0% 9.4% -10.8% 5.3K -131.2K -997 0.00 105.66 N/A N/A 0 0 89 61 2020-05-11 $46.41 $40.00 51.5% 13.0% 36.9% 43.7% 0.0% 18.6% -6.2% 5.1K -104.9K -993 0.00 110.88 N/A N/A 0 0 89 61 2020-05-12 $44.57 $40.00 68.6% 9.2% 38.1% 64.1% 0.0% 0.3% 13.7% 3.7K -37.8K -919 0.00 118.15 N/A N/A 0 0 89 61 2020-05-13 $43.35 $40.00 36.0% 10.3% 39.1% 25.2% 35.0% 3.1% 4.9% 4.1K -29.4K -905 0.00 103.68 N/A N/A 10 0 89 61 2020-05-14 $43.07 $40.00 39.0% 11.2% 39.0% 28.7% 41.8% 7.3% 5.8% 3.7K -5.4K -951 0.00 108.84 N/A N/A 12 0 99 61 2020-05-15 $43.72 $40.00 40.2% 11.5% 39.1% 30.1% 42.5% -2.5% -0.5% 2.9K -23.9K -986 0.00 115.02 N/A N/A 5 0 107 61 2020-05-18 $45.67 $40.00 38.9% 11.2% 42.6% 28.6% 40.6% 20.8% 4.6% 5.8K -105.1K -997 0.00 106.18 N/A N/A 20 0 102 61 2020-05-19 $45.21 $40.00 34.9% 10.0% 40.7% 23.8% 0.0% 4.1% 0.7% 6.3K -87.7K -969 0.00 107.63 N/A N/A 0 0 102 61 2020-05-20 $45.67 $40.00 42.0% 12.0% 40.6% 32.3% 0.0% 10.4% -9.2% 5.3K -103.5K -980 0.00 99.42 N/A N/A 5 0 102 61 2020-05-21 $45.82 $40.00 40.1% 11.5% 40.3% 30.0% 0.0% 10.9% -14.7% 6.7K -121.2K -1.0K 0.00 104.51 N/A N/A 0 0 107 61 2020-05-22 $46.22 $40.00 40.2% 11.5% 40.5% 30.1% 0.0% 5.4% -1.7% 7.0K -132.0K -998 0.00 92.98 N/A N/A 0 0 107 61 2020-05-26 $47.23 $40.00 45.3% 13.0% 41.0% 36.3% 0.0% 7.7% -11.4% 7.1K -167.9K -953 0.00 112.77 N/A N/A 0 0 107 61 2020-05-27 $48.02 $40.00 33.8% 9.7% 40.9% 22.5% 0.0% 2.7% -5.3% 8.7K -194.8K -935 0.00 87.73 N/A N/A 0 0 107 61 2020-05-28 $47.21 $40.00 39.4% 11.3% 38.4% 29.1% 0.0% 3.6% -1.3% 8.3K -179.5K -876 0.00 96.20 N/A N/A 0 0 107 61 2020-05-29 $46.82 $40.00 43.9% 12.6% 36.4% 34.6% 0.0% 5.7% 0.3% 8.7K -193.2K -922 0.00 92.77 N/A N/A 0 0 117 61
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