CSGS Options History — June 2020 In June 2020, CSGS traded between $41.27 and $49.06. ATM implied volatility averaged 33.1%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 0.2% (HV 20d: 32.9%). Max pain ranged from $35.00 to $55.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2020-06-23 : Highest Volume — 199 contracts2020-06-11 : Largest IV spike — 84.7% change2020-06-11 : Highest IV Rank — 43.8%2020-06-11 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $45.11 $41.27 $49.06 $47.97 $41.49 Max Pain $45.00 $35.00 $55.00 $40.00 $35.00 ATM IV 33.1% 22.4% 51.6% 43.5% 38.8% Expected Move 9.1% 6.4% 14.8% 12.5% 11.1% HV 20d 32.9% 28.0% 36.9% 36.9% 29.3% HV 60d 40.6% 36.6% 46.5% 46.5% 37.0% IV Rank 21.7% 8.8% 43.8% 34.1% 28.5% IV Percentile 53.2% 30.2% 81.0% 71.8% 58.3% Term Structure -0.8% -34.9% 13.5% -12.4% -34.9% VWIV 28.6% 21.9% 40.0% 21.9% 23.6% Skew 25d 6.1% -27.9% 34.1% -2.8% -27.9% Skew 10d 17.6% -18.8% 81.7% -7.4% -18.8% Call IV 25d 30.5% 19.9% 51.4% 46.9% 51.4% Put IV 25d 36.6% 23.4% 64.1% 44.1% 23.5% Bid-Ask Spread % 110.50 95.28 128.54 95.28 115.88 Gamma HHI 0.55 0.30 0.93 0.36 0.68 Net GEX 7.0K -10.6K 24.4K 10.8K -6.6K Net DEX -82.7K -291.5K 216.3K -239.7K 132.0K Net VEX -927 -1.6K -675 -862 -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.00 7.00 0.95 0.00 Total Volume 20.773 0 199 0 3 Total OI 191.091 126 256 178 256
Daily Data (22 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 2020-06-01 $47.97 $40.00 43.5% 12.5% 36.9% 34.1% 0.0% -2.8% -12.4% 10.8K -239.7K -862 0.00 95.28 N/A N/A 0 0 117 61 2020-06-02 $48.50 $40.00 24.3% 7.0% 36.8% 11.1% 0.0% 5.0% 0.4% 12.6K -264.1K -788 0.00 101.41 N/A N/A 0 0 117 61 2020-06-03 $48.69 $40.00 30.9% 8.9% 36.7% 19.0% 0.0% 6.9% -3.5% 11.7K -275.8K -800 0.00 101.75 N/A N/A 0 0 117 61 2020-06-04 $48.05 $55.00 34.1% 7.6% 36.2% 22.8% 21.9% 10.6% 3.2% 13.1K -242.8K -782 0.95 111.09 N/A N/A 58 55 117 61 2020-06-05 $49.06 $55.00 30.0% 8.0% 32.1% 18.0% 0.0% 0.4% 2.5% 12.3K -291.5K -725 0.00 117.68 N/A N/A 10 0 117 61 2020-06-08 $48.53 $55.00 34.7% 9.7% 32.0% 23.5% 0.0% -12.0% 4.0% 13.6K -274.6K -694 0.00 117.89 N/A N/A 0 0 117 61 2020-06-09 $47.62 $55.00 49.3% 8.2% 32.1% 41.1% 0.0% 17.5% 1.9% 11.2K -228.1K -744 0.00 106.47 N/A N/A 0 0 117 61 2020-06-10 $47.84 $55.00 27.9% 8.0% 28.0% 15.4% 0.0% 34.1% -8.4% 12.9K -238.7K -710 0.00 114.40 N/A N/A 0 0 117 61 2020-06-11 $44.89 $55.00 51.6% 14.8% 35.3% 43.8% 0.0% 14.1% -7.6% 9.7K -99.8K -790 0.17 121.58 N/A N/A 6 1 117 61 2020-06-12 $44.45 $55.00 32.6% 9.4% 35.4% 21.1% 0.0% 5.2% 8.3% 13.3K -78.2K -754 0.00 117.32 N/A N/A 3 0 120 61 2020-06-15 $44.17 $55.00 34.3% 9.8% 35.1% 23.1% 0.0% 17.9% 6.7% 10.3K -55.2K -702 2.25 104.79 N/A N/A 4 9 117 61 2020-06-16 $45.18 $55.00 28.5% 8.2% 32.4% 16.1% 0.0% 14.1% 13.5% 23.6K -116.5K -675 0.00 111.43 N/A N/A 21 0 117 61 2020-06-17 $44.34 $55.00 28.6% 8.2% 32.9% 16.3% 35.2% 11.2% 1.8% 15.2K -112.5K -773 0.00 109.33 N/A N/A 7 0 135 61 2020-06-18 $44.12 $40.00 31.3% 9.0% 32.6% 19.4% 22.4% 2.2% 3.8% 24.4K -74.1K -791 0.00 113.47 N/A N/A 15 0 142 61 2020-06-19 $43.93 $35.00 43.2% 12.4% 32.6% 33.8% 40.0% -6.3% -12.5% 494 -34.5K -733 0.00 97.36 N/A N/A 15 0 134 61 2020-06-22 $43.39 $35.00 27.5% 7.9% 32.5% 14.9% 0.0% 9.0% 6.2% 2.5K -29.6K -774 7.00 107.92 N/A N/A 3 21 79 47 2020-06-23 $43.40 $35.00 23.7% 6.8% 31.2% 10.4% 23.6% 7.7% 0.4% 1.7K 5.8K -944 2.06 100.72 N/A N/A 65 134 82 68 2020-06-24 $42.05 $35.00 25.8% 7.4% 31.7% 12.9% 0.0% -2.5% 6.2% -7.4K 174.0K -1.5K 0.00 115.59 N/A N/A 0 0 82 147 2020-06-25 $41.72 $35.00 22.4% 6.4% 31.4% 8.8% 0.0% 3.6% 12.3% -9.5K 170.7K -1.4K 0.00 128.54 N/A N/A 0 0 82 147 2020-06-26 $41.27 $35.00 35.8% 10.3% 31.5% 24.9% 0.0% 24.6% -1.2% -10.6K 216.3K -1.4K 0.00 112.40 N/A N/A 23 0 82 147 2020-06-29 $41.72 $35.00 30.1% 8.6% 30.1% 18.0% 0.0% 1.7% -8.1% -10.3K 138.4K -1.5K 0.00 108.73 N/A N/A 4 0 105 147 2020-06-30 $41.49 $35.00 38.8% 11.1% 29.3% 28.5% 0.0% -27.9% -34.9% -6.6K 132.0K -1.6K 0.00 115.88 N/A N/A 3 0 109 147
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