CSGS Options History — October 2020

In October 2020, CSGS traded between $37.71 and $42.73. ATM implied volatility averaged 43.2%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 25.0% (HV 20d: 18.2%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.33.

Notable Days

  • 2020-10-01: Highest Volume — 5 contracts
  • 2020-10-12: Largest IV spike — 112.9% change
  • 2020-10-02: Highest IV Rank — 59.0%
  • 2020-10-02: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.87$37.71$42.73$40.78$37.71
Max Pain$43.64$35.00$50.00$35.00$40.00
ATM IV43.2%24.3%67.5%62.1%57.9%
Expected Move12.5%6.4%19.4%17.8%16.6%
HV 20d18.2%15.1%25.0%25.0%18.6%
HV 60d21.2%20.4%24.3%24.3%20.7%
IV Rank31.6%10.4%59.0%52.9%48.1%
IV Percentile58.3%28.2%88.9%82.9%79.0%
Term Structure-8.6%-38.9%12.5%-9.6%-38.9%
VWIV39.4%35.7%43.0%43.0%35.7%
Skew 25d3.2%-33.3%49.8%24.1%-13.9%
Skew 10d12.0%-54.1%114.8%8.0%8.4%
Call IV 25d48.7%19.9%105.8%43.3%58.6%
Put IV 25d51.9%23.3%88.0%67.5%44.7%
Bid-Ask Spread %124.02110.54132.48121.14132.48
Gamma HHI0.330.250.400.260.40
Net GEX-11.1K-21.5K-2.4K-2.4K-21.2K
Net DEX138.2K-49.0K391.1K80.8K391.1K
Net VEX-1.8K-2.2K-1.5K-2.2K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.001.000.001.00
Total Volume0.7270550
Total OI359.909347376363351

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$40.78$35.0062.1%17.8%25.0%52.9%0.0%24.1%-9.6%-2.4K80.8K-2.2K0.00121.14N/AN/A50130233
2020-10-02$41.61$35.0067.5%19.4%23.0%59.0%0.0%-33.3%-11.0%-4.5K85.2K-2.2K0.00119.15N/AN/A00135233
2020-10-05$41.79$50.0026.3%10.3%22.4%12.7%0.0%-4.3%4.0%-4.6K84.6K-2.1K0.00128.11N/AN/A00135233
2020-10-06$41.67$50.0033.2%13.3%15.6%20.4%0.0%-16.7%1.9%-4.1K82.0K-2.2K0.00121.83N/AN/A00135233
2020-10-07$41.16$50.0024.3%13.3%16.1%10.4%0.0%16.2%-7.7%-3.4K89.4K-2.1K0.00121.91N/AN/A00135233
2020-10-08$41.60$50.0025.7%6.4%16.3%12.0%0.0%3.8%12.5%-5.6K67.4K-2.0K0.00127.82N/AN/A00135233
2020-10-09$41.67$50.0025.8%7.0%15.2%12.1%0.0%1.7%7.0%-2.9K25.3K-2.0K0.00127.99N/AN/A00135233
2020-10-12$41.99$50.0055.0%9.7%15.1%44.9%0.0%-5.5%-7.0%-8.6K19.9K-1.9K0.00129.46N/AN/A30135233
2020-10-13$41.53$50.0036.6%6.7%16.0%24.2%0.0%-7.6%2.4%-7.6K31.3K-1.7K0.00128.03N/AN/A00138233
2020-10-14$41.84$50.0039.5%11.3%15.1%27.4%0.0%49.8%-8.7%-8.2K47.5K-1.8K0.00115.73N/AN/A00138233
2020-10-15$42.73$50.0046.2%13.3%16.4%35.1%43.0%7.9%-21.4%-7.8K-49.0K-1.6K0.00111.70N/AN/A04138233
2020-10-16$42.58$40.0031.7%9.1%16.5%18.7%0.0%-11.1%-4.5%-13.0K-36.3K-1.7K0.00110.54N/AN/A00138238
2020-10-19$41.71$40.0059.2%17.0%18.5%49.6%0.0%11.2%-15.3%-9.9K174.9K-2.0K0.00125.03N/AN/A00111236
2020-10-20$41.24$40.0027.0%7.7%18.8%13.4%0.0%3.6%2.5%-16.7K169.0K-1.7K0.00131.44N/AN/A00111236
2020-10-21$40.86$40.0027.3%7.8%18.7%13.8%0.0%-1.8%8.6%-13.1K160.1K-1.7K0.00126.68N/AN/A00111236
2020-10-22$40.43$40.0046.1%13.2%19.1%34.9%0.0%-19.3%-19.4%-21.5K206.0K-1.6K0.00128.27N/AN/A00111236
2020-10-23$40.36$40.0045.6%13.1%18.0%34.3%35.7%42.2%-22.4%-19.6K225.1K-1.6K1.00117.11N/AN/A22111236
2020-10-26$39.83$40.0057.8%16.6%17.6%48.0%0.0%-3.7%-12.4%-17.2K249.5K-1.7K0.00118.44N/AN/A00113238
2020-10-27$39.39$40.0061.0%17.5%17.9%51.6%0.0%41.0%-19.5%-15.6K283.9K-1.8K0.00123.65N/AN/A00113238
2020-10-28$38.28$40.0063.3%18.2%20.1%54.3%0.0%-1.0%-37.0%-17.9K305.5K-1.6K0.00130.45N/AN/A00113238
2020-10-29$38.31$40.0030.7%8.8%20.2%17.6%0.0%-12.1%6.7%-19.0K346.4K-1.6K0.00131.40N/AN/A00113238
2020-10-30$37.71$40.0057.9%16.6%18.6%48.1%0.0%-13.9%-38.9%-21.2K391.1K-1.5K0.00132.48N/AN/A00113238