CSGS Options History — February 2021 In February 2021, CSGS traded between $43.95 and $47.98. ATM implied volatility averaged 36.0%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 8.6% (HV 20d: 27.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.74.
Notable Days 2021-02-04 : Highest Volume — 143 contracts2021-02-09 : Largest IV spike — 57.5% change2021-02-09 : Highest IV Rank — 36.6%2021-02-23 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $46.13 $43.95 $47.98 $43.95 $46.44 Max Pain $42.11 $40.00 $45.00 $45.00 $45.00 ATM IV 36.0% 23.8% 48.0% 31.3% 33.8% Expected Move 10.3% 6.8% 13.0% 9.0% 9.7% HV 20d 27.4% 23.0% 29.1% 28.5% 23.9% HV 60d 26.8% 24.7% 30.6% 30.6% 25.9% IV Rank 23.0% 9.2% 36.6% 17.7% 20.6% IV Percentile 36.8% 5.6% 61.9% 25.8% 29.4% Term Structure 0.2% -18.0% 14.9% 10.5% -1.5% VWIV 30.9% 22.0% 40.1% 31.6% 26.6% Skew 25d 6.8% -28.8% 27.4% 15.2% 25.2% Skew 10d -0.3% -43.2% 75.5% 18.5% 12.2% Call IV 25d 38.5% 26.5% 62.0% 35.1% 31.0% Put IV 25d 45.3% 32.0% 59.8% 50.2% 56.2% Bid-Ask Spread % 122.19 102.68 130.10 130.10 121.84 Gamma HHI 0.54 0.44 0.67 0.50 0.61 Net GEX 96.7K 48.0K 183.5K 105.4K 51.8K Net DEX -1.5M -2.0M -782.0K -1.1M -782.0K Net VEX -6.8K -7.6K -6.0K -7.0K -6.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.00 10.00 0.00 0.00 Total Volume 25.579 0 143 17 2 Total OI 943.579 690 1,067 1,062 727
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 2021-02-01 $43.95 $45.00 31.3% 9.0% 28.5% 17.7% 31.6% 15.2% 10.5% 105.4K -1.1M -7.0K 0.00 130.10 N/A N/A 17 0 910 152 2021-02-02 $44.37 $45.00 29.0% 8.3% 28.8% 15.2% 27.3% 26.5% 14.9% 119.3K -1.2M -7.3K 0.00 129.29 N/A N/A 44 0 901 152 2021-02-03 $44.14 $45.00 35.8% 10.3% 28.8% 22.8% 40.1% -28.8% -6.1% 97.5K -1.3M -7.5K 0.00 116.55 N/A N/A 73 0 896 152 2021-02-04 $44.59 $40.00 31.5% 11.6% 28.2% 18.0% 0.0% 6.7% -18.0% 125.4K -1.4M -7.5K 0.01 127.02 N/A N/A 141 2 915 152 2021-02-05 $44.79 $40.00 42.4% 11.1% 28.2% 30.3% 0.0% 10.5% 5.2% 183.5K -1.5M -7.6K 0.00 120.39 N/A N/A 22 0 910 151 2021-02-08 $44.86 $40.00 30.5% 9.3% 27.8% 16.8% 35.2% 5.5% 9.6% 146.9K -1.4M -7.1K 0.20 102.68 N/A N/A 5 1 916 151 2021-02-09 $45.82 $40.00 48.0% 10.6% 28.3% 36.6% 0.0% 3.9% 1.8% 117.4K -1.7M -7.3K 0.00 121.83 N/A N/A 16 0 912 152 2021-02-10 $46.38 $40.00 36.0% 10.3% 28.5% 23.1% 0.0% -3.8% -1.6% 134.9K -2.0M -7.1K 0.00 122.70 N/A N/A 5 0 897 152 2021-02-11 $46.56 $40.00 34.2% 9.8% 27.4% 21.0% 0.0% -2.0% 5.3% 99.3K -1.9M -7.2K 0.00 125.01 N/A N/A 1 0 879 152 2021-02-12 $47.19 $40.00 33.6% 9.6% 27.5% 20.3% 0.0% 0.9% -4.4% 103.8K -2.0M -6.9K 0.00 126.48 N/A N/A 64 0 879 152 2021-02-16 $47.59 $40.00 39.5% 11.3% 26.6% 27.1% 0.0% -0.1% -14.4% 95.6K -2.0M -6.7K 0.00 121.35 N/A N/A 28 0 834 142 2021-02-17 $47.94 $40.00 39.6% 11.4% 25.1% 27.1% 0.0% -1.0% -13.0% 96.7K -2.0M -6.5K 0.00 124.79 N/A N/A 6 0 809 142 2021-02-18 $47.98 $40.00 33.5% 9.6% 24.5% 20.3% 34.6% -6.2% -1.9% 97.9K -2.0M -6.2K 0.00 125.34 N/A N/A 1 0 804 142 2021-02-19 $46.17 $40.00 23.8% 6.8% 28.5% 9.2% 22.0% 27.4% 6.4% 49.4K -1.9M -6.0K 10.00 120.50 N/A N/A 2 20 804 142 2021-02-22 $46.97 $45.00 36.6% 10.5% 29.1% 23.8% 29.8% 14.7% 11.3% 48.0K -891.7K -6.0K 0.00 119.66 N/A N/A 13 0 567 123 2021-02-23 $46.47 $45.00 45.2% 13.0% 28.8% 33.5% 31.3% 15.2% 2.2% 54.6K -864.1K -6.0K 2.29 123.60 N/A N/A 7 16 581 124 2021-02-24 $47.17 $45.00 38.6% 11.1% 29.1% 26.0% 0.0% 16.1% -12.9% 57.6K -890.1K -6.3K 0.00 123.65 N/A N/A 0 0 587 140 2021-02-25 $47.10 $45.00 40.7% 11.7% 23.0% 28.4% 0.0% 3.4% 10.8% 53.4K -911.2K -6.3K 0.00 118.86 N/A N/A 0 0 587 140 2021-02-26 $46.44 $45.00 33.8% 9.7% 23.9% 20.6% 26.6% 25.2% -1.5% 51.8K -782.0K -6.1K 0.00 121.84 N/A N/A 2 0 587 140
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