CSGS Options History — October 2021

In October 2021, CSGS traded between $49.27 and $51.06. ATM implied volatility averaged 39.3%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 21.3% (HV 20d: 18.0%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-10-26: Highest Volume — 81 contracts
  • 2021-10-05: Largest IV spike — 92.3% change
  • 2021-10-12: Highest IV Rank — 100.0%
  • 2021-10-26: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.12$49.27$51.06$49.27$50.12
Max Pain$49.52$40.00$50.00$40.00$50.00
ATM IV39.3%21.5%103.8%31.3%24.9%
Expected Move9.4%6.4%14.8%9.0%7.1%
HV 20d18.0%15.2%20.9%19.7%16.3%
HV 60d18.7%17.3%19.7%19.0%17.3%
IV Rank27.1%6.2%100.0%18.7%9.4%
IV Percentile46.9%5.6%100.0%34.9%12.3%
Term Structure-3.5%-23.6%10.1%4.5%-2.1%
VWIV32.1%21.9%47.5%21.9%24.9%
Skew 25d7.3%-19.1%123.5%123.5%1.6%
Skew 10d10.8%-19.1%143.2%143.2%3.6%
Call IV 25d37.4%18.9%55.5%46.0%29.5%
Put IV 25d44.7%26.8%169.5%169.5%31.1%
Bid-Ask Spread %118.40103.30129.12115.90103.30
Gamma HHI0.910.890.950.900.95
Net GEX93.8K71.4K123.8K71.4K114.9K
Net DEX-1.4M-1.7M-1.2M-1.2M-1.6M
Net VEX-4.5K-4.9K-4.1K-4.5K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.160.000.16
Total Volume27.095081065
Total OI565.762512595512595

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$49.27$40.0031.3%9.0%19.7%18.7%0.0%123.5%4.5%71.4K-1.2M-4.5K0.00115.90N/AN/A005102
2021-10-04$49.58$50.0021.5%7.7%19.4%6.2%0.0%13.2%2.7%80.7K-1.3M-4.9K0.00109.17N/AN/A005552
2021-10-05$50.05$50.0041.4%9.9%19.6%31.8%0.0%16.9%-7.6%86.4K-1.4M-4.8K0.00118.64N/AN/A1005552
2021-10-06$49.80$50.0060.8%10.1%19.7%56.8%0.0%6.6%-4.9%80.5K-1.4M-4.8K0.00117.79N/AN/A505552
2021-10-07$50.89$50.0027.4%6.5%20.7%13.8%0.0%-9.3%10.1%80.4K-1.6M-4.8K0.00108.87N/AN/A005552
2021-10-08$51.06$50.0045.4%10.1%19.8%37.0%0.0%-14.6%-0.7%85.9K-1.6M-4.7K0.00127.89N/AN/A005602
2021-10-11$50.49$50.0067.7%11.9%20.5%65.6%0.0%4.6%-7.5%87.2K-1.5M-4.6K0.00121.20N/AN/A205602
2021-10-12$49.88$50.00103.8%11.2%20.9%100.0%0.0%-2.5%-6.1%91.1K-1.3M-4.5K0.00118.84N/AN/A005602
2021-10-13$49.62$50.0040.5%11.6%18.9%27.3%0.0%-19.1%-10.7%91.7K-1.3M-4.5K0.00123.78N/AN/A005612
2021-10-14$49.96$50.0024.2%6.9%18.6%8.6%0.0%13.4%-1.2%92.4K-1.4M-4.6K0.00117.77N/AN/A025612
2021-10-15$50.31$50.0022.6%6.5%18.6%6.7%0.0%7.7%3.7%97.6K-1.5M-4.5K0.00125.48N/AN/A005612
2021-10-18$49.66$50.0028.8%8.3%16.4%13.9%0.0%-17.6%3.6%91.1K-1.3M-4.3K0.00129.12N/AN/A005583
2021-10-19$49.77$50.0033.1%9.5%16.3%18.8%0.0%13.0%-9.1%103.5K-1.3M-4.3K0.00122.05N/AN/A005583
2021-10-20$50.12$50.0030.7%8.8%16.3%16.1%21.9%-6.8%4.4%96.0K-1.4M-4.4K0.14120.46N/AN/A5175583
2021-10-21$50.28$50.0036.5%10.5%16.2%22.7%36.4%-5.0%-10.2%89.6K-1.5M-4.4K0.14122.68N/AN/A5175583
2021-10-22$50.84$50.0022.4%6.4%15.5%6.5%22.6%17.1%2.7%101.0K-1.6M-4.4K0.10112.25N/AN/A7275583
2021-10-25$50.82$50.0029.9%8.6%15.3%15.2%23.7%-0.6%1.0%85.4K-1.7M-4.5K0.10110.78N/AN/A7275845
2021-10-26$50.36$50.0051.6%14.8%15.2%40.1%46.8%0.4%-23.6%112.6K-1.6M-4.4K0.13122.65N/AN/A7295845
2021-10-27$49.46$50.0048.2%13.8%16.7%36.2%47.5%-1.3%-17.9%123.8K-1.2M-4.1K0.16123.13N/AN/A5695849
2021-10-28$50.19$50.0031.7%9.1%17.3%17.2%32.8%12.2%-4.8%106.9K-1.5M-4.4K0.16114.57N/AN/A56958411
2021-10-29$50.12$50.0024.9%7.1%16.3%9.4%24.9%1.6%-2.1%114.9K-1.6M-4.3K0.16103.30N/AN/A56958411