CSGS Options History — June 2022

In June 2022, CSGS traded between $55.03 and $62.42. ATM implied volatility averaged 39.6%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 10.8% (HV 20d: 28.8%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2022-06-01: Highest Volume — 197 contracts
  • 2022-06-27: Largest IV spike — 52.2% change
  • 2022-06-27: Highest IV Rank — 30.3%
  • 2022-06-27: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.77$55.03$62.42$61.18$59.44
Max Pain$53.75$50.00$60.00$60.00$50.00
ATM IV39.6%26.0%50.5%37.8%28.4%
Expected Move11.0%7.5%14.5%10.8%8.1%
HV 20d28.8%21.0%35.3%27.9%35.2%
HV 60d26.1%23.7%28.4%23.7%28.1%
IV Rank20.6%8.3%30.3%19.0%10.5%
IV Percentile62.3%14.7%89.3%61.1%18.7%
Term Structure-1.4%-20.4%12.0%-16.2%11.3%
VWIV44.5%20.6%65.5%38.0%25.4%
Skew 25d2.9%-20.8%22.4%5.0%-20.8%
Skew 10d9.3%-33.1%70.6%0.0%-33.1%
Call IV 25d53.8%26.6%75.1%31.8%66.6%
Put IV 25d56.7%33.7%91.7%36.8%45.8%
Bid-Ask Spread %118.10105.33125.00105.33115.60
Gamma HHI0.570.370.670.630.60
Net GEX24.0K2.2K60.6K47.9K12.6K
Net DEX-154.1K-564.8K294.2K-457.5K-121.3K
Net VEX-3.4K-4.7K-2.5K-4.7K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.230.390.390.35
Total Volume159.857120197197120
Total OI399.238231504503232

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$61.18$60.0037.8%10.8%27.9%19.0%38.0%5.0%-16.2%47.9K-457.5K-4.7K0.39105.33N/AN/A14255385118
2022-06-02$62.22$0.0036.4%9.7%27.7%17.7%0.0%0.3%3.8%59.4K-512.3K-4.7K0.39123.52N/AN/A14255385118
2022-06-03$62.42$0.0040.9%9.8%21.0%21.8%0.0%1.0%2.7%60.6K-564.8K-4.7K0.39123.51N/AN/A14255384118
2022-06-06$60.00$0.0040.1%9.4%23.9%21.0%0.0%6.6%1.9%37.6K-280.3K-4.1K0.39117.36N/AN/A14255384118
2022-06-07$60.87$0.0043.3%9.8%24.2%23.9%0.0%3.4%1.4%53.1K-362.3K-4.1K0.39121.19N/AN/A14255384118
2022-06-08$58.99$0.0026.0%7.5%26.8%8.3%20.6%0.8%12.0%28.4K-198.5K-3.9K0.23112.21N/AN/A14333384118
2022-06-09$59.11$60.0033.6%9.6%26.1%15.2%35.0%-12.1%-5.0%32.9K-169.3K-3.7K0.23120.22N/AN/A14333385119
2022-06-10$57.76$60.0036.4%10.4%26.7%17.7%38.5%14.9%-7.9%5.8K97.3K-3.2K0.23121.91N/AN/A14333385119
2022-06-13$56.71$60.0031.8%9.1%27.2%13.6%47.8%6.5%10.8%25.5K-84.7K-3.3K0.23116.27N/AN/A14333385119
2022-06-14$56.60$60.0037.9%10.9%27.2%19.0%50.6%-7.9%1.6%24.1K-45.3K-3.1K0.23112.70N/AN/A14333385119
2022-06-15$57.11$60.0041.3%11.8%26.8%22.1%50.6%4.7%-9.4%23.4K-162.4K-3.2K0.24121.93N/AN/A14334380119
2022-06-16$55.03$50.0036.5%10.5%28.8%17.8%45.5%4.4%5.6%2.2K294.2K-2.5K0.24108.24N/AN/A14334380120
2022-06-17$56.00$50.0040.4%11.6%29.2%21.3%59.2%1.6%5.9%9.4K250.9K-2.7K0.24121.77N/AN/A14434380120
2022-06-21$57.13$50.0044.6%12.8%30.3%25.0%44.6%-15.1%-3.7%9.8K-81.8K-2.9K0.35123.71N/AN/A893116665
2022-06-22$57.03$50.0049.3%14.1%29.7%29.3%65.5%5.9%-9.4%9.9K-108.9K-2.9K0.35118.47N/AN/A893116765
2022-06-23$57.35$50.0048.7%14.0%29.3%28.8%30.2%3.7%-0.6%10.0K-125.6K-3.0K0.35115.91N/AN/A893116765
2022-06-24$59.54$50.0033.2%9.5%32.5%14.8%29.5%12.8%0.7%12.1K-70.3K-2.9K0.35114.07N/AN/A893116765
2022-06-27$61.12$50.0050.5%14.5%33.3%30.3%54.5%22.4%-3.4%13.0K-206.1K-3.2K0.35120.86N/AN/A893116765
2022-06-28$59.11$50.0046.7%13.4%35.3%27.0%58.4%7.6%-11.0%13.2K-177.2K-3.1K0.35120.41N/AN/A893116765
2022-06-29$59.53$50.0047.9%13.7%35.3%28.0%62.0%15.2%-20.4%12.2K-149.3K-3.1K0.35125.00N/AN/A893116765
2022-06-30$59.44$50.0028.4%8.1%35.2%10.5%25.4%-20.8%11.3%12.6K-121.3K-3.0K0.35115.60N/AN/A893116765