CSGS Options History — July 2022

In July 2022, CSGS traded between $58.81 and $65.65. ATM implied volatility averaged 43.6%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 16.8% (HV 20d: 26.7%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.19.

Notable Days

  • 2022-07-06: Highest Volume — 224 contracts
  • 2022-07-11: Largest IV spike — 91.2% change
  • 2022-07-11: Highest IV Rank — 69.0%
  • 2022-07-25: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.61$58.81$65.65$60.10$65.33
Max Pain$54.75$50.00$55.00$50.00$55.00
ATM IV43.6%20.9%93.5%32.2%31.4%
Expected Move9.5%6.0%11.5%9.2%9.0%
HV 20d26.7%19.1%34.9%34.9%19.3%
HV 60d28.1%27.7%28.7%28.0%28.1%
IV Rank24.1%3.8%69.0%13.9%13.2%
IV Percentile54.3%3.2%99.2%33.3%26.6%
Term Structure-6.2%-17.8%2.4%-4.5%-4.0%
VWIV34.0%20.7%43.5%32.3%40.9%
Skew 25d1.5%-9.5%12.6%9.7%8.3%
Skew 10d10.4%-20.4%80.4%80.4%-20.4%
Call IV 25d45.5%27.0%67.4%27.0%39.5%
Put IV 25d47.0%30.4%68.1%36.8%47.8%
Bid-Ask Spread %116.06103.70123.68118.12103.70
Gamma HHI0.500.410.620.600.53
Net GEX19.2K12.5K27.0K12.5K20.6K
Net DEX-292.0K-463.5K-138.8K-138.8K-440.3K
Net VEX-3.5K-4.3K-3.0K-3.0K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.160.450.350.16
Total Volume206100224120222
Total OI269.8232336232252

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$60.10$50.0032.2%9.2%34.9%13.9%32.3%9.7%-4.5%12.5K-138.8K-3.0K0.35118.12N/AN/A893116765
2022-07-05$60.27$55.0049.1%10.7%34.9%29.1%34.0%12.6%-7.6%13.8K-140.2K-3.0K0.35107.97N/AN/A893116765
2022-07-06$60.51$55.0062.7%9.1%31.9%41.3%30.9%-6.0%-0.7%12.7K-186.1K-3.1K0.16122.27N/AN/A1933116765
2022-07-07$60.21$55.0061.3%10.5%31.5%40.0%31.6%-9.5%2.4%27.0K-311.7K-4.2K0.16113.16N/AN/A1933127165
2022-07-08$60.25$55.0048.9%8.6%29.3%28.9%36.3%1.1%-2.2%26.4K-300.9K-4.2K0.16119.22N/AN/A1933127165
2022-07-11$60.01$55.0093.5%8.9%29.4%69.0%43.5%-3.9%-6.1%26.0K-313.7K-4.3K0.16123.68N/AN/A1933127165
2022-07-12$58.81$55.0090.6%8.5%29.1%66.4%29.2%1.8%-5.9%21.9K-327.7K-4.2K0.45119.63N/AN/A693127165
2022-07-13$58.86$55.0033.2%9.5%28.2%14.8%34.7%1.2%-17.8%21.7K-325.9K-4.2K0.16115.27N/AN/A1923127065
2022-07-14$59.49$55.0031.1%8.9%28.3%12.9%41.8%-6.3%-9.1%14.7K-201.6K-3.2K0.16121.80N/AN/A1923118865
2022-07-15$60.66$55.0031.8%9.1%28.9%13.5%29.6%9.3%0.2%16.9K-206.5K-3.2K0.16107.14N/AN/A1923118865
2022-07-18$60.18$55.0032.9%9.4%25.1%14.6%34.8%1.8%-5.3%16.0K-233.0K-3.2K0.16119.46N/AN/A1913018764
2022-07-19$61.84$55.0020.9%6.0%26.0%3.8%20.7%-8.9%0.2%18.5K-280.1K-3.3K0.16108.94N/AN/A1913018764
2022-07-20$62.08$55.0031.6%9.1%25.4%13.4%31.4%9.3%-5.8%18.7K-288.8K-3.3K0.16116.83N/AN/A1913018764
2022-07-21$62.91$55.0039.4%11.3%25.5%20.4%43.3%0.6%-17.8%19.3K-296.4K-3.3K0.16119.58N/AN/A1913018764
2022-07-22$63.02$55.0034.4%9.9%25.5%15.9%29.6%3.3%-11.1%19.2K-317.3K-3.4K0.16120.49N/AN/A1913018764
2022-07-25$63.03$55.0040.1%11.5%22.4%21.0%32.0%-6.4%-13.9%19.0K-310.9K-3.3K0.16112.09N/AN/A1923018864
2022-07-26$63.50$55.0039.4%11.3%20.7%20.3%35.4%6.0%-13.4%18.6K-347.0K-3.3K0.16122.58N/AN/A1923018864
2022-07-27$65.65$55.0036.2%10.4%19.1%17.5%38.4%-1.2%0.9%18.9K-463.5K-3.4K0.16118.57N/AN/A1923018864
2022-07-28$65.41$55.0030.6%8.8%19.3%12.5%30.6%6.6%-2.5%22.4K-410.3K-3.4K0.16110.69N/AN/A1923018864
2022-07-29$65.33$55.0031.4%9.0%19.3%13.2%40.9%8.3%-4.0%20.6K-440.3K-3.4K0.16103.70N/AN/A1923018864