CSGS Options History — August 2022

In August 2022, CSGS traded between $42.07 and $65.69. ATM implied volatility averaged 49.4%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 59.9% (HV 20d: 109.4%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.11.

Notable Days

  • 2022-08-31: Highest Volume — 287 contracts
  • 2022-08-17: Largest IV spike — 586.6% change
  • 2022-08-17: Highest IV Rank — 100.0%
  • 2022-08-17: Largest Expected Move — 63.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.79$42.07$65.69$65.54$57.92
Max Pain$63.70$55.00$65.00$55.00$65.00
ATM IV49.4%26.9%221.6%37.5%52.2%
Expected Move13.4%7.7%63.5%10.8%15.0%
HV 20d109.4%19.2%178.0%19.2%177.7%
HV 60d68.1%25.3%103.6%27.8%103.3%
IV Rank20.8%8.7%100.0%18.7%17.3%
IV Percentile60.6%12.3%100.0%56.3%90.1%
Term Structure-16.4%-187.3%7.0%-6.1%-15.6%
VWIV39.5%28.3%58.4%53.3%58.4%
Skew 25d9.3%-48.5%100.4%18.6%38.4%
Skew 10d-2.2%-48.2%121.2%-5.8%-35.1%
Call IV 25d43.7%19.4%140.7%41.4%39.9%
Put IV 25d53.1%24.2%198.9%60.0%78.3%
Bid-Ask Spread %114.18100.44121.85106.77119.82
Gamma HHI0.430.340.580.510.43
Net GEX11.5K1.9K22.0K21.3K12.6K
Net DEX-46.5K-473.9K144.4K-460.1K38.7K
Net VEX-2.7K-3.3K-2.1K-3.3K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.000.320.160.29
Total Volume77.0870287222287
Total OI303.565252325252319

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$65.54$55.0037.5%10.8%19.2%18.7%53.3%18.6%-6.1%21.3K-460.1K-3.3K0.16106.77N/AN/A1923018864
2022-08-02$65.12$55.0034.1%9.8%19.6%15.6%44.2%7.6%-1.6%20.8K-439.5K-3.3K0.16109.56N/AN/A1923018864
2022-08-03$65.69$55.0035.8%10.3%19.6%17.1%39.0%17.6%-3.7%22.0K-473.9K-3.3K0.16100.44N/AN/A1933118964
2022-08-04$56.13$65.0058.6%11.5%60.6%37.7%53.1%-6.0%-20.4%12.0K-99.8K-2.6K0.15109.07N/AN/A2043119065
2022-08-05$54.70$65.0035.7%9.1%61.1%17.0%34.4%-11.0%-0.8%11.3K-6.9K-2.3K0.14110.54N/AN/A2062920265
2022-08-08$56.23$65.0063.7%11.9%62.2%42.2%39.6%4.3%-5.7%11.1K-42.1K-2.4K0.32104.71N/AN/A2066520467
2022-08-09$56.53$65.0051.6%9.3%61.9%31.3%32.6%-13.2%-0.2%7.1K70.4K-2.6K0.00115.64N/AN/A320204103
2022-08-10$56.94$65.0027.4%7.8%62.0%9.5%29.3%-1.2%7.0%9.4K48.3K-2.7K0.00108.46N/AN/A100209103
2022-08-11$57.20$65.0031.6%9.0%61.9%13.3%0.0%-0.4%-2.7%9.5K59.5K-2.7K0.00114.89N/AN/A00219103
2022-08-12$57.39$65.0036.6%10.5%61.4%17.9%28.3%10.3%1.4%10.3K960-2.9K0.00116.65N/AN/A10219103
2022-08-15$58.05$65.0026.9%7.7%61.6%9.1%0.0%1.7%1.4%11.0K17.3K-2.7K0.00115.84N/AN/A00220103
2022-08-16$57.74$65.0032.3%9.3%60.6%14.0%0.0%6.7%-12.3%11.9K40.0K-2.7K0.00112.22N/AN/A10220103
2022-08-17$42.07$65.00221.6%63.5%126.5%100.0%0.0%-48.5%-187.3%1.9K-258.1K-2.5K0.00121.85N/AN/A01221103
2022-08-18$58.68$65.0037.2%10.7%177.8%10.0%0.0%19.7%-17.7%12.1K-8.2K-2.8K0.00117.41N/AN/A00221104
2022-08-19$59.38$65.0035.3%10.1%177.9%9.0%29.1%16.5%-7.0%13.8K-18.6K-2.7K0.00119.91N/AN/A300221104
2022-08-22$58.65$65.0038.4%11.0%178.0%10.6%33.1%24.2%-10.4%13.8K-59.5K-2.9K0.00120.11N/AN/A10216103
2022-08-23$57.66$65.0039.9%11.4%178.0%11.3%0.0%4.7%-18.4%9.1K56.4K-2.6K0.00114.76N/AN/A00215103
2022-08-24$57.10$65.0047.3%13.6%177.4%14.9%0.0%7.4%-11.2%10.4K55.0K-2.6K0.00116.05N/AN/A00215103
2022-08-25$58.08$65.0041.8%12.0%177.6%12.3%0.0%8.2%-19.5%9.9K76.4K-2.4K0.00117.45N/AN/A01215103
2022-08-26$57.00$65.0045.3%13.0%177.6%13.9%0.0%-7.0%-11.5%9.2K97.6K-2.4K0.00118.75N/AN/A00215104
2022-08-29$57.59$65.0034.5%9.9%177.7%8.7%0.0%15.4%-0.5%6.0K144.4K-2.1K0.00117.37N/AN/A00215104
2022-08-30$57.82$65.0071.8%20.6%177.8%26.9%0.0%100.4%-34.3%6.9K92.9K-2.1K0.00117.89N/AN/A00215104
2022-08-31$57.92$65.0052.2%15.0%177.7%17.3%58.4%38.4%-15.6%12.6K38.7K-2.5K0.29119.82N/AN/A22364215104