CSGS Options History — October 2022

In October 2022, CSGS traded between $54.16 and $65.24. ATM implied volatility averaged 37.1%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 16.3% (HV 20d: 53.5%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-10-03: Highest Volume — 209 contracts
  • 2022-10-05: Largest IV drop — 42.3% change
  • 2022-10-04: Highest IV Rank — 16.0%
  • 2022-10-04: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.13$54.16$65.24$54.16$64.89
Max Pain$58.06$55.00$60.00$60.00$55.00
ATM IV37.1%30.6%53.0%50.3%40.5%
Expected Move10.9%8.8%15.2%14.4%11.6%
HV 20d53.5%22.6%95.6%95.1%23.2%
HV 60d114.9%110.8%115.5%115.1%110.8%
IV Rank8.1%4.8%16.0%14.6%9.8%
IV Percentile43.9%15.1%89.3%84.9%64.3%
Term Structure-3.7%-20.1%5.6%-8.7%-8.2%
VWIV37.0%33.8%44.4%33.8%43.5%
Skew 25d5.1%-3.6%6.6%5.4%6.6%
Skew 10d8.6%-48.0%18.0%-48.0%13.1%
Call IV 25d40.4%27.4%89.2%78.5%38.0%
Put IV 25d45.5%33.2%90.0%83.8%44.6%
Bid-Ask Spread %79.9664.13121.46120.9871.48
Gamma HHI0.390.320.480.320.47
Net GEX11.4K3.1K25.9K3.1K24.9K
Net DEX-37.2K-459.6K136.0K129.4K-440.1K
Net VEX-1.6K-2.0K-1.3K-1.4K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.241.440.241.43
Total Volume180.9058320920985
Total OI217.429210243210243

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$54.16$0.0050.3%14.4%95.1%14.6%0.0%5.4%-8.7%3.1K129.4K-1.4K0.24120.98N/AN/A1684114466
2022-10-04$55.31$0.0053.0%15.2%95.4%16.0%0.0%0.8%2.5%7.0K-18.2K-1.8K0.24121.46N/AN/A1684114466
2022-10-05$56.23$0.0030.6%8.8%95.6%4.8%0.0%5.8%5.6%4.7K119.3K-1.4K0.24101.28N/AN/A1684114466
2022-10-06$55.88$60.0031.4%10.3%95.6%5.2%33.8%5.9%-2.0%4.5K121.0K-1.4K0.2474.61N/AN/A1684114466
2022-10-07$55.38$60.0030.9%10.5%95.4%5.0%34.2%6.6%-2.5%4.0K136.0K-1.3K0.2471.08N/AN/A1684114466
2022-10-10$56.25$60.0033.2%10.7%95.5%6.1%35.0%6.1%-2.1%4.7K125.1K-1.3K0.2469.42N/AN/A1684114466
2022-10-11$56.50$60.0034.6%11.1%94.9%6.8%35.6%6.4%-3.3%5.2K108.7K-1.4K0.2468.36N/AN/A1684114466
2022-10-12$56.56$60.0038.5%11.0%93.6%8.7%36.0%5.7%-2.7%5.4K106.4K-1.4K0.2468.87N/AN/A1684114466
2022-10-13$58.24$60.0034.9%10.0%76.8%6.9%35.2%4.8%-2.3%8.1K53.6K-1.6K0.2464.13N/AN/A1684114466
2022-10-14$57.67$60.0035.2%10.1%22.6%7.1%35.5%6.0%-3.5%7.0K72.0K-1.5K0.2468.99N/AN/A1684114466
2022-10-17$59.23$60.0035.1%10.1%24.1%7.1%34.7%5.6%-1.7%9.8K17.5K-1.6K0.3068.35N/AN/A1384114466
2022-10-18$59.74$60.0034.6%9.9%23.3%6.8%34.6%5.8%-2.5%12.3K-23.1K-1.8K0.3068.08N/AN/A1384115466
2022-10-19$58.96$60.0035.4%10.1%24.1%7.2%35.2%5.1%-2.2%10.6K17.0K-1.6K0.3075.36N/AN/A1384115466
2022-10-20$59.24$60.0035.8%10.2%23.8%7.4%36.2%5.3%-3.3%11.0K14.3K-1.6K0.3078.30N/AN/A1404215466
2022-10-21$61.14$55.0035.4%10.2%25.3%7.2%35.8%4.9%-2.7%15.5K-87.1K-1.8K0.3076.82N/AN/A1404215667
2022-10-24$61.37$55.0035.7%10.2%23.3%7.4%35.7%5.9%-2.3%16.0K-110.5K-1.8K0.3078.90N/AN/A1404215567
2022-10-25$63.16$55.0034.2%9.8%24.5%6.6%37.4%6.3%-3.8%20.6K-214.3K-1.9K0.3472.71N/AN/A1404715567
2022-10-26$62.83$55.0045.0%12.9%24.2%12.0%44.4%-3.6%-20.1%17.4K-201.1K-1.9K0.34110.66N/AN/A1404715567
2022-10-27$63.69$55.0037.6%10.8%23.6%8.3%41.3%5.9%-6.1%21.2K-247.9K-1.9K1.4476.53N/AN/A344915567
2022-10-28$65.24$55.0038.1%10.9%22.8%8.6%41.1%6.1%-6.5%25.9K-459.6K-2.0K1.4072.88N/AN/A354917369
2022-10-31$64.89$55.0040.5%11.6%23.2%9.8%43.5%6.6%-8.2%24.9K-440.1K-1.9K1.4371.48N/AN/A355017469