CSGS Options History — November 2022

In November 2022, CSGS traded between $56.93 and $63.29. ATM implied volatility averaged 38.0%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 3.2% (HV 20d: 34.8%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.30.

Notable Days

  • 2022-11-01: Highest Volume — 89 contracts
  • 2022-11-28: Largest IV spike — 47.2% change
  • 2022-11-30: Highest IV Rank — 13.1%
  • 2022-11-30: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.03$56.93$63.29$63.29$61.33
Max Pain$65.00$60.00$70.00$60.00$65.00
ATM IV38.0%27.4%47.3%41.5%47.3%
Expected Move10.1%7.3%13.5%11.9%13.5%
HV 20d34.8%25.7%37.6%25.7%33.8%
HV 60d78.2%59.2%111.7%110.8%59.6%
IV Rank8.5%3.2%13.1%10.2%13.1%
IV Percentile48.4%6.0%81.7%68.7%81.7%
Term Structure-8.9%-33.4%5.3%-9.2%-17.7%
VWIV33.9%26.1%46.9%44.0%43.0%
Skew 25d20.3%6.7%36.6%6.8%32.3%
Skew 10d16.4%-2.1%42.9%16.0%23.2%
Call IV 25d32.7%24.6%41.9%40.5%31.7%
Put IV 25d53.0%38.1%67.4%47.3%64.1%
Bid-Ask Spread %113.0664.52124.9868.00124.64
Gamma HHI0.450.380.520.490.50
Net GEX12.6K6.2K22.6K22.6K15.5K
Net DEX11.8K-306.8K119.3K-306.8K29.8K
Net VEX-1.3K-1.9K-907-1.9K-907
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.301.875.641.873.00
Total Volume65.286089890
Total OI244.857234258244234

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$63.29$60.0041.5%11.9%25.7%10.2%44.0%6.8%-9.2%22.6K-306.8K-1.9K1.8768.00N/AN/A315817470
2022-11-02$61.48$70.0044.3%12.7%28.3%11.6%45.6%7.2%-9.4%18.5K-142.9K-1.8K5.6464.52N/AN/A116217679
2022-11-03$58.43$65.0043.3%8.1%34.3%11.2%31.0%21.8%5.3%9.7K70.1K-1.4K5.25101.49N/AN/A126317583
2022-11-04$57.68$65.0044.4%7.9%34.5%11.7%26.1%10.9%-5.3%8.5K59.7K-1.4K3.00113.06N/AN/A216317676
2022-11-07$58.86$65.0039.8%8.7%34.8%9.4%28.3%11.3%-4.2%12.0K9.8K-1.5K3.10113.23N/AN/A216517477
2022-11-08$58.37$65.0041.4%7.3%35.0%10.2%26.7%14.6%-1.3%8.1K78.5K-1.3K3.10113.28N/AN/A216517479
2022-11-09$56.93$65.0036.4%10.4%36.3%7.7%32.8%19.8%4.9%6.2K119.3K-1.2K3.10118.09N/AN/A216517479
2022-11-10$59.28$65.0028.5%8.2%37.6%3.8%31.6%22.8%-0.9%10.7K44.0K-1.4K3.10120.84N/AN/A216517479
2022-11-11$59.75$65.0028.4%8.1%37.5%3.7%29.0%6.7%-3.2%10.8K24.9K-1.3K2.71114.78N/AN/A246517479
2022-11-14$60.72$65.0031.3%9.0%36.7%5.2%35.2%20.5%-2.6%12.8K-30.3K-1.4K3.25117.32N/AN/A206516979
2022-11-15$60.10$65.0027.4%7.8%36.9%3.2%27.3%16.2%-2.1%11.5K45.5K-1.3K3.25115.99N/AN/A206516779
2022-11-16$60.44$65.0030.9%8.9%36.5%5.0%31.3%25.9%-4.1%15.9K-14.1K-1.4K3.25116.80N/AN/A206516779
2022-11-17$59.53$65.0035.3%10.1%37.0%7.1%32.8%26.6%-17.0%8.7K66.5K-1.2K3.25121.84N/AN/A206516779
2022-11-18$59.57$65.0030.0%8.6%35.1%4.5%30.4%27.1%-11.3%8.3K93.3K-1.1K3.25121.34N/AN/A206516779
2022-11-21$59.38$65.0037.0%10.6%35.0%8.0%35.2%32.3%-15.4%10.0K65.0K-1.2K3.00122.18N/AN/A164816173
2022-11-22$61.53$65.0043.4%12.4%35.9%11.2%46.9%20.3%-15.8%14.4K-9.3K-1.2K3.00120.02N/AN/A164816173
2022-11-23$61.02$65.0047.2%13.5%36.0%13.1%43.0%36.6%-33.4%14.2K-10.6K-1.2K3.00118.34N/AN/A164816173
2022-11-25$61.39$65.0030.4%8.7%35.6%4.7%0.0%16.4%-12.6%16.7K13.8K-1.1K0.00122.59N/AN/A0016173
2022-11-28$61.03$65.0044.8%12.8%34.3%11.9%0.0%22.8%-15.6%15.1K28.2K-9550.00120.90N/AN/A0016173
2022-11-29$60.59$65.0045.8%13.1%34.3%12.4%0.0%27.1%-16.7%13.8K14.4K-1.0K0.00124.98N/AN/A0016173
2022-11-30$61.33$65.0047.3%13.5%33.8%13.1%0.0%32.3%-17.7%15.5K29.8K-9070.00124.64N/AN/A0016173