CSGS Options History — December 2022

In December 2022, CSGS traded between $55.36 and $61.71. ATM implied volatility averaged 41.7%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 14.8% (HV 20d: 26.9%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.11.

Notable Days

  • 2022-12-14: Highest Volume — 22 contracts
  • 2022-12-29: Largest IV spike — 54.7% change
  • 2022-12-12: Highest IV Rank — 25.4%
  • 2022-12-30: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.34$55.36$61.71$61.71$57.22
Max Pain$52.73$50.00$65.00$65.00$50.00
ATM IV41.7%29.4%71.8%29.8%46.3%
Expected Move9.8%6.8%13.3%8.5%13.3%
HV 20d26.9%23.3%32.2%32.2%26.0%
HV 60d39.1%29.0%60.3%59.5%29.0%
IV Rank10.4%4.2%25.4%4.4%12.6%
IV Percentile52.2%7.5%97.2%10.7%81.0%
Term Structure-4.0%-12.8%12.0%-5.5%-2.8%
VWIV32.5%32.5%32.5%32.5%32.5%
Skew 25d2.7%-14.1%20.3%20.3%-2.6%
Skew 10d6.5%-46.7%95.5%23.0%-12.5%
Call IV 25d41.5%26.9%62.4%26.9%62.4%
Put IV 25d44.2%32.7%60.9%47.2%59.7%
Bid-Ask Spread %115.37105.41124.48115.01116.17
Gamma HHI0.490.370.700.530.57
Net GEX-2.2K-22.2K17.0K17.0K-2.9K
Net DEX108.1K20.5K235.7K27.0K22.5K
Net VEX-465-847-384-847-397
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.110.006.336.330.00
Total Volume2.04802200
Total OI150.0954023823443

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$61.71$65.0029.8%8.5%32.2%4.4%0.0%20.3%-5.5%17.0K27.0K-8470.00115.01N/AN/A0016173
2022-12-02$61.50$65.0037.5%10.7%26.1%8.3%0.0%12.3%-12.3%-22.2K128.1K-4200.00112.78N/AN/A0016173
2022-12-05$58.80$0.0041.8%9.9%30.7%10.4%0.0%10.7%-12.8%606171.1K-6250.00108.22N/AN/A0016173
2022-12-06$57.77$0.0040.5%6.8%30.5%9.8%0.0%6.5%3.0%-3.0K216.0K-5310.00108.96N/AN/A0016173
2022-12-07$57.16$0.0044.6%7.6%30.5%11.8%0.0%1.9%9.8%-2.6K227.0K-5130.00111.39N/AN/A0016173
2022-12-08$57.44$0.0049.0%10.1%29.3%14.0%0.0%-5.3%12.0%-3.6K222.4K-4990.00114.67N/AN/A0016173
2022-12-09$56.84$0.0061.3%10.6%25.3%20.1%0.0%-1.1%7.6%-164206.6K-5450.00114.81N/AN/A0216173
2022-12-12$58.19$0.0071.8%8.6%26.7%25.4%0.0%9.7%-5.8%1.2K166.4K-5190.00106.28N/AN/A0016172
2022-12-13$58.12$0.0068.4%8.7%25.9%23.7%0.0%4.9%-6.9%-3.1K196.9K-4310.00106.01N/AN/A0016172
2022-12-14$56.77$0.0036.9%10.6%26.9%8.0%0.0%-6.7%-5.0%100204.2K-4506.33105.41N/AN/A31916172
2022-12-15$56.09$0.0035.1%10.1%26.9%7.1%0.0%1.3%-2.8%-4.5K235.7K-4250.00124.27N/AN/A0016474
2022-12-16$55.36$0.0032.6%9.4%26.8%5.8%32.5%-0.7%-5.3%-81121.0K-3900.00120.74N/AN/A8016435
2022-12-19$55.78$50.0035.1%10.1%27.0%7.1%0.0%9.9%-12.5%-3.0K38.1K-4020.00116.25N/AN/A011030
2022-12-20$55.63$50.0029.6%8.5%27.0%4.3%0.0%-9.7%-8.2%-2.5K30.9K-3850.00121.65N/AN/A001031
2022-12-21$56.11$50.0032.8%9.4%23.3%5.9%0.0%-6.1%-6.8%-2.8K28.9K-3840.00121.97N/AN/A101031
2022-12-22$55.84$50.0036.8%10.6%23.3%7.9%0.0%14.0%-4.4%-2.7K32.9K-4070.00123.95N/AN/A001131
2022-12-23$56.84$50.0030.3%8.7%24.3%4.7%0.0%10.7%-7.0%-2.7K29.6K-4030.00124.48N/AN/A001131
2022-12-27$57.38$50.0040.8%11.7%24.8%9.9%0.0%2.7%-0.3%-2.7K22.6K-4050.00122.94N/AN/A001231
2022-12-28$56.23$50.0029.4%8.4%25.5%4.2%0.0%-2.4%-7.9%-2.5K20.5K-3910.00114.70N/AN/A091231
2022-12-29$57.34$50.0045.5%13.1%26.2%12.3%0.0%-14.1%-9.7%-2.6K22.2K-4050.00112.11N/AN/A001231
2022-12-30$57.22$50.0046.3%13.3%26.0%12.6%0.0%-2.6%-2.8%-2.9K22.5K-3970.00116.17N/AN/A001231