CSGS Options History — January 2023 In January 2023, CSGS traded between $57.06 and $59.77. ATM implied volatility averaged 38.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 18.2% (HV 20d: 20.7%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2023-01-20 : Highest Volume — 20 contracts2023-01-13 : Largest IV spike — 79.5% change2023-01-10 : Highest IV Rank — 21.4%2023-01-04 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.31 $57.06 $59.77 $58.41 $59.77 Max Pain $51.25 $50.00 $55.00 $50.00 $50.00 ATM IV 38.9% 19.7% 63.9% 47.8% 38.9% Expected Move 10.1% 5.6% 13.8% 13.7% 11.2% HV 20d 20.7% 17.1% 27.4% 27.4% 18.3% HV 60d 28.0% 26.0% 29.4% 29.2% 26.0% IV Rank 9.3% 0.0% 21.4% 13.4% 9.5% IV Percentile 48.3% 0.0% 96.0% 83.3% 54.0% Term Structure -6.7% -22.6% 15.0% -15.9% -10.2% VWIV 39.5% 22.3% 61.1% 34.7% 36.3% Skew 25d 9.1% -6.3% 32.7% 2.1% 5.8% Skew 10d 7.3% -34.0% 45.4% 5.7% 16.2% Call IV 25d 39.8% 18.4% 70.0% 67.1% 37.5% Put IV 25d 48.8% 29.3% 71.2% 69.2% 43.3% Bid-Ask Spread % 105.80 68.30 124.05 117.11 68.30 Gamma HHI 0.56 0.32 0.77 0.56 0.32 Net GEX -2.7K -4.3K -586 -2.8K -586 Net DEX 2.4K -36.4K 15.6K 11.8K -36.4K Net VEX -402 -499 -357 -384 -453 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.00 0.00 0.09 Total Volume 3.3 0 20 0 12 Total OI 54.8 43 80 43 80
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-01-03 $58.41 $50.00 47.8% 13.7% 27.4% 13.4% 0.0% 2.1% -15.9% -2.8K 11.8K -384 0.00 117.11 N/A N/A 0 0 12 31 2023-01-04 $58.48 $50.00 48.2% 13.8% 22.4% 13.6% 0.0% 1.3% -22.6% -2.7K 6.7K -363 0.00 124.05 N/A N/A 4 0 12 31 2023-01-05 $58.66 $55.00 50.9% 9.5% 21.4% 14.9% 0.0% 3.0% -6.3% -2.6K 2.0K -375 0.00 117.51 N/A N/A 0 0 13 31 2023-01-06 $59.13 $55.00 54.0% 9.7% 21.1% 16.5% 0.0% 0.8% -4.2% -2.5K -1.1K -370 0.00 120.80 N/A N/A 0 0 13 31 2023-01-09 $57.77 $55.00 56.0% 10.5% 22.8% 17.5% 0.0% 10.1% -14.2% -2.7K 6.3K -365 0.00 116.31 N/A N/A 0 0 13 31 2023-01-10 $57.06 $55.00 63.9% 12.9% 23.0% 21.4% 0.0% 22.2% -21.7% -2.8K 10.4K -360 0.00 117.49 N/A N/A 0 0 13 31 2023-01-11 $57.41 $55.00 37.6% 10.8% 21.4% 8.3% 34.7% 13.2% -1.2% -3.0K 11.2K -360 0.00 120.04 N/A N/A 8 0 13 31 2023-01-12 $57.90 $50.00 19.8% 5.7% 21.6% 0.0% 0.0% -6.3% 3.7% -2.9K 11.9K -372 0.00 107.56 N/A N/A 0 0 13 31 2023-01-13 $58.59 $50.00 35.6% 10.2% 20.2% 7.8% 0.0% 27.7% -7.5% -2.5K 8.5K -373 0.00 120.52 N/A N/A 2 0 13 31 2023-01-17 $58.28 $50.00 36.2% 10.4% 19.7% 8.1% 0.0% 0.3% -7.6% -2.7K -6.7K -357 0.00 121.54 N/A N/A 2 0 15 31 2023-01-18 $58.23 $50.00 37.3% 10.7% 18.9% 8.6% 0.0% 32.7% -7.7% -3.3K 5.6K -363 0.00 118.36 N/A N/A 0 0 15 31 2023-01-19 $57.17 $50.00 36.2% 10.4% 20.2% 8.1% 0.0% 5.6% -4.6% -2.7K 15.6K -378 0.00 87.03 N/A N/A 0 0 15 31 2023-01-20 $57.83 $50.00 32.2% 9.2% 20.5% 6.1% 0.0% 5.9% -4.5% -3.0K 7.1K -362 0.00 86.66 N/A N/A 0 20 15 31 2023-01-23 $58.23 $50.00 29.8% 8.6% 20.4% 5.0% 22.3% 20.7% -10.4% -4.3K 13.5K -458 0.00 117.87 N/A N/A 5 0 15 50 2023-01-24 $58.19 $50.00 19.7% 5.6% 20.3% 0.0% 61.1% 15.8% 15.0% -3.3K 9.7K -466 0.00 113.96 N/A N/A 4 0 20 50 2023-01-25 $58.64 $50.00 20.7% 5.9% 19.6% 0.5% 0.0% 6.7% 7.9% -2.6K -865 -437 1.00 108.00 N/A N/A 1 1 24 50 2023-01-26 $59.22 $50.00 34.1% 9.8% 19.6% 7.1% 43.1% 5.4% -6.1% -2.1K -10.2K -465 0.00 79.58 N/A N/A 3 0 25 50 2023-01-27 $58.74 $50.00 42.4% 12.2% 18.2% 11.3% 0.0% 1.4% -10.2% -2.0K -9.4K -499 0.00 77.43 N/A N/A 0 0 27 50 2023-01-30 $58.58 $50.00 36.5% 10.5% 17.1% 8.3% 36.3% 6.9% -6.4% -2.1K -7.1K -479 0.00 75.82 N/A N/A 4 0 27 50 2023-01-31 $59.77 $50.00 38.9% 11.2% 18.3% 9.5% 0.0% 5.8% -10.2% -586 -36.4K -453 0.09 68.30 N/A N/A 11 1 30 50
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