CSGS Options History — April 2023 In April 2023, CSGS traded between $51.00 and $54.66. ATM implied volatility averaged 29.0%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 10.1% (HV 20d: 18.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.17.
Notable Days 2023-04-21 : Highest Volume — 10 contracts2023-04-12 : Largest IV spike — 44.6% change2023-04-27 : Highest IV Rank — 8.1%2023-04-27 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $53.22 $51.00 $54.66 $53.77 $52.54 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 29.0% 20.5% 36.1% 20.7% 31.7% Expected Move 8.6% 5.9% 10.3% 5.9% 9.1% HV 20d 18.9% 13.5% 29.9% 29.9% 16.8% HV 60d 22.6% 22.3% 23.1% 23.1% 22.3% IV Rank 4.6% 0.4% 8.1% 0.5% 6.0% IV Percentile 24.1% 0.8% 49.6% 1.2% 31.3% Term Structure -0.8% -5.3% 8.4% 8.3% -5.3% VWIV 37.5% 28.8% 46.2% 28.8% 46.2% Skew 25d 7.7% 5.8% 10.9% 6.3% 7.7% Skew 10d 16.7% 8.5% 22.4% 9.1% 21.2% Call IV 25d 27.0% 20.1% 31.2% 20.3% 29.8% Put IV 25d 34.7% 26.7% 40.7% 26.7% 37.6% Bid-Ask Spread % 67.26 51.88 94.45 94.45 67.45 Gamma HHI 0.30 0.25 0.37 0.25 0.34 Net GEX -19.6K -25.7K -11.9K -22.2K -11.9K Net DEX 243.4K 180.3K 310.6K 260.4K 180.3K Net VEX -1.9K -2.1K -1.7K -2.1K -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.67 0.00 0.00 Total Volume 1.053 0 10 1 0 Total OI 462.632 293 524 522 295
Daily Data (19 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 2023-04-03 $53.77 $55.00 20.7% 5.9% 29.9% 0.5% 0.0% 6.3% 8.3% -22.2K 260.4K -2.1K 0.00 94.45 N/A N/A 0 1 29 493 2023-04-04 $53.88 $55.00 20.8% 6.0% 29.8% 0.6% 0.0% 7.4% 8.4% -22.1K 265.6K -2.1K 0.00 65.86 N/A N/A 5 0 29 493 2023-04-05 $53.63 $55.00 21.1% 6.1% 29.6% 0.7% 0.0% 6.3% 8.3% -22.4K 269.4K -2.1K 0.00 91.47 N/A N/A 0 0 30 492 2023-04-06 $54.34 $55.00 20.5% 8.5% 25.1% 0.4% 0.0% 6.8% -1.0% -21.2K 222.6K -2.0K 0.00 55.82 N/A N/A 0 0 30 492 2023-04-10 $54.17 $55.00 27.2% 8.7% 23.9% 3.7% 0.0% 7.6% -1.4% -20.9K 223.3K -2.0K 0.00 55.51 N/A N/A 1 0 30 492 2023-04-11 $54.06 $55.00 20.9% 8.6% 18.3% 0.6% 0.0% 7.1% -1.4% -21.9K 241.9K -2.0K 0.00 54.50 N/A N/A 0 0 31 492 2023-04-12 $53.92 $55.00 30.2% 8.7% 18.4% 5.2% 0.0% 7.9% -1.4% -22.2K 251.3K -2.0K 0.00 57.70 N/A N/A 0 0 31 492 2023-04-13 $54.66 $55.00 30.3% 8.7% 18.6% 5.3% 0.0% 7.5% -1.7% -22.1K 205.8K -1.8K 0.00 51.88 N/A N/A 0 0 31 492 2023-04-14 $53.88 $55.00 29.3% 8.4% 15.8% 4.8% 0.0% 7.2% -1.8% -22.3K 259.9K -1.9K 0.00 59.78 N/A N/A 0 1 31 492 2023-04-17 $54.23 $55.00 29.9% 8.6% 15.9% 5.1% 0.0% 7.5% -2.3% -22.6K 208.4K -1.7K 0.00 58.67 N/A N/A 0 0 31 493 2023-04-18 $53.55 $55.00 29.1% 8.3% 14.9% 4.7% 0.0% 7.5% -2.5% -24.3K 261.8K -1.8K 0.00 66.80 N/A N/A 0 0 31 493 2023-04-19 $52.95 $55.00 29.0% 8.3% 15.3% 4.6% 0.0% 5.8% -2.6% -24.5K 285.7K -1.8K 0.00 65.04 N/A N/A 0 0 31 493 2023-04-20 $52.45 $55.00 33.4% 9.6% 14.2% 6.8% 0.0% 10.9% 0.1% -25.7K 310.6K -1.8K 0.00 77.60 N/A N/A 0 0 31 491 2023-04-21 $52.41 $55.00 34.3% 9.8% 13.5% 7.3% 28.8% 8.7% -2.8% -13.0K 300.0K -1.8K 0.67 86.46 N/A N/A 6 4 31 491 2023-04-24 $52.22 $55.00 34.6% 9.9% 13.6% 7.4% 0.0% 8.0% -3.2% -12.6K 199.3K -1.8K 0.00 66.61 N/A N/A 1 0 27 266 2023-04-25 $51.41 $55.00 35.7% 10.2% 14.2% 7.9% 46.2% 9.3% -4.1% -13.6K 228.6K -1.9K 0.00 69.39 N/A N/A 0 1 28 266 2023-04-26 $51.00 $55.00 36.0% 10.3% 14.3% 8.1% 0.0% 9.5% -4.4% -14.3K 244.9K -2.1K 0.00 65.92 N/A N/A 0 0 28 267 2023-04-27 $52.12 $55.00 36.1% 10.3% 16.5% 8.1% 0.0% 7.3% -4.3% -12.5K 203.8K -1.8K 0.00 67.05 N/A N/A 0 0 28 267 2023-04-28 $52.54 $55.00 31.7% 9.1% 16.8% 6.0% 0.0% 7.7% -5.3% -11.9K 180.3K -1.7K 0.00 67.45 N/A N/A 0 0 28 267
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