CSGS Options History — June 2023

In June 2023, CSGS traded between $49.02 and $52.88. ATM implied volatility averaged 27.8%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 1.4% (HV 20d: 26.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2023-06-28: Highest Volume — 20 contracts
  • 2023-06-08: Largest IV spike — 294.5% change
  • 2023-06-08: Highest IV Rank — 33.1%
  • 2023-06-08: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.88$49.02$52.88$49.02$52.88
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV27.8%19.3%86.5%20.9%27.5%
Expected Move6.8%5.4%10.6%6.0%7.9%
HV 20d26.4%23.7%29.7%24.2%28.0%
HV 60d22.8%21.7%24.9%24.0%23.7%
IV Rank4.2%0.0%33.1%0.6%4.0%
IV Percentile21.7%0.0%98.4%3.2%30.6%
Term Structure3.7%-12.3%17.9%0.1%17.9%
VWIV20.5%19.9%21.1%20.5%21.1%
Skew 25d8.8%-4.0%33.4%5.5%30.2%
Skew 10d13.6%-4.1%63.4%6.3%14.0%
Call IV 25d18.9%9.3%31.4%21.4%23.1%
Put IV 25d27.7%20.1%54.8%26.8%53.2%
Bid-Ask Spread %98.8175.93126.45102.51122.39
Gamma HHI0.510.380.630.470.54
Net GEX-21.3K-29.6K-13.5K-28.1K-13.5K
Net DEX224.3K105.2K364.9K364.9K105.2K
Net VEX-2.3K-2.9K-1.8K-2.9K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.003.330.000.00
Total Volume3.14302000
Total OI377.19339399396373

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$49.02$50.0020.9%6.0%24.2%0.6%0.0%5.5%0.1%-28.1K364.9K-2.9K0.00102.51N/AN/A0032364
2023-06-02$50.66$50.0026.6%7.6%23.7%3.4%0.0%33.4%-4.3%-22.1K297.1K-2.7K0.00117.75N/AN/A0032364
2023-06-05$49.30$0.0020.0%5.8%25.6%0.1%0.0%7.5%0.2%-28.2K328.6K-2.6K0.0091.92N/AN/A3032364
2023-06-06$50.13$0.0052.5%5.7%25.0%16.3%0.0%8.9%4.6%-24.1K297.1K-2.5K0.0088.12N/AN/A0031364
2023-06-07$50.66$0.0021.9%8.0%25.1%1.1%0.0%5.0%-0.6%-24.9K253.9K-2.4K0.0087.31N/AN/A2031364
2023-06-08$49.87$0.0086.5%10.6%25.4%33.1%0.0%0.1%-12.3%-24.6K307.4K-2.6K0.0099.03N/AN/A0033364
2023-06-09$49.92$0.0019.3%5.4%24.6%0.0%0.0%7.6%5.2%-28.9K288.8K-2.5K0.0079.28N/AN/A0033364
2023-06-12$50.70$0.0024.9%5.7%24.5%2.8%0.0%4.1%4.8%-27.2K239.2K-2.3K0.0088.68N/AN/A0033364
2023-06-13$51.05$0.0025.0%5.9%24.2%2.8%20.5%4.6%4.6%-25.1K222.1K-2.3K1.0088.02N/AN/A1133364
2023-06-14$49.73$50.0029.0%8.3%26.2%4.8%0.0%11.1%-5.9%-26.8K289.4K-2.4K0.00126.45N/AN/A0034365
2023-06-15$50.47$50.0019.9%5.7%26.6%0.3%19.9%9.1%5.6%-29.6K243.3K-2.4K3.3375.93N/AN/A31033365
2023-06-16$50.73$50.0019.6%5.6%26.6%0.1%0.0%8.9%6.2%-18.5K193.3K-2.1K0.00101.05N/AN/A2035355
2023-06-20$50.75$50.0020.4%5.8%26.5%0.5%0.0%8.8%5.4%-18.1K196.6K-2.1K0.0083.86N/AN/A0016323
2023-06-21$52.43$50.0021.7%6.2%28.8%1.2%21.1%3.7%4.8%-14.5K134.0K-1.8K0.0877.37N/AN/A12116323
2023-06-22$51.47$50.0029.6%8.5%29.7%5.1%0.0%-4.0%-6.4%-16.1K156.7K-1.9K0.00107.16N/AN/A1018324
2023-06-23$51.52$50.0023.0%6.6%29.6%1.8%0.0%14.2%3.7%-16.3K168.9K-2.0K0.00108.67N/AN/A10019324
2023-06-26$51.54$50.0031.9%9.2%27.2%6.2%0.0%-2.0%3.0%-16.6K176.6K-2.1K0.00120.89N/AN/A0029324
2023-06-27$51.95$50.0019.9%5.7%27.2%0.3%0.0%2.5%10.3%-13.8K151.2K-2.1K0.0099.39N/AN/A0029324
2023-06-28$51.15$50.0020.3%5.8%27.5%0.5%0.0%5.5%14.1%-16.1K164.9K-2.1K0.0091.43N/AN/A02029324
2023-06-29$52.59$50.0023.9%6.8%28.8%2.2%0.0%20.0%17.6%-13.8K132.1K-1.9K0.00117.73N/AN/A0029344
2023-06-30$52.88$50.0027.5%7.9%28.0%4.0%0.0%30.2%17.9%-13.5K105.2K-1.8K0.00122.39N/AN/A0029344