CSGS Options History — October 2023

In October 2023, CSGS traded between $46.63 and $52.81. ATM implied volatility averaged 54.4%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 34.3% (HV 20d: 20.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.25.

Notable Days

  • 2023-10-16: Highest Volume — 134 contracts
  • 2023-10-06: Largest IV spike — 86.9% change
  • 2023-10-06: Highest IV Rank — 96.0%
  • 2023-10-27: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.50$46.63$52.81$52.02$46.86
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV54.4%26.9%83.7%51.1%74.8%
Expected Move15.1%7.7%24.0%14.7%21.4%
HV 20d20.1%15.0%26.5%21.5%24.9%
HV 60d33.7%20.7%36.3%34.6%20.8%
IV Rank53.9%14.6%96.0%49.3%83.2%
IV Percentile87.1%31.0%99.6%92.5%98.8%
Term Structure-8.5%-23.8%33.4%9.4%-5.3%
VWIV63.3%41.6%101.9%41.6%87.8%
Skew 25d7.7%-21.8%27.6%14.9%27.6%
Skew 10d15.8%-27.9%68.7%8.6%53.7%
Call IV 25d54.2%30.4%97.6%45.6%83.1%
Put IV 25d61.9%34.3%110.7%60.5%110.7%
Bid-Ask Spread %93.2980.88115.95115.9593.51
Gamma HHI0.360.320.420.420.32
Net GEX-31.5K-49.4K-8.7K-26.1K-48.1K
Net DEX495.7K-220.3K1.6M241.8K1.5M
Net VEX-6.9K-7.7K-5.8K-6.5K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.003.921.120.00
Total Volume25.72701341274
Total OI1,155.9559251,2979251,297

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$52.02$50.0051.1%14.7%21.5%49.3%0.0%14.9%9.4%-26.1K241.8K-6.5K1.12115.95N/AN/A6067353572
2023-10-03$51.07$50.0037.0%10.6%17.7%29.1%0.0%3.9%0.0%-24.2K341.0K-7.1K0.00107.57N/AN/A330413588
2023-10-04$51.34$50.0026.9%7.7%16.2%14.6%0.0%-2.4%33.4%-19.3K273.6K-7.3K0.00106.64N/AN/A026456588
2023-10-05$50.79$50.0044.8%11.8%16.1%40.2%41.6%-0.1%-3.5%-26.7K316.2K-7.5K2.4789.83N/AN/A1537456600
2023-10-06$51.36$50.0083.7%11.5%16.4%96.0%0.0%0.1%-2.6%-20.1K185.0K-7.7K0.0081.34N/AN/A00470620
2023-10-09$52.36$50.0035.0%13.2%17.3%26.3%0.0%8.0%-8.4%-10.7K-141.6K-7.5K0.0092.18N/AN/A00470620
2023-10-10$52.69$50.0049.0%13.1%17.5%46.2%0.0%6.5%-13.8%-8.7K-82.3K-7.4K0.0085.60N/AN/A00470620
2023-10-11$52.81$50.0041.2%11.8%15.0%35.0%0.0%2.8%-7.0%-9.3K-220.3K-7.1K0.0092.62N/AN/A00470620
2023-10-12$51.14$50.0053.9%15.5%18.4%53.3%101.9%18.4%-23.8%-25.0K341.9K-7.1K0.0089.66N/AN/A01470620
2023-10-13$50.96$50.0049.3%14.1%18.4%46.7%0.0%-2.8%-9.2%-44.4K376.9K-6.9K0.0080.88N/AN/A00470621
2023-10-16$51.52$50.0054.1%15.5%18.9%53.5%51.7%25.4%-16.2%-30.8K171.1K-6.5K0.0094.02N/AN/A0134470621
2023-10-17$52.07$50.0049.6%14.2%19.4%47.2%46.6%5.1%-3.5%-25.7K-80.6K-7.2K2.7591.56N/AN/A822470702
2023-10-18$51.99$50.0054.3%15.6%19.3%53.9%47.1%20.1%-17.8%-31.8K292.4K-7.1K3.9289.39N/AN/A1351470724
2023-10-19$51.17$50.0052.8%15.2%20.0%51.8%0.0%18.0%-7.8%-48.4K309.8K-7.4K0.0091.03N/AN/A00483775
2023-10-20$51.22$50.0055.3%15.9%19.9%55.3%0.0%8.5%-4.1%-28.9K418.3K-7.3K0.0093.05N/AN/A038483775
2023-10-23$49.65$50.0055.5%15.9%22.6%55.5%0.0%-1.3%-14.3%-40.5K796.6K-7.0K0.5085.74N/AN/A105476764
2023-10-24$49.67$50.0053.1%15.2%22.6%52.2%66.6%2.1%-8.4%-41.4K887.6K-6.9K0.0084.27N/AN/A03486769
2023-10-25$48.63$50.0056.7%16.2%23.6%57.3%0.0%-6.3%-22.2%-46.1K1000.0K-6.8K0.00102.27N/AN/A00486772
2023-10-26$48.42$50.0061.8%17.7%23.6%64.5%87.8%15.3%-21.3%-44.9K1.1M-6.7K0.4099.04N/AN/A208486772
2023-10-27$46.66$50.0083.6%24.0%26.5%95.9%0.0%-21.8%-20.2%-42.9K1.4M-6.1K0.1093.70N/AN/A101506780
2023-10-30$46.63$50.0072.3%20.7%25.1%79.7%0.0%26.4%-19.7%-49.4K1.6M-5.9K0.0092.61N/AN/A00516781
2023-10-31$46.86$50.0074.8%21.4%24.9%83.2%0.0%27.6%-5.3%-48.1K1.5M-5.8K0.0093.51N/AN/A40516781