CSGS Options History — April 2024

In April 2024, CSGS traded between $47.36 and $51.31. ATM implied volatility averaged 40.6%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 19.0% (HV 20d: 21.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-23: Highest Volume — 100 contracts
  • 2024-04-05: Largest IV drop — 38.2% change
  • 2024-04-04: Highest IV Rank — 39.5%
  • 2024-04-30: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.89$47.36$51.31$51.31$47.63
Max Pain$45.68$45.00$50.00$50.00$45.00
ATM IV40.6%30.5%58.4%38.1%53.2%
Expected Move11.4%8.7%15.2%10.9%15.2%
HV 20d21.7%19.6%24.8%19.6%21.9%
HV 60d39.0%37.7%39.7%38.7%37.7%
IV Rank22.7%13.0%39.5%20.3%34.5%
IV Percentile64.8%33.3%92.9%64.3%88.1%
Term Structure-9.7%-25.1%2.2%-6.0%-25.1%
VWIV71.3%37.6%105.0%37.6%105.0%
Skew 25d5.6%-35.2%30.5%26.3%-5.5%
Skew 10d11.0%-22.3%67.3%67.3%5.2%
Call IV 25d48.2%33.9%79.1%64.4%69.8%
Put IV 25d53.8%39.6%90.7%90.7%64.3%
Bid-Ask Spread %112.69101.91125.49119.64111.33
Gamma HHI0.740.380.940.940.51
Net GEX-75.1K-184.2K2.6K-126.9K-5.3K
Net DEX949.2K-26.2K2.1M975.8K179.4K
Net VEX-2.0K-3.1K-736-2.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.6820100162
Total OI43689604582189

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$51.31$50.0038.1%10.9%19.6%20.3%0.0%26.3%-6.0%-126.9K975.8K-2.8K0.00119.64N/AN/A16035547
2024-04-02$50.31$50.0052.4%15.0%20.3%33.8%0.0%-35.2%-20.8%-87.4K1.1M-3.1K0.00125.49N/AN/A0051547
2024-04-03$49.44$50.0048.0%13.7%20.6%29.6%0.0%-3.9%-19.7%-82.4K1.1M-3.0K0.00125.11N/AN/A0051547
2024-04-04$49.67$45.0058.4%10.2%20.8%39.5%0.0%25.2%-6.2%-83.7K1.1M-3.0K0.00120.89N/AN/A0051547
2024-04-05$48.80$45.0036.1%11.0%21.3%18.4%0.0%30.5%-12.0%-131.0K1.1M-2.8K0.00123.03N/AN/A0051547
2024-04-08$49.39$45.0038.5%10.9%22.1%20.6%37.6%6.3%-7.9%-143.7K1.1M-2.6K0.00107.06N/AN/A1051547
2024-04-09$49.97$45.0032.8%10.0%21.8%15.2%0.0%7.3%-7.5%-184.2K1.2M-2.5K0.00115.06N/AN/A0052547
2024-04-10$48.60$45.0039.6%11.4%23.3%21.7%0.0%30.5%-13.1%-172.8K1.5M-2.3K0.00111.26N/AN/A0052547
2024-04-11$48.50$45.0036.4%10.4%22.0%18.6%0.0%8.0%-3.5%-169.7K1.8M-2.0K0.00101.91N/AN/A0052547
2024-04-12$48.20$45.0039.2%11.2%20.6%21.3%0.0%-8.8%-12.0%-98.9K1.5M-2.2K0.00107.72N/AN/A0057547
2024-04-15$47.36$45.0038.5%11.0%21.3%20.6%0.0%-5.4%-3.6%-106.7K2.1M-1.3K0.00109.44N/AN/A6057547
2024-04-16$47.64$45.0034.2%9.8%21.2%16.5%0.0%4.6%-9.3%-117.6K1.9M-1.4K0.00111.33N/AN/A0052547
2024-04-17$48.21$45.0034.9%10.0%21.7%17.3%0.0%10.4%-5.9%-63.4K1.0M-1.2K0.00111.77N/AN/A0052379
2024-04-18$48.45$45.0039.0%11.2%21.4%21.1%0.0%2.2%-7.7%-61.4K967.8K-1.1K0.00105.48N/AN/A0052379
2024-04-19$48.84$45.0030.5%8.7%21.7%13.0%0.0%2.3%-0.2%1.4K1.6M-7780.00114.09N/AN/A0052379
2024-04-22$49.27$45.0032.2%9.2%21.9%14.6%0.0%-3.5%-0.4%1.5K-10.1K-7360.00114.47N/AN/A005138
2024-04-23$49.55$45.0037.7%10.8%22.0%19.8%0.0%-10.4%2.2%2.6K-26.2K-7940.00111.41N/AN/A01005138
2024-04-24$49.86$45.0041.6%11.9%21.8%23.6%0.0%-1.6%-10.9%-4.2K123.8K-2.2K0.00106.38N/AN/A0051138
2024-04-25$48.20$45.0042.8%12.3%24.8%24.7%0.0%10.1%-12.6%-6.0K154.1K-2.1K0.00106.39N/AN/A0051138
2024-04-26$48.07$45.0044.1%12.6%22.4%25.9%0.0%7.4%-11.9%-5.8K168.4K-2.1K0.00106.53N/AN/A0051138
2024-04-29$48.20$45.0046.2%13.2%22.5%27.9%0.0%25.9%-18.6%-5.9K187.6K-2.0K0.00113.42N/AN/A0051138
2024-04-30$47.63$45.0053.2%15.2%21.9%34.5%105.0%-5.5%-25.1%-5.3K179.4K-2.1K0.00111.33N/AN/A0251138