CSGS Options History — June 2024

In June 2024, CSGS traded between $39.84 and $42.38. ATM implied volatility averaged 53.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 32.7% (HV 20d: 20.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.64.

Notable Days

2024-06-26: Highest Volume — 11 contracts
2024-06-25: Largest IV drop — 51.4% change
2024-06-06: Highest IV Rank — 48.0%
2024-06-05: Largest Expected Move — 19.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.84	$39.84	$42.38	$42.38	$40.77
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	53.2%	28.8%	75.5%	50.0%	58.2%
Expected Move	13.6%	8.3%	19.1%	14.3%	16.7%
HV 20d	20.5%	16.7%	27.7%	27.4%	18.9%
HV 60d	31.2%	30.9%	31.7%	31.3%	30.9%
IV Rank	29.8%	9.9%	48.0%	27.2%	33.8%
IV Percentile	76.1%	16.7%	96.4%	78.2%	87.7%
Term Structure	-10.8%	-26.3%	11.3%	-8.2%	-15.8%
VWIV	32.8%	31.3%	34.3%	34.3%	31.3%
Skew 25d	-16.6%	-53.9%	15.8%	-12.1%	-42.7%
Skew 10d	-13.5%	-68.6%	27.3%	4.7%	-47.1%
Call IV 25d	61.1%	22.8%	98.0%	87.8%	83.9%
Put IV 25d	44.5%	20.3%	100.6%	75.6%	41.3%
Bid-Ask Spread %	127.42	122.84	131.80	122.84	131.80
Gamma HHI	0.34	0.31	0.40	0.36	0.33
Net GEX	-11.0K	-11.9K	-9.3K	-10.7K	-10.0K
Net DEX	315.7K	249.1K	362.4K	313.2K	289.8K
Net VEX	-2.0K	-2.2K	-1.9K	-2.0K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.00	2.00	0.00	0.10
Total Volume	2.947	0	11	0	0
Total OI	281.684	272	298	274	298

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
2024-06-03	$42.38	$40.00	50.0%	14.3%	27.4%	27.2%	0.0%	-12.1%	-8.2%	-10.7K	313.2K	-2.0K	0.00	122.84	N/A	N/A	0	0	77	197
2024-06-04	$41.34	$40.00	62.8%	18.0%	27.7%	37.6%	0.0%	2.7%	-15.8%	-10.9K	322.2K	-2.0K	0.00	123.67	N/A	N/A	0	0	77	197
2024-06-05	$41.15	$40.00	66.5%	19.1%	27.1%	40.6%	0.0%	2.6%	-16.0%	-11.0K	340.0K	-2.0K	0.00	124.32	N/A	N/A	0	0	77	198
2024-06-06	$40.77	$40.00	75.5%	9.6%	27.2%	48.0%	0.0%	-25.0%	-5.1%	-11.2K	355.7K	-1.9K	0.00	126.42	N/A	N/A	0	1	77	198
2024-06-07	$40.79	$40.00	54.3%	11.7%	22.2%	30.7%	0.0%	15.8%	-2.1%	-11.9K	334.0K	-2.0K	0.00	128.10	N/A	N/A	0	1	77	199
2024-06-10	$40.05	$40.00	65.6%	9.5%	19.6%	39.9%	0.0%	-12.0%	-5.3%	-11.6K	355.2K	-1.9K	0.00	124.74	N/A	N/A	5	0	77	200
2024-06-11	$40.51	$40.00	64.0%	11.3%	16.8%	38.6%	34.3%	13.0%	5.9%	-11.4K	343.1K	-2.0K	0.00	127.49	N/A	N/A	0	3	80	200
2024-06-12	$40.76	$40.00	48.0%	13.8%	17.1%	25.5%	0.0%	-0.8%	-11.3%	-11.6K	351.7K	-2.0K	0.00	129.81	N/A	N/A	0	6	80	203
2024-06-13	$40.62	$40.00	43.8%	12.6%	16.9%	22.1%	0.0%	8.9%	-0.8%	-11.5K	360.8K	-2.0K	0.00	127.23	N/A	N/A	0	3	80	208
2024-06-14	$40.59	$40.00	50.0%	14.3%	16.7%	27.1%	0.0%	-39.7%	-11.3%	-11.6K	362.4K	-2.1K	1.00	129.09	N/A	N/A	1	1	80	211
2024-06-17	$39.84	$40.00	40.6%	11.6%	17.6%	19.5%	0.0%	-37.6%	-11.7%	-10.5K	360.1K	-1.9K	0.00	126.37	N/A	N/A	2	0	81	198
2024-06-18	$39.86	$40.00	51.4%	14.7%	17.5%	28.3%	0.0%	-2.5%	-24.2%	-10.9K	263.3K	-2.1K	0.00	125.39	N/A	N/A	0	0	83	198
2024-06-20	$41.06	$40.00	54.4%	15.6%	19.7%	30.8%	0.0%	-38.6%	-15.9%	-11.5K	290.4K	-2.1K	2.00	129.67	N/A	N/A	1	2	83	198
2024-06-21	$41.25	$40.00	56.0%	16.0%	19.8%	32.0%	0.0%	-38.4%	-26.3%	-11.7K	249.1K	-2.1K	1.00	129.66	N/A	N/A	1	1	84	200
2024-06-24	$40.98	$40.00	59.3%	17.0%	19.9%	34.7%	0.0%	-45.2%	-20.9%	-10.6K	290.7K	-2.0K	0.40	130.01	N/A	N/A	5	2	77	195
2024-06-25	$41.16	$40.00	28.8%	8.3%	20.0%	9.9%	31.3%	-16.6%	11.3%	-9.5K	282.7K	-1.9K	0.00	125.94	N/A	N/A	0	10	81	197
2024-06-26	$41.11	$40.00	35.1%	10.1%	19.0%	15.0%	0.0%	-53.9%	-15.1%	-11.0K	280.2K	-2.1K	0.10	128.99	N/A	N/A	10	1	81	207
2024-06-27	$41.06	$40.00	46.6%	13.4%	18.9%	24.4%	0.0%	7.6%	-16.4%	-9.3K	253.1K	-2.2K	0.00	129.40	N/A	N/A	0	0	91	207
2024-06-28	$40.77	$40.00	58.2%	16.7%	18.9%	33.8%	0.0%	-42.7%	-15.8%	-10.0K	289.8K	-2.2K	0.00	131.80	N/A	N/A	0	0	91	207