CSGS Options History — July 2024

In July 2024, CSGS traded between $40.09 and $47.05. ATM implied volatility averaged 59.7%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 39.6% (HV 20d: 20.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 5.02.

Notable Days

  • 2024-07-30: Highest Volume — 20 contracts
  • 2024-07-10: Largest IV drop — 47.8% change
  • 2024-07-09: Highest IV Rank — 63.4%
  • 2024-07-03: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.25$40.09$47.05$40.34$47.05
Max Pain$41.59$40.00$45.00$40.00$45.00
ATM IV59.7%40.8%95.5%61.9%63.5%
Expected Move15.6%11.7%21.5%17.8%18.2%
HV 20d20.1%15.5%23.6%19.0%20.6%
HV 60d30.5%23.1%32.0%30.9%23.1%
IV Rank33.8%17.9%63.4%36.9%36.8%
IV Percentile80.8%50.4%98.8%90.5%89.3%
Term Structure-17.8%-30.2%-4.4%-13.1%-17.8%
VWIV52.3%39.8%65.1%39.8%52.8%
Skew 25d-3.4%-65.0%21.8%-48.6%3.2%
Skew 10d3.5%-77.9%43.0%-77.9%14.0%
Call IV 25d72.8%38.3%99.6%90.2%86.4%
Put IV 25d69.4%34.6%89.6%41.5%89.6%
Bid-Ask Spread %128.78117.91132.55118.63129.90
Gamma HHI0.410.280.590.330.53
Net GEX-8.4K-10.5K-4.7K-10.5K-7.2K
Net DEX204.6K47.1K350.5K315.2K84.8K
Net VEX-2.0K-2.1K-1.9K-2.0K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.020.0019.0011.0019.00
Total Volume2.59102000
Total OI287.364249311298270

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$40.34$40.0061.9%17.8%19.0%36.9%0.0%-48.6%-13.1%-10.5K315.2K-2.0K0.00118.63N/AN/A0091207
2024-07-02$40.44$40.0069.5%19.9%18.6%43.0%0.0%-53.4%-25.0%-10.5K350.5K-1.9K0.00123.35N/AN/A0591207
2024-07-03$40.36$40.0075.1%21.5%16.6%47.6%0.0%-65.0%-30.2%-10.3K326.8K-2.0K0.00117.91N/AN/A0091212
2024-07-05$40.21$40.0079.5%13.0%16.6%50.5%0.0%1.1%-13.0%-9.9K307.8K-2.1K0.00128.38N/AN/A0091212
2024-07-08$40.47$40.0088.1%13.7%16.5%57.3%0.0%1.5%-19.4%-9.5K302.6K-2.1K0.00132.30N/AN/A0091212
2024-07-09$40.09$40.0095.5%14.2%16.8%63.4%0.0%3.8%-19.1%-9.4K319.0K-2.0K0.00132.22N/AN/A0091212
2024-07-10$40.12$40.0049.9%14.3%15.5%25.4%0.0%2.9%-19.5%-10.2K296.8K-2.0K11.00132.55N/AN/A11191212
2024-07-11$41.84$40.0040.8%11.7%21.2%17.9%39.8%17.8%-4.4%-10.2K285.1K-2.0K0.14128.90N/AN/A7192213
2024-07-12$42.32$40.0049.9%14.3%21.4%25.4%0.0%0.9%-12.2%-9.1K236.0K-2.1K0.00131.24N/AN/A0094214
2024-07-15$42.89$40.0044.5%12.7%21.7%20.9%54.8%13.5%-20.6%-8.9K234.6K-2.1K0.00129.86N/AN/A1094214
2024-07-16$44.17$40.0046.4%13.3%23.6%22.5%0.0%1.2%-13.9%-9.9K194.3K-2.0K0.00131.11N/AN/A0195214
2024-07-17$44.27$40.0048.6%13.9%22.1%24.4%0.0%1.0%-10.1%-10.2K158.5K-2.0K0.00128.28N/AN/A0195215
2024-07-18$43.67$40.0051.1%14.6%23.0%26.4%0.0%1.2%-18.4%-9.1K167.9K-2.0K0.00129.48N/AN/A0195215
2024-07-19$43.88$40.0049.5%14.2%21.0%25.1%49.1%21.8%-13.2%-5.0K166.4K-2.0K0.00131.33N/AN/A1095216
2024-07-22$44.13$40.0060.3%17.3%21.0%34.1%65.1%3.9%-19.2%-6.9K161.9K-1.9K0.00120.75N/AN/A0494155
2024-07-23$44.84$45.0053.8%15.4%21.1%28.7%0.0%2.2%-18.9%-7.8K163.2K-2.0K0.00131.69N/AN/A0194159
2024-07-24$45.16$45.0054.4%15.6%21.2%29.2%0.0%2.2%-14.2%-6.9K127.9K-2.0K0.00132.53N/AN/A2094160
2024-07-25$46.09$45.0057.2%16.4%21.8%31.6%0.0%2.5%-23.0%-5.9K76.4K-2.1K0.00128.96N/AN/A0096160
2024-07-26$45.94$45.0056.2%16.1%21.9%30.7%0.0%2.2%-20.1%-5.9K75.9K-2.1K0.00131.96N/AN/A0096160
2024-07-29$46.29$45.0063.3%18.1%21.3%36.6%0.0%2.7%-19.8%-6.7K101.6K-1.9K0.00132.04N/AN/A0096160
2024-07-30$46.98$45.0055.1%15.8%20.6%29.8%52.8%7.1%-26.7%-4.7K47.1K-2.1K19.00129.82N/AN/A11996160
2024-07-31$47.05$45.0063.5%18.2%20.6%36.8%0.0%3.2%-17.8%-7.2K84.8K-2.1K0.00129.90N/AN/A0095175