CSGS Options History — August 2024

In August 2024, CSGS traded between $42.95 and $48.48. ATM implied volatility averaged 54.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 16.2% (HV 20d: 38.1%). 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 1 of 22 days. Put/call ratio averaged 2.45.

Notable Days

  • 2024-08-07: Highest Volume — 33 contracts
  • 2024-08-12: Largest IV spike — 138.1% change
  • 2024-08-06: Highest IV Rank — 51.2%
  • 2024-08-28: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.46$42.95$48.48$45.72$48.48
Max Pain$42.27$40.00$45.00$45.00$45.00
ATM IV54.3%30.0%80.8%66.8%51.8%
Expected Move13.5%9.5%21.6%19.1%14.8%
HV 20d38.1%24.1%42.2%24.1%38.9%
HV 60d27.7%23.4%29.0%23.6%28.2%
IV Rank29.1%8.8%51.2%39.5%27.0%
IV Percentile66.8%14.7%96.4%92.5%70.2%
Term Structure-14.7%-32.3%0.4%-25.7%-24.7%
VWIV35.2%15.8%54.2%34.5%29.5%
Skew 25d-0.9%-24.6%58.0%4.5%-24.6%
Skew 10d11.1%-25.1%79.4%19.3%5.3%
Call IV 25d62.1%43.9%103.3%92.1%57.1%
Put IV 25d61.2%29.8%161.2%96.5%32.6%
Bid-Ask Spread %121.24108.39131.57131.41112.96
Gamma HHI0.640.560.780.580.71
Net GEX-8.1K-10.7K-5.4K-8.0K-8.8K
Net DEX110.6K-2.6K270.4K157.9K66.8K
Net VEX-1.8K-2.0K-1.5K-2.0K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.450.0021.0021.001.00
Total Volume603312
Total OI273.773243301270269

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$45.72$45.0066.8%19.1%24.1%39.5%0.0%4.5%-25.7%-8.0K157.9K-2.0K0.00131.41N/AN/A0195175
2024-08-02$45.11$45.0072.0%20.7%24.9%43.9%0.0%5.7%-32.3%-8.4K178.4K-2.0K0.00131.57N/AN/A0095176
2024-08-05$43.04$40.0079.6%11.7%31.1%50.2%0.0%4.5%-15.3%-8.0K270.4K-1.9K0.00125.22N/AN/A0095176
2024-08-06$43.77$40.0080.8%11.2%31.1%51.2%34.5%3.9%-11.2%-8.6K247.1K-1.9K21.00123.42N/AN/A12195176
2024-08-07$42.95$40.0066.0%12.0%32.2%38.8%39.7%-0.5%-17.8%-8.3K265.8K-1.9K0.65123.94N/AN/A201396179
2024-08-08$46.90$40.0049.7%11.4%42.1%25.3%36.5%-14.3%-13.8%-7.0K61.5K-1.9K1.00122.72N/AN/A55111190
2024-08-09$46.63$40.0030.0%11.5%42.2%8.8%0.0%29.9%-7.8%-9.3K48.7K-1.8K0.00122.70N/AN/A30109191
2024-08-12$46.57$40.0071.3%13.0%42.2%43.3%54.2%2.9%-5.0%-8.9K74.0K-2.0K0.00122.79N/AN/A100108191
2024-08-13$46.64$40.0072.6%13.3%41.1%44.3%0.0%7.7%-4.5%-9.4K78.6K-1.9K0.00123.32N/AN/A00106191
2024-08-14$46.66$40.0044.2%12.7%41.1%20.7%27.4%-11.6%-16.7%-7.3K71.7K-1.9K0.00120.97N/AN/A100106191
2024-08-15$47.17$40.0045.4%13.0%40.7%21.7%0.0%7.9%-8.5%-8.7K32.8K-1.8K0.29123.27N/AN/A72101191
2024-08-16$47.05$40.0043.7%12.5%40.8%20.3%25.6%11.0%-13.2%-5.6K-2.6K-1.7K1.00125.42N/AN/A22103192
2024-08-19$47.10$40.0033.2%9.5%40.8%11.6%32.8%-21.8%0.4%-5.4K96.6K-1.7K0.00116.66N/AN/A0285158
2024-08-20$47.20$40.0041.6%11.9%40.5%18.6%46.4%-11.5%-7.8%-8.2K99.0K-1.8K0.00121.60N/AN/A01085160
2024-08-21$46.45$45.0047.9%13.7%41.0%23.8%0.0%-6.4%-6.7%-8.0K119.3K-1.9K0.00118.73N/AN/A0085170
2024-08-22$46.53$45.0042.1%12.1%40.4%19.0%37.6%13.4%-10.8%-10.7K145.1K-1.7K0.50125.29N/AN/A2185170
2024-08-23$47.16$45.0049.5%14.2%40.6%25.2%0.0%-15.3%-6.9%-9.5K111.6K-1.8K1.00114.00N/AN/A1187171
2024-08-26$47.86$45.0043.7%12.5%40.8%20.3%42.4%-21.7%-22.1%-7.6K65.3K-1.5K3.00117.14N/AN/A2688171
2024-08-27$47.73$45.0048.3%13.8%40.6%24.1%0.0%-17.5%-21.1%-7.2K78.9K-1.9K0.00117.16N/AN/A0089177
2024-08-28$47.52$45.0075.2%21.6%40.6%46.6%0.0%58.0%-28.1%-8.3K81.2K-1.5K1.00118.60N/AN/A1189177
2024-08-29$47.86$45.0039.0%11.2%39.2%16.3%15.8%-23.4%-23.2%-7.9K85.8K-1.7K0.00108.39N/AN/A0190178
2024-08-30$48.48$45.0051.8%14.8%38.9%27.0%29.5%-24.6%-24.7%-8.8K66.8K-1.6K0.00112.96N/AN/A0290179