CSGS Options History — October 2024

In October 2024, CSGS traded between $46.84 and $49.23. ATM implied volatility averaged 48.4%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 28.0% (HV 20d: 20.4%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.77.

Notable Days

  • 2024-10-18: Highest Volume — 19 contracts
  • 2024-10-03: Largest IV spike — 93.4% change
  • 2024-10-31: Highest IV Rank — 45.9%
  • 2024-10-31: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.05$46.84$49.23$48.44$46.84
Max Pain$49.57$40.00$50.00$50.00$50.00
ATM IV48.4%33.4%74.5%34.3%74.5%
Expected Move13.7%9.6%21.3%9.8%21.3%
HV 20d20.4%17.6%22.4%21.1%17.9%
HV 60d28.0%25.4%29.5%29.2%25.4%
IV Rank24.2%11.7%45.9%12.4%45.9%
IV Percentile57.5%24.2%93.3%25.4%93.3%
Term Structure-7.9%-23.1%19.7%19.7%-20.7%
VWIV47.8%37.0%66.3%40.8%55.1%
Skew 25d18.6%-10.5%57.2%54.9%23.5%
Skew 10d27.0%-14.0%76.3%38.7%28.1%
Call IV 25d51.6%22.4%81.5%22.4%79.9%
Put IV 25d70.2%42.2%103.5%77.3%103.5%
Bid-Ask Spread %126.82118.99131.18127.27125.11
Gamma HHI0.530.410.700.540.63
Net GEX-11.8K-16.7K-8.0K-12.0K-11.5K
Net DEX155.2K114.2K202.4K164.4K166.6K
Net VEX-1.6K-1.7K-1.4K-1.7K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.008.501.001.00
Total Volume3.30401900
Total OI242.957222257222257

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$48.44$50.0034.3%9.8%21.1%12.4%0.0%54.9%19.7%-12.0K164.4K-1.7K0.00127.27N/AN/A0043179
2024-10-02$47.52$50.0033.4%9.6%21.6%11.7%0.0%57.2%11.4%-11.8K190.3K-1.7K1.00131.04N/AN/A1143179
2024-10-03$47.19$40.0064.7%13.0%21.7%37.8%40.8%26.6%-5.2%-11.7K192.3K-1.7K1.00123.83N/AN/A4444178
2024-10-04$47.95$50.0037.3%10.9%22.4%14.9%42.1%16.6%-0.8%-12.9K183.5K-1.7K2.00124.61N/AN/A1248182
2024-10-07$47.92$50.0038.1%11.5%20.1%15.6%0.0%12.2%-6.8%-12.9K185.6K-1.7K0.00127.94N/AN/A0049184
2024-10-08$48.35$50.0039.1%11.0%20.2%16.4%0.0%4.0%-11.1%-15.3K162.1K-1.6K0.60127.96N/AN/A5349184
2024-10-09$48.72$50.0040.7%11.7%19.7%17.8%46.6%28.3%-10.6%-12.3K149.9K-1.7K0.00129.20N/AN/A1054187
2024-10-10$47.43$50.0050.4%14.5%22.1%25.9%0.0%11.4%-4.9%-11.8K202.4K-1.7K0.00128.26N/AN/A1055187
2024-10-11$48.37$50.0040.1%11.5%22.1%17.3%0.0%17.3%-5.9%-12.8K170.6K-1.6K0.00131.18N/AN/A1055187
2024-10-14$48.59$50.0042.9%12.3%21.6%19.6%0.0%4.3%-3.1%-12.6K160.3K-1.6K0.00129.83N/AN/A0056187
2024-10-15$49.14$50.0043.4%12.4%21.1%20.0%0.0%4.6%-5.0%-13.3K138.3K-1.6K8.00129.68N/AN/A1856187
2024-10-16$49.23$50.0045.1%12.9%21.0%21.4%0.0%-7.7%-7.0%-14.3K132.2K-1.6K0.00128.07N/AN/A4057195
2024-10-17$49.01$50.0046.5%13.3%21.0%22.6%53.0%12.7%-16.5%-13.4K137.9K-1.6K2.00129.40N/AN/A1259195
2024-10-18$48.88$50.0042.5%12.2%20.9%19.3%41.5%23.1%-1.8%-8.5K165.9K-1.6K8.50128.97N/AN/A21760196
2024-10-21$48.23$50.0039.7%11.4%20.9%17.0%37.0%32.8%3.4%-8.9K114.2K-1.6K0.50118.99N/AN/A2159183
2024-10-22$48.07$50.0048.8%14.0%20.9%24.6%0.0%8.1%-6.0%-8.8K125.3K-1.7K0.00125.35N/AN/A0061184
2024-10-23$47.66$50.0055.2%15.8%20.7%29.9%0.0%12.9%-21.1%-8.5K136.1K-1.7K0.00124.38N/AN/A0061184
2024-10-24$48.00$50.0051.4%14.7%18.4%26.7%66.3%-10.5%-23.1%-16.7K142.1K-1.4K0.13124.04N/AN/A8161184
2024-10-25$47.24$50.0059.8%17.1%19.3%33.7%0.0%17.7%-16.5%-8.0K128.2K-1.7K0.00128.12N/AN/A0069184
2024-10-28$47.52$50.0051.3%14.7%18.9%26.6%55.1%47.6%-15.1%-11.8K144.9K-1.6K1.00124.24N/AN/A2269184
2024-10-29$47.50$50.0065.3%18.7%18.8%38.3%0.0%19.1%-13.0%-13.2K143.8K-1.5K0.00126.14N/AN/A0171185
2024-10-30$47.38$50.0068.9%19.8%17.6%41.3%0.0%11.4%-22.5%-8.0K132.9K-1.6K0.00123.19N/AN/A0071186
2024-10-31$46.84$50.0074.5%21.3%17.9%45.9%0.0%23.5%-20.7%-11.5K166.6K-1.5K0.00125.11N/AN/A0071186