CSGS Options History — November 2024

In November 2024, CSGS traded between $46.63 and $55.89. ATM implied volatility averaged 47.7%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 13.3% (HV 20d: 34.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 13.28.

Notable Days

  • 2024-11-06: Highest Volume — 128 contracts
  • 2024-11-13: Largest IV drop — 72.7% change
  • 2024-11-12: Highest IV Rank — 56.9%
  • 2024-11-01: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.77$46.63$55.89$46.63$54.98
Max Pain$45.25$45.00$50.00$50.00$45.00
ATM IV47.7%23.9%87.6%71.4%45.7%
Expected Move10.1%6.8%20.5%20.5%13.1%
HV 20d34.4%16.9%38.8%16.9%37.1%
HV 60d25.8%17.9%27.5%17.9%27.1%
IV Rank23.6%3.8%56.9%43.4%21.9%
IV Percentile48.2%3.6%98.0%92.1%53.6%
Term Structure-7.3%-24.2%7.6%-17.7%-21.0%
VWIV40.5%23.8%58.4%46.6%34.6%
Skew 25d23.1%-13.8%100.8%17.0%18.2%
Skew 10d24.4%-31.5%151.8%25.5%14.2%
Call IV 25d37.2%18.3%83.7%83.7%23.9%
Put IV 25d60.3%29.2%130.1%100.6%42.1%
Bid-Ask Spread %123.66117.24128.45128.45127.51
Gamma HHI0.350.250.590.590.30
Net GEX-4.4K-12.6K3.5K-10.6K286
Net DEX-177.4K-362.6K178.1K166.3K-279.0K
Net VEX-1.1K-2.2K-398-1.5K-398
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.280.00101.001.001.00
Total Volume19.9012820
Total OI421.55257506257415

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$46.63$50.0071.4%20.5%16.9%43.4%0.0%17.0%-17.7%-10.6K166.3K-1.5K1.00128.45N/AN/A1171186
2024-11-04$47.70$45.0055.8%10.8%18.9%30.3%46.6%5.1%-5.9%-10.0K139.8K-1.5K101.00118.29N/AN/A110172186
2024-11-05$48.88$45.0064.2%11.3%20.6%37.4%46.8%30.2%-9.3%-12.6K178.1K-2.2K0.00121.85N/AN/A2073284
2024-11-06$51.42$45.0085.5%11.8%27.2%55.1%37.7%14.0%-8.8%-10.6K-5.1K-1.9K1.91117.24N/AN/A448474284
2024-11-07$55.86$45.0049.2%7.5%37.4%24.9%23.8%17.4%6.6%-11.7K-295.2K-1.6K0.18120.38N/AN/A7313112363
2024-11-08$55.89$45.0067.5%8.1%37.2%40.1%58.4%74.9%-1.0%3.1K-362.6K-80226.00122.00N/AN/A252121373
2024-11-11$55.84$45.0068.1%8.7%37.3%40.7%0.0%-8.1%2.7%-4.8K-312.0K-1.0K0.00124.64N/AN/A00123379
2024-11-12$55.29$45.0087.6%7.9%37.7%56.9%0.0%-8.2%4.1%-4.9K-278.2K-1.1K0.00124.58N/AN/A00123379
2024-11-13$55.59$45.0023.9%6.8%37.7%3.8%0.0%-4.7%7.6%-6.1K-304.9K-9881.00123.82N/AN/A44123379
2024-11-14$54.40$45.0030.1%8.6%38.8%8.9%0.0%-13.8%-7.9%-12.5K-213.1K-1.2K0.00121.79N/AN/A00127379
2024-11-15$54.58$45.0027.9%8.0%38.7%7.1%0.0%4.0%2.1%-4.4K-197.6K-9430.67124.26N/AN/A64127379
2024-11-18$54.11$45.0030.0%8.6%38.4%8.9%0.0%23.2%-5.7%883-187.8K-9540.00124.04N/AN/A0069343
2024-11-19$53.91$45.0040.6%11.6%38.5%17.7%46.7%25.9%-24.2%-6.7K-135.9K-1.2K0.00126.22N/AN/A0369343
2024-11-20$54.34$45.0038.5%11.0%38.1%15.9%0.0%32.7%-22.5%-6.1K-180.4K-9440.00127.25N/AN/A0069343
2024-11-21$55.11$45.0031.7%9.1%38.2%10.3%0.0%54.7%-10.9%2.9K-270.6K-5040.00125.45N/AN/A0069343
2024-11-22$55.55$45.0031.6%9.1%37.2%10.2%29.2%19.6%-12.5%1.2K-216.3K-9430.00125.77N/AN/A1069343
2024-11-25$55.48$45.0034.2%9.8%37.4%12.3%0.0%100.8%-12.2%3.3K-271.5K-5200.00120.07N/AN/A0070343
2024-11-26$55.11$45.0035.6%10.2%37.6%13.5%0.0%42.5%-2.2%-2.8K-259.5K-5060.00123.79N/AN/A0070343
2024-11-27$54.80$45.0034.6%9.9%37.7%12.7%34.6%17.2%-7.9%3.5K-262.3K-5151.00125.66N/AN/A1170343
2024-11-29$54.98$45.0045.7%13.1%37.1%21.9%0.0%18.2%-21.0%286-279.0K-3980.00127.51N/AN/A0071344