CSGPCoStar Group Inc
CSGP Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
CSGP Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 90.7% — elevated vs history
IV/HV 1.02x — IV ≤ HV
Sector percentile 96% — above sector median
Front/Back 0.87x — contango
Put/Call IV 1.16x — elevated
ATM IV 52.1% — normal range
Effective IV 75.1% (ATM 52.1% + spread 11.5% + bias) — fair
Total drag 16.15% (spread 11.48% + slippage 4.67%) — high friction
Vega efficiency 5.30 (vega 6.084 / spread 11.48%) — acceptable
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +58% (strong bullish) — Raw: +48%
|OI skew| 16.6% — call-heavy
Vol skew -11.7%, OI skew +16.6% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +28%, ATM: +60%, OTM: +53% — strong bullish (ITM/ATM aligned)
Sector P/C percentile 61% — bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.7x avg — normal
Vol/OI 2.2% — normal turnover
1 day(s) elevated — may be one-day event
OI change +5.9% (5d) — building
Sector activity percentile 62% — active vs sector
Large trade volume 36% — institutional presence
Aggressive execution 44% — patient
Conviction +58 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 11.5% — wide
OI 92,754 — deep
Volume 2,037/day — adequate
$0.57 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 97% — much wider than sector
Depth 197.39999999999998 contracts (bid:71.3 ask:126.1) — adequate
Avg slippage 4.67% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -13.4% — contango
IV percentile 91% — seller opportunity
IV kink -5.2pts — no clear event
θ/ν ratio 330.63 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +58% @ 79% consistency — STRONG directional (bullish)
Score 66 (ITM 20% + inst 36%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.