CSGP Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete CSGP options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around CSGP.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-04-17

Gamma Flip

43.18

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.353

Shows put vs call positioning

IV Skew

-3.92

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.595(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Structural constraints from options positioning are relatively light. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for CSGP are at 40.82, 39.95, and 35.50, while the resistance levels are at 42.00, 42.87, and 47.32. The pivot point, a key reference price for traders, is at 60.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 2.17% 1-day move.

The expected range for the next 23 days is 40.32 — 47.20 , corresponding to +13.99% / -2.63% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 51.35 (24.01% above spot).

Bearish positioning points to downside pressure toward 39.85 (3.77% below spot).

Options flow strength: 0.67 (0–1 scale). ATM Strike: 40.00, Call: 2.98, Put: 1.33, Straddle Cost: 4.30.

Price moves may extend once a direction forms. The short-term gamma flip is near 43.16 , with intermediate positioning around 43.18 . The mid-term gamma flip remains near 43.51.