CGW Options History — May 2007

Name: CGW Options Analytics - May 2007
Creator: Options Analysis Suite

In May 2007, CGW traded between $25.58 and $25.58. ATM implied volatility averaged 9.2%. The 30-day expected move averaged 2.6%. Net GEX was positive for 0 of 1 trading days. Term structure was in contango for 1 of 1 days.

Notable Days

2007-05-31: Largest Expected Move — 2.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.58	$25.58	$25.58	$25.58	$25.58
ATM IV	9.2%	9.2%	9.2%	9.2%	9.2%
Expected Move	2.6%	2.6%	2.6%	2.6%	2.6%
Term Structure	1.2%	1.2%	1.2%	1.2%	1.2%
Skew 25d	2.0%	2.0%	2.0%	2.0%	2.0%
Skew 10d	1.7%	1.7%	1.7%	1.7%	1.7%
Call IV 25d	9.6%	9.6%	9.6%	9.6%	9.6%
Put IV 25d	11.5%	11.5%	11.5%	11.5%	11.5%
Bid-Ask Spread %	109.60	109.60	109.60	109.60	109.60
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (1 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2007-05-31	$25.58	$0.00	9.2%	2.6%	0.0%	0.0%	0.0%	2.0%	1.2%	0	0	0	0.00	109.60	N/A	N/A	0	0	0	0