CGW Options History — July 2009

Name: CGW Options Analytics - July 2009
Creator: Options Analysis Suite

In July 2009, CGW traded between $14.66 and $16.42. ATM implied volatility averaged 61.0%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 36.0% (HV 20d: 25.0%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

2009-07-14: Highest Volume — 1 contracts
2009-07-21: Largest IV spike — 66.5% change
2009-07-31: Highest IV Rank — 30.6%
2009-07-31: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.68	$14.66	$16.42	$15.79	$16.39
Max Pain	$13.05	$13.00	$14.00	$13.00	$13.00
ATM IV	61.0%	37.5%	67.5%	58.1%	67.5%
Expected Move	17.5%	10.7%	19.3%	16.7%	19.3%
HV 20d	25.0%	21.7%	27.6%	23.2%	21.7%
HV 60d	28.5%	26.7%	30.3%	29.2%	26.8%
IV Rank	27.1%	14.6%	30.6%	25.6%	30.6%
IV Percentile	78.0%	25.0%	87.7%	75.0%	87.7%
VWIV	72.6%	62.0%	83.3%	62.0%	83.3%
Skew 25d	7.4%	-11.7%	44.5%	11.9%	-6.5%
Skew 10d	-10.5%	-36.1%	30.7%	-23.4%	-34.7%
Call IV 25d	59.5%	28.4%	68.7%	58.3%	67.5%
Put IV 25d	66.9%	54.6%	78.6%	70.2%	61.0%
Bid-Ask Spread %	177.89	170.61	200.00	174.50	170.61
Gamma HHI	0.45	0.40	0.85	0.42	0.42
Net GEX	3.0K	153	4.6K	2.8K	3.3K
Net DEX	-133.9K	-164.9K	-9.9K	-143.0K	-164.2K
Net VEX	-375	-461	-61	-461	-351
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.091	0	1	0	0
Total OI	157.591	27	167	167	167

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2009-07-01	$15.79	$13.00	58.1%	16.7%	23.2%	25.6%	0.0%	11.9%	0.0%	2.8K	-143.0K	-461	174.50	N/A	N/A	0	154	13
2009-07-02	$15.39	$13.00	61.0%	17.5%	24.9%	27.1%	0.0%	34.3%	0.0%	4.6K	-127.8K	-440	178.92	N/A	N/A	0	154	13
2009-07-06	$15.19	$13.00	61.2%	17.5%	25.0%	27.2%	0.0%	7.8%	0.0%	2.9K	-124.8K	-441	180.45	N/A	N/A	0	154	13
2009-07-07	$14.77	$13.00	59.5%	17.1%	26.7%	26.4%	0.0%	-6.3%	0.0%	2.9K	-112.2K	-431	181.00	N/A	N/A	0	154	13
2009-07-08	$14.66	$14.00	63.8%	18.3%	25.8%	28.6%	0.0%	0.0%	0.0%	153	-9.9K	-61	200.00	N/A	N/A	0	15	12
2009-07-09	$14.77	$13.00	61.3%	17.6%	26.1%	27.3%	0.0%	2.8%	0.0%	2.9K	-112.6K	-424	184.54	N/A	N/A	0	154	13
2009-07-10	$14.80	$13.00	61.7%	17.7%	25.2%	27.5%	0.0%	3.9%	0.0%	3.0K	-113.3K	-421	184.94	N/A	N/A	0	154	13
2009-07-13	$15.00	$13.00	62.7%	18.0%	25.9%	28.0%	0.0%	12.1%	0.0%	3.0K	-119.6K	-413	182.94	N/A	N/A	0	154	13
2009-07-14	$15.09	$13.00	62.9%	18.0%	24.3%	28.2%	62.0%	17.0%	0.0%	3.1K	-121.9K	-411	184.82	N/A	N/A	1	154	13
2009-07-15	$15.54	$13.00	45.1%	12.9%	25.5%	18.7%	0.0%	44.5%	0.0%	3.5K	-136.4K	-408	178.24	N/A	N/A	0	154	13
2009-07-16	$15.85	$13.00	59.3%	17.0%	26.2%	26.2%	0.0%	15.9%	0.0%	3.2K	-146.4K	-407	175.78	N/A	N/A	0	154	13
2009-07-17	$15.67	$13.00	62.0%	17.8%	26.5%	27.7%	0.0%	12.4%	0.0%	3.1K	-140.6K	-405	177.41	N/A	N/A	0	154	13
2009-07-20	$16.08	$13.00	37.5%	10.7%	27.6%	14.6%	0.0%	0.0%	0.0%	2.1K	-98.9K	-202	181.88	N/A	N/A	0	87	13
2009-07-21	$16.03	$13.00	62.4%	17.9%	25.6%	27.9%	0.0%	13.5%	0.0%	3.2K	-152.1K	-389	173.97	N/A	N/A	0	154	13
2009-07-22	$16.16	$13.00	63.6%	18.2%	25.5%	28.5%	83.3%	12.1%	0.0%	3.1K	-156.1K	-387	173.38	N/A	N/A	1	154	13
2009-07-23	$16.27	$13.00	61.9%	17.7%	25.5%	27.6%	0.0%	15.5%	0.0%	3.2K	-159.8K	-381	171.57	N/A	N/A	0	154	13
2009-07-24	$16.38	$13.00	64.2%	18.4%	23.7%	28.8%	0.0%	-6.6%	0.0%	3.2K	-163.4K	-374	171.73	N/A	N/A	0	154	13
2009-07-27	$16.42	$13.00	64.8%	18.6%	23.7%	29.2%	0.0%	-5.3%	0.0%	3.2K	-164.9K	-365	170.78	N/A	N/A	0	154	13
2009-07-28	$16.33	$13.00	66.7%	19.1%	23.7%	30.2%	0.0%	-8.6%	0.0%	3.2K	-161.8K	-364	171.00	N/A	N/A	0	154	13
2009-07-29	$16.17	$13.00	66.7%	19.1%	23.9%	30.2%	0.0%	-11.7%	0.0%	3.2K	-156.9K	-364	173.30	N/A	N/A	0	154	13
2009-07-30	$16.25	$13.00	67.1%	19.2%	23.8%	30.4%	0.0%	-11.1%	0.0%	3.3K	-159.6K	-355	171.73	N/A	N/A	0	154	13
2009-07-31	$16.39	$13.00	67.5%	19.3%	21.7%	30.6%	0.0%	-6.5%	0.0%	3.3K	-164.2K	-351	170.61	N/A	N/A	0	154	13