CSGS Options History — September 2012 In September 2012, CSGS traded between $21.02 and $23.04. ATM implied volatility averaged 59.4%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 34.4% (HV 20d: 25.0%). Max pain ranged from $15.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2012-09-14 : Highest Volume — 101 contracts2012-09-06 : Largest IV spike — 215.7% change2012-09-10 : Highest IV Rank — 81.3%2012-09-06 : Largest Expected Move — 36.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.23 $21.02 $23.04 $21.47 $22.49 Max Pain $20.26 $15.00 $22.50 $15.00 $22.50 ATM IV 59.4% 16.6% 147.3% 100.5% 33.6% Expected Move 13.8% 4.7% 36.3% 28.8% 9.6% HV 20d 25.0% 16.7% 37.3% 37.3% 28.5% HV 60d 29.0% 27.9% 30.4% 28.3% 30.4% IV Rank 26.4% 0.0% 81.3% 51.9% 10.6% IV Percentile 49.6% 0.0% 98.0% 94.0% 50.8% Term Structure -10.7% -114.5% 29.8% -105.0% -8.1% VWIV 23.3% 17.9% 30.6% 20.0% 30.6% Skew 25d 22.9% -0.4% 125.1% 36.8% 5.9% Skew 10d 38.1% 4.5% 159.5% 58.4% 9.9% Call IV 25d 41.3% 16.4% 132.7% 132.7% 25.5% Put IV 25d 64.1% 19.5% 169.4% 169.4% 31.4% Bid-Ask Spread % 153.56 136.13 172.40 151.68 147.02 Gamma HHI 0.46 0.40 0.61 0.46 0.44 Net GEX 10.0K 3.5K 17.4K 5.7K 13.4K Net DEX -247.4K -348.1K -142.7K -224.2K -171.3K Net VEX -447 -505 -336 -429 -468 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 8.842 0 101 0 0 Total OI 265.053 232 339 235 243
Daily Data (19 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 2012-09-04 $21.47 $15.00 100.5% 28.8% 37.3% 51.9% 0.0% 36.8% -105.0% 5.7K -224.2K -429 0.00 151.68 N/A N/A 0 0 160 75 2012-09-05 $21.62 $15.00 40.2% 11.5% 37.3% 14.0% 0.0% 125.1% 14.9% 7.3K -241.6K -336 0.00 151.47 N/A N/A 0 0 160 75 2012-09-06 $21.80 $15.00 126.8% 36.3% 16.7% 68.4% 0.0% 46.3% -114.5% 6.2K -226.8K -435 0.00 152.99 N/A N/A 0 0 160 75 2012-09-07 $21.02 $20.00 141.5% 24.0% 21.8% 77.6% 0.0% 10.9% -27.3% 3.5K -206.0K -488 0.00 169.18 N/A N/A 0 0 160 75 2012-09-10 $21.48 $20.00 147.3% 22.9% 22.7% 81.3% 0.0% 36.3% -34.6% 4.5K -231.7K -431 0.00 169.74 N/A N/A 0 0 160 75 2012-09-11 $21.73 $20.00 142.9% 22.8% 22.8% 78.5% 0.0% 14.6% -14.1% 3.5K -233.1K -450 0.00 172.40 N/A N/A 0 0 160 75 2012-09-12 $21.85 $20.00 52.1% 8.4% 22.1% 21.5% 20.0% 2.9% 19.4% 6.5K -267.2K -340 0.00 153.40 N/A N/A 27 0 160 75 2012-09-13 $22.31 $20.00 78.0% 22.4% 22.7% 37.8% 0.0% 13.8% -29.0% 4.8K -285.8K -499 0.00 171.25 N/A N/A 0 0 187 75 2012-09-14 $22.68 $20.00 57.1% 16.4% 22.9% 24.6% 22.8% 81.9% 29.8% 9.6K -317.6K -452 0.00 150.74 N/A N/A 101 0 187 75 2012-09-17 $22.64 $20.00 24.8% 7.1% 23.0% 4.3% 17.9% 5.1% 11.6% 12.3K -311.9K -478 0.00 140.95 N/A N/A 20 0 238 75 2012-09-18 $22.62 $20.00 23.3% 6.7% 23.1% 3.4% 23.3% 2.8% 6.3% 13.8K -312.8K -468 0.00 145.70 N/A N/A 0 6 258 75 2012-09-19 $22.88 $22.50 16.6% 4.7% 22.7% 0.0% 0.0% 3.1% 14.9% 14.2K -321.6K -427 0.00 147.78 N/A N/A 0 0 258 81 2012-09-20 $23.04 $22.50 19.2% 5.5% 22.6% 1.6% 0.0% 7.4% 25.1% 14.3K -334.7K -502 0.00 156.74 N/A N/A 0 0 258 81 2012-09-21 $22.98 $22.50 22.8% 6.5% 22.3% 3.9% 25.1% 1.3% -5.2% 13.5K -348.1K -505 0.00 154.72 N/A N/A 3 0 258 81 2012-09-24 $22.92 $22.50 23.5% 6.7% 21.8% 4.3% 30.6% -0.4% 3.1% 13.7K -195.6K -482 0.00 155.57 N/A N/A 11 0 196 36 2012-09-25 $21.85 $22.50 25.0% 7.2% 28.0% 5.3% 0.0% 3.5% 1.5% 13.4K -161.7K -460 0.00 139.40 N/A N/A 0 0 207 36 2012-09-26 $22.26 $22.50 27.9% 8.0% 27.8% 7.0% 0.0% 11.7% 1.0% 12.9K -142.7K -430 0.00 136.13 N/A N/A 0 0 207 36 2012-09-27 $22.72 $22.50 24.9% 7.1% 28.5% 5.2% 0.0% 25.7% 6.2% 17.4K -166.8K -404 0.00 150.78 N/A N/A 0 0 207 36 2012-09-28 $22.49 $22.50 33.6% 9.6% 28.5% 10.6% 0.0% 5.9% -8.1% 13.4K -171.3K -468 0.00 147.02 N/A N/A 0 0 207 36
« Aug 2012 | All History | Oct 2012 » Home CSGS History September 2012