CSGS Options History — September 2013 In September 2013, CSGS traded between $23.65 and $25.05. ATM implied volatility averaged 26.0%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 7.4% (HV 20d: 18.6%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-09-25 : Highest Volume — 15 contracts2013-09-06 : Largest IV spike — 86.5% change2013-09-10 : Highest IV Rank — 18.9%2013-09-06 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.25 $23.65 $25.05 $23.65 $25.05 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 26.0% 19.0% 39.7% 28.4% 25.9% Expected Move 7.2% 5.5% 9.7% 8.2% 7.4% HV 20d 18.6% 10.6% 28.1% 28.1% 10.6% HV 60d 21.8% 18.7% 22.9% 22.9% 18.7% IV Rank 9.3% 3.3% 18.9% 10.4% 9.9% IV Percentile 39.4% 9.1% 75.0% 52.4% 44.0% Term Structure 2.4% -19.3% 8.8% -19.3% 4.0% VWIV 22.6% 19.9% 25.4% 19.9% 25.4% Skew 25d 5.0% -6.0% 35.3% -0.8% 35.3% Skew 10d 9.7% -8.1% 54.1% -4.6% 54.1% Call IV 25d 26.4% 18.2% 33.9% 21.2% 30.3% Put IV 25d 31.4% 16.9% 65.6% 20.5% 65.6% Bid-Ask Spread % 86.47 26.41 123.21 108.22 101.38 Gamma HHI 0.53 0.41 0.63 0.43 0.58 Net GEX 9.7K 5.4K 17.3K 10.8K 10.6K Net DEX -183.1K -278.5K -105.7K -231.1K -278.5K Net VEX -1.8K -2.1K -1.2K -2.1K -1.2K 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 1.55 0 15 0 10 Total OI 583.25 542 646 646 559
Daily Data (20 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 2013-09-03 $23.65 $22.50 28.4% 8.2% 28.1% 10.4% 0.0% -0.8% -19.3% 10.8K -231.1K -2.1K 0.00 108.22 N/A N/A 0 0 314 332 2013-09-04 $23.92 $22.50 24.4% 7.0% 28.1% 7.4% 0.0% 4.5% 7.8% 9.5K -217.0K -2.0K 0.00 47.66 N/A N/A 0 0 314 332 2013-09-05 $23.76 $22.50 20.8% 6.0% 18.5% 4.6% 0.0% -1.9% 8.2% 10.4K -213.2K -2.1K 0.00 108.85 N/A N/A 0 0 314 332 2013-09-06 $23.70 $0.00 38.7% 9.7% 17.8% 18.2% 0.0% 3.5% -2.5% 6.5K -112.4K -2.1K 0.00 115.88 N/A N/A 0 0 256 332 2013-09-09 $24.01 $0.00 28.1% 7.8% 18.7% 10.1% 0.0% 1.5% 2.8% 7.5K -124.3K -2.0K 0.00 101.59 N/A N/A 0 0 256 327 2013-09-10 $24.06 $0.00 39.7% 7.7% 18.7% 18.9% 0.0% -0.3% 5.9% 7.7K -152.7K -2.0K 0.00 123.21 N/A N/A 0 0 256 327 2013-09-11 $24.10 $0.00 23.4% 7.2% 18.5% 6.6% 0.0% 2.4% 2.4% 10.5K -141.4K -1.9K 0.00 26.41 N/A N/A 0 0 256 327 2013-09-12 $23.77 $0.00 19.0% 5.5% 18.9% 3.3% 0.0% 6.0% 7.2% 8.6K -130.4K -1.9K 0.00 97.10 N/A N/A 0 0 256 327 2013-09-13 $23.80 $0.00 21.5% 6.2% 18.4% 5.3% 0.0% 1.4% 3.9% 7.5K -105.7K -1.9K 0.00 92.90 N/A N/A 0 0 256 327 2013-09-16 $23.98 $0.00 24.0% 6.9% 18.7% 8.2% 0.0% -1.3% 1.3% 9.7K -128.7K -1.8K 0.00 99.88 N/A N/A 0 0 256 327 2013-09-17 $24.14 $0.00 22.7% 6.5% 18.8% 7.1% 0.0% 3.3% 2.0% 9.7K -139.0K -1.7K 0.00 99.12 N/A N/A 0 0 256 327 2013-09-18 $24.17 $0.00 26.6% 7.6% 18.9% 10.5% 19.9% 2.9% 0.0% 12.4K -156.8K -1.8K 0.00 34.29 N/A N/A 2 0 256 327 2013-09-19 $24.21 $22.50 26.2% 7.5% 18.7% 10.1% 0.0% -2.0% 0.1% 14.4K -179.3K -1.7K 0.00 76.12 N/A N/A 0 0 258 327 2013-09-20 $24.37 $22.50 24.4% 7.0% 17.9% 8.6% 25.4% -6.0% 0.0% 17.3K -209.1K -1.6K 0.00 51.46 N/A N/A 2 0 258 327 2013-09-23 $24.48 $22.50 28.5% 8.2% 17.8% 12.1% 0.0% -2.7% -0.3% 5.4K -177.9K -1.7K 0.00 110.89 N/A N/A 0 0 216 326 2013-09-24 $24.76 $22.50 23.5% 6.7% 17.9% 7.8% 0.0% 30.2% 3.8% 7.5K -205.4K -1.5K 0.00 51.94 N/A N/A 2 0 216 326 2013-09-25 $25.03 $22.50 23.2% 6.7% 15.9% 7.5% 0.0% 30.5% 6.7% 7.0K -244.6K -1.3K 0.00 106.04 N/A N/A 15 0 218 326 2013-09-26 $25.05 $22.50 25.4% 7.3% 15.8% 9.4% 0.0% -3.3% 5.9% 10.1K -256.9K -1.7K 0.00 105.36 N/A N/A 0 0 233 326 2013-09-27 $24.92 $22.50 25.3% 7.3% 15.4% 9.4% 0.0% -3.3% 8.8% 10.0K -258.3K -1.6K 0.00 71.14 N/A N/A 0 0 233 326 2013-09-30 $25.05 $22.50 25.9% 7.4% 10.6% 9.9% 0.0% 35.3% 4.0% 10.6K -278.5K -1.2K 0.00 101.38 N/A N/A 0 10 233 326
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