CSGS Options History — April 2014 In April 2014, CSGS traded between $25.65 and $27.15. ATM implied volatility averaged 38.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 11.4% (HV 20d: 27.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2014-04-09 : Largest IV spike — 70.5% change2014-04-09 : Highest IV Rank — 61.0%2014-04-29 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.37 $25.65 $27.15 $26.30 $26.36 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 38.8% 27.3% 55.3% 31.4% 44.7% Expected Move 10.8% 7.8% 13.3% 9.0% 12.8% HV 20d 27.5% 22.9% 30.9% 22.9% 28.6% HV 60d 28.1% 27.4% 28.9% 27.7% 27.4% IV Rank 36.1% 18.5% 61.0% 25.3% 45.0% IV Percentile 84.4% 48.0% 98.4% 71.4% 94.4% Term Structure -8.5% -19.4% 4.9% 2.4% -14.8% Skew 25d -0.7% -27.7% 7.6% 1.1% 2.9% Skew 10d 5.3% -5.1% 28.4% 4.9% 8.0% Call IV 25d 36.6% 24.0% 49.2% 37.2% 43.3% Put IV 25d 35.8% 19.5% 46.2% 38.3% 46.2% Bid-Ask Spread % 121.63 104.39 130.26 116.75 130.26 Gamma HHI 0.95 0.65 1.00 0.96 1.00 Net GEX 585 16 2.1K 890 17 Net DEX -2.3K -10.2K -90 -2.8K -173 Net VEX -9 -32 -1 -15 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 21.429 1 34 34 1
Daily Data (21 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 2014-04-01 $26.30 $30.00 31.4% 9.0% 22.9% 25.3% 0.0% 1.1% 2.4% 890 -2.8K -15 0.00 116.75 N/A N/A 0 0 34 0 2014-04-02 $26.57 $30.00 33.5% 9.6% 23.4% 28.5% 0.0% 4.1% -6.1% 1.2K -4.3K -20 0.00 116.53 N/A N/A 0 0 34 0 2014-04-03 $26.15 $30.00 34.2% 9.8% 23.8% 29.0% 0.0% -27.7% -15.1% 835 -2.8K -14 0.00 120.33 N/A N/A 0 0 34 0 2014-04-04 $25.65 $0.00 42.5% 8.3% 24.1% 41.6% 0.0% -2.0% -0.2% 1.1K -6.4K -25 0.00 114.28 N/A N/A 0 0 34 0 2014-04-07 $25.67 $0.00 33.2% 10.2% 24.0% 27.5% 0.0% 0.2% -5.2% 216 -565 -4 0.00 121.20 N/A N/A 0 0 34 0 2014-04-08 $26.46 $0.00 32.4% 9.3% 26.7% 26.3% 0.0% -2.2% -3.6% 441 -984 -6 0.00 118.72 N/A N/A 0 0 34 0 2014-04-09 $27.06 $0.00 55.3% 11.1% 28.1% 61.0% 0.0% -1.2% -6.7% 2.1K -10.2K -32 0.00 121.92 N/A N/A 0 0 34 0 2014-04-10 $26.89 $0.00 27.3% 7.8% 27.0% 18.5% 0.0% 6.0% 4.9% 1.4K -4.2K -15 0.00 108.77 N/A N/A 0 0 34 0 2014-04-11 $25.74 $0.00 35.5% 10.2% 30.9% 31.0% 0.0% 7.6% -5.9% 1.1K -5.6K -18 0.00 104.39 N/A N/A 0 0 34 0 2014-04-14 $25.74 $0.00 34.1% 9.8% 30.8% 28.9% 0.0% 0.5% -4.4% 245 -595 -3 0.00 117.26 N/A N/A 0 0 34 0 2014-04-15 $26.15 $0.00 32.8% 9.4% 30.2% 26.9% 0.0% 7.2% -5.5% 16 -90 -1 0.00 118.80 N/A N/A 0 0 34 0 2014-04-16 $26.67 $0.00 36.7% 10.5% 29.7% 32.8% 0.0% 4.8% -3.0% 1.1K -3.2K -9 0.00 125.90 N/A N/A 0 0 34 0 2014-04-17 $26.95 $0.00 36.9% 10.6% 30.0% 33.1% 0.0% 2.9% -4.6% 1.5K -4.9K -10 0.00 123.40 N/A N/A 0 0 34 0 2014-04-21 $27.04 $0.00 40.8% 11.7% 29.6% 39.0% 0.0% 3.1% -12.2% 23 -255 -3 0.00 125.13 N/A N/A 0 0 1 0 2014-04-22 $27.15 $0.00 45.1% 12.9% 28.1% 45.5% 0.0% 2.6% -15.8% 23 -215 -2 0.00 128.85 N/A N/A 0 0 1 0 2014-04-23 $26.91 $0.00 45.3% 13.0% 28.2% 45.9% 0.0% -2.6% -16.9% 22 -208 -2 0.00 128.88 N/A N/A 0 0 1 0 2014-04-24 $26.57 $0.00 44.3% 12.7% 27.2% 44.4% 0.0% -3.8% -17.2% 25 -360 -4 0.00 127.15 N/A N/A 0 0 1 0 2014-04-25 $26.06 $0.00 37.6% 10.8% 28.0% 34.1% 0.0% -5.1% -10.6% 18 -144 -2 0.00 126.26 N/A N/A 0 0 1 0 2014-04-28 $25.99 $0.00 45.6% 13.1% 27.7% 46.2% 0.0% -5.9% -17.8% 20 -225 -2 0.00 130.24 N/A N/A 0 0 1 0 2014-04-29 $25.74 $0.00 46.3% 13.3% 27.5% 47.3% 0.0% -8.1% -19.4% 20 -222 -3 0.00 129.25 N/A N/A 0 0 1 0 2014-04-30 $26.36 $0.00 44.7% 12.8% 28.6% 45.0% 0.0% 2.9% -14.8% 17 -173 -2 0.00 130.26 N/A N/A 0 0 1 0
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