CSGS Options History — May 2014 In May 2014, CSGS traded between $24.93 and $27.00. ATM implied volatility averaged 41.0%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 10.7% (HV 20d: 30.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2014-05-15 : Largest IV drop — 67.2% change2014-05-14 : Highest IV Rank — 96.8%2014-05-02 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.98 $24.93 $27.00 $26.07 $26.27 ATM IV 41.0% 20.9% 78.9% 40.4% 23.2% Expected Move 8.9% 6.0% 13.6% 11.6% 6.7% HV 20d 30.2% 27.6% 31.8% 28.6% 30.0% HV 60d 26.7% 24.6% 27.7% 27.5% 27.1% IV Rank 39.1% 8.8% 96.8% 38.4% 11.6% IV Percentile 68.8% 9.5% 99.6% 90.5% 19.4% Term Structure -6.0% -21.1% 5.9% -16.8% 1.5% Skew 25d 0.8% -12.7% 17.3% -3.1% -5.7% Skew 10d 3.2% -14.5% 27.3% 3.3% -0.1% Call IV 25d 31.6% 20.1% 45.0% 45.0% 28.4% Put IV 25d 32.4% 20.3% 50.1% 41.8% 22.8% Bid-Ask Spread % 128.32 114.02 138.60 125.81 114.02 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 16 7 24 21 11 Net DEX -145 -243 -34 -243 -64 Net VEX -2 -3 -1 -3 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 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 2014-05-01 $26.07 $0.00 40.4% 11.6% 28.6% 38.4% 0.0% -3.1% -16.8% 21 -243 -3 0.00 125.81 N/A N/A 0 0 1 0 2014-05-02 $26.98 $0.00 47.5% 13.6% 30.6% 49.2% 0.0% 8.1% -16.9% 18 -175 -2 0.00 126.39 N/A N/A 0 0 1 0 2014-05-05 $26.94 $0.00 58.3% 9.8% 29.6% 65.6% 0.0% 3.4% -7.4% 22 -207 -2 0.00 130.27 N/A N/A 0 0 1 0 2014-05-06 $27.00 $0.00 62.7% 10.1% 29.6% 72.3% 0.0% 1.0% -14.4% 24 -223 -3 0.00 123.94 N/A N/A 0 0 1 0 2014-05-07 $25.87 $0.00 47.2% 8.2% 31.8% 48.7% 0.0% -4.4% -7.1% 19 -153 -2 0.00 122.32 N/A N/A 0 0 1 0 2014-05-08 $25.99 $0.00 43.6% 9.2% 30.6% 43.3% 0.0% 2.8% -6.4% 17 -177 -2 0.00 134.47 N/A N/A 0 0 1 0 2014-05-09 $26.21 $0.00 63.3% 9.6% 30.8% 73.1% 0.0% 2.8% -6.9% 16 -160 -2 0.00 134.15 N/A N/A 0 0 1 0 2014-05-12 $26.83 $0.00 43.6% 6.7% 27.6% 43.3% 0.0% 9.0% 0.2% 15 -111 -1 0.00 116.00 N/A N/A 0 0 1 0 2014-05-13 $25.99 $0.00 60.0% 9.3% 30.1% 68.1% 0.0% -7.0% -21.1% 22 -234 -2 0.00 120.14 N/A N/A 0 0 1 0 2014-05-14 $25.42 $0.00 78.9% 9.1% 30.6% 96.8% 0.0% -3.7% -8.4% 20 -213 -2 0.00 129.77 N/A N/A 0 0 1 0 2014-05-15 $25.00 $0.00 25.9% 7.4% 30.0% 16.4% 0.0% -1.3% -3.7% 8 -50 -1 0.00 118.74 N/A N/A 0 0 1 0 2014-05-16 $25.24 $0.00 29.0% 8.3% 29.9% 21.1% 0.0% 3.4% 5.9% 13 -126 -2 0.00 137.99 N/A N/A 0 0 1 0 2014-05-19 $25.36 $0.00 20.9% 6.0% 29.9% 8.8% 0.0% 17.3% 2.9% 7 -45 -1 0.00 118.34 N/A N/A 0 0 1 0 2014-05-20 $24.93 $0.00 22.0% 6.3% 30.2% 10.6% 0.0% -12.7% -3.9% 11 -83 -1 0.00 135.09 N/A N/A 0 0 1 0 2014-05-21 $25.21 $0.00 32.1% 9.2% 30.6% 25.8% 0.0% 3.5% -3.9% 13 -129 -1 0.00 138.60 N/A N/A 0 0 1 0 2014-05-22 $25.40 $0.00 30.3% 8.7% 30.7% 22.4% 0.0% 0.7% -3.7% 15 -143 -2 0.00 136.73 N/A N/A 0 0 1 0 2014-05-23 $25.82 $0.00 30.1% 8.6% 30.6% 22.1% 0.0% 5.0% 5.8% 15 -139 -2 0.00 135.78 N/A N/A 0 0 1 0 2014-05-27 $26.39 $0.00 41.4% 11.9% 31.6% 39.5% 0.0% 1.9% -11.6% 15 -132 -1 0.00 136.53 N/A N/A 0 0 1 0 2014-05-28 $26.35 $0.00 38.0% 10.9% 31.4% 34.2% 0.0% 5.4% -3.8% 20 -208 -2 0.00 132.77 N/A N/A 0 0 1 0 2014-05-29 $26.33 $0.00 21.9% 6.3% 30.2% 9.6% 0.0% -8.8% -5.8% 7 -34 -1 0.00 126.81 N/A N/A 0 0 1 0 2014-05-30 $26.27 $0.00 23.2% 6.7% 30.0% 11.6% 0.0% -5.7% 1.5% 11 -64 -1 0.00 114.02 N/A N/A 0 0 1 0
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