CSGS Options History — June 2014 In June 2014, CSGS traded between $25.33 and $26.13. ATM implied volatility averaged 35.5%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 17.0% (HV 20d: 18.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days.
Notable Days 2014-06-13 : Largest IV spike — 219.4% change2014-06-18 : Highest IV Rank — 100.0%2014-06-18 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.69 $25.33 $26.13 $25.68 $26.11 ATM IV 35.5% 19.9% 81.5% 41.5% 22.1% Expected Move 9.7% 4.8% 23.4% 11.9% 6.3% HV 20d 18.5% 10.8% 28.2% 28.2% 10.8% HV 60d 26.0% 24.5% 27.4% 27.4% 24.5% IV Rank 30.3% 6.4% 100.0% 39.6% 9.8% IV Percentile 50.6% 4.0% 100.0% 87.7% 10.7% Term Structure -5.3% -34.5% 31.6% -11.4% 2.4% Skew 25d -12.8% -70.4% 5.6% -11.6% 5.6% Skew 10d -7.4% -88.9% 22.8% -2.8% 2.3% Call IV 25d 49.6% 18.5% 113.1% 48.6% 23.6% Put IV 25d 36.8% 16.4% 113.0% 37.1% 29.1% Bid-Ask Spread % 131.34 99.07 147.41 129.76 114.99 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 8 2 19 17 4 Net DEX -61 -247 -9 -143 -20 Net VEX -1 -2 0 -2 0 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 2014-06-02 $25.68 $0.00 41.5% 11.9% 28.2% 39.6% 0.0% -11.6% -11.4% 17 -143 -2 0.00 129.76 N/A N/A 0 0 1 0 2014-06-03 $25.54 $0.00 23.2% 6.7% 28.2% 11.6% 0.0% -14.7% -7.0% 7 -38 -1 0.00 137.46 N/A N/A 0 0 1 0 2014-06-04 $25.62 $0.00 35.4% 10.1% 28.2% 30.2% 0.0% -6.3% -2.6% 10 -68 -1 0.00 137.16 N/A N/A 0 0 1 0 2014-06-05 $25.91 $0.00 20.6% 5.9% 24.3% 7.5% 0.0% -18.6% -2.9% 6 -29 0 0.00 119.06 N/A N/A 0 0 1 0 2014-06-06 $26.12 $0.00 39.9% 4.8% 24.4% 37.1% 0.0% -2.1% 14.9% 12 -90 -1 0.00 124.82 N/A N/A 0 0 1 0 2014-06-09 $26.13 $0.00 52.0% 9.8% 24.2% 55.6% 0.0% 0.8% -9.1% 13 -88 -1 0.00 131.04 N/A N/A 0 0 1 0 2014-06-10 $26.06 $0.00 25.5% 8.7% 22.6% 15.1% 0.0% -1.2% -5.5% 10 -60 -1 0.00 126.55 N/A N/A 0 0 1 0 2014-06-11 $25.95 $0.00 32.9% 9.3% 19.6% 26.5% 0.0% -1.1% -9.7% 14 -98 -1 0.00 133.25 N/A N/A 0 0 1 0 2014-06-12 $25.70 $0.00 24.4% 7.0% 18.1% 13.4% 0.0% -0.8% -4.1% 3 -10 0 0.00 130.28 N/A N/A 0 0 1 0 2014-06-13 $25.56 $0.00 78.0% 22.4% 17.1% 95.3% 0.0% -4.5% -28.5% 19 -247 -2 0.00 145.35 N/A N/A 0 0 1 0 2014-06-16 $25.52 $0.00 47.1% 13.5% 16.9% 48.2% 0.0% -14.4% -31.2% 17 -186 -2 0.00 146.02 N/A N/A 0 0 1 0 2014-06-17 $25.33 $0.00 50.2% 14.4% 17.0% 52.9% 0.0% -70.4% -34.5% 3 -14 0 0.00 141.12 N/A N/A 0 0 1 0 2014-06-18 $25.53 $0.00 81.5% 23.4% 16.0% 100.0% 0.0% -0.1% -30.1% 9 -58 -1 0.00 147.41 N/A N/A 0 0 1 0 2014-06-19 $25.39 $0.00 25.5% 7.3% 15.7% 15.0% 0.0% -1.2% 0.3% 3 -14 0 0.00 99.07 N/A N/A 0 0 1 0 2014-06-20 $25.51 $0.00 28.5% 8.2% 15.5% 19.5% 0.0% -0.3% 2.4% 9 -53 -1 0.00 125.09 N/A N/A 0 0 1 0 2014-06-23 $25.55 $0.00 25.6% 7.3% 14.3% 15.1% 0.0% -0.4% 2.6% 4 -17 0 0.00 107.49 N/A N/A 0 0 1 0 2014-06-24 $25.47 $0.00 25.4% 7.3% 11.7% 14.9% 0.0% -20.7% 31.6% 4 -19 0 0.00 139.79 N/A N/A 0 0 1 0 2014-06-25 $25.56 $0.00 22.2% 6.4% 11.8% 10.0% 0.0% 1.2% 2.8% 4 -16 0 0.00 143.06 N/A N/A 0 0 1 0 2014-06-26 $25.48 $0.00 19.9% 5.7% 11.8% 6.4% 0.0% -69.3% 4.3% 2 -9 0 0.00 134.53 N/A N/A 0 0 1 0 2014-06-27 $25.74 $0.00 23.6% 6.8% 12.5% 12.0% 0.0% -39.1% 3.9% 3 -14 0 0.00 144.78 N/A N/A 0 0 1 0 2014-06-30 $26.11 $0.00 22.1% 6.3% 10.8% 9.8% 0.0% 5.6% 2.4% 4 -20 0 0.00 114.99 N/A N/A 0 0 1 0
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