CSGS Options History — August 2014

Name: CSGS Options Analytics - August 2014
Creator: Options Analysis Suite

In August 2014, CSGS traded between $26.96 and $28.28. ATM implied volatility averaged 60.6%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 41.8% (HV 20d: 18.8%). Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2014-08-29: Highest Volume — 32 contracts
2014-08-27: Largest IV spike — 150.8% change
2014-08-07: Highest IV Rank — 100.0%
2014-08-26: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.57	$26.96	$28.28	$26.96	$27.72
ATM IV	60.6%	17.5%	147.5%	82.6%	43.8%
Expected Move	7.4%	5.9%	10.0%	6.3%	8.9%
HV 20d	18.8%	14.8%	20.9%	19.7%	14.8%
HV 60d	17.1%	15.7%	19.6%	19.6%	16.3%
IV Rank	38.5%	1.4%	100.0%	70.7%	21.4%
IV Percentile	73.1%	0.4%	100.0%	99.2%	81.7%
Term Structure	-14.5%	-92.4%	49.3%	-5.5%	-2.2%
Skew 25d	5.9%	-59.3%	66.3%	5.8%	65.0%
Skew 10d	3.2%	-31.7%	43.1%	10.6%	26.6%
Call IV 25d	50.0%	18.1%	144.7%	144.7%	52.8%
Put IV 25d	55.9%	17.2%	150.4%	150.4%	117.8%
Bid-Ask Spread %	113.82	90.62	136.65	132.14	132.50
Gamma HHI	0.63	0.48	0.98	0.50	0.48
Net GEX	-921	-2.0K	24	-389	-1.3K
Net DEX	15.1K	-2.8K	27.9K	6.2K	23.8K
Net VEX	-78	-175	0	-175	-68
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.45	0.45	0.45	0.45
Total Volume	2.476	0	32	0	32
Total OI	59.238	11	104	94	21

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
2014-08-01	$26.96	$0.00	82.6%	6.3%	19.7%	70.7%	0.0%	5.8%	-5.5%	-389	6.2K	-175	0.00	132.14	N/A	N/A	0	0	44	50
2014-08-04	$27.03	$0.00	31.4%	7.6%	19.4%	16.6%	0.0%	-1.6%	-0.7%	-2.0K	6.8K	-54	0.00	110.28	N/A	N/A	0	0	44	50
2014-08-05	$27.06	$0.00	37.7%	8.1%	19.2%	23.3%	0.0%	-59.3%	-26.0%	-1.6K	7.3K	-73	0.00	106.33	N/A	N/A	0	0	44	50
2014-08-06	$27.10	$0.00	48.9%	7.2%	19.1%	35.1%	0.0%	5.8%	-6.3%	-1.3K	7.2K	-82	0.00	96.81	N/A	N/A	0	0	44	50
2014-08-07	$27.03	$0.00	112.0%	8.9%	18.9%	100.0%	0.0%	0.4%	-20.1%	-383	5.3K	-136	0.00	114.70	N/A	N/A	0	0	44	50
2014-08-08	$27.14	$0.00	63.9%	6.7%	18.9%	50.1%	0.0%	6.8%	-22.6%	-931	6.2K	-88	0.00	119.93	N/A	N/A	0	0	44	50
2014-08-11	$27.50	$0.00	134.0%	6.2%	18.6%	100.0%	0.0%	1.8%	-33.8%	24	-2.8K	-87	0.00	102.25	N/A	N/A	0	0	44	50
2014-08-12	$27.54	$0.00	147.5%	7.6%	18.6%	100.0%	0.0%	2.5%	-55.7%	-98	80	0	0.00	90.62	N/A	N/A	0	10	44	50
2014-08-13	$27.44	$0.00	138.6%	6.8%	18.6%	93.2%	0.0%	1.5%	-11.8%	-692	19.4K	-114	0.00	114.67	N/A	N/A	0	0	44	60
2014-08-14	$27.45	$0.00	20.2%	7.2%	18.3%	3.5%	0.0%	-55.8%	0.9%	-655	20.3K	-52	0.00	119.77	N/A	N/A	0	0	44	60
2014-08-15	$27.39	$0.00	36.5%	8.9%	17.8%	15.8%	0.0%	-5.8%	-28.8%	-579	19.4K	-55	0.00	97.91	N/A	N/A	0	0	44	60
2014-08-18	$27.92	$0.00	30.6%	5.9%	18.5%	11.4%	0.0%	10.8%	-3.2%	-655	19.9K	-55	0.00	111.44	N/A	N/A	0	0	1	10
2014-08-19	$27.94	$0.00	37.0%	7.8%	18.3%	16.2%	0.0%	4.3%	-2.3%	-445	15.7K	-64	0.00	117.46	N/A	N/A	0	0	1	10
2014-08-20	$27.60	$0.00	35.8%	7.4%	18.8%	15.3%	0.0%	-1.8%	-2.4%	-689	19.1K	-57	0.00	91.26	N/A	N/A	0	10	1	10
2014-08-21	$28.19	$0.00	31.1%	6.5%	19.9%	11.7%	0.0%	52.1%	-9.6%	-1.3K	24.8K	-74	0.00	123.46	N/A	N/A	0	0	1	20
2014-08-22	$28.21	$0.00	39.8%	7.5%	19.4%	18.3%	0.0%	-5.0%	4.4%	-1.5K	19.0K	-65	0.00	136.65	N/A	N/A	0	0	1	20
2014-08-25	$28.28	$0.00	55.6%	7.1%	19.4%	30.3%	0.0%	-0.1%	-27.6%	-1.1K	23.3K	-91	0.00	108.39	N/A	N/A	0	0	1	20
2014-08-26	$28.25	$0.00	17.5%	10.0%	18.9%	1.4%	0.0%	66.3%	49.3%	-1.2K	27.9K	-78	0.00	121.16	N/A	N/A	0	0	1	20
2014-08-27	$27.63	$0.00	43.9%	7.2%	20.9%	21.4%	0.0%	56.5%	-8.4%	-1.2K	23.0K	-82	0.00	119.08	N/A	N/A	0	0	1	20
2014-08-28	$27.66	$0.00	84.6%	6.3%	19.0%	52.3%	0.0%	-25.9%	-92.4%	-1.3K	24.2K	-81	0.00	123.50	N/A	N/A	0	0	1	20
2014-08-29	$27.72	$0.00	43.8%	8.9%	14.8%	21.4%	0.0%	65.0%	-2.2%	-1.3K	23.8K	-68	0.45	132.50	N/A	N/A	22	10	1	20