CSGS Options History — September 2014 In September 2014, CSGS traded between $26.28 and $27.67. ATM implied volatility averaged 70.5%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 55.5% (HV 20d: 15.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2014-09-02 : Highest Volume — 10 contracts2014-09-08 : Largest IV spike — 136.8% change2014-09-10 : Highest IV Rank — 96.6%2014-09-29 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.89 $26.28 $27.67 $27.67 $26.28 ATM IV 70.5% 23.4% 143.1% 94.6% 25.3% Expected Move 8.3% 4.1% 10.0% 6.6% 5.7% HV 20d 15.0% 12.5% 17.3% 14.9% 12.8% HV 60d 16.6% 15.9% 17.2% 16.2% 15.9% IV Rank 41.6% 5.9% 96.6% 59.9% 7.4% IV Percentile 75.7% 12.3% 99.6% 98.0% 19.0% Term Structure -27.8% -91.4% -4.2% -91.4% -9.4% Skew 25d -9.2% -83.5% 9.0% 4.9% -83.5% Skew 10d 11.6% -78.7% 59.0% 6.0% -78.7% Call IV 25d 72.3% 18.3% 146.2% 137.2% 104.3% Put IV 25d 63.1% 18.0% 151.7% 142.1% 20.8% Bid-Ask Spread % 133.04 103.28 141.58 135.58 126.73 Gamma HHI 0.78 0.49 1.00 0.49 0.79 Net GEX -1.2K -2.9K -199 -199 -2.9K Net DEX 42.4K 14.8K 62.5K 14.8K 62.5K Net VEX -206 -272 -97 -205 -97 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.524 0 10 10 0 Total OI 63 53 64 53 63
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 2014-09-02 $27.67 $0.00 94.6% 6.6% 14.9% 59.9% 0.0% 4.9% -91.4% -199 14.8K -205 0.00 135.58 N/A N/A 0 10 23 30 2014-09-03 $27.40 $0.00 110.2% 7.1% 15.4% 71.7% 0.0% 5.7% -32.6% -1.0K 41.9K -222 0.00 136.88 N/A N/A 0 0 23 40 2014-09-04 $27.50 $0.00 112.0% 9.8% 15.4% 73.1% 0.0% 5.4% -35.2% -958 39.5K -238 0.00 133.14 N/A N/A 0 0 23 40 2014-09-05 $27.41 $0.00 55.3% 8.0% 15.4% 30.1% 0.0% -0.3% -26.2% -1.2K 42.7K -209 0.00 112.29 N/A N/A 0 1 23 40 2014-09-08 $27.34 $0.00 130.9% 7.7% 15.4% 87.4% 0.0% 2.9% -13.8% -1.2K 40.4K -227 0.00 103.28 N/A N/A 0 0 23 41 2014-09-09 $26.82 $0.00 139.2% 10.0% 16.1% 93.7% 0.0% 3.1% -22.1% -727 32.3K -272 0.00 137.19 N/A N/A 0 0 23 41 2014-09-10 $27.10 $0.00 143.1% 9.3% 16.6% 96.6% 0.0% 3.9% -22.5% -1.1K 40.4K -233 0.00 138.41 N/A N/A 0 0 23 41 2014-09-11 $26.92 $0.00 38.1% 8.0% 16.7% 17.1% 0.0% -2.6% -23.9% -827 40.8K -243 0.00 138.64 N/A N/A 0 0 23 41 2014-09-12 $26.60 $0.00 77.5% 9.8% 17.2% 46.9% 0.0% 1.7% -25.8% -740 33.8K -256 0.00 136.94 N/A N/A 0 0 23 41 2014-09-15 $26.42 $0.00 42.5% 9.6% 17.3% 20.3% 0.0% 9.0% -27.2% -1.2K 47.6K -210 0.00 141.13 N/A N/A 0 0 23 41 2014-09-16 $26.52 $0.00 42.8% 7.8% 15.6% 20.6% 0.0% -8.6% -27.6% -1.4K 49.7K -200 0.00 133.24 N/A N/A 0 0 23 41 2014-09-17 $26.80 $0.00 23.4% 9.7% 16.2% 5.9% 0.0% -3.8% -8.4% -1.8K 52.5K -163 0.00 132.25 N/A N/A 0 0 23 41 2014-09-18 $26.99 $0.00 41.3% 4.1% 16.1% 19.4% 0.0% -3.5% -48.7% -1.1K 42.4K -219 0.00 125.94 N/A N/A 0 0 23 41 2014-09-19 $27.00 $0.00 24.5% 6.6% 13.8% 6.7% 0.0% 0.9% -4.2% -1.6K 48.8K -167 0.00 136.78 N/A N/A 0 0 23 41 2014-09-22 $26.82 $0.00 51.7% 6.6% 13.8% 27.4% 0.0% -1.6% -23.6% -905 41.1K -217 0.00 124.51 N/A N/A 0 0 22 41 2014-09-23 $26.56 $0.00 28.0% 8.0% 13.9% 9.3% 0.0% -7.8% -18.2% -2.0K 54.6K -154 0.00 139.41 N/A N/A 0 0 22 41 2014-09-24 $26.76 $0.00 48.7% 9.8% 14.4% 25.1% 0.0% -65.4% -27.2% -1.5K 48.9K -172 0.00 141.58 N/A N/A 0 0 22 41 2014-09-25 $26.60 $0.00 50.3% 9.8% 12.5% 26.3% 0.0% -61.3% -29.2% -1.5K 46.0K -184 0.00 140.54 N/A N/A 0 0 22 41 2014-09-26 $26.67 $0.00 96.8% 9.9% 12.6% 61.6% 0.0% 3.5% -30.2% -773 33.9K -223 0.00 139.59 N/A N/A 0 0 22 41 2014-09-29 $26.41 $0.00 105.0% 10.0% 12.8% 67.8% 0.0% 3.6% -36.4% -776 35.8K -214 0.00 139.85 N/A N/A 0 0 22 41 2014-09-30 $26.28 $0.00 25.3% 5.7% 12.8% 7.4% 0.0% -83.5% -9.4% -2.9K 62.5K -97 0.00 126.73 N/A N/A 0 0 22 41
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