CSGS Options History — February 2015 In February 2015, CSGS traded between $24.91 and $30.61. ATM implied volatility averaged 24.8%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 10.1% (HV 20d: 34.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.18.
Notable Days 2015-02-23 : Highest Volume — 196 contracts2015-02-05 : Largest IV spike — 155.4% change2015-02-05 : Highest IV Rank — 66.7%2015-02-04 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.39 $24.91 $30.61 $24.91 $29.99 Max Pain $26.84 $25.00 $30.00 $25.00 $30.00 ATM IV 24.8% 13.9% 104.2% 26.7% 16.8% Expected Move 5.7% 4.0% 11.7% 7.7% 4.8% HV 20d 34.9% 20.8% 38.3% 21.8% 36.8% HV 60d 25.5% 18.3% 26.8% 18.4% 26.7% IV Rank 6.7% 0.0% 66.7% 7.1% 2.2% IV Percentile 12.3% 0.0% 94.0% 20.6% 0.8% Term Structure 2.0% -3.2% 8.8% -1.3% 0.2% VWIV 19.8% 11.4% 47.8% 25.5% 16.8% Skew 25d -11.0% -76.5% 36.0% -6.4% 17.3% Skew 10d -10.7% -103.5% 38.5% -23.6% 19.2% Call IV 25d 64.9% 40.9% 115.7% 82.6% 64.4% Put IV 25d 53.9% 17.1% 81.6% 76.2% 81.6% Bid-Ask Spread % 125.87 120.16 139.79 135.69 122.08 Gamma HHI 0.87 0.41 1.00 0.49 0.88 Net GEX 30.6K -7.8K 65.5K -7.8K 42.1K Net DEX -256.1K -488.1K 114.4K 114.4K -295.6K Net VEX -1.4K -2.0K -652 -652 -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.33 3.38 3.38 0.52 Total Volume 122.211 0 196 0 141 Total OI 391.316 280 512 283 512
Daily Data (19 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 2015-02-02 $24.91 $25.00 26.7% 7.7% 21.8% 7.1% 0.0% -6.4% -1.3% -7.8K 114.4K -652 0.00 135.69 N/A N/A 0 0 123 160 2015-02-03 $25.35 $25.00 25.4% 7.3% 20.8% 6.1% 25.5% -72.6% -3.2% -5.6K 82.5K -671 3.38 139.79 N/A N/A 24 81 123 160 2015-02-04 $26.99 $25.00 40.8% 11.7% 29.6% 17.9% 47.8% -76.5% 8.8% 1.9K 11.9K -734 3.24 134.13 N/A N/A 25 81 123 160 2015-02-05 $28.97 $25.00 104.2% 6.3% 37.3% 66.7% 20.6% 36.0% 7.2% 8.3K -87.1K -982 1.24 135.07 N/A N/A 67 83 120 160 2015-02-06 $29.54 $25.00 21.6% 5.2% 37.5% 3.2% 18.8% 6.7% 3.7% 15.8K -140.3K -1.1K 0.90 122.76 N/A N/A 92 83 143 155 2015-02-09 $29.69 $25.00 19.4% 4.7% 37.5% 1.5% 16.4% 21.1% 3.0% 26.2K -204.5K -1.2K 1.80 122.28 N/A N/A 46 83 168 155 2015-02-10 $29.73 $25.00 25.8% 5.5% 37.5% 6.4% 20.4% 18.5% -1.0% 23.3K -187.9K -1.1K 2.02 122.59 N/A N/A 41 83 172 155 2015-02-11 $30.01 $25.00 17.6% 5.0% 37.5% 0.1% 17.8% 9.5% 4.4% 32.2K -236.1K -1.2K 1.43 122.15 N/A N/A 58 83 184 155 2015-02-12 $30.46 $25.00 17.7% 5.1% 37.5% 0.1% 16.9% -37.8% 3.0% 34.0K -323.7K -1.3K 1.38 125.22 N/A N/A 60 83 207 155 2015-02-13 $30.40 $25.00 16.3% 4.7% 37.4% 0.0% 16.6% -10.9% 3.1% 37.6K -383.0K -1.5K 0.90 124.07 N/A N/A 60 54 230 155 2015-02-17 $29.98 $25.00 18.5% 5.3% 38.3% 1.7% 18.5% -36.6% 2.0% 44.9K -282.6K -1.5K 0.49 122.19 N/A N/A 111 54 230 161 2015-02-18 $29.94 $25.00 17.9% 5.1% 38.3% 1.3% 17.9% 18.0% 1.9% 62.4K -361.5K -1.8K 0.56 121.61 N/A N/A 111 62 303 161 2015-02-19 $30.12 $30.00 17.0% 4.9% 36.0% 0.5% 0.0% 9.9% 2.6% 65.5K -404.1K -1.8K 0.33 123.88 N/A N/A 6 2 303 173 2015-02-20 $30.41 $30.00 13.9% 4.0% 35.9% 0.0% 11.4% -7.1% 4.1% 41.8K -488.1K -1.9K 0.00 131.49 N/A N/A 0 12 309 173 2015-02-23 $30.46 $30.00 18.7% 5.4% 35.8% 3.6% 18.7% -14.4% -0.3% 35.9K -414.8K -1.9K 0.34 120.16 N/A N/A 146 50 279 164 2015-02-24 $30.55 $30.00 17.4% 5.0% 35.7% 2.7% 17.4% -18.6% -0.0% 40.6K -432.4K -2.0K 0.46 122.08 N/A N/A 108 50 327 164 2015-02-25 $30.38 $30.00 18.1% 5.2% 35.9% 3.2% 18.1% -7.2% -0.5% 41.4K -403.1K -2.0K 0.52 121.50 N/A N/A 93 48 337 164 2015-02-26 $30.61 $30.00 17.0% 4.9% 35.2% 2.3% 17.0% -57.3% 0.2% 40.5K -430.8K -2.0K 0.52 122.81 N/A N/A 93 48 338 174 2015-02-27 $29.99 $30.00 16.8% 4.8% 36.8% 2.2% 16.8% 17.3% 0.2% 42.1K -295.6K -1.9K 0.52 122.08 N/A N/A 93 48 338 174
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