CSV Options History — January 2013

Name: CSV Options Analytics - January 2013
Creator: Options Analysis Suite

In January 2013, CSV traded between $12.90 and $14.33. ATM implied volatility averaged 30.1%. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 21.3% (HV 20d: 51.4%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2013-01-31: Highest Volume — 200 contracts
2013-01-24: Largest IV spike — 22.0% change
2013-01-09: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.41	$12.90	$14.33	$13.45	$13.98
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	30.1%	23.2%	35.8%	30.0%	30.3%
Expected Move	8.5%	6.6%	9.7%	8.6%	8.7%
HV 20d	51.4%	35.9%	56.6%	46.9%	35.9%
HV 60d	41.2%	37.5%	43.9%	43.1%	37.5%
Term Structure	1.2%	-6.9%	25.9%	-0.3%	-5.8%
VWIV	27.3%	27.3%	27.3%	27.3%	27.3%
Skew 25d	2.6%	-7.3%	14.0%	-0.2%	6.1%
Skew 10d	11.8%	0.3%	43.7%	3.2%	1.1%
Call IV 25d	31.9%	24.1%	59.6%	33.3%	30.1%
Put IV 25d	34.5%	28.2%	62.1%	33.0%	36.2%
Bid-Ask Spread %	113.01	110.11	116.68	111.88	112.17
Gamma HHI	0.62	0.43	1.00	0.50	0.54
Net GEX	1.2K	320	2.0K	435	1.9K
Net DEX	-205.7K	-259.4K	-139.9K	-154.1K	-246.7K
Net VEX	-179	-298	-18	-18	-254
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.00	5.00	5.00	0.00
Total Volume	15.095	0	200	6	200
Total OI	178.857	117	221	117	220

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 Vol	Put Vol	Call OI	Put OI
2013-01-02	$13.45	$0.00	30.0%	8.6%	46.9%	0.0%	27.3%	-0.2%	-0.3%	435	-154.1K	-18	5.00	111.88	1	5	117	0
2013-01-03	$12.90	$12.50	32.8%	9.4%	50.3%	0.0%	0.0%	-7.3%	-5.8%	619	-139.9K	-108	0.00	112.83	4	0	118	5
2013-01-04	$13.22	$12.50	31.9%	8.0%	50.2%	0.0%	0.0%	0.8%	5.8%	505	-147.0K	-64	0.00	112.62	19	0	118	5
2013-01-07	$13.05	$12.50	33.0%	9.2%	50.8%	0.0%	0.0%	-0.2%	-3.8%	906	-161.3K	-143	0.00	113.30	31	0	137	5
2013-01-08	$13.00	$12.50	35.0%	9.2%	50.9%	0.0%	0.0%	-1.8%	-4.9%	1.1K	-194.0K	-202	0.00	112.23	0	0	166	5
2013-01-09	$12.92	$12.50	35.8%	9.7%	51.2%	0.0%	0.0%	6.3%	1.0%	1.1K	-192.2K	-197	0.00	110.11	0	0	166	5
2013-01-10	$12.98	$12.50	31.8%	9.1%	51.1%	0.0%	0.0%	1.9%	-0.7%	1.2K	-192.9K	-203	0.00	116.26	0	0	166	5
2013-01-11	$12.90	$12.50	32.9%	9.4%	51.1%	0.0%	0.0%	0.8%	-4.2%	1.2K	-191.3K	-201	0.00	115.74	0	0	166	5
2013-01-14	$13.06	$12.50	26.0%	7.4%	51.0%	0.0%	0.0%	2.9%	10.2%	943	-197.3K	-156	0.00	113.56	0	0	166	5
2013-01-15	$13.08	$12.50	28.8%	8.3%	50.9%	0.0%	0.0%	2.3%	6.5%	1.0K	-197.8K	-157	0.00	115.53	1	0	166	5
2013-01-16	$13.07	$12.50	30.2%	8.7%	51.0%	0.0%	0.0%	2.0%	4.1%	967	-198.6K	-164	0.00	116.68	0	0	167	5
2013-01-17	$13.15	$12.50	28.6%	8.2%	50.5%	0.0%	0.0%	8.2%	5.2%	959	-201.0K	-155	0.00	113.72	0	0	167	5
2013-01-18	$13.85	$12.50	26.2%	7.5%	53.2%	0.0%	0.0%	6.4%	4.6%	598	-221.1K	-86	0.00	111.72	3	0	167	5
2013-01-22	$13.96	$12.50	27.9%	8.0%	53.0%	0.0%	0.0%	2.5%	25.9%	320	-222.1K	-49	0.00	111.13	50	0	164	5
2013-01-23	$14.33	$12.50	23.2%	6.6%	51.7%	0.0%	0.0%	-3.3%	9.8%	1.8K	-259.4K	-274	0.00	112.18	1	0	214	5
2013-01-24	$13.66	$12.50	28.3%	8.1%	55.6%	0.0%	0.0%	8.1%	-3.1%	1.9K	-237.3K	-298	0.00	112.60	0	0	215	5
2013-01-25	$13.66	$12.50	28.9%	8.3%	55.4%	0.0%	0.0%	14.0%	-1.6%	1.5K	-239.2K	-223	0.00	112.23	1	0	215	5
2013-01-28	$13.59	$12.50	30.7%	8.8%	55.6%	0.0%	0.0%	-1.0%	-6.9%	2.0K	-234.8K	-288	0.00	112.71	1	0	216	5
2013-01-29	$14.02	$12.50	30.0%	8.6%	56.2%	0.0%	0.0%	4.7%	-5.9%	1.7K	-249.1K	-229	0.00	111.32	0	0	215	5
2013-01-30	$13.85	$12.50	29.4%	8.4%	56.6%	0.0%	0.0%	2.2%	-5.8%	2.0K	-242.8K	-289	0.00	112.64	0	0	215	5
2013-01-31	$13.98	$12.50	30.3%	8.7%	35.9%	0.0%	0.0%	6.1%	-5.8%	1.9K	-246.7K	-254	0.00	112.17	200	0	215	5