CSV Options History — February 2013

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

In February 2013, CSV traded between $13.95 and $18.20. ATM implied volatility averaged 30.1%. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 5.5% (HV 20d: 35.6%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.53.

Notable Days

2013-02-19: Highest Volume — 100 contracts
2013-02-04: Largest IV spike — 30.7% change
2013-02-21: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.48	$13.95	$18.20	$14.04	$18.20
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	30.1%	25.5%	33.3%	25.5%	26.0%
Expected Move	8.4%	6.6%	9.4%	6.6%	7.4%
HV 20d	35.6%	31.2%	40.5%	31.9%	39.9%
HV 60d	37.9%	36.0%	41.2%	36.8%	41.2%
Term Structure	1.7%	-11.9%	9.7%	6.6%	5.6%
VWIV	31.1%	27.0%	35.6%	29.6%	31.9%
Skew 25d	7.8%	-4.5%	33.6%	1.3%	8.2%
Skew 10d	14.6%	-2.4%	51.9%	-2.2%	8.0%
Call IV 25d	28.8%	22.1%	34.4%	24.5%	24.0%
Put IV 25d	36.7%	24.6%	65.9%	25.7%	32.2%
Bid-Ask Spread %	108.74	102.51	113.48	111.49	109.90
Gamma HHI	0.61	0.36	0.91	0.49	0.91
Net GEX	3.1K	838	5.4K	2.1K	5.2K
Net DEX	-675.9K	-963.4K	-525.6K	-530.1K	-963.4K
Net VEX	-549	-915	-268	-275	-781
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.53	0.00	15.00	2.50	0.00
Total Volume	22.895	0	100	0	38
Total OI	517.684	420	661	420	661

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 Vol	Put Vol	Call OI	Put OI
2013-02-01	$14.04	$0.00	25.5%	6.6%	31.9%	0.0%	0.0%	1.3%	6.6%	2.1K	-530.1K	-275	0.00	111.49	0	0	415	5
2013-02-04	$13.95	$0.00	33.3%	6.8%	31.2%	0.0%	0.0%	1.3%	6.4%	2.0K	-525.6K	-276	2.50	110.83	4	10	415	5
2013-02-05	$14.24	$0.00	32.1%	7.9%	31.3%	0.0%	0.0%	3.5%	9.5%	1.3K	-530.4K	-268	0.00	112.02	20	0	416	15
2013-02-06	$14.59	$0.00	28.0%	9.3%	31.9%	0.0%	0.0%	-0.1%	0.5%	1.4K	-562.1K	-348	0.00	104.56	6	0	434	15
2013-02-07	$14.67	$0.00	32.0%	9.2%	31.6%	0.0%	0.0%	0.9%	0.7%	1.6K	-571.8K	-381	0.00	108.76	1	0	440	15
2013-02-08	$14.72	$0.00	30.9%	8.9%	31.6%	0.0%	0.0%	1.2%	2.1%	1.5K	-575.2K	-342	0.00	110.13	0	0	441	15
2013-02-11	$14.35	$0.00	28.8%	8.3%	33.3%	0.0%	0.0%	-1.4%	7.0%	2.1K	-553.2K	-384	0.00	113.48	8	0	441	15
2013-02-12	$14.81	$0.00	32.1%	9.2%	34.5%	0.0%	0.0%	33.6%	-0.4%	1.4K	-576.2K	-354	0.00	106.14	0	0	439	15
2013-02-13	$15.18	$0.00	31.4%	9.0%	35.0%	0.0%	0.0%	30.7%	0.2%	838	-602.4K	-355	0.00	102.70	50	0	439	15
2013-02-14	$15.24	$0.00	32.0%	9.2%	34.9%	0.0%	0.0%	28.3%	-1.5%	2.4K	-649.5K	-553	0.00	107.11	0	0	489	15
2013-02-15	$15.67	$0.00	26.4%	7.6%	35.6%	0.0%	29.6%	14.1%	8.3%	3.4K	-681.4K	-522	0.00	105.29	0	10	489	15
2013-02-19	$16.28	$15.00	31.1%	8.9%	33.7%	0.0%	27.0%	1.4%	-11.9%	3.6K	-724.8K	-516	0.25	105.79	80	20	489	10
2013-02-20	$15.41	$15.00	31.0%	8.9%	40.5%	0.0%	0.0%	-4.5%	-10.3%	5.2K	-731.9K	-882	0.00	110.80	2	0	569	30
2013-02-21	$15.39	$15.00	32.8%	9.4%	39.7%	0.0%	0.0%	5.0%	0.0%	5.2K	-717.9K	-915	3.33	107.00	3	10	571	30
2013-02-22	$16.33	$15.00	30.8%	8.8%	39.5%	0.0%	0.0%	4.5%	-4.3%	5.4K	-799.6K	-860	0.00	112.48	5	0	574	40
2013-02-25	$16.45	$15.00	27.5%	7.9%	39.4%	0.0%	31.3%	5.5%	3.8%	4.8K	-830.0K	-855	15.00	113.38	2	30	579	40
2013-02-26	$16.99	$15.00	26.9%	7.7%	39.8%	0.0%	35.6%	11.9%	9.7%	4.8K	-873.8K	-825	0.16	111.79	64	10	581	60
2013-02-27	$17.62	$15.00	32.5%	9.3%	40.2%	0.0%	31.9%	3.3%	-0.1%	4.6K	-842.6K	-738	0.24	102.51	50	12	529	70
2013-02-28	$18.20	$15.00	26.0%	7.4%	39.9%	0.0%	0.0%	8.2%	5.6%	5.2K	-963.4K	-781	0.00	109.90	38	0	579	82