CSV Options History — February 2018

Name: CSV Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, CSV traded between $25.41 and $27.78. ATM implied volatility averaged 31.3%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 9.6% (HV 20d: 21.6%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.03.

Notable Days

2018-02-16: Highest Volume — 1,064 contracts
2018-02-21: Largest IV spike — 125.6% change
2018-02-28: Highest IV Rank — 36.5%
2018-02-28: Largest Expected Move — 15.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.57	$25.41	$27.78	$26.47	$27.26
ATM IV	31.3%	16.5%	52.3%	27.3%	52.3%
Expected Move	8.6%	4.7%	15.0%	8.2%	15.0%
HV 20d	21.6%	15.2%	27.8%	15.5%	27.6%
HV 60d	18.0%	15.3%	20.4%	15.3%	19.9%
IV Rank	17.6%	4.3%	36.5%	14.0%	36.5%
IV Percentile	67.2%	3.2%	95.6%	58.7%	95.6%
Term Structure	-6.3%	-46.8%	10.1%	-3.1%	-46.8%
Skew 25d	4.4%	-7.8%	15.8%	12.3%	-7.8%
Skew 10d	7.5%	-9.9%	33.7%	19.9%	-0.2%
Call IV 25d	27.2%	12.9%	42.6%	16.9%	34.3%
Put IV 25d	31.6%	24.0%	40.7%	29.3%	26.5%
Bid-Ask Spread %	100.29	44.55	120.64	44.55	116.13
Gamma HHI	0.43	0.39	0.47	0.44	0.41
Net GEX	42.8K	26.4K	62.5K	39.8K	34.9K
Net DEX	-2.4M	-3.2M	-1.7M	-2.8M	-1.7M
Net VEX	-3.0K	-3.6K	-2.1K	-3.3K	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.02	0.05	0.02	0.05
Total Volume	843.474	509	1,064	988	516
Total OI	1,128.053	818	1,309	1,284	824

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
2018-02-01	$26.47	$0.00	27.3%	8.2%	15.5%	14.0%	0.0%	12.3%	-3.1%	39.8K	-2.8M	-3.3K	0.02	44.55	968	20	1,261	23
2018-02-02	$26.30	$0.00	31.6%	8.0%	15.2%	17.9%	0.0%	9.0%	-1.2%	42.4K	-2.7M	-3.4K	0.02	73.23	1,016	20	1,261	23
2018-02-05	$25.60	$0.00	34.3%	9.1%	17.9%	20.3%	0.0%	11.3%	-6.5%	53.1K	-2.6M	-3.5K	0.02	82.55	1,017	20	1,286	23
2018-02-06	$25.88	$0.00	42.4%	7.5%	17.8%	27.5%	0.0%	8.0%	3.3%	43.7K	-2.7M	-3.6K	0.02	115.43	1,017	20	1,286	23
2018-02-07	$26.25	$0.00	27.4%	7.9%	17.1%	14.1%	0.0%	8.0%	3.8%	47.5K	-2.7M	-3.5K	0.02	119.80	1,017	20	1,286	23
2018-02-08	$25.88	$0.00	30.4%	8.7%	17.8%	16.7%	0.0%	1.9%	-5.8%	52.9K	-2.7M	-3.3K	0.02	115.85	1,017	20	1,286	23
2018-02-09	$25.80	$0.00	27.4%	7.8%	17.7%	14.0%	0.0%	-1.4%	0.0%	51.9K	-2.6M	-3.6K	0.02	113.47	1,017	20	1,286	23
2018-02-12	$25.54	$0.00	33.1%	9.5%	17.7%	19.2%	0.0%	6.7%	-3.9%	60.4K	-2.6M	-3.4K	0.02	108.34	1,017	20	1,286	23
2018-02-13	$25.48	$0.00	30.9%	8.9%	17.5%	17.2%	0.0%	1.5%	-5.5%	62.5K	-2.6M	-3.2K	0.02	120.64	1,017	20	1,286	23
2018-02-14	$25.41	$0.00	31.6%	9.1%	17.2%	17.9%	0.0%	-1.9%	-2.5%	53.8K	-2.6M	-3.4K	0.02	98.68	1,017	20	1,286	23
2018-02-15	$26.23	$0.00	26.1%	7.5%	20.5%	13.0%	0.0%	-6.2%	7.2%	43.1K	-2.8M	-3.2K	0.02	109.56	1,017	20	1,286	23
2018-02-16	$27.65	$0.00	17.3%	5.0%	27.7%	5.0%	0.0%	10.7%	5.8%	26.4K	-3.2M	-2.4K	0.02	45.51	1,044	20	1,286	23
2018-02-20	$27.63	$0.00	16.5%	4.7%	27.6%	4.3%	0.0%	15.8%	10.1%	33.4K	-1.7M	-2.5K	0.04	74.95	489	20	795	23
2018-02-21	$27.35	$0.00	37.1%	10.7%	27.8%	22.8%	0.0%	12.2%	-15.9%	33.1K	-1.7M	-2.4K	0.05	110.00	492	24	798	23
2018-02-22	$27.33	$0.00	45.8%	13.1%	27.0%	30.6%	0.0%	-2.4%	-36.4%	34.7K	-1.7M	-2.5K	0.05	116.94	492	24	801	27
2018-02-23	$27.49	$0.00	30.9%	8.9%	26.9%	17.2%	0.0%	0.2%	-13.0%	34.4K	-1.7M	-2.5K	0.05	111.12	492	24	801	27
2018-02-26	$27.78	$0.00	27.0%	7.7%	27.1%	13.7%	0.0%	4.0%	-5.3%	34.6K	-1.8M	-2.5K	0.05	116.95	492	24	801	27
2018-02-27	$27.59	$0.00	24.6%	7.1%	27.1%	11.6%	0.0%	0.8%	-4.7%	30.4K	-1.8M	-2.1K	0.05	111.79	492	24	801	27
2018-02-28	$27.26	$0.00	52.3%	15.0%	27.6%	36.5%	0.0%	-7.8%	-46.8%	34.9K	-1.7M	-2.3K	0.05	116.13	492	24	801	23