CHFN Options History — November 2015

In November 2015, CHFN traded between $13.32 and $13.38. ATM implied volatility averaged 162.7%. The 30-day expected move averaged 49.6%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

2015-11-30: Largest IV drop — 13.6% change
2015-11-25: Largest Expected Move — 52.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.35	$13.32	$13.38	$13.38	$13.34
ATM IV	162.7%	142.2%	181.4%	181.4%	142.2%
Expected Move	49.6%	47.2%	52.0%	52.0%	47.2%
Term Structure	-117.6%	-175.6%	-59.6%	-59.6%	-175.6%
Bid-Ask Spread %	174.93	144.64	190.48	190.48	189.67
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 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
2015-11-25	$13.38	$0.00	181.4%	52.0%	0.0%	0.0%	0.0%	0.0%	-59.6%	0	0	0	0.00	190.48	N/A	N/A	0	0	0	0
2015-11-27	$13.32	$0.00	164.6%	47.2%	0.0%	0.0%	0.0%	0.0%	-175.6%	0	0	0	0.00	144.64	N/A	N/A	0	0	0	0
2015-11-30	$13.34	$0.00	142.2%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	0.00	189.67	N/A	N/A	0	0	0	0