CHFN Options History — December 2015 In December 2015, CHFN traded between $12.57 and $13.38. ATM implied volatility averaged 145.8%. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 121.4% (HV 20d: 24.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2015-12-07 : Largest IV spike — 1366.5% change2015-12-23 : Largest Expected Move — 52.5%Monthly Statistics Metric Avg Min Max Open Close Price $13.08 $12.57 $13.38 $13.38 $13.27 ATM IV 145.8% 10.8% 183.2% 143.5% 140.6% Expected Move 44.7% 13.8% 52.5% 42.4% 13.8% HV 20d 24.4% 22.7% 26.9% 25.6% 26.9% Term Structure -68.7% -123.8% -49.4% -49.4% -74.7% Skew 25d -44.1% -104.0% 14.0% -64.1% -45.0% Skew 10d -50.5% -114.0% 26.6% -64.1% -114.0% Call IV 25d 168.7% 143.0% 186.3% 161.4% 186.3% Put IV 25d 124.6% 38.9% 182.1% 97.3% 141.3% Bid-Ask Spread % 188.60 185.19 193.14 190.48 187.23 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 (22 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 2015-12-01 $13.38 $0.00 143.5% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 190.48 N/A N/A 0 0 0 0 2015-12-02 $13.31 $0.00 145.6% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 185.99 N/A N/A 0 0 0 0 2015-12-03 $13.24 $0.00 147.7% 42.4% 0.0% 0.0% 0.0% 0.0% -49.4% 0 0 0 0.00 189.02 N/A N/A 0 0 0 0 2015-12-04 $12.57 $0.00 10.8% 44.2% 0.0% 0.0% 0.0% 0.0% -52.5% 0 0 0 0.00 191.47 N/A N/A 0 0 0 0 2015-12-07 $12.68 $0.00 159.1% 45.6% 0.0% 0.0% 0.0% 0.0% -59.6% 0 0 0 0.00 193.14 N/A N/A 0 0 0 0 2015-12-08 $12.82 $0.00 160.2% 45.9% 0.0% 0.0% 0.0% 0.0% -123.8% 0 0 0 0.00 188.36 N/A N/A 0 0 0 0 2015-12-09 $12.85 $0.00 164.4% 47.1% 0.0% 0.0% 0.0% 0.0% -64.1% 0 0 0 0.00 191.82 N/A N/A 0 0 0 0 2015-12-10 $12.86 $0.00 167.1% 47.9% 0.0% 0.0% 0.0% 0.0% -59.4% 0 0 0 0.00 188.30 N/A N/A 0 0 0 0 2015-12-11 $12.81 $0.00 166.9% 47.9% 0.0% 0.0% 0.0% 0.0% -65.0% 0 0 0 0.00 192.12 N/A N/A 0 0 0 0 2015-12-14 $12.97 $0.00 173.4% 49.7% 0.0% 0.0% 0.0% 0.0% -69.1% 0 0 0 0.00 192.48 N/A N/A 0 0 0 0 2015-12-15 $13.12 $0.00 174.9% 50.1% 0.0% 0.0% 0.0% 0.0% -69.5% 0 0 0 0.00 187.70 N/A N/A 0 0 0 0 2015-12-16 $13.35 $0.00 176.0% 50.5% 0.0% 0.0% 0.0% 0.0% -69.1% 0 0 0 0.00 187.86 N/A N/A 0 0 0 0 2015-12-17 $13.25 $0.00 115.5% 33.1% 25.6% 0.0% 0.0% 0.0% -72.5% 0 0 0 0.00 187.06 N/A N/A 0 0 0 0 2015-12-18 $13.29 $0.00 182.7% 52.4% 24.8% 0.0% 0.0% 0.0% -74.4% 0 0 0 0.00 186.60 N/A N/A 0 0 0 0 2015-12-21 $13.30 $0.00 176.3% 50.5% 24.0% 0.0% 0.0% 0.0% -62.5% 0 0 0 0.00 185.19 N/A N/A 0 0 0 0 2015-12-22 $13.28 $0.00 180.5% 51.8% 23.3% 0.0% 0.0% 0.0% -65.4% 0 0 0 0.00 185.51 N/A N/A 0 0 0 0 2015-12-23 $13.32 $0.00 183.2% 52.5% 22.7% 0.0% 0.0% -64.1% -67.9% 0 0 0 0.00 186.47 N/A N/A 0 0 0 0 2015-12-24 $12.99 $0.00 118.2% 33.9% 23.7% 0.0% 0.0% 14.0% -74.7% 0 0 0 0.00 189.16 N/A N/A 0 0 0 0 2015-12-28 $13.15 $0.00 48.2% 13.8% 24.2% 0.0% 0.0% -104.0% 0.0% 0 0 0 0.00 187.23 N/A N/A 0 0 0 0 2015-12-29 $13.11 $0.00 135.1% 0.0% 24.2% 0.0% 0.0% -29.8% 0.0% 0 0 0 0.00 187.06 N/A N/A 0 0 0 0 2015-12-30 $12.90 $0.00 137.7% 0.0% 24.7% 0.0% 0.0% -35.5% 0.0% 0 0 0 0.00 188.94 N/A N/A 0 0 0 0 2015-12-31 $13.27 $0.00 140.6% 0.0% 26.9% 0.0% 0.0% -45.0% 0.0% 0 0 0 0.00 187.23 N/A N/A 0 0 0 0
« Nov 2015 | All History | Jan 2016 » Home CHFN History December 2015