CHFN Options History — May 2016 In May 2016, CHFN traded between $12.49 and $13.43. ATM implied volatility averaged 134.4%. The 30-day expected move averaged 43.2%. IV traded above realized volatility by 114.3% (HV 20d: 20.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-05-02 : Highest Volume — 5 contracts2016-05-10 : Largest IV spike — 4119.8% change2016-05-27 : Largest Expected Move — 54.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.93 $12.49 $13.43 $12.79 $13.30 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 134.4% 3.9% 190.8% 146.0% 144.0% Expected Move 43.2% 1.1% 54.7% 1.6% 54.7% HV 20d 20.1% 14.4% 22.4% 20.9% 14.4% HV 60d 17.4% 17.1% 18.1% 17.5% 17.2% Term Structure -45.6% -89.0% 152.3% -34.5% -65.9% VWIV 157.5% 119.8% 191.6% 119.8% 191.6% Skew 25d -8.3% -93.3% 10.9% 10.3% -26.9% Skew 10d 56.2% -73.8% 73.4% 72.3% 53.6% Call IV 25d 132.3% 97.8% 183.6% 111.2% 183.6% Put IV 25d 124.0% 25.7% 156.7% 121.5% 156.7% Bid-Ask Spread % 184.68 162.42 193.55 163.32 190.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 30 0 60 37 2 Net DEX -5.4K -6.7K -4.7K -4.9K -6.6K Net VEX -4 -7 0 -7 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 5 5 5 5 5 Total OI 5 5 5 5 5
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-05-02 $12.79 $0.00 146.0% 0.0% 20.9% 0.0% 0.0% 10.3% -34.5% 37 -4.9K -7 0.00 163.32 N/A N/A 5 0 5 0 2016-05-03 $12.49 $0.00 5.5% 1.6% 22.2% 0.0% 0.0% 10.0% 146.5% 36 -4.7K -7 0.00 162.42 N/A N/A 5 0 5 0 2016-05-04 $12.50 $0.00 4.0% 1.1% 22.3% 0.0% 0.0% 9.7% 152.3% 36 -4.7K -7 0.00 162.57 N/A N/A 5 0 5 0 2016-05-05 $12.54 $10.00 135.8% 45.1% 22.4% 0.0% 119.8% 9.3% -67.1% 36 -4.8K -7 0.00 193.55 N/A N/A 5 0 5 0 2016-05-06 $12.68 $10.00 6.8% 46.1% 22.2% 0.0% 122.8% 10.9% -70.6% 37 -4.7K -7 0.00 186.89 N/A N/A 5 0 5 0 2016-05-09 $12.72 $10.00 3.9% 46.4% 20.8% 0.0% 147.2% 10.7% -72.9% 39 -4.8K -6 0.00 190.53 N/A N/A 5 0 5 0 2016-05-10 $12.80 $10.00 163.7% 46.9% 21.0% 0.0% 148.8% 10.7% -75.8% 40 -4.8K -6 0.00 191.18 N/A N/A 5 0 5 0 2016-05-11 $12.80 $10.00 165.3% 47.4% 21.0% 0.0% 0.0% 10.6% -75.3% 38 -4.8K -6 0.00 191.17 N/A N/A 5 0 5 0 2016-05-12 $12.78 $10.00 167.7% 48.1% 20.1% 0.0% 152.0% 10.5% -77.9% 40 -4.8K -6 0.00 191.17 N/A N/A 5 0 5 0 2016-05-13 $12.74 $10.00 170.7% 48.9% 20.1% 0.0% 148.5% 10.6% -72.9% 36 -4.8K -6 0.00 191.17 N/A N/A 5 0 5 0 2016-05-16 $12.80 $10.00 177.9% 51.0% 20.2% 0.0% 160.7% 10.4% -86.5% 40 -4.8K -6 0.00 190.52 N/A N/A 5 0 5 0 2016-05-17 $12.69 $10.00 69.3% 19.9% 20.3% 0.0% 159.5% -72.0% -28.0% 60 -5.7K -3 0.00 179.47 N/A N/A 5 0 5 0 2016-05-18 $12.84 $10.00 184.7% 53.0% 20.3% 0.0% 163.6% 10.8% -89.0% 38 -4.8K -6 0.00 190.53 N/A N/A 5 0 5 0 2016-05-19 $12.99 $10.00 185.7% 53.2% 20.7% 0.0% 155.2% 8.8% -82.7% 36 -5.0K -6 0.00 189.91 N/A N/A 5 0 5 0 2016-05-20 $13.20 $10.00 183.4% 52.6% 20.2% 0.0% 171.4% -93.3% -78.2% 41 -5.3K -5 0.00 187.86 N/A N/A 5 0 5 0 2016-05-23 $13.34 $10.00 175.1% 50.2% 20.1% 0.0% 151.9% -23.8% -54.9% 42 -6.2K -2 0.00 193.33 N/A N/A 5 0 5 0 2016-05-24 $13.43 $10.00 176.1% 50.5% 20.1% 0.0% 176.1% -21.8% -56.5% 0 -6.7K 0 0.00 185.97 N/A N/A 5 0 5 0 2016-05-25 $13.37 $10.00 181.7% 52.1% 20.1% 0.0% 167.1% -23.5% -59.7% 0 -6.7K 0 0.00 171.90 N/A N/A 5 0 5 0 2016-05-26 $13.43 $10.00 184.0% 52.7% 17.2% 0.0% 183.9% -22.3% -62.0% 0 -6.7K 0 0.00 187.87 N/A N/A 5 0 5 0 2016-05-27 $13.35 $10.00 190.8% 54.7% 14.9% 0.0% 191.6% -24.5% -65.9% 0 -6.7K 0 0.00 186.60 N/A N/A 5 0 5 0 2016-05-31 $13.30 $10.00 144.0% 0.0% 14.4% 0.0% 0.0% -26.9% 0.0% 2 -6.6K 0 0.00 190.34 N/A N/A 5 0 5 0
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