CHFN Options History — July 2016 In July 2016, CHFN traded between $12.94 and $13.81. ATM implied volatility averaged 157.1%, placing in the 83.2% IV rank vs the trailing year. The 30-day expected move averaged 47.6%. IV traded above realized volatility by 138.0% (HV 20d: 19.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2016-07-12 : Largest IV spike — 423.7% change2016-07-28 : Highest IV Rank — 95.0%2016-07-28 : Largest Expected Move — 54.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.29 $12.94 $13.81 $13.07 $13.06 ATM IV 157.1% 30.8% 189.4% 142.1% 139.7% Expected Move 47.6% 40.4% 54.3% 41.7% 54.3% HV 20d 19.1% 12.0% 22.7% 12.2% 22.2% HV 60d 16.9% 15.4% 18.6% 16.3% 15.8% IV Rank 83.2% 70.3% 95.0% 72.6% 95.0% IV Percentile 51.4% 12.5% 92.5% 16.9% 92.5% Term Structure -41.4% -63.6% -29.3% -29.3% -47.0% Skew 25d -10.3% -46.0% 16.1% -46.0% -33.2% Skew 10d 26.1% 12.3% 37.9% 12.3% 17.3% Call IV 25d 173.9% 150.9% 197.7% 189.0% 180.8% Put IV 25d 163.6% 139.6% 187.1% 143.0% 147.6% Bid-Ask Spread % 161.16 158.23 164.10 160.47 163.54 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 (20 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 2016-07-01 $13.07 $0.00 142.1% 0.0% 12.2% 0.0% 0.0% -46.0% 0.0% 0 0 0 0.00 160.47 N/A N/A 0 0 0 0 2016-07-05 $13.09 $0.00 145.3% 41.7% 12.0% 72.6% 0.0% -33.8% -29.3% 0 0 0 0.00 164.03 N/A N/A 0 0 0 0 2016-07-06 $13.00 $0.00 147.6% 42.3% 12.1% 73.8% 0.0% -36.7% -32.3% 0 0 0 0.00 160.51 N/A N/A 0 0 0 0 2016-07-07 $12.94 $0.00 153.2% 43.9% 12.2% 76.6% 0.0% 12.3% -33.8% 0 0 0 0.00 162.80 N/A N/A 0 0 0 0 2016-07-08 $13.20 $0.00 149.7% 42.9% 14.2% 74.9% 0.0% -31.9% -31.2% 0 0 0 0.00 164.10 N/A N/A 0 0 0 0 2016-07-11 $13.16 $0.00 30.8% 45.6% 14.2% 79.6% 0.0% 12.2% -37.3% 0 0 0 0.00 158.23 N/A N/A 0 0 0 0 2016-07-12 $13.16 $0.00 161.5% 46.3% 14.2% 80.8% 0.0% 15.8% -30.9% 0 0 0 0.00 160.46 N/A N/A 0 0 0 0 2016-07-13 $13.81 $0.00 140.8% 40.4% 22.1% 70.3% 0.0% -16.5% -39.1% 0 0 0 0.00 163.07 N/A N/A 0 0 0 0 2016-07-14 $13.72 $0.00 158.1% 45.3% 22.3% 79.1% 0.0% -19.3% -34.4% 0 0 0 0.00 160.55 N/A N/A 0 0 0 0 2016-07-15 $13.63 $0.00 161.0% 46.2% 22.5% 80.6% 0.0% 16.0% -36.1% 0 0 0 0.00 161.15 N/A N/A 0 0 0 0 2016-07-18 $13.49 $0.00 169.4% 48.6% 22.4% 84.9% 0.0% 16.0% -40.9% 0 0 0 0.00 160.09 N/A N/A 0 0 0 0 2016-07-19 $13.40 $0.00 172.8% 49.5% 22.6% 86.6% 0.0% 15.9% -43.0% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2016-07-20 $13.24 $0.00 176.9% 50.7% 22.6% 88.6% 0.0% 15.6% -45.8% 0 0 0 0.00 163.70 N/A N/A 0 0 0 0 2016-07-21 $13.34 $0.00 179.2% 51.4% 22.7% 89.8% 0.0% 16.1% -46.9% 0 0 0 0.00 159.62 N/A N/A 0 0 0 0 2016-07-22 $13.36 $0.00 182.2% 52.2% 22.7% 91.3% 0.0% 11.4% -35.8% 0 0 0 0.00 160.61 N/A N/A 0 0 0 0 2016-07-25 $13.32 $0.00 176.9% 50.7% 22.4% 88.6% 0.0% -25.5% -55.3% 0 0 0 0.00 160.73 N/A N/A 0 0 0 0 2016-07-26 $13.27 $0.00 181.9% 52.1% 22.4% 91.2% 0.0% -27.0% -58.2% 0 0 0 0.00 159.89 N/A N/A 0 0 0 0 2016-07-27 $13.32 $0.00 184.3% 52.8% 22.4% 92.4% 0.0% -40.8% -45.6% 0 0 0 0.00 159.31 N/A N/A 0 0 0 0 2016-07-28 $13.29 $0.00 189.4% 54.3% 22.1% 95.0% 0.0% -27.0% -63.6% 0 0 0 0.00 159.89 N/A N/A 0 0 0 0 2016-07-29 $13.06 $0.00 139.7% 0.0% 22.2% 0.0% 0.0% -33.2% -47.0% 0 0 0 0.00 163.54 N/A N/A 0 0 0 0
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