CHFN Options History — August 2016

In August 2016, CHFN traded between $13.03 and $13.50. ATM implied volatility averaged 161.6%, placing in the 84.6% IV rank vs the trailing year. The 30-day expected move averaged 48.4%. IV traded above realized volatility by 142.9% (HV 20d: 18.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.

Notable Days

  • 2016-08-23: Largest IV spike — 41.4% change
  • 2016-08-26: Highest IV Rank — 99.2%
  • 2016-08-26: Largest Expected Move — 56.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.23$13.03$13.50$13.10$13.31
ATM IV161.6%131.8%197.7%147.3%135.2%
Expected Move48.4%37.8%56.7%43.7%56.7%
HV 20d18.7%13.3%21.8%21.8%19.6%
HV 60d16.8%15.7%18.0%15.8%18.0%
IV Rank84.6%65.8%99.2%76.2%99.2%
IV Percentile56.0%10.0%98.8%23.6%98.8%
Term Structure-41.3%-81.1%98.6%-61.3%97.7%
Skew 25d-5.0%-47.3%18.6%-38.6%-25.0%
Skew 10d49.1%8.3%80.5%56.8%8.3%
Call IV 25d154.5%110.5%199.9%191.6%172.3%
Put IV 25d149.5%122.3%184.3%153.0%147.3%
Bid-Ask Spread %160.47156.52163.06160.76158.03
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$13.10$0.00147.3%0.0%21.8%0.0%0.0%-38.6%0.0%0000.00160.76N/AN/A0000
2016-08-02$13.09$0.00148.6%0.0%21.8%0.0%0.0%-47.3%0.0%0000.00160.82N/AN/A0000
2016-08-03$13.05$0.00147.6%0.0%21.7%0.0%0.0%-35.4%0.0%0000.00160.94N/AN/A0000
2016-08-04$13.12$0.00152.3%43.7%21.7%76.2%0.0%-41.6%-61.3%0000.00161.12N/AN/A0000
2016-08-05$13.35$0.00149.0%42.7%21.4%74.5%0.0%-27.9%-59.1%0000.00161.63N/AN/A0000
2016-08-08$13.21$0.00155.7%44.6%21.8%77.9%0.0%-32.9%-57.4%0000.00160.60N/AN/A0000
2016-08-09$13.25$0.00157.1%45.0%21.8%78.6%0.0%7.3%-56.1%0000.00160.74N/AN/A0000
2016-08-10$13.41$0.00158.1%45.3%13.4%79.1%0.0%6.1%-54.8%0000.00161.12N/AN/A0000
2016-08-11$13.48$0.00159.8%45.8%13.5%80.0%0.0%14.1%-62.0%0000.00162.72N/AN/A0000
2016-08-12$13.44$0.00162.3%46.5%13.3%81.3%0.0%5.7%-57.4%0000.00162.11N/AN/A0000
2016-08-15$13.18$0.00171.7%49.2%14.6%86.0%0.0%8.6%-69.2%0000.00162.24N/AN/A0000
2016-08-16$13.41$0.00172.7%49.5%15.8%86.5%0.0%6.1%-65.7%0000.00161.05N/AN/A0000
2016-08-17$13.31$0.00176.3%50.5%15.4%88.3%0.0%11.5%-80.3%0000.00162.08N/AN/A0000
2016-08-18$13.50$0.00177.9%51.0%16.0%89.1%0.0%11.8%-80.2%0000.00163.06N/AN/A0000
2016-08-19$13.09$0.00184.3%52.8%19.5%92.4%0.0%9.4%-81.1%0000.00161.17N/AN/A0000
2016-08-22$13.03$0.00131.8%37.8%19.5%65.8%0.0%15.1%-65.3%0000.00158.63N/AN/A0000
2016-08-23$13.08$0.00186.4%53.4%19.6%93.5%0.0%18.6%-65.5%0000.00162.99N/AN/A0000
2016-08-24$13.15$0.00188.3%54.0%19.6%94.4%0.0%16.2%-69.8%0000.00159.63N/AN/A0000
2016-08-25$13.27$0.00188.8%54.1%19.9%94.7%0.0%12.3%-58.1%0000.00157.85N/AN/A0000
2016-08-26$13.13$0.00197.7%56.7%19.3%99.2%0.0%16.7%-76.7%0000.00156.52N/AN/A0000
2016-08-29$13.11$0.00133.8%0.0%19.2%0.0%0.0%1.5%98.6%0000.00157.66N/AN/A0000
2016-08-30$13.24$0.00134.3%0.0%19.6%0.0%0.0%-26.5%97.9%0000.00157.30N/AN/A0000
2016-08-31$13.31$0.00135.2%0.0%19.6%0.0%0.0%-25.0%97.7%0000.00158.03N/AN/A0000