CHFN Options History — September 2016 In September 2016, CHFN traded between $12.74 and $13.16. ATM implied volatility averaged 142.5%, placing in the 72.2% IV rank vs the trailing year. The 30-day expected move averaged 41.4%. IV traded above realized volatility by 127.1% (HV 20d: 15.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2016-09-28 : Largest IV spike — 9166.7% change2016-09-29 : Highest IV Rank — 94.3%2016-09-29 : Largest Expected Move — 53.9%Monthly Statistics Metric Avg Min Max Open Close Price $12.97 $12.74 $13.16 $13.09 $12.92 ATM IV 142.5% 1.3% 188.0% 137.9% 3.4% Expected Move 41.4% 0.4% 53.9% 41.6% 1.0% HV 20d 15.4% 11.7% 20.5% 20.5% 11.7% HV 60d 18.3% 18.0% 18.5% 18.3% 18.2% IV Rank 72.2% 0.0% 94.3% 72.5% 1.1% IV Percentile 42.5% 0.0% 91.7% 14.5% 1.1% Term Structure -41.9% -123.2% 100.3% 100.0% -72.3% Skew 25d -17.2% -104.9% 17.4% -30.8% -50.9% Skew 10d 34.2% 28.6% 39.9% 39.9% 28.6% Call IV 25d 165.4% 120.4% 192.4% 177.7% 188.5% Put IV 25d 148.2% 33.5% 197.3% 146.9% 137.6% Bid-Ask Spread % 161.03 158.43 163.28 158.46 161.89 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 (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 2016-09-01 $13.09 $0.00 137.9% 0.0% 20.5% 0.0% 0.0% -30.8% 100.0% 0 0 0 0.00 158.46 N/A N/A 0 0 0 0 2016-09-02 $13.09 $0.00 139.3% 0.0% 19.4% 0.0% 0.0% -31.1% 100.3% 0 0 0 0.00 159.10 N/A N/A 0 0 0 0 2016-09-06 $13.14 $0.00 145.0% 41.6% 19.1% 72.5% 0.0% -31.2% -44.4% 0 0 0 0.00 160.90 N/A N/A 0 0 0 0 2016-09-07 $13.16 $0.00 150.0% 43.0% 19.1% 75.0% 0.0% -36.0% -50.3% 0 0 0 0.00 160.50 N/A N/A 0 0 0 0 2016-09-08 $13.05 $0.00 149.0% 42.7% 18.7% 74.5% 0.0% -34.4% -40.8% 0 0 0 0.00 160.81 N/A N/A 0 0 0 0 2016-09-09 $12.96 $0.00 154.1% 44.2% 18.6% 77.1% 0.0% 11.8% -52.9% 0 0 0 0.00 160.83 N/A N/A 0 0 0 0 2016-09-12 $12.82 $0.00 161.2% 46.2% 18.9% 80.7% 0.0% 13.9% -59.7% 0 0 0 0.00 162.38 N/A N/A 0 0 0 0 2016-09-13 $12.91 $0.00 159.5% 45.7% 18.0% 79.8% 0.0% 14.2% -54.6% 0 0 0 0.00 162.01 N/A N/A 0 0 0 0 2016-09-14 $12.99 $0.00 164.5% 47.2% 16.9% 82.4% 0.0% -104.9% -52.5% 0 0 0 0.00 161.67 N/A N/A 0 0 0 0 2016-09-15 $13.00 $0.00 163.2% 46.8% 16.8% 81.7% 0.0% 12.0% -57.3% 0 0 0 0.00 161.11 N/A N/A 0 0 0 0 2016-09-16 $13.08 $0.00 164.9% 47.3% 16.1% 82.6% 0.0% -28.0% -65.2% 0 0 0 0.00 161.29 N/A N/A 0 0 0 0 2016-09-19 $13.16 $0.00 171.8% 49.3% 12.0% 86.1% 0.0% 16.1% -42.4% 0 0 0 0.00 158.43 N/A N/A 0 0 0 0 2016-09-20 $13.05 $0.00 175.5% 50.3% 12.2% 87.9% 0.0% 15.1% -36.8% 0 0 0 0.00 158.51 N/A N/A 0 0 0 0 2016-09-21 $13.04 $0.00 178.4% 51.2% 12.2% 89.4% 0.0% 17.4% -41.3% 0 0 0 0.00 160.55 N/A N/A 0 0 0 0 2016-09-22 $12.98 $0.00 182.0% 52.2% 12.1% 91.2% 0.0% 15.9% -42.3% 0 0 0 0.00 161.93 N/A N/A 0 0 0 0 2016-09-23 $12.86 $0.00 186.2% 53.4% 11.9% 93.4% 0.0% 14.3% -45.5% 0 0 0 0.00 162.41 N/A N/A 0 0 0 0 2016-09-26 $12.74 $0.00 100.4% 28.8% 11.8% 49.9% 0.0% 14.4% -60.6% 0 0 0 0.00 161.37 N/A N/A 0 0 0 0 2016-09-27 $12.87 $0.00 1.3% 0.4% 12.5% 0.0% 0.0% -41.8% -48.4% 0 0 0 0.00 163.28 N/A N/A 0 0 0 0 2016-09-28 $12.75 $0.00 116.8% 0.0% 12.1% 0.0% 0.0% -35.6% -89.3% 0 0 0 0.00 162.41 N/A N/A 0 0 0 0 2016-09-29 $12.75 $0.00 188.0% 53.9% 11.8% 94.3% 0.0% -81.5% -123.2% 0 0 0 0.00 161.86 N/A N/A 0 0 0 0 2016-09-30 $12.92 $0.00 3.4% 1.0% 11.7% 1.1% 0.0% -50.9% -72.3% 0 0 0 0.00 161.89 N/A N/A 0 0 0 0
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