CHFN Options History — October 2016 In October 2016, CHFN traded between $12.54 and $13.10. ATM implied volatility averaged 80.1%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 65.8% (HV 20d: 14.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days.
Notable Days 2016-10-27 : Largest IV spike — 2704.4% change2016-10-25 : Highest IV Rank — 93.8%2016-10-25 : Largest Expected Move — 53.6%Monthly Statistics Metric Avg Min Max Open Close Price $12.73 $12.54 $13.10 $12.66 $12.68 ATM IV 80.1% 3.1% 187.0% 3.1% 8.1% Expected Move 27.8% 0.9% 53.6% 0.9% 2.3% HV 20d 14.3% 13.6% 16.2% 13.7% 13.9% HV 60d 15.9% 15.2% 18.5% 18.2% 15.6% IV Rank 48.4% 0.9% 93.8% 0.9% 3.4% IV Percentile 26.6% 1.1% 92.0% 1.1% 5.0% Term Structure 8.2% -69.7% 136.6% 38.5% 136.6% Skew 25d -26.6% -145.2% 16.2% -22.3% -44.9% Skew 10d -40.5% -165.2% 67.7% -68.6% 67.7% Call IV 25d 156.0% 108.5% 193.7% 117.6% 193.7% Put IV 25d 129.3% 16.8% 198.2% 95.3% 148.9% Bid-Ask Spread % 161.49 156.81 163.49 163.14 162.69 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 2016-10-03 $12.66 $0.00 3.1% 0.9% 13.7% 0.9% 0.0% -22.3% 0.0% 0 0 0 0.00 163.14 N/A N/A 0 0 0 0 2016-10-04 $12.54 $0.00 5.9% 1.7% 13.8% 2.4% 0.0% -58.1% 38.5% 0 0 0 0.00 162.94 N/A N/A 0 0 0 0 2016-10-05 $12.70 $0.00 6.4% 1.8% 14.7% 2.6% 0.0% 6.2% 60.7% 0 0 0 0.00 161.96 N/A N/A 0 0 0 0 2016-10-06 $12.67 $0.00 4.4% 44.2% 14.5% 77.2% 0.0% 13.4% -29.9% 0 0 0 0.00 162.14 N/A N/A 0 0 0 0 2016-10-07 $12.64 $0.00 5.9% 45.3% 14.4% 79.2% 0.0% 13.9% -36.5% 0 0 0 0.00 161.88 N/A N/A 0 0 0 0 2016-10-10 $12.70 $0.00 96.1% 27.5% 14.1% 47.9% 0.0% -145.2% 53.5% 0 0 0 0.00 160.14 N/A N/A 0 0 0 0 2016-10-11 $12.58 $0.00 9.4% 30.8% 14.1% 53.6% 0.0% -1.0% -30.9% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2016-10-12 $12.69 $0.00 97.8% 28.0% 14.3% 48.7% 0.0% -29.6% 9.9% 0 0 0 0.00 160.93 N/A N/A 0 0 0 0 2016-10-13 $12.67 $0.00 122.2% 35.0% 14.3% 61.0% 0.0% -43.8% -10.9% 0 0 0 0.00 162.38 N/A N/A 0 0 0 0 2016-10-14 $12.66 $0.00 106.9% 30.7% 14.0% 53.3% 0.0% 7.0% -22.4% 0 0 0 0.00 156.81 N/A N/A 0 0 0 0 2016-10-17 $12.66 $0.00 120.0% 34.4% 13.7% 60.0% 0.0% -124.2% 40.1% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2016-10-18 $12.76 $0.00 44.0% 12.6% 13.9% 21.6% 0.0% -72.6% -2.3% 0 0 0 0.00 158.08 N/A N/A 0 0 0 0 2016-10-19 $12.77 $0.00 184.5% 52.9% 14.0% 92.5% 0.0% 9.8% -69.7% 0 0 0 0.00 162.38 N/A N/A 0 0 0 0 2016-10-20 $12.82 $0.00 157.1% 45.0% 14.0% 78.7% 0.0% 6.6% -35.7% 0 0 0 0.00 162.64 N/A N/A 0 0 0 0 2016-10-21 $12.82 $0.00 186.5% 53.5% 13.6% 93.5% 0.0% 16.2% -48.6% 0 0 0 0.00 163.49 N/A N/A 0 0 0 0 2016-10-24 $13.00 $0.00 186.1% 53.4% 14.0% 93.3% 0.0% -33.4% -58.2% 0 0 0 0.00 161.97 N/A N/A 0 0 0 0 2016-10-25 $13.10 $0.00 187.0% 53.6% 13.8% 93.8% 0.0% 14.8% -49.3% 0 0 0 0.00 160.76 N/A N/A 0 0 0 0 2016-10-26 $12.78 $0.00 5.0% 1.4% 16.2% 1.9% 0.0% 12.2% 133.2% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2016-10-27 $12.76 $0.00 140.2% 0.0% 16.2% 0.0% 0.0% -40.9% -49.6% 0 0 0 0.00 162.15 N/A N/A 0 0 0 0 2016-10-28 $12.67 $0.00 5.4% 1.6% 15.6% 2.1% 0.0% -43.6% 134.9% 0 0 0 0.00 162.34 N/A N/A 0 0 0 0 2016-10-31 $12.68 $0.00 8.1% 2.3% 13.9% 3.4% 0.0% -44.9% 136.6% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0
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