CHFN Options History — November 2016 In November 2016, CHFN traded between $12.63 and $14.60. ATM implied volatility averaged 128.8%, placing in the 67.1% IV rank vs the trailing year. The 30-day expected move averaged 38.5%. IV traded above realized volatility by 111.9% (HV 20d: 16.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2016-11-04 : Largest IV spike — 5818.8% change2016-11-29 : Highest IV Rank — 97.1%2016-11-29 : Largest Expected Move — 55.5%Monthly Statistics Metric Avg Min Max Open Close Price $13.77 $12.63 $14.60 $12.63 $14.33 ATM IV 128.8% 2.5% 193.6% 8.0% 161.1% Expected Move 38.5% 1.8% 55.5% 2.3% 46.2% HV 20d 16.9% 12.7% 19.8% 13.5% 18.4% HV 60d 15.8% 15.4% 16.7% 15.5% 16.2% IV Rank 67.1% 2.6% 97.1% 3.4% 80.7% IV Percentile 35.7% 4.4% 97.3% 4.9% 48.9% Term Structure -36.8% -117.3% 144.9% 143.5% -52.3% Skew 25d -5.3% -107.3% 18.4% 11.2% 4.4% Skew 10d 43.5% -94.6% 91.1% 68.8% -94.6% Call IV 25d 136.5% 99.4% 197.9% 114.5% 150.9% Put IV 25d 131.2% 44.0% 182.9% 125.7% 155.2% Bid-Ask Spread % 161.25 158.42 163.37 161.62 162.80 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 2016-11-01 $12.63 $0.00 8.0% 2.3% 13.5% 3.4% 0.0% 11.2% 143.5% 0 0 0 0.00 161.62 N/A N/A 0 0 0 0 2016-11-02 $12.67 $0.00 6.4% 1.8% 12.7% 2.6% 0.0% 10.1% 144.9% 0 0 0 0.00 162.50 N/A N/A 0 0 0 0 2016-11-03 $12.75 $0.00 2.5% 43.9% 12.9% 76.7% 0.0% -35.0% -65.8% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2016-11-04 $13.07 $0.00 150.9% 43.3% 15.5% 75.6% 0.0% -35.7% -56.8% 0 0 0 0.00 163.15 N/A N/A 0 0 0 0 2016-11-07 $13.05 $0.00 110.3% 20.9% 15.5% 36.2% 0.0% -107.3% -32.5% 0 0 0 0.00 158.61 N/A N/A 0 0 0 0 2016-11-08 $13.02 $0.00 162.8% 46.7% 15.0% 81.6% 0.0% 11.0% -72.0% 0 0 0 0.00 163.00 N/A N/A 0 0 0 0 2016-11-09 $13.28 $0.00 143.4% 41.1% 16.2% 71.8% 0.0% 12.9% -66.8% 0 0 0 0.00 163.37 N/A N/A 0 0 0 0 2016-11-10 $13.44 $0.00 160.1% 45.9% 16.5% 80.2% 0.0% 12.4% -66.8% 0 0 0 0.00 161.16 N/A N/A 0 0 0 0 2016-11-11 $13.83 $0.00 144.7% 41.5% 18.7% 72.4% 0.0% -14.9% -116.1% 0 0 0 0.00 158.81 N/A N/A 0 0 0 0 2016-11-14 $13.93 $0.00 150.8% 43.2% 18.7% 75.5% 0.0% 18.4% -72.8% 0 0 0 0.00 159.96 N/A N/A 0 0 0 0 2016-11-15 $14.04 $0.00 152.7% 43.8% 18.7% 76.5% 0.0% 11.6% -117.3% 0 0 0 0.00 160.72 N/A N/A 0 0 0 0 2016-11-16 $14.03 $0.00 155.2% 44.5% 18.7% 77.7% 0.0% 13.5% -91.4% 0 0 0 0.00 161.36 N/A N/A 0 0 0 0 2016-11-17 $14.12 $0.00 82.9% 23.8% 18.7% 41.2% 0.0% 10.6% 26.8% 0 0 0 0.00 160.64 N/A N/A 0 0 0 0 2016-11-18 $14.00 $0.00 160.8% 46.1% 19.3% 80.6% 0.0% 13.7% -91.4% 0 0 0 0.00 159.82 N/A N/A 0 0 0 0 2016-11-21 $14.21 $0.00 82.0% 23.5% 19.3% 40.8% 0.0% 12.4% 108.8% 0 0 0 0.00 158.42 N/A N/A 0 0 0 0 2016-11-22 $14.46 $0.00 171.0% 49.0% 19.8% 85.7% 0.0% -5.2% -65.5% 0 0 0 0.00 160.79 N/A N/A 0 0 0 0 2016-11-23 $14.60 $0.00 173.8% 49.8% 16.5% 87.1% 0.0% 3.4% -70.5% 0 0 0 0.00 161.08 N/A N/A 0 0 0 0 2016-11-25 $14.47 $0.00 144.5% 41.4% 17.2% 72.3% 0.0% -70.2% -62.0% 0 0 0 0.00 160.04 N/A N/A 0 0 0 0 2016-11-28 $14.54 $0.00 187.2% 53.7% 16.5% 93.9% 0.0% 8.5% -48.1% 0 0 0 0.00 162.93 N/A N/A 0 0 0 0 2016-11-29 $14.60 $0.00 193.6% 55.5% 16.3% 97.1% 0.0% 3.2% -49.5% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2016-11-30 $14.33 $0.00 161.1% 46.2% 18.4% 80.7% 0.0% 4.4% -52.3% 0 0 0 0.00 162.80 N/A N/A 0 0 0 0
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