CHFN Options History — April 2017

Name: CHFN Options Analytics - April 2017
Creator: Options Analysis Suite

In April 2017, CHFN traded between $18.49 and $20.66. ATM implied volatility averaged 136.3%, placing in the 60.2% IV rank vs the trailing year. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 113.4% (HV 20d: 23.0%). Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.95.

Notable Days

2017-04-03: Highest Volume — 43 contracts
2017-04-12: Largest IV drop — 48.3% change
2017-04-05: Highest IV Rank — 78.4%
2017-04-05: Largest Expected Move — 44.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.81	$18.49	$20.66	$19.68	$18.49
ATM IV	136.3%	101.2%	195.8%	146.0%	147.8%
Expected Move	34.3%	27.2%	44.5%	41.9%	42.4%
HV 20d	23.0%	14.3%	39.5%	29.3%	39.5%
HV 60d	25.7%	25.1%	32.8%	25.3%	32.8%
IV Rank	60.2%	47.7%	78.4%	73.7%	74.6%
IV Percentile	33.9%	18.3%	55.7%	45.7%	51.3%
Term Structure	-39.5%	-105.1%	-4.7%	-55.1%	-46.1%
Skew 25d	-16.7%	-174.9%	13.3%	-169.3%	-32.6%
Skew 10d	20.9%	16.8%	23.9%	20.3%	23.1%
Call IV 25d	155.9%	127.6%	195.5%	189.4%	194.9%
Put IV 25d	139.2%	20.1%	173.9%	20.1%	162.2%
Bid-Ask Spread %	161.22	158.60	163.64	158.93	160.73
Gamma HHI	0.54	0.50	0.60	0.55	0.53
Net GEX	204	-79	495	241	141
Net DEX	-17.3K	-20.5K	-12.3K	-19.4K	-15.2K
Net VEX	-168	-184	-134	-167	-158
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.95	0.95	0.95	0.95
Total Volume	43	43	43	43	43
Total OI	42	42	42	42	42

Daily Data (19 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
2017-04-03	$19.68	$0.00	146.0%	41.9%	29.3%	73.7%	0.0%	-169.3%	-55.1%	241	-19.4K	-167	0.95	158.93	N/A	N/A	22	21	21	21
2017-04-04	$19.63	$0.00	150.6%	43.2%	28.7%	76.0%	0.0%	-174.9%	-57.4%	405	-16.9K	-165	0.95	158.60	N/A	N/A	22	21	21	21
2017-04-05	$19.61	$0.00	155.3%	44.5%	28.1%	78.4%	0.0%	9.7%	-60.6%	495	-15.8K	-167	0.95	161.95	N/A	N/A	22	21	21	21
2017-04-06	$19.53	$0.00	160.9%	27.2%	24.4%	47.7%	0.0%	10.3%	-4.7%	244	-20.5K	-163	0.95	161.73	N/A	N/A	22	21	21	21
2017-04-07	$19.62	$0.00	164.1%	27.3%	22.9%	47.9%	0.0%	10.3%	-5.5%	116	-16.3K	-184	0.95	161.43	N/A	N/A	22	21	21	21
2017-04-10	$19.86	$0.00	184.1%	28.3%	22.4%	49.6%	0.0%	11.4%	-8.6%	122	-16.8K	-184	0.95	161.03	N/A	N/A	22	21	21	21
2017-04-11	$20.18	$0.00	195.8%	27.4%	22.9%	48.0%	0.0%	12.8%	-28.7%	156	-19.0K	-179	0.95	163.42	N/A	N/A	22	21	21	21
2017-04-12	$19.95	$0.00	101.2%	29.0%	23.5%	50.9%	0.0%	11.8%	-11.5%	358	-17.6K	-166	0.95	163.64	N/A	N/A	22	21	21	21
2017-04-13	$19.83	$0.00	104.3%	29.9%	23.5%	52.4%	0.0%	10.6%	-31.2%	110	-17.2K	-181	0.95	160.74	N/A	N/A	22	21	21	21
2017-04-17	$19.77	$0.00	107.7%	30.9%	23.5%	54.2%	0.0%	11.9%	-29.7%	-79	-12.3K	-134	0.95	161.40	N/A	N/A	22	21	21	21
2017-04-18	$19.59	$0.00	111.2%	31.9%	23.8%	56.0%	0.0%	10.9%	-12.6%	149	-15.5K	-177	0.95	162.28	N/A	N/A	22	21	21	21
2017-04-19	$19.72	$0.00	112.8%	32.3%	21.0%	56.8%	0.0%	12.7%	-29.4%	127	-16.7K	-177	0.95	162.09	N/A	N/A	22	21	21	21
2017-04-20	$19.98	$0.00	117.5%	33.7%	18.3%	59.2%	0.0%	13.3%	-71.7%	138	-17.3K	-175	0.95	160.28	N/A	N/A	22	21	21	21
2017-04-21	$19.83	$0.00	120.3%	34.5%	18.9%	60.6%	0.0%	-58.1%	-36.9%	231	-20.2K	-161	0.95	160.08	N/A	N/A	22	21	21	21
2017-04-24	$19.90	$0.00	123.0%	35.2%	18.0%	61.9%	0.0%	-5.8%	-77.8%	139	-16.9K	-173	0.95	161.82	N/A	N/A	22	21	21	21
2017-04-25	$20.17	$0.00	128.6%	36.9%	14.3%	64.8%	0.0%	-3.3%	-43.9%	398	-19.6K	-157	0.95	161.98	N/A	N/A	22	21	21	21
2017-04-26	$20.66	$0.00	129.9%	37.2%	16.0%	65.5%	0.0%	2.0%	-34.8%	215	-17.4K	-161	0.95	158.89	N/A	N/A	22	21	21	21
2017-04-27	$20.40	$0.00	129.5%	37.1%	16.9%	65.3%	0.0%	-1.8%	-105.1%	165	-18.6K	-171	0.95	162.13	N/A	N/A	22	21	21	21
2017-04-28	$18.49	$0.00	147.8%	42.4%	39.5%	74.6%	0.0%	-32.6%	-46.1%	141	-15.2K	-158	0.95	160.73	N/A	N/A	22	21	21	21