CHFN Options History — May 2017

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

In May 2017, CHFN traded between $17.66 and $19.40. ATM implied volatility averaged 136.0%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 93.9% (HV 20d: 42.1%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.24.

Notable Days

2017-05-09: Highest Volume — 176 contracts
2017-05-19: Largest IV spike — 467.6% change
2017-05-31: Highest IV Rank — 88.3%
2017-05-31: Largest Expected Move — 50.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.69	$17.66	$19.40	$18.10	$17.86
ATM IV	136.0%	23.8%	191.3%	165.3%	174.6%
Expected Move	36.2%	6.8%	50.1%	47.4%	50.1%
HV 20d	42.1%	22.2%	46.2%	39.3%	22.2%
HV 60d	33.2%	32.0%	34.6%	32.8%	32.7%
IV Rank	63.7%	11.5%	88.3%	83.5%	88.3%
IV Percentile	44.2%	4.7%	84.9%	74.0%	84.9%
Term Structure	-66.4%	-143.6%	4.6%	-65.5%	-143.6%
Skew 25d	19.8%	-32.4%	46.6%	28.1%	-6.6%
Skew 10d	35.9%	-84.2%	78.5%	78.5%	17.7%
Call IV 25d	133.6%	25.5%	188.4%	120.0%	86.9%
Put IV 25d	153.4%	33.6%	198.1%	148.1%	80.3%
Bid-Ask Spread %	151.27	110.91	160.66	160.44	156.11
Gamma HHI	0.69	0.51	0.88	0.51	0.65
Net GEX	4.3K	102	5.5K	102	4.6K
Net DEX	-87.3K	-127.4K	-8.7K	-8.7K	-72.6K
Net VEX	-779	-986	-167	-169	-781
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.17	0.95	0.95	0.22
Total Volume	162.455	43	176	43	176
Total OI	169.727	42	196	42	196

Daily Data (22 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
2017-05-01	$18.10	$0.00	165.3%	47.4%	39.3%	83.5%	0.0%	28.1%	-65.5%	102	-8.7K	-169	0.95	160.44	N/A	N/A	22	21	21	21
2017-05-02	$19.05	$0.00	150.9%	43.3%	44.0%	76.2%	0.0%	24.8%	-50.9%	136	-14.1K	-167	0.17	160.66	N/A	N/A	122	21	21	21
2017-05-03	$19.40	$0.00	156.6%	44.9%	44.6%	79.1%	0.0%	27.1%	-40.0%	4.6K	-112.7K	-734	0.17	159.78	N/A	N/A	122	21	121	21
2017-05-04	$19.22	$0.00	162.9%	28.4%	44.7%	49.7%	0.0%	25.7%	-88.9%	4.4K	-104.0K	-730	0.17	149.85	N/A	N/A	122	21	121	21
2017-05-05	$19.15	$0.00	169.2%	29.0%	44.7%	50.8%	0.0%	26.6%	-91.4%	4.3K	-100.8K	-730	0.17	151.06	N/A	N/A	122	21	121	21
2017-05-08	$19.20	$0.00	191.3%	30.3%	44.6%	53.1%	0.0%	27.6%	-97.3%	4.4K	-102.4K	-723	0.17	152.06	N/A	N/A	122	21	121	21
2017-05-09	$19.19	$0.00	99.4%	30.4%	44.4%	53.4%	0.0%	28.8%	-99.5%	4.5K	-104.6K	-719	0.22	151.73	N/A	N/A	144	32	121	21
2017-05-10	$19.37	$0.00	60.6%	17.4%	44.1%	30.2%	0.0%	46.6%	-14.2%	5.5K	-127.4K	-986	0.22	149.99	N/A	N/A	144	32	164	32
2017-05-11	$19.19	$0.00	108.5%	31.1%	44.0%	54.6%	0.0%	28.9%	-101.1%	5.3K	-117.3K	-976	0.22	149.14	N/A	N/A	144	32	164	32
2017-05-12	$18.66	$0.00	120.1%	34.4%	45.0%	60.5%	0.0%	34.5%	-42.2%	4.8K	-100.5K	-928	0.22	150.15	N/A	N/A	144	32	164	32
2017-05-15	$18.67	$0.00	125.5%	36.0%	45.0%	63.2%	0.0%	33.3%	-49.2%	4.8K	-97.9K	-926	0.22	150.48	N/A	N/A	144	32	164	32
2017-05-16	$18.97	$0.00	119.4%	34.2%	45.4%	60.2%	0.0%	31.0%	-115.3%	5.0K	-120.9K	-965	0.22	149.76	N/A	N/A	144	32	164	32
2017-05-17	$18.61	$0.00	128.9%	37.0%	45.7%	65.0%	0.0%	36.2%	-53.5%	4.9K	-95.1K	-905	0.22	151.10	N/A	N/A	144	32	164	32
2017-05-18	$18.80	$0.00	23.8%	6.8%	45.6%	11.5%	0.0%	8.0%	4.6%	5.2K	-98.5K	-907	0.22	110.91	N/A	N/A	144	32	164	32
2017-05-19	$18.35	$0.00	134.9%	38.7%	46.2%	68.0%	0.0%	39.2%	-52.4%	4.7K	-84.1K	-880	0.22	153.84	N/A	N/A	144	32	164	32
2017-05-22	$18.43	$0.00	139.4%	40.0%	46.2%	70.3%	0.0%	11.5%	-57.5%	4.5K	-79.9K	-826	0.22	153.45	N/A	N/A	144	32	164	32
2017-05-23	$18.40	$0.00	144.7%	41.5%	45.7%	73.0%	0.0%	24.1%	-50.9%	4.6K	-78.5K	-837	0.22	153.46	N/A	N/A	144	32	164	32
2017-05-24	$18.32	$0.00	144.9%	41.6%	44.5%	73.1%	0.0%	9.8%	-53.1%	4.6K	-79.9K	-854	0.22	152.10	N/A	N/A	144	32	164	32
2017-05-25	$18.27	$0.00	148.9%	42.7%	44.4%	75.2%	0.0%	-30.5%	-64.7%	5.0K	-84.4K	-803	0.22	151.91	N/A	N/A	144	32	164	32
2017-05-26	$18.24	$0.00	152.2%	43.6%	27.8%	76.8%	0.0%	-32.4%	-70.0%	4.4K	-68.5K	-793	0.22	154.27	N/A	N/A	144	32	164	32
2017-05-30	$17.66	$0.00	170.1%	48.8%	29.1%	85.9%	0.0%	12.3%	-64.5%	3.9K	-68.3K	-795	0.22	155.73	N/A	N/A	144	32	164	32
2017-05-31	$17.86	$0.00	174.6%	50.1%	22.2%	88.3%	0.0%	-6.6%	-143.6%	4.6K	-72.6K	-781	0.22	156.11	N/A	N/A	144	32	164	32