CHFN Options History — June 2017

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

In June 2017, CHFN traded between $17.27 and $18.78. ATM implied volatility averaged 111.1%, placing in the 64.8% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded above realized volatility by 78.8% (HV 20d: 32.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.51.

Notable Days

2017-06-01: Highest Volume — 176 contracts
2017-06-09: Largest IV spike — 1054.5% change
2017-06-02: Highest IV Rank — 95.3%
2017-06-02: Largest Expected Move — 54.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.82	$17.27	$18.78	$18.15	$18.16
ATM IV	111.1%	6.1%	188.5%	183.5%	153.1%
Expected Move	36.8%	18.2%	54.1%	52.6%	43.9%
HV 20d	32.3%	22.0%	35.6%	22.0%	33.0%
HV 60d	34.0%	32.6%	35.4%	32.7%	34.0%
IV Rank	64.8%	31.7%	95.3%	92.8%	77.3%
IV Percentile	47.5%	7.7%	97.0%	91.8%	68.8%
Term Structure	-42.7%	-83.6%	34.9%	-65.2%	-42.2%
Skew 25d	-31.5%	-157.3%	13.7%	12.4%	4.2%
Skew 10d	15.3%	-87.5%	42.9%	30.7%	37.3%
Call IV 25d	154.6%	74.5%	191.3%	129.3%	134.6%
Put IV 25d	123.1%	33.6%	177.3%	141.7%	138.8%
Bid-Ask Spread %	158.48	153.45	162.63	154.60	156.13
Gamma HHI	0.60	0.49	0.71	0.65	0.49
Net GEX	3.8K	2.4K	5.3K	4.2K	2.4K
Net DEX	-81.0K	-152.9K	-60.5K	-61.1K	-152.9K
Net VEX	-765	-856	-677	-746	-856
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.22	0.70	0.22	0.57
Total Volume	109.273	78	176	176	88
Total OI	200.091	196	206	196	206

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
2017-06-01	$18.15	$0.00	183.5%	52.6%	22.0%	92.8%	0.0%	12.4%	-65.2%	4.2K	-61.1K	-746	0.22	154.60	N/A	N/A	144	32	164	32
2017-06-02	$18.37	$0.00	188.5%	54.1%	22.5%	95.3%	0.0%	7.6%	-83.6%	4.8K	-78.4K	-812	0.22	153.45	N/A	N/A	144	32	164	32
2017-06-05	$17.34	$0.00	13.3%	32.2%	29.9%	56.6%	0.0%	3.5%	-17.4%	4.2K	-71.7K	-807	0.22	156.97	N/A	N/A	144	32	164	32
2017-06-06	$17.60	$0.00	6.1%	31.9%	30.6%	56.0%	0.0%	13.7%	-39.0%	2.5K	-88.4K	-833	0.22	160.46	N/A	N/A	144	32	164	32
2017-06-07	$17.85	$0.00	13.7%	32.1%	31.3%	56.4%	0.0%	12.8%	-45.7%	4.1K	-60.5K	-739	0.22	157.89	N/A	N/A	144	32	164	32
2017-06-08	$18.04	$0.00	8.6%	25.6%	31.4%	44.8%	0.0%	-4.3%	-27.3%	4.4K	-71.2K	-757	0.22	157.94	N/A	N/A	144	32	164	32
2017-06-09	$18.78	$0.00	99.8%	28.6%	34.9%	50.1%	0.0%	-12.7%	-80.4%	5.3K	-80.0K	-763	0.70	156.93	N/A	N/A	46	32	164	32
2017-06-12	$18.15	$0.00	116.3%	33.4%	35.6%	58.6%	0.0%	8.2%	-27.8%	4.5K	-76.0K	-748	0.70	157.27	N/A	N/A	46	32	164	32
2017-06-13	$18.02	$0.00	113.9%	32.7%	35.6%	57.3%	0.0%	3.2%	-45.1%	4.3K	-78.9K	-768	0.70	159.21	N/A	N/A	46	32	164	32
2017-06-14	$17.95	$0.00	120.3%	34.5%	35.0%	60.6%	0.0%	3.4%	-52.3%	4.3K	-67.7K	-737	0.70	159.00	N/A	N/A	46	32	164	32
2017-06-15	$18.04	$0.00	123.3%	35.3%	34.6%	62.1%	0.0%	4.0%	-54.2%	4.2K	-68.0K	-724	0.70	158.47	N/A	N/A	46	32	164	32
2017-06-16	$17.91	$0.00	119.9%	34.4%	34.3%	60.4%	0.0%	2.3%	-46.4%	4.2K	-64.4K	-724	0.70	159.65	N/A	N/A	46	32	164	32
2017-06-19	$17.69	$0.00	129.0%	37.0%	33.6%	65.0%	0.0%	0.2%	-30.1%	4.7K	-60.7K	-677	0.57	158.86	N/A	N/A	56	32	164	32
2017-06-20	$17.72	$0.00	63.5%	18.2%	33.5%	31.7%	0.0%	-3.5%	34.9%	3.6K	-99.6K	-838	0.57	159.21	N/A	N/A	56	32	174	32
2017-06-21	$17.50	$0.00	131.6%	37.7%	33.7%	66.3%	0.0%	-1.9%	-49.3%	2.7K	-94.6K	-795	0.57	160.28	N/A	N/A	56	32	174	32
2017-06-22	$17.28	$0.00	132.5%	38.0%	33.9%	66.8%	0.0%	-1.7%	-38.5%	2.5K	-90.5K	-785	0.57	162.46	N/A	N/A	56	32	174	32
2017-06-23	$17.27	$0.00	134.4%	38.5%	33.9%	67.8%	0.0%	-131.7%	-39.5%	2.9K	-65.7K	-681	0.57	162.63	N/A	N/A	56	32	174	32
2017-06-26	$17.43	$0.00	143.5%	41.2%	34.2%	72.4%	0.0%	-157.3%	-43.0%	2.6K	-90.2K	-779	0.57	158.68	N/A	N/A	56	32	174	32
2017-06-27	$17.37	$0.00	146.6%	42.0%	32.3%	74.0%	0.0%	-150.6%	-51.3%	2.6K	-90.2K	-772	0.57	159.15	N/A	N/A	56	32	174	32
2017-06-28	$17.51	$0.00	152.2%	43.6%	32.2%	76.8%	0.0%	-151.6%	-49.0%	4.1K	-83.5K	-714	0.57	158.38	N/A	N/A	56	32	174	32
2017-06-29	$17.99	$0.00	150.3%	43.1%	33.2%	75.9%	0.0%	-154.4%	-47.4%	3.5K	-88.0K	-779	0.57	158.98	N/A	N/A	56	32	174	32
2017-06-30	$18.16	$0.00	153.1%	43.9%	33.0%	77.3%	0.0%	4.2%	-42.2%	2.4K	-152.9K	-856	0.57	156.13	N/A	N/A	56	32	174	32