CHFN Options History — July 2017

In July 2017, CHFN traded between $17.74 and $18.99. ATM implied volatility averaged 131.8%, placing in the 57.5% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 108.7% (HV 20d: 23.1%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.77.

Notable Days

2017-07-14: Highest Volume — 90 contracts
2017-07-18: Largest IV spike — 78.1% change
2017-07-05: Highest IV Rank — 85.3%
2017-07-05: Largest Expected Move — 48.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.31	$17.74	$18.99	$18.42	$18.06
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	131.8%	68.5%	194.4%	164.8%	164.8%
Expected Move	32.7%	14.3%	48.4%	47.2%	47.3%
HV 20d	23.1%	19.8%	27.9%	25.6%	27.5%
HV 60d	32.8%	27.1%	34.8%	34.2%	27.6%
IV Rank	57.5%	24.8%	85.3%	83.2%	83.3%
IV Percentile	41.7%	5.9%	84.9%	81.5%	84.9%
Term Structure	-51.8%	-131.9%	-13.0%	-51.7%	-131.9%
VWIV	115.3%	69.8%	160.0%	105.9%	160.0%
Skew 25d	-4.9%	-63.1%	40.4%	5.3%	0.4%
Skew 10d	-18.6%	-93.6%	103.0%	46.2%	2.0%
Call IV 25d	122.6%	28.0%	189.1%	137.8%	28.0%
Put IV 25d	117.7%	28.3%	198.4%	143.1%	28.3%
Bid-Ask Spread %	158.83	151.48	162.70	160.72	162.70
Gamma HHI	0.64	0.52	0.81	0.53	0.70
Net GEX	5.2K	2.6K	6.6K	3.5K	5.6K
Net DEX	-89.1K	-160.0K	-54.6K	-160.0K	-55.1K
Net VEX	-675	-870	-533	-844	-533
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.57	1.42	0.57	1.42
Total Volume	83.75	63	90	88	63
Total OI	208.7	206	213	206	213

Daily Data (20 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
2017-07-03	$18.42	$0.00	164.8%	47.2%	25.6%	83.2%	0.0%	5.3%	-51.7%	3.5K	-160.0K	-844	0.57	160.72	N/A	N/A	56	32	174	32
2017-07-05	$18.58	$0.00	168.8%	48.4%	25.3%	85.3%	0.0%	13.5%	-60.7%	2.6K	-146.8K	-870	0.57	157.55	N/A	N/A	56	32	174	32
2017-07-06	$18.20	$17.50	154.5%	30.5%	26.2%	53.6%	105.9%	4.6%	-28.0%	5.0K	-86.9K	-738	0.57	161.12	N/A	N/A	56	32	174	32
2017-07-07	$18.74	$17.50	155.9%	31.7%	27.9%	55.6%	89.4%	15.3%	-20.1%	3.2K	-152.7K	-856	0.57	159.43	N/A	N/A	56	32	174	32
2017-07-10	$18.50	$17.50	182.7%	19.5%	24.4%	34.0%	96.0%	-18.4%	-22.3%	5.6K	-89.5K	-686	0.57	151.48	N/A	N/A	56	32	174	32
2017-07-11	$18.40	$17.50	194.4%	14.3%	21.1%	24.8%	69.8%	-6.0%	-38.8%	6.1K	-91.3K	-689	0.57	156.42	N/A	N/A	56	32	174	32
2017-07-12	$18.36	$17.50	68.5%	19.6%	20.9%	34.2%	99.8%	-12.5%	-23.3%	5.7K	-88.4K	-691	0.57	153.98	N/A	N/A	56	32	174	32
2017-07-13	$18.39	$17.50	74.4%	21.3%	20.8%	37.2%	101.3%	-12.5%	-66.6%	5.5K	-85.5K	-689	0.58	155.64	N/A	N/A	55	32	174	32
2017-07-14	$18.32	$17.50	72.3%	20.7%	20.8%	36.2%	90.3%	-63.1%	-13.0%	5.7K	-88.1K	-665	0.64	156.28	N/A	N/A	55	35	175	32
2017-07-17	$18.21	$17.50	70.3%	20.2%	20.8%	35.1%	109.7%	-6.7%	-29.6%	6.6K	-78.2K	-655	0.64	158.27	N/A	N/A	55	35	175	35
2017-07-18	$18.15	$17.50	125.2%	35.9%	20.2%	63.1%	124.5%	1.5%	-40.5%	4.8K	-54.6K	-574	0.64	160.93	N/A	N/A	55	35	175	35
2017-07-19	$18.12	$17.50	127.0%	36.4%	20.3%	64.0%	126.0%	1.8%	-73.8%	6.1K	-61.2K	-570	0.64	159.56	N/A	N/A	55	35	175	35
2017-07-20	$18.02	$17.50	133.0%	38.1%	19.8%	67.0%	123.8%	2.2%	-39.5%	5.7K	-60.8K	-571	0.64	162.21	N/A	N/A	55	35	175	35
2017-07-21	$17.76	$17.50	81.0%	23.2%	20.0%	40.6%	127.2%	40.4%	-40.9%	6.4K	-70.8K	-624	0.64	160.66	N/A	N/A	55	35	175	35
2017-07-24	$17.74	$17.50	140.1%	40.2%	20.0%	70.6%	138.9%	0.5%	-52.9%	5.6K	-81.3K	-624	0.64	155.27	N/A	N/A	55	35	175	35
2017-07-25	$18.23	$17.50	146.4%	42.0%	21.9%	73.9%	130.7%	9.3%	-35.0%	3.7K	-71.1K	-633	0.64	161.35	N/A	N/A	55	35	175	35
2017-07-26	$18.99	$17.50	129.9%	37.2%	25.7%	65.5%	117.8%	-20.9%	-100.9%	4.8K	-101.4K	-669	1.42	160.34	N/A	N/A	26	37	175	35
2017-07-27	$18.79	$17.50	133.3%	38.2%	26.2%	67.2%	124.5%	-26.4%	-123.3%	5.8K	-86.7K	-685	1.42	161.16	N/A	N/A	26	37	176	37
2017-07-28	$18.19	$17.50	149.3%	42.8%	27.6%	75.3%	139.4%	-26.3%	-43.5%	5.8K	-72.5K	-640	1.42	161.62	N/A	N/A	26	37	176	37
2017-07-31	$18.06	$17.50	164.8%	47.3%	27.5%	83.3%	160.0%	0.4%	-131.9%	5.6K	-55.1K	-533	1.42	162.70	N/A	N/A	26	37	176	37