CHFN Options History — August 2017

In August 2017, CHFN traded between $16.00 and $18.39. ATM implied volatility averaged 128.9%, placing in the 67.3% IV rank vs the trailing year. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 102.2% (HV 20d: 26.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 1.74.

Notable Days

2017-08-18: Highest Volume — 69 contracts
2017-08-09: Largest IV spike — 2029.5% change
2017-08-29: Highest IV Rank — 89.9%
2017-08-02: Largest Expected Move — 50.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.77	$16.00	$18.39	$18.39	$16.21
Max Pain	$19.78	$17.50	$20.00	$17.50	$20.00
ATM IV	128.9%	5.7%	190.3%	164.9%	97.9%
Expected Move	38.1%	19.3%	50.1%	47.3%	28.1%
HV 20d	26.7%	21.9%	31.2%	27.8%	21.9%
HV 60d	27.9%	25.4%	28.7%	27.8%	25.4%
IV Rank	67.3%	33.6%	89.9%	83.3%	50.3%
IV Percentile	57.4%	8.7%	93.0%	85.0%	23.3%
Term Structure	-93.7%	-161.4%	-44.4%	-46.6%	-72.0%
VWIV	81.0%	19.2%	170.6%	150.6%	19.2%
Skew 25d	-34.0%	-162.5%	77.3%	49.2%	-0.2%
Skew 10d	15.3%	-15.5%	89.2%	-4.4%	-3.1%
Call IV 25d	115.2%	24.8%	195.7%	81.4%	32.9%
Put IV 25d	81.3%	17.1%	177.3%	130.6%	32.7%
Bid-Ask Spread %	155.59	143.14	164.44	160.78	159.06
Gamma HHI	0.58	0.44	0.67	0.55	0.56
Net GEX	2.9K	1.6K	5.9K	4.0K	1.8K
Net DEX	-41.1K	-88.1K	1.6K	-83.6K	1.6K
Net VEX	-449	-683	-238	-683	-244
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.74	1.42	2.31	1.42	1.42
Total Volume	59.783	53	69	63	63
Total OI	208.13	201	217	213	201

Daily Data (23 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
2017-08-01	$18.39	$17.50	164.9%	47.3%	27.8%	83.3%	150.6%	49.2%	-46.6%	4.0K	-83.6K	-683	1.42	160.78	N/A	N/A	26	37	176	37
2017-08-02	$18.07	$17.50	174.7%	50.1%	28.2%	88.3%	170.6%	40.1%	-143.3%	4.2K	-67.3K	-591	1.42	160.19	N/A	N/A	26	37	176	37
2017-08-03	$17.72	$20.00	107.4%	19.3%	28.2%	33.6%	47.2%	-20.6%	-47.5%	5.2K	-59.0K	-570	1.42	150.08	N/A	N/A	26	37	176	37
2017-08-04	$17.42	$20.00	190.3%	32.4%	26.2%	56.9%	52.1%	-74.4%	-52.3%	4.7K	-88.1K	-672	1.42	158.75	N/A	N/A	26	37	176	37
2017-08-07	$17.37	$20.00	14.0%	33.6%	26.0%	59.0%	39.4%	-135.3%	-60.3%	5.9K	-81.2K	-662	1.42	160.48	N/A	N/A	26	37	176	37
2017-08-08	$17.32	$20.00	5.7%	33.1%	26.0%	58.1%	46.2%	-119.7%	-49.3%	3.5K	-79.9K	-647	1.42	164.44	N/A	N/A	26	37	176	37
2017-08-09	$17.27	$20.00	122.0%	35.0%	26.0%	61.5%	80.5%	-3.4%	-53.8%	3.3K	-77.3K	-633	1.42	145.73	N/A	N/A	26	37	176	37
2017-08-10	$16.75	$20.00	121.2%	34.8%	27.7%	61.1%	31.5%	-131.0%	-51.1%	3.5K	-71.9K	-606	1.42	147.49	N/A	N/A	26	37	176	37
2017-08-11	$16.40	$20.00	125.3%	35.9%	28.3%	63.1%	90.3%	-0.5%	-44.6%	2.1K	-80.3K	-626	1.42	148.08	N/A	N/A	26	37	176	37
2017-08-14	$16.59	$20.00	87.6%	25.1%	28.9%	43.9%	73.2%	-95.7%	-108.2%	2.8K	-29.1K	-390	1.42	153.94	N/A	N/A	26	37	176	35
2017-08-15	$16.45	$20.00	134.0%	38.4%	28.9%	67.6%	90.0%	-155.8%	-112.5%	2.1K	-19.8K	-324	1.42	157.81	N/A	N/A	26	37	176	35
2017-08-16	$16.10	$20.00	144.2%	41.3%	29.5%	72.8%	147.2%	-26.3%	-63.6%	1.7K	-6.7K	-263	1.42	159.65	N/A	N/A	26	37	176	35
2017-08-17	$16.00	$20.00	152.3%	43.7%	29.5%	76.9%	155.2%	-27.9%	-73.0%	2.0K	-13.5K	-329	1.42	161.10	N/A	N/A	26	37	176	35
2017-08-18	$16.34	$20.00	137.0%	39.3%	30.8%	69.1%	160.1%	-15.5%	-130.9%	1.6K	733	-261	1.65	160.61	N/A	N/A	26	43	176	41
2017-08-21	$16.52	$20.00	147.2%	42.2%	31.2%	74.3%	100.9%	-157.6%	-134.4%	2.1K	-21.7K	-314	2.31	160.67	N/A	N/A	16	37	166	35
2017-08-22	$16.56	$20.00	146.5%	42.0%	29.2%	73.9%	90.9%	-162.5%	-147.8%	2.0K	-9.5K	-303	2.31	158.89	N/A	N/A	16	37	166	35
2017-08-23	$16.33	$20.00	150.6%	43.2%	23.8%	76.0%	90.2%	62.8%	-133.8%	2.2K	-7.5K	-297	2.31	158.39	N/A	N/A	16	37	166	35
2017-08-24	$16.10	$20.00	83.0%	23.8%	23.9%	41.6%	82.6%	77.3%	-44.4%	2.6K	-61.2K	-538	2.31	159.26	N/A	N/A	16	37	166	35
2017-08-25	$16.32	$20.00	157.7%	45.2%	23.1%	79.6%	27.5%	-9.0%	-145.3%	1.7K	-875	-238	2.31	146.33	N/A	N/A	16	37	166	35
2017-08-28	$16.55	$20.00	169.2%	48.5%	24.1%	85.5%	31.1%	39.0%	-151.2%	1.9K	-70.3K	-530	2.31	145.08	N/A	N/A	16	37	166	35
2017-08-29	$16.55	$20.00	174.1%	49.9%	22.7%	89.9%	63.2%	77.0%	-161.4%	2.3K	-13.8K	-316	2.31	158.67	N/A	N/A	16	37	166	35
2017-08-30	$16.29	$20.00	157.7%	45.2%	22.6%	81.4%	23.3%	9.3%	-128.4%	2.6K	-5.1K	-299	2.31	143.14	N/A	N/A	16	37	166	35
2017-08-31	$16.21	$20.00	97.9%	28.1%	21.9%	50.3%	19.2%	-0.2%	-72.0%	1.8K	1.6K	-244	1.42	159.06	N/A	N/A	26	37	166	35