CHFN Options History — October 2017

In October 2017, CHFN traded between $18.58 and $19.58. ATM implied volatility averaged 117.2%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 33.4%. IV traded above realized volatility by 92.2% (HV 20d: 24.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.27.

Notable Days

2017-10-02: Highest Volume — 28 contracts
2017-10-10: Largest IV spike — 81.1% change
2017-10-31: Highest IV Rank — 81.0%
2017-10-31: Largest Expected Move — 45.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.00	$18.58	$19.58	$18.65	$19.07
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	117.2%	79.3%	176.9%	79.3%	157.9%
Expected Move	33.4%	22.7%	45.3%	22.7%	45.3%
HV 20d	24.9%	21.8%	26.9%	26.6%	25.3%
HV 60d	25.4%	24.1%	26.5%	25.7%	25.1%
IV Rank	59.2%	40.0%	81.0%	40.0%	81.0%
IV Percentile	45.2%	14.1%	89.2%	14.1%	89.2%
Term Structure	-66.8%	-125.7%	-9.7%	-52.4%	-125.7%
VWIV	144.4%	139.5%	149.4%	139.5%	149.4%
Skew 25d	-9.8%	-177.3%	77.1%	-170.6%	73.7%
Skew 10d	74.1%	45.6%	123.6%	61.5%	123.6%
Call IV 25d	147.2%	39.9%	194.6%	189.7%	47.4%
Put IV 25d	137.4%	17.2%	197.1%	19.1%	121.0%
Bid-Ask Spread %	159.83	154.09	162.55	158.71	161.55
Gamma HHI	0.68	0.57	0.78	0.57	0.71
Net GEX	5.1K	4.0K	7.0K	4.1K	5.1K
Net DEX	-93.8K	-109.2K	-70.7K	-102.6K	-76.1K
Net VEX	-356	-451	-289	-428	-289
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.22	0.38	0.22	0.38
Total Volume	24.818	18	28	28	18
Total OI	151.818	145	155	155	145

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
2017-10-02	$18.65	$17.50	79.3%	22.7%	26.6%	40.0%	139.5%	-170.6%	-52.4%	4.1K	-102.6K	-428	0.22	158.71	N/A	N/A	23	5	152	3
2017-10-03	$18.62	$17.50	80.8%	23.2%	26.8%	40.8%	144.3%	-177.3%	-60.3%	4.0K	-102.6K	-435	0.22	154.09	N/A	N/A	23	5	152	3
2017-10-04	$18.59	$17.50	83.4%	23.9%	26.9%	41.6%	149.4%	15.7%	-60.2%	4.2K	-109.2K	-451	0.22	154.09	N/A	N/A	23	5	152	3
2017-10-05	$18.58	$0.00	86.2%	31.4%	26.0%	55.5%	0.0%	16.1%	-13.3%	4.2K	-104.5K	-435	0.22	160.33	N/A	N/A	23	5	152	3
2017-10-06	$18.71	$0.00	88.3%	32.3%	26.0%	57.1%	0.0%	23.0%	-9.7%	4.5K	-106.7K	-441	0.22	159.69	N/A	N/A	23	5	152	3
2017-10-09	$18.75	$0.00	97.7%	30.8%	24.3%	54.4%	0.0%	11.7%	-11.6%	4.8K	-91.5K	-379	0.22	158.47	N/A	N/A	23	5	152	3
2017-10-10	$19.02	$0.00	176.9%	30.4%	23.7%	53.5%	0.0%	14.7%	-94.7%	7.0K	-93.4K	-352	0.22	160.12	N/A	N/A	23	5	152	3
2017-10-11	$19.21	$0.00	101.8%	29.2%	23.7%	51.4%	0.0%	14.1%	-69.5%	5.9K	-90.9K	-348	0.22	162.55	N/A	N/A	23	5	152	3
2017-10-12	$19.18	$0.00	109.1%	31.3%	23.9%	55.2%	0.0%	17.8%	-84.9%	5.5K	-97.7K	-369	0.22	159.36	N/A	N/A	23	5	152	3
2017-10-13	$19.15	$0.00	111.6%	32.0%	24.0%	56.5%	0.0%	18.1%	-89.1%	5.4K	-99.6K	-353	0.22	160.36	N/A	N/A	23	5	152	3
2017-10-16	$19.13	$0.00	112.0%	32.1%	24.0%	56.8%	0.0%	-51.8%	-71.1%	5.2K	-103.7K	-309	0.22	160.36	N/A	N/A	23	5	152	3
2017-10-17	$18.58	$0.00	121.3%	34.8%	26.6%	61.7%	0.0%	14.7%	-21.9%	4.7K	-96.0K	-355	0.22	160.40	N/A	N/A	23	5	152	3
2017-10-18	$19.17	$0.00	115.3%	33.0%	26.9%	58.5%	0.0%	20.1%	-72.4%	5.2K	-100.4K	-336	0.22	160.91	N/A	N/A	23	5	152	3
2017-10-19	$19.20	$0.00	117.2%	33.6%	26.1%	59.5%	0.0%	4.7%	-75.1%	5.4K	-97.1K	-322	0.22	161.72	N/A	N/A	23	5	152	3
2017-10-20	$19.37	$0.00	118.5%	34.0%	24.7%	60.2%	0.0%	4.3%	-75.4%	5.8K	-102.6K	-328	0.22	160.12	N/A	N/A	23	5	152	3
2017-10-23	$19.37	$0.00	125.3%	35.9%	21.8%	63.8%	0.0%	4.0%	-77.5%	5.4K	-86.6K	-331	0.38	160.93	N/A	N/A	13	5	142	3
2017-10-24	$18.66	$0.00	137.5%	39.4%	26.1%	70.3%	0.0%	77.1%	-28.0%	4.5K	-71.9K	-306	0.38	160.85	N/A	N/A	13	5	142	3
2017-10-25	$18.86	$0.00	133.6%	38.3%	22.7%	68.2%	0.0%	-138.2%	-90.7%	4.9K	-70.7K	-299	0.38	161.70	N/A	N/A	13	5	142	3
2017-10-26	$19.21	$0.00	139.6%	40.0%	23.3%	71.4%	0.0%	-16.3%	-94.6%	5.0K	-87.7K	-334	0.38	157.97	N/A	N/A	13	5	142	3
2017-10-27	$19.58	$0.00	135.8%	38.9%	24.1%	69.3%	0.0%	3.2%	-87.2%	5.8K	-93.1K	-324	0.38	162.09	N/A	N/A	13	5	142	3
2017-10-30	$19.24	$0.00	148.5%	42.6%	25.1%	76.1%	0.0%	5.0%	-104.4%	5.7K	-79.7K	-299	0.38	159.86	N/A	N/A	13	5	142	3
2017-10-31	$19.07	$0.00	157.9%	45.3%	25.3%	81.0%	0.0%	73.7%	-125.7%	5.1K	-76.1K	-289	0.38	161.55	N/A	N/A	13	5	142	3