CHFN Options History — November 2017

In November 2017, CHFN traded between $16.89 and $19.93. ATM implied volatility averaged 145.1%, placing in the 61.7% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded above realized volatility by 108.3% (HV 20d: 36.8%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.27.

Notable Days

2017-11-16: Highest Volume — 38 contracts
2017-11-30: Largest IV spike — 96.5% change
2017-11-30: Highest IV Rank — 91.5%
2017-11-30: Largest Expected Move — 50.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.95	$16.89	$19.93	$18.93	$18.57
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	145.1%	72.8%	192.3%	156.0%	174.5%
Expected Move	36.6%	17.5%	50.0%	44.7%	50.0%
HV 20d	36.8%	25.5%	41.8%	25.5%	41.8%
HV 60d	29.2%	25.2%	32.0%	25.2%	32.0%
IV Rank	61.7%	28.9%	91.5%	79.9%	91.5%
IV Percentile	58.2%	3.2%	97.6%	87.2%	97.6%
Term Structure	-46.4%	-130.2%	58.2%	-130.2%	-70.2%
VWIV	97.0%	46.6%	135.1%	80.4%	135.1%
Skew 25d	18.5%	-177.5%	134.3%	85.3%	11.2%
Skew 10d	70.2%	19.2%	135.1%	135.1%	55.9%
Call IV 25d	101.7%	29.7%	198.6%	41.6%	126.4%
Put IV 25d	120.2%	20.3%	179.3%	126.9%	137.6%
Bid-Ask Spread %	155.17	135.80	161.71	161.48	152.02
Gamma HHI	0.59	0.49	0.78	0.72	0.76
Net GEX	3.5K	2.1K	7.7K	5.3K	7.1K
Net DEX	-107.8K	-155.2K	-23.8K	-71.3K	-73.0K
Net VEX	-303	-391	-129	-287	-192
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.15	0.38	0.38	0.15
Total Volume	27.524	18	38	18	38
Total OI	153.524	145	165	145	164

Daily Data (21 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
2017-11-01	$18.93	$0.00	156.0%	44.7%	25.5%	79.9%	0.0%	85.3%	-130.2%	5.3K	-71.3K	-287	0.38	161.48	N/A	N/A	13	5	142	3
2017-11-02	$19.46	$17.50	159.1%	17.5%	27.2%	29.2%	80.4%	101.5%	23.8%	6.5K	-111.2K	-354	0.38	151.55	N/A	N/A	13	5	142	3
2017-11-03	$19.93	$17.50	168.6%	27.3%	28.2%	42.1%	108.9%	17.5%	-43.9%	3.1K	-155.2K	-391	0.38	161.35	N/A	N/A	13	5	142	3
2017-11-06	$19.08	$17.50	192.3%	29.4%	32.7%	46.3%	116.5%	7.2%	-46.3%	2.9K	-150.3K	-361	0.38	159.65	N/A	N/A	13	5	142	3
2017-11-07	$18.59	$17.50	191.0%	24.5%	33.7%	36.3%	80.2%	68.4%	-18.2%	4.0K	-45.8K	-183	0.38	135.80	N/A	N/A	13	5	142	3
2017-11-08	$17.55	$17.50	72.8%	20.9%	38.8%	28.9%	98.3%	105.8%	40.7%	2.8K	-23.8K	-129	0.38	138.00	N/A	N/A	13	5	142	3
2017-11-09	$17.68	$17.50	123.9%	35.5%	39.1%	59.0%	80.9%	26.1%	-63.2%	2.5K	-105.5K	-323	0.38	156.86	N/A	N/A	13	5	142	3
2017-11-10	$16.96	$17.50	125.5%	36.0%	41.2%	59.9%	78.8%	-15.8%	-80.4%	2.1K	-100.9K	-308	0.38	152.63	N/A	N/A	13	5	142	3
2017-11-13	$16.89	$17.50	127.9%	36.7%	41.2%	61.3%	85.9%	35.6%	-49.4%	2.4K	-97.6K	-296	0.38	152.91	N/A	N/A	13	5	142	3
2017-11-14	$16.96	$17.50	129.6%	37.1%	40.4%	62.3%	91.7%	30.8%	-51.2%	2.4K	-98.9K	-291	0.38	159.64	N/A	N/A	13	5	142	3
2017-11-15	$17.07	$17.50	131.9%	37.8%	38.4%	63.7%	92.9%	28.1%	-52.6%	2.4K	-101.3K	-286	0.38	159.89	N/A	N/A	13	5	142	3
2017-11-16	$17.24	$17.50	134.2%	38.5%	38.8%	65.0%	91.9%	21.8%	-72.7%	2.4K	-105.0K	-292	0.15	159.90	N/A	N/A	33	5	142	3
2017-11-17	$17.43	$17.50	137.6%	39.5%	38.9%	67.1%	89.3%	134.3%	-75.1%	2.6K	-129.4K	-373	0.15	155.02	N/A	N/A	33	5	162	3
2017-11-20	$17.50	$17.50	144.7%	41.5%	39.0%	71.2%	98.8%	-25.4%	-54.7%	2.7K	-130.3K	-361	0.15	161.71	N/A	N/A	33	5	162	3
2017-11-21	$17.23	$17.50	145.2%	41.6%	37.3%	71.5%	100.6%	-30.3%	-51.7%	2.6K	-127.2K	-352	0.15	158.51	N/A	N/A	33	5	162	3
2017-11-22	$17.43	$17.50	146.2%	41.9%	37.4%	72.1%	100.4%	-22.8%	-54.6%	3.0K	-120.9K	-341	0.15	161.45	N/A	N/A	33	5	162	3
2017-11-24	$17.32	$17.50	158.4%	45.4%	36.4%	79.3%	125.5%	-177.5%	-61.8%	2.6K	-128.0K	-337	0.15	158.78	N/A	N/A	33	5	162	3
2017-11-27	$17.77	$17.50	167.2%	47.9%	37.1%	84.4%	116.7%	-23.5%	-59.8%	2.7K	-135.5K	-312	0.15	159.64	N/A	N/A	33	5	162	3
2017-11-28	$18.29	$17.50	171.0%	49.0%	38.6%	86.7%	120.3%	2.8%	-61.6%	2.7K	-144.6K	-323	0.15	158.63	N/A	N/A	33	5	162	3
2017-11-29	$19.00	$17.50	88.8%	25.5%	41.1%	38.3%	46.6%	8.0%	58.2%	7.7K	-109.0K	-279	0.15	143.22	N/A	N/A	33	5	162	3
2017-11-30	$18.57	$17.50	174.5%	50.0%	41.8%	91.5%	135.1%	11.2%	-70.2%	7.1K	-73.0K	-192	0.15	152.02	N/A	N/A	33	5	162	2