CHFN Options History — December 2017

In December 2017, CHFN traded between $17.66 and $18.97. ATM implied volatility averaged 123.8%, placing in the 59.0% IV rank vs the trailing year. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 94.0% (HV 20d: 29.8%). 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 0.07.

Notable Days

2017-12-05: Highest Volume — 48 contracts
2017-12-04: Largest IV drop — 44.3% change
2017-12-01: Highest IV Rank — 95.5%
2017-12-01: Largest Expected Move — 51.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.35	$17.66	$18.97	$18.47	$17.66
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	123.8%	101.0%	181.1%	181.1%	153.2%
Expected Move	34.7%	26.4%	51.9%	51.9%	43.9%
HV 20d	29.8%	21.8%	40.4%	40.4%	21.8%
HV 60d	31.3%	30.3%	32.1%	31.9%	30.5%
IV Rank	59.0%	41.6%	95.5%	95.5%	78.5%
IV Percentile	48.0%	16.7%	99.2%	99.2%	87.7%
Term Structure	-34.1%	-75.9%	-22.8%	-75.9%	-50.0%
VWIV	124.1%	124.1%	124.1%	124.1%	124.1%
Skew 25d	-4.6%	-171.1%	15.8%	8.0%	-171.1%
Skew 10d	50.0%	14.2%	66.6%	55.0%	21.9%
Call IV 25d	155.4%	126.6%	193.7%	126.6%	193.7%
Put IV 25d	150.8%	22.6%	196.9%	134.6%	22.6%
Bid-Ask Spread %	161.71	158.99	163.08	162.26	159.09
Gamma HHI	0.52	0.37	0.61	0.52	0.56
Net GEX	1.8K	364	6.4K	3.7K	572
Net DEX	-70.8K	-141.8K	-46.1K	-141.8K	-47.5K
Net VEX	-171	-299	-131	-299	-131
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.15	0.15	0.00
Total Volume	43.4	38	48	38	40
Total OI	112.2	40	174	164	40

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
2017-12-01	$18.47	$17.50	181.1%	51.9%	40.4%	95.5%	124.1%	8.0%	-75.9%	3.7K	-141.8K	-299	0.15	162.26	N/A	N/A	33	5	162	2
2017-12-04	$18.84	$0.00	101.0%	26.4%	40.1%	41.6%	0.0%	8.1%	-24.9%	5.4K	-128.9K	-269	0.15	161.23	N/A	N/A	33	5	162	2
2017-12-05	$18.96	$0.00	107.1%	26.7%	37.2%	42.0%	0.0%	15.4%	-24.0%	5.7K	-134.2K	-250	0.12	160.97	N/A	N/A	43	5	162	2
2017-12-06	$18.95	$0.00	107.0%	27.0%	35.9%	42.7%	0.0%	8.0%	-22.8%	6.4K	-140.7K	-254	0.12	162.56	N/A	N/A	43	5	172	2
2017-12-07	$18.97	$0.00	114.8%	27.3%	28.5%	43.3%	0.0%	15.8%	-24.1%	6.1K	-140.1K	-265	0.12	158.99	N/A	N/A	43	5	172	2
2017-12-08	$18.45	$0.00	104.7%	30.0%	30.6%	49.1%	0.0%	7.8%	-23.7%	1.3K	-49.0K	-137	0.12	162.79	N/A	N/A	43	5	172	2
2017-12-11	$18.27	$0.00	109.3%	31.3%	26.4%	51.9%	0.0%	7.9%	-28.6%	438	-47.4K	-148	0.12	161.99	N/A	N/A	43	5	172	2
2017-12-12	$18.32	$0.00	110.5%	31.7%	26.2%	52.6%	0.0%	8.1%	-29.0%	468	-47.7K	-145	0.12	161.99	N/A	N/A	43	5	172	2
2017-12-13	$18.35	$0.00	111.9%	32.1%	26.2%	53.5%	0.0%	8.2%	-29.5%	514	-49.1K	-140	0.12	161.99	N/A	N/A	43	5	172	2
2017-12-14	$18.02	$0.00	114.6%	32.9%	27.3%	55.1%	0.0%	7.5%	-35.1%	364	-46.1K	-148	0.12	161.99	N/A	N/A	43	5	172	2
2017-12-15	$18.42	$0.00	114.8%	32.9%	28.1%	55.2%	0.0%	8.3%	-31.9%	632	-49.7K	-141	0.12	161.11	N/A	N/A	43	5	172	2
2017-12-18	$18.78	$0.00	110.7%	31.7%	28.6%	52.8%	0.0%	8.5%	-33.2%	792	-50.4K	-136	0.00	161.42	N/A	N/A	40	0	40	0
2017-12-19	$18.27	$0.00	122.5%	35.1%	30.6%	59.9%	0.0%	8.3%	-30.5%	641	-47.9K	-141	0.00	161.99	N/A	N/A	40	0	40	0
2017-12-20	$18.32	$0.00	124.4%	35.7%	29.9%	61.1%	0.0%	8.4%	-27.7%	580	-49.2K	-144	0.00	162.81	N/A	N/A	40	0	40	0
2017-12-21	$18.23	$0.00	126.9%	36.4%	29.9%	62.6%	0.0%	8.3%	-25.8%	655	-47.8K	-142	0.00	162.81	N/A	N/A	40	0	40	0
2017-12-22	$18.01	$0.00	130.0%	37.3%	30.2%	64.5%	0.0%	8.0%	-34.2%	602	-48.3K	-137	0.00	160.30	N/A	N/A	40	0	40	0
2017-12-26	$17.91	$0.00	140.9%	40.4%	28.9%	71.1%	0.0%	8.3%	-39.4%	534	-51.0K	-134	0.00	162.28	N/A	N/A	40	0	40	0
2017-12-27	$17.91	$0.00	143.9%	41.3%	26.9%	72.9%	0.0%	-42.4%	-44.7%	530	-50.9K	-133	0.00	162.54	N/A	N/A	40	0	40	0
2017-12-28	$17.92	$0.00	147.1%	42.2%	22.6%	74.8%	0.0%	-31.1%	-46.8%	579	-48.3K	-133	0.00	163.08	N/A	N/A	40	0	40	0
2017-12-29	$17.66	$0.00	153.2%	43.9%	21.8%	78.5%	0.0%	-171.1%	-50.0%	572	-47.5K	-131	0.00	159.09	N/A	N/A	40	0	40	0