CHFN Options History — January 2018

Name: CHFN Options Analytics - January 2018
Creator: Options Analysis Suite

In January 2018, CHFN traded between $17.30 and $19.37. ATM implied volatility averaged 145.5%, placing in the 67.1% IV rank vs the trailing year. The 30-day expected move averaged 38.5%. IV traded above realized volatility by 124.4% (HV 20d: 21.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2018-01-24: Highest Volume — 64 contracts
2018-01-09: Largest IV drop — 41.9% change
2018-01-02: Highest IV Rank — 92.1%
2018-01-02: Largest Expected Move — 50.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.22	$17.30	$19.37	$17.30	$19.37
ATM IV	145.5%	114.2%	196.5%	175.5%	154.2%
Expected Move	38.5%	30.3%	50.3%	50.3%	44.2%
HV 20d	21.2%	17.5%	23.9%	22.7%	20.3%
HV 60d	30.3%	29.3%	31.5%	30.8%	29.4%
IV Rank	67.1%	49.7%	92.1%	92.1%	79.2%
IV Percentile	61.4%	24.2%	98.0%	98.0%	88.1%
Term Structure	-45.8%	-123.1%	-19.7%	-73.2%	-113.3%
Skew 25d	1.6%	-41.1%	43.8%	8.6%	20.0%
Skew 10d	26.5%	-20.6%	51.9%	40.1%	-20.6%
Call IV 25d	158.3%	76.0%	194.9%	143.1%	90.5%
Put IV 25d	159.9%	110.5%	193.9%	151.7%	110.5%
Bid-Ask Spread %	161.34	158.87	164.47	158.87	161.46
Gamma HHI	0.59	0.55	0.75	0.56	0.57
Net GEX	850	549	1.6K	549	1.5K
Net DEX	-76.1K	-141.6K	-45.2K	-45.2K	-141.6K
Net VEX	-190	-335	-126	-134	-305
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	45.19	35	64	40	64
Total OI	59.048	40	99	40	99

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2018-01-02	$17.30	$0.00	175.5%	50.3%	22.7%	92.1%	0.0%	8.6%	-73.2%	549	-45.2K	-134	158.87	N/A	N/A	40	40
2018-01-03	$17.56	$0.00	174.6%	50.0%	22.1%	91.5%	0.0%	8.6%	-68.2%	611	-45.7K	-136	161.31	N/A	N/A	40	40
2018-01-04	$17.86	$0.00	178.5%	31.0%	23.0%	51.2%	0.0%	9.3%	-24.6%	587	-46.6K	-134	161.20	N/A	N/A	40	40
2018-01-05	$18.12	$0.00	183.2%	30.3%	23.9%	49.7%	0.0%	7.3%	-22.4%	573	-49.7K	-132	162.28	N/A	N/A	40	40
2018-01-08	$18.00	$0.00	196.5%	31.6%	23.9%	52.4%	0.0%	6.8%	-24.9%	620	-48.2K	-131	164.47	N/A	N/A	40	40
2018-01-09	$17.93	$0.00	114.2%	32.7%	22.0%	54.9%	0.0%	0.2%	-27.1%	575	-46.9K	-130	161.19	N/A	N/A	40	40
2018-01-10	$18.02	$0.00	115.5%	33.1%	21.8%	55.7%	0.0%	0.3%	-27.8%	585	-47.2K	-131	160.55	N/A	N/A	40	40
2018-01-11	$18.45	$0.00	116.7%	33.5%	23.5%	56.4%	0.0%	1.7%	-26.7%	631	-48.5K	-129	160.02	N/A	N/A	40	40
2018-01-12	$18.31	$0.00	115.1%	33.0%	23.6%	55.4%	0.0%	8.2%	-19.7%	606	-49.3K	-126	161.71	N/A	N/A	35	40
2018-01-16	$18.20	$0.00	122.7%	35.2%	22.8%	60.1%	0.0%	8.0%	-31.5%	743	-70.7K	-180	162.51	N/A	N/A	35	55
2018-01-17	$18.23	$0.00	124.6%	35.7%	21.3%	61.2%	0.0%	8.1%	-32.5%	745	-70.9K	-179	161.16	N/A	N/A	35	55
2018-01-18	$18.20	$0.00	126.9%	36.4%	20.0%	62.6%	0.0%	8.0%	-33.9%	743	-70.8K	-178	162.51	N/A	N/A	35	55
2018-01-19	$18.24	$0.00	129.0%	37.0%	17.5%	63.9%	0.0%	14.2%	-35.1%	712	-70.6K	-178	159.51	N/A	N/A	35	55
2018-01-22	$18.13	$0.00	140.3%	40.2%	17.6%	70.7%	0.0%	0.2%	-47.4%	747	-68.4K	-179	160.01	N/A	N/A	35	55
2018-01-23	$18.38	$0.00	143.3%	41.1%	18.2%	72.5%	0.0%	1.7%	-44.5%	776	-68.8K	-178	163.36	N/A	N/A	35	55
2018-01-24	$18.00	$0.00	143.3%	41.1%	19.2%	72.6%	0.0%	-41.1%	-42.1%	741	-68.7K	-171	162.79	N/A	N/A	64	55
2018-01-25	$18.37	$0.00	144.8%	41.5%	20.4%	73.5%	0.0%	-35.0%	-44.7%	1.5K	-132.4K	-317	161.43	N/A	N/A	64	99
2018-01-26	$18.56	$0.00	147.3%	42.2%	20.7%	75.0%	0.0%	-32.2%	-45.6%	1.2K	-135.0K	-335	161.43	N/A	N/A	64	99
2018-01-29	$18.70	$0.00	158.5%	45.4%	20.8%	81.8%	0.0%	-13.7%	-52.3%	1.5K	-136.6K	-308	160.96	N/A	N/A	64	99
2018-01-30	$18.76	$0.00	151.7%	43.5%	19.8%	77.6%	0.0%	43.8%	-123.1%	1.6K	-136.7K	-301	159.47	N/A	N/A	64	99
2018-01-31	$19.37	$0.00	154.2%	44.2%	20.3%	79.2%	0.0%	20.0%	-113.3%	1.5K	-141.6K	-305	161.46	N/A	N/A	64	99