CHFN Options History — February 2018

In February 2018, CHFN traded between $18.13 and $20.03. ATM implied volatility averaged 130.3%, placing in the 57.9% IV rank vs the trailing year. The 30-day expected move averaged 34.2%. IV traded above realized volatility by 98.2% (HV 20d: 32.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2018-02-15: Highest Volume — 104 contracts
2018-02-06: Largest IV drop — 41.2% change
2018-02-28: Highest IV Rank — 78.1%
2018-02-28: Largest Expected Move — 43.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.20	$18.13	$20.03	$19.37	$19.95
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	130.3%	85.0%	189.2%	159.3%	152.4%
Expected Move	34.2%	24.4%	43.7%	27.4%	43.7%
HV 20d	32.2%	19.8%	35.7%	20.0%	34.6%
HV 60d	27.9%	26.1%	30.7%	29.0%	26.1%
IV Rank	57.9%	37.2%	78.1%	43.7%	78.1%
IV Percentile	45.2%	9.5%	87.7%	16.7%	87.7%
Term Structure	-49.0%	-86.7%	20.5%	-24.3%	-67.5%
VWIV	120.0%	79.5%	152.1%	89.7%	148.7%
Skew 25d	6.3%	-12.8%	14.4%	12.9%	7.1%
Skew 10d	37.1%	26.5%	49.1%	38.7%	49.1%
Call IV 25d	156.1%	117.8%	193.6%	124.2%	117.8%
Put IV 25d	162.4%	124.9%	196.5%	137.1%	124.9%
Bid-Ask Spread %	161.89	159.00	164.36	161.72	163.49
Gamma HHI	0.65	0.50	0.78	0.73	0.71
Net GEX	1.2K	664	1.5K	1.4K	1.4K
Net DEX	-92.3K	-144.9K	-55.4K	-142.3K	-67.1K
Net VEX	-183	-318	-83	-318	-100
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	77.947	45	104	64	45
Total OI	67.211	42	99	99	47

Daily Data (19 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
2018-02-01	$19.37	$15.00	159.3%	27.4%	20.0%	43.7%	89.7%	12.9%	-24.3%	1.4K	-142.3K	-318	161.72	N/A	N/A	64	99
2018-02-02	$19.62	$15.00	163.9%	27.2%	19.8%	43.2%	97.5%	11.9%	-29.0%	1.4K	-144.9K	-311	161.31	N/A	N/A	64	99
2018-02-05	$18.32	$15.00	189.2%	31.3%	32.3%	51.9%	110.4%	8.1%	-48.6%	1.3K	-133.0K	-311	161.97	N/A	N/A	89	99
2018-02-06	$18.19	$15.00	111.2%	31.9%	32.3%	53.1%	108.2%	7.7%	-51.1%	1.2K	-131.6K	-306	162.57	N/A	N/A	89	99
2018-02-07	$18.34	$15.00	112.1%	32.2%	32.4%	53.6%	113.0%	7.9%	-50.7%	1.2K	-133.2K	-308	159.00	N/A	N/A	89	99
2018-02-08	$18.13	$15.00	114.5%	32.8%	32.7%	55.0%	117.7%	8.3%	-54.5%	1.2K	-131.1K	-301	162.24	N/A	N/A	89	99
2018-02-09	$18.32	$15.00	115.4%	33.1%	31.7%	55.6%	116.7%	8.3%	-53.6%	1.2K	-132.7K	-304	160.05	N/A	N/A	89	99
2018-02-12	$18.50	$15.00	119.7%	34.3%	31.8%	58.2%	117.5%	8.7%	-49.0%	794	-55.4K	-104	161.71	N/A	N/A	89	42
2018-02-13	$19.00	$15.00	111.9%	32.1%	33.0%	53.5%	117.0%	11.6%	-86.7%	1.0K	-60.3K	-83	159.62	N/A	N/A	89	42
2018-02-14	$19.18	$15.00	113.3%	32.5%	33.1%	54.3%	115.8%	12.0%	-42.8%	664	-56.8K	-110	161.46	N/A	N/A	89	42
2018-02-15	$19.65	$15.00	85.0%	24.4%	33.9%	37.2%	79.5%	10.3%	20.5%	731	-60.5K	-105	161.84	N/A	N/A	104	42
2018-02-16	$19.76	$15.00	115.7%	33.2%	33.9%	55.8%	115.7%	14.4%	-72.4%	1.5K	-79.1K	-131	162.93	N/A	N/A	104	57
2018-02-20	$19.25	$15.00	126.4%	36.3%	35.5%	62.3%	134.9%	-12.8%	-49.5%	936	-74.5K	-166	163.21	N/A	N/A	104	57
2018-02-21	$19.60	$15.00	128.1%	36.7%	35.7%	63.3%	131.0%	-5.1%	-49.6%	1.5K	-77.5K	-129	161.84	N/A	N/A	104	57
2018-02-22	$19.60	$15.00	131.0%	37.6%	34.5%	65.1%	133.9%	-5.1%	-51.8%	1.5K	-77.1K	-132	162.11	N/A	N/A	45	57
2018-02-23	$20.00	$15.00	135.6%	38.9%	34.5%	67.9%	135.3%	4.3%	-47.9%	1.1K	-65.6K	-89	160.79	N/A	N/A	45	47
2018-02-26	$20.03	$15.00	143.4%	41.1%	34.5%	72.6%	145.3%	5.4%	-59.8%	1.1K	-66.0K	-86	164.36	N/A	N/A	45	47
2018-02-27	$19.93	$15.00	147.9%	42.4%	34.6%	75.3%	152.1%	2.9%	-62.5%	1.1K	-65.0K	-85	163.82	N/A	N/A	45	47
2018-02-28	$19.95	$15.00	152.4%	43.7%	34.6%	78.1%	148.7%	7.1%	-67.5%	1.4K	-67.1K	-100	163.49	N/A	N/A	45	47