CHFN Options History — May 2018

In May 2018, CHFN traded between $23.52 and $25.48. ATM implied volatility averaged 107.5%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 82.8% (HV 20d: 24.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.76.

Notable Days

2018-05-10: Highest Volume — 21 contracts
2018-05-09: Largest IV drop — 48.1% change
2018-05-01: Highest IV Rank — 62.9%
2018-05-01: Largest Expected Move — 36.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.69	$23.52	$25.48	$23.52	$24.52
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	107.5%	79.9%	154.0%	127.4%	126.0%
Expected Move	27.6%	21.6%	36.5%	36.5%	36.1%
HV 20d	24.7%	13.1%	32.9%	32.9%	18.0%
HV 60d	24.7%	23.6%	29.4%	29.4%	25.0%
IV Rank	40.6%	31.3%	62.9%	62.9%	54.8%
IV Percentile	24.1%	5.6%	61.9%	59.9%	61.9%
Term Structure	-43.4%	-59.9%	-33.6%	-44.4%	-59.9%
VWIV	109.5%	33.1%	185.7%	118.4%	138.3%
Skew 25d	-58.8%	-144.6%	8.3%	5.7%	-144.6%
Skew 10d	5.0%	-73.4%	48.1%	47.0%	35.5%
Call IV 25d	127.1%	104.2%	175.9%	171.9%	162.6%
Put IV 25d	68.3%	17.3%	181.7%	177.5%	18.1%
Bid-Ask Spread %	150.46	142.18	159.94	159.94	150.51
Gamma HHI	0.49	0.36	0.76	0.62	0.40
Net GEX	-42	-241	379	379	-225
Net DEX	-51.4K	-58.3K	-47.1K	-52.5K	-48.4K
Net VEX	-43	-65	-19	-65	-36
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.45	0.91	0.45	0.91
Total Volume	19.409	16	21	16	21
Total OI	32.545	28	33	33	33

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
2018-05-01	$23.52	$0.00	127.4%	36.5%	32.9%	62.9%	0.0%	5.7%	-44.4%	379	-52.5K	-65	0.45	159.94	N/A	N/A	11	5	28	5
2018-05-02	$23.79	$0.00	123.5%	35.4%	32.0%	60.5%	0.0%	5.8%	-55.6%	369	-53.8K	-63	0.45	155.56	N/A	N/A	11	5	28	5
2018-05-03	$23.87	$15.00	127.4%	21.6%	32.0%	31.3%	118.4%	4.9%	-37.9%	364	-53.8K	-64	0.45	149.89	N/A	N/A	11	5	28	5
2018-05-04	$24.13	$15.00	131.3%	21.8%	31.0%	31.7%	89.5%	5.1%	-37.6%	357	-55.6K	-59	0.45	144.84	N/A	N/A	11	5	28	5
2018-05-07	$24.26	$15.00	147.9%	22.5%	29.9%	33.3%	33.1%	-45.5%	-39.7%	340	-58.3K	-49	0.45	144.81	N/A	N/A	11	5	28	5
2018-05-08	$24.67	$15.00	154.0%	22.7%	29.9%	33.6%	120.2%	8.2%	-38.8%	337	-57.9K	-52	0.45	154.84	N/A	N/A	11	5	28	5
2018-05-09	$24.76	$15.00	79.9%	22.9%	29.9%	34.1%	119.0%	8.3%	-39.0%	35	-52.6K	-24	0.45	154.07	N/A	N/A	11	5	23	5
2018-05-10	$24.67	$15.00	81.2%	23.3%	30.1%	34.8%	90.7%	-52.1%	-40.4%	-7	-53.4K	-19	0.91	154.84	N/A	N/A	11	10	23	5
2018-05-11	$24.69	$15.00	82.3%	23.6%	28.9%	35.5%	91.6%	-15.4%	-41.3%	-167	-47.4K	-50	0.91	145.07	N/A	N/A	11	10	23	10
2018-05-14	$24.58	$15.00	86.2%	24.7%	29.2%	37.9%	96.5%	-18.6%	-45.3%	-169	-47.1K	-49	0.91	154.60	N/A	N/A	11	10	23	10
2018-05-15	$24.82	$15.00	87.2%	25.0%	28.9%	38.5%	87.6%	-59.7%	-45.3%	-214	-48.9K	-44	0.91	154.59	N/A	N/A	11	10	23	10
2018-05-16	$25.04	$15.00	88.3%	25.3%	28.9%	39.2%	97.4%	-87.8%	-45.4%	-235	-50.0K	-41	0.91	150.51	N/A	N/A	11	10	23	10
2018-05-17	$25.39	$15.00	89.1%	25.5%	24.7%	39.6%	96.6%	-93.1%	-44.6%	-240	-51.3K	-39	0.91	149.91	N/A	N/A	11	10	23	10
2018-05-18	$25.11	$15.00	91.3%	26.2%	25.3%	41.0%	104.3%	-93.0%	-47.7%	-229	-50.1K	-40	0.91	147.48	N/A	N/A	11	10	23	10
2018-05-21	$25.20	$15.00	96.4%	27.6%	18.0%	33.5%	129.1%	-106.2%	-33.6%	-241	-50.6K	-38	0.91	142.18	N/A	N/A	11	10	23	10
2018-05-22	$25.48	$15.00	97.7%	28.0%	17.7%	34.4%	103.2%	-102.4%	-33.8%	-240	-51.6K	-37	0.91	147.25	N/A	N/A	11	10	23	10
2018-05-23	$25.14	$15.00	100.6%	28.8%	15.7%	36.5%	109.4%	-106.0%	-36.9%	-238	-50.4K	-37	0.91	147.48	N/A	N/A	11	10	23	10
2018-05-24	$25.03	$15.00	103.1%	29.6%	13.6%	38.3%	100.0%	-111.2%	-39.1%	-241	-50.4K	-36	0.91	149.91	N/A	N/A	11	10	23	10
2018-05-25	$25.14	$15.00	105.3%	30.2%	13.1%	39.9%	102.5%	-113.1%	-40.4%	-230	-50.5K	-37	0.91	149.91	N/A	N/A	11	10	23	10
2018-05-29	$24.48	$15.00	118.4%	34.0%	16.7%	49.4%	176.7%	-77.5%	-53.6%	-204	-47.7K	-38	0.91	151.37	N/A	N/A	11	10	23	10
2018-05-30	$24.87	$15.00	121.3%	34.8%	17.3%	51.4%	185.7%	-104.4%	-54.2%	-216	-49.3K	-37	0.91	150.51	N/A	N/A	11	10	23	10
2018-05-31	$24.52	$15.00	126.0%	36.1%	18.0%	54.8%	138.3%	-144.6%	-59.9%	-225	-48.4K	-36	0.91	150.51	N/A	N/A	11	10	23	10