CHFN Options History — June 2018

In June 2018, CHFN traded between $24.17 and $25.45. ATM implied volatility averaged 109.2%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 89.6% (HV 20d: 19.6%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.06.

Notable Days

2018-06-01: Highest Volume — 21 contracts
2018-06-11: Largest IV drop — 57.1% change
2018-06-01: Highest IV Rank — 57.5%
2018-06-01: Largest Expected Move — 37.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.85	$24.17	$25.45	$24.84	$24.17
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	109.2%	77.5%	180.8%	129.7%	107.1%
Expected Move	25.2%	20.5%	37.2%	37.2%	30.7%
HV 20d	19.6%	17.5%	22.1%	18.4%	18.7%
HV 60d	24.3%	23.7%	24.7%	24.7%	23.8%
IV Rank	28.7%	15.5%	57.5%	57.5%	43.6%
IV Percentile	18.9%	3.6%	68.3%	68.3%	38.5%
Term Structure	-30.8%	-61.5%	-22.6%	-61.5%	-39.8%
VWIV	135.6%	135.6%	135.6%	135.6%	135.6%
Skew 25d	-11.9%	-89.3%	32.6%	-5.7%	-75.7%
Skew 10d	-13.8%	-142.5%	36.3%	-80.8%	-142.5%
Call IV 25d	113.0%	52.1%	173.7%	173.7%	146.2%
Put IV 25d	101.1%	22.8%	168.0%	168.0%	70.5%
Bid-Ask Spread %	147.93	142.23	154.05	154.05	147.69
Gamma HHI	0.64	0.36	1.00	0.36	0.52
Net GEX	-136	-248	-52	-156	-52
Net DEX	-26.1K	-52.0K	5.6K	-47.6K	-408
Net VEX	-37	-50	-25	-42	-47
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.06	0.91	1.25	0.91	1.25
Total Volume	15.095	5	21	21	9
Total OI	21.19	5	33	33	9

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
2018-06-01	$24.84	$15.00	129.7%	37.2%	18.4%	57.5%	135.6%	-5.7%	-61.5%	-156	-47.6K	-42	0.91	154.05	N/A	N/A	11	10	23	10
2018-06-04	$24.99	$0.00	145.9%	20.5%	18.2%	15.5%	0.0%	-23.4%	-24.9%	-197	-49.1K	-36	0.91	142.23	N/A	N/A	11	10	23	10
2018-06-05	$24.92	$0.00	153.2%	20.7%	18.2%	17.0%	0.0%	-27.1%	-25.7%	-248	-50.2K	-32	0.91	142.77	N/A	N/A	11	10	23	10
2018-06-06	$25.11	$0.00	160.8%	20.9%	17.5%	17.4%	0.0%	4.4%	-25.6%	-171	-48.7K	-37	0.91	149.46	N/A	N/A	11	10	23	10
2018-06-07	$25.18	$0.00	170.3%	21.1%	17.5%	17.9%	0.0%	4.3%	-26.0%	-172	-49.0K	-36	0.91	148.33	N/A	N/A	11	10	23	10
2018-06-08	$25.45	$0.00	180.8%	21.2%	17.7%	18.2%	0.0%	4.0%	-25.7%	-179	-50.0K	-35	0.91	147.76	N/A	N/A	11	10	23	10
2018-06-11	$25.00	$0.00	77.5%	22.2%	19.0%	21.0%	0.0%	4.3%	-29.4%	-181	-52.0K	-26	0.91	147.76	N/A	N/A	11	10	23	10
2018-06-12	$24.71	$0.00	79.0%	22.6%	19.4%	22.1%	0.0%	4.5%	-31.3%	-180	-51.2K	-26	0.91	148.14	N/A	N/A	11	10	23	10
2018-06-13	$24.81	$0.00	79.9%	22.9%	19.2%	22.8%	0.0%	4.3%	-31.7%	-182	-51.4K	-26	0.91	149.70	N/A	N/A	11	10	23	10
2018-06-14	$24.40	$0.00	81.5%	23.4%	19.7%	24.1%	0.0%	4.5%	-34.2%	-178	-50.3K	-25	0.91	150.96	N/A	N/A	11	10	23	10
2018-06-15	$24.25	$0.00	82.9%	23.8%	19.0%	25.1%	0.0%	4.3%	-35.7%	-175	-49.9K	-25	0.91	150.99	N/A	N/A	11	10	23	10
2018-06-18	$24.95	$0.00	85.7%	24.6%	21.5%	27.2%	0.0%	-34.6%	-22.9%	-182	5.6K	-25	0.00	146.95	N/A	N/A	0	5	0	5
2018-06-19	$25.30	$0.00	86.3%	24.8%	22.1%	27.7%	0.0%	-17.2%	-22.6%	-185	5.4K	-25	1.25	147.11	N/A	N/A	4	5	0	5
2018-06-20	$25.43	$0.00	87.5%	25.1%	21.8%	28.6%	0.0%	-89.3%	-23.1%	-66	-2.0K	-50	1.25	144.66	N/A	N/A	4	5	4	5
2018-06-21	$25.11	$0.00	89.7%	25.7%	21.7%	30.2%	0.0%	-27.3%	-25.0%	-63	-1.6K	-49	1.25	144.69	N/A	N/A	4	5	4	5
2018-06-22	$24.87	$0.00	91.7%	26.3%	22.0%	31.8%	0.0%	32.6%	-26.9%	-59	-1.3K	-49	1.25	146.59	N/A	N/A	4	5	4	5
2018-06-25	$24.74	$0.00	97.3%	27.9%	22.0%	36.0%	0.0%	4.0%	-30.9%	-60	-1.1K	-49	1.25	150.42	N/A	N/A	4	5	4	5
2018-06-26	$24.74	$0.00	99.3%	28.5%	19.7%	37.6%	0.0%	4.1%	-32.3%	-60	-1.1K	-49	1.25	150.96	N/A	N/A	4	5	4	5
2018-06-27	$24.38	$0.00	102.0%	29.2%	19.6%	39.7%	0.0%	28.6%	-35.2%	-55	-660	-48	1.25	147.69	N/A	N/A	4	5	4	5
2018-06-28	$24.45	$0.00	104.2%	29.9%	19.0%	41.3%	0.0%	-53.3%	-36.7%	-56	-743	-48	1.25	147.69	N/A	N/A	4	5	4	5
2018-06-29	$24.17	$0.00	107.1%	30.7%	18.7%	43.6%	0.0%	-75.7%	-39.8%	-52	-408	-47	1.25	147.69	N/A	N/A	4	5	4	5