CHFN Options History — July 2018

In July 2018, CHFN traded between $22.64 and $25.06. ATM implied volatility averaged 104.6%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 85.8% (HV 20d: 18.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.13.

Notable Days

2018-07-24: Highest Volume — 11 contracts
2018-07-10: Largest IV drop — 41.1% change
2018-07-31: Highest IV Rank — 59.5%
2018-07-31: Largest Expected Move — 37.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.13	$22.64	$25.06	$24.25	$22.64
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	104.6%	80.1%	145.7%	115.6%	130.4%
Expected Move	27.5%	21.3%	37.4%	33.1%	37.4%
HV 20d	18.8%	16.6%	20.8%	18.6%	20.7%
HV 60d	21.0%	17.9%	23.9%	23.5%	19.2%
IV Rank	33.1%	18.6%	59.5%	50.0%	59.5%
IV Percentile	29.7%	6.3%	75.8%	53.6%	75.8%
Term Structure	-34.1%	-55.6%	-20.4%	-46.2%	-55.6%
VWIV	158.1%	138.1%	186.4%	138.1%	186.4%
Skew 25d	-17.9%	-82.3%	5.4%	-75.8%	-4.9%
Skew 10d	-34.1%	-152.3%	34.5%	-152.3%	23.8%
Call IV 25d	132.5%	100.5%	177.9%	156.9%	177.9%
Put IV 25d	114.6%	26.9%	172.9%	81.1%	172.9%
Bid-Ask Spread %	149.91	142.68	155.05	148.65	155.05
Gamma HHI	0.49	0.39	0.52	0.51	0.39
Net GEX	-39	-62	12	-51	12
Net DEX	-586	-1.5K	468	-512	468
Net VEX	-45	-47	-42	-47	-43
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.13	0.83	1.25	1.25	0.83
Total Volume	9.571	9	11	9	11
Total OI	9.476	9	11	9	11

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
2018-07-02	$24.25	$0.00	115.6%	33.1%	18.6%	50.0%	0.0%	-75.8%	-46.2%	-51	-512	-47	1.25	148.65	N/A	N/A	4	5	4	5
2018-07-03	$24.47	$0.00	118.3%	33.9%	18.9%	52.1%	0.0%	-59.2%	-47.6%	-53	-778	-47	1.25	147.04	N/A	N/A	4	5	4	5
2018-07-05	$24.47	$0.00	126.1%	21.3%	18.7%	18.6%	0.0%	-45.2%	-20.4%	-56	-755	-47	1.25	147.69	N/A	N/A	4	5	4	5
2018-07-06	$24.51	$0.00	130.4%	21.6%	18.7%	19.3%	0.0%	5.0%	-20.9%	-56	-806	-46	1.25	147.69	N/A	N/A	4	5	4	5
2018-07-09	$25.06	$0.00	145.7%	22.2%	20.0%	20.9%	0.0%	-27.1%	-21.3%	-62	-1.5K	-46	1.25	142.68	N/A	N/A	4	5	4	5
2018-07-10	$24.69	$0.00	85.8%	22.6%	19.7%	22.0%	0.0%	4.8%	-22.9%	-55	-1.0K	-46	1.25	146.59	N/A	N/A	4	5	4	5
2018-07-11	$24.57	$0.00	80.1%	23.0%	19.4%	23.0%	0.0%	4.8%	-23.9%	-55	-884	-45	1.25	147.11	N/A	N/A	4	5	4	5
2018-07-12	$24.07	$0.00	81.9%	23.5%	20.6%	20.9%	0.0%	-82.3%	-26.1%	-41	-303	-45	1.25	147.04	N/A	N/A	4	5	4	5
2018-07-13	$23.75	$0.00	88.2%	25.3%	20.3%	25.9%	0.0%	4.6%	-22.8%	-47	116	-45	1.25	151.86	N/A	N/A	4	5	4	5
2018-07-16	$24.05	$0.00	86.9%	24.9%	20.8%	24.9%	0.0%	5.2%	-29.7%	-49	-243	-44	1.25	148.65	N/A	N/A	4	5	4	5
2018-07-17	$24.05	$0.00	88.3%	25.3%	17.8%	26.0%	0.0%	4.5%	-30.8%	-50	-237	-43	1.25	151.86	N/A	N/A	4	5	4	5
2018-07-18	$24.11	$0.00	89.7%	25.7%	16.9%	27.1%	0.0%	4.4%	-31.6%	-50	-305	-43	1.25	151.86	N/A	N/A	4	5	4	5
2018-07-19	$24.00	$0.00	91.4%	26.2%	16.6%	28.4%	0.0%	4.4%	-33.2%	-49	-170	-43	1.25	151.86	N/A	N/A	4	5	4	5
2018-07-20	$24.22	$0.00	92.7%	26.6%	16.7%	29.4%	0.0%	4.2%	-33.7%	-51	-435	-43	1.25	151.86	N/A	N/A	4	5	4	5
2018-07-23	$24.59	$0.00	97.4%	27.9%	17.5%	33.2%	0.0%	4.1%	-36.3%	-56	-888	-43	1.25	150.96	N/A	N/A	4	5	4	5
2018-07-24	$24.38	$0.00	99.8%	28.6%	17.7%	35.1%	138.1%	4.3%	-38.8%	-52	-634	-42	0.83	150.96	N/A	N/A	6	5	4	5
2018-07-25	$24.09	$30.00	102.5%	29.4%	18.1%	37.3%	144.1%	-60.7%	-41.8%	2	-1.4K	-47	0.83	151.86	N/A	N/A	6	5	6	5
2018-07-26	$24.11	$30.00	104.7%	30.0%	17.4%	39.1%	147.2%	5.4%	-43.7%	-11	-1.3K	-46	0.83	151.86	N/A	N/A	6	5	6	5
2018-07-27	$23.58	$30.00	114.4%	32.8%	19.0%	46.8%	156.6%	-78.1%	-39.9%	1	-598	-45	0.83	151.86	N/A	N/A	6	5	6	5
2018-07-30	$23.05	$30.00	125.3%	35.9%	20.1%	55.5%	175.9%	1.4%	-49.9%	11	-88	-44	0.83	153.18	N/A	N/A	6	5	6	5
2018-07-31	$22.64	$30.00	130.4%	37.4%	20.7%	59.5%	186.4%	-4.9%	-55.6%	12	468	-43	0.83	155.05	N/A	N/A	6	5	6	5