CHFN Options History — August 2018 In August 2018, CHFN traded between $23.22 and $24.82. ATM implied volatility averaged 84.8%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 65.2% (HV 20d: 19.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.91.
Notable Days 2018-08-01 : Highest Volume — 11 contracts2018-08-07 : Largest IV spike — 98.2% change2018-08-01 : Highest IV Rank — 61.1%2018-08-01 : Largest Expected Move — 37.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.28 $23.22 $24.82 $23.22 $24.80 Max Pain $25.65 $25.00 $30.00 $30.00 $25.00 ATM IV 84.8% 51.2% 185.1% 132.3% 65.1% Expected Move 18.4% 14.2% 37.9% 37.9% 18.7% HV 20d 19.6% 10.4% 24.0% 22.7% 10.4% HV 60d 19.5% 18.5% 20.3% 19.9% 18.6% IV Rank 10.6% 0.0% 61.1% 61.1% 11.8% IV Percentile 8.5% 0.0% 77.4% 77.4% 7.9% Term Structure -36.6% -60.1% -24.6% -54.5% -37.5% VWIV 45.6% 21.8% 194.4% 184.3% 22.3% Skew 25d -34.7% -130.6% 8.3% 5.3% -35.8% Skew 10d -20.0% -159.5% 59.0% -159.5% -13.3% Call IV 25d 108.3% 69.7% 182.2% 178.2% 123.5% Put IV 25d 73.6% 17.5% 183.5% 183.5% 87.7% Bid-Ask Spread % 141.97 134.44 155.05 155.05 141.98 Gamma HHI 0.65 0.39 0.79 0.41 0.79 Net GEX -435 -802 8 -20 -802 Net DEX 338 -763 1.3K 224 -125 Net VEX -36 -43 -31 -43 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.83 1.00 0.83 1.00 Total Volume 10.565 10 11 11 10 Total OI 10.565 10 11 11 10
Daily Data (23 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 2018-08-01 $23.22 $30.00 132.3% 37.9% 22.7% 61.1% 184.3% 5.3% -54.5% -20 224 -43 0.83 155.05 N/A N/A 6 5 6 5 2018-08-02 $23.64 $30.00 95.1% 27.3% 23.9% 31.4% 184.7% -130.6% -54.6% 8 -638 -43 0.83 150.06 N/A N/A 6 5 6 5 2018-08-03 $23.41 $30.00 86.4% 24.8% 24.0% 24.5% 194.4% -11.9% -60.1% -35 231 -42 0.83 153.18 N/A N/A 6 5 6 5 2018-08-06 $23.59 $25.00 78.7% 22.2% 22.5% 17.3% 26.7% -64.8% -29.2% -53 284 -41 0.83 139.04 N/A N/A 6 5 6 5 2018-08-07 $23.88 $25.00 156.0% 14.2% 22.7% 0.0% 25.9% -55.2% -35.1% -54 -191 -41 0.83 138.32 N/A N/A 6 5 6 5 2018-08-08 $24.03 $25.00 164.0% 15.1% 22.8% 2.3% 24.5% -3.8% -35.0% -381 1.1K -38 0.83 141.30 N/A N/A 6 5 6 5 2018-08-09 $24.04 $25.00 173.9% 15.1% 21.6% 2.4% 23.7% -4.8% -35.7% -401 1.1K -38 0.83 141.99 N/A N/A 6 5 6 5 2018-08-10 $24.26 $25.00 185.1% 15.0% 21.3% 2.2% 24.4% -8.2% -35.6% -419 473 -38 0.83 142.40 N/A N/A 6 5 6 5 2018-08-13 $24.24 $25.00 51.2% 14.7% 20.8% 1.3% 29.4% 5.8% -38.2% -64 -763 -39 0.83 141.51 N/A N/A 6 5 6 5 2018-08-14 $24.41 $25.00 53.8% 15.4% 21.0% 3.3% 24.5% -12.3% -38.4% -488 715 -36 0.83 142.00 N/A N/A 6 5 6 5 2018-08-15 $24.22 $25.00 56.0% 16.1% 21.2% 4.9% 25.9% -8.3% -40.2% -446 1.2K -36 0.83 140.96 N/A N/A 6 5 6 5 2018-08-16 $24.41 $25.00 54.9% 15.7% 21.3% 4.1% 24.1% -13.5% -40.4% -510 784 -36 0.83 141.81 N/A N/A 6 5 6 5 2018-08-17 $24.42 $25.00 55.2% 15.8% 21.0% 4.3% 23.5% -14.6% -41.4% -533 817 -35 0.83 142.21 N/A N/A 6 5 6 5 2018-08-20 $24.48 $25.00 57.3% 16.4% 20.3% 5.9% 24.3% -83.4% -24.6% -547 656 -35 1.00 137.93 N/A N/A 5 5 5 5 2018-08-21 $24.81 $25.00 55.9% 16.0% 20.6% 4.8% 23.3% -52.2% -24.6% -608 -398 -34 1.00 134.44 N/A N/A 5 5 5 5 2018-08-22 $24.79 $25.00 56.7% 16.3% 20.1% 5.5% 23.5% -25.6% -25.5% -622 -300 -34 1.00 141.31 N/A N/A 5 5 5 5 2018-08-23 $24.75 $25.00 58.4% 16.7% 20.1% 6.8% 24.7% -52.1% -26.6% -588 -189 -34 1.00 137.06 N/A N/A 5 5 5 5 2018-08-24 $24.82 $25.00 57.9% 16.6% 18.1% 6.4% 22.8% -89.4% -27.5% -669 -352 -34 1.00 138.38 N/A N/A 5 5 5 5 2018-08-27 $24.59 $25.00 62.3% 17.9% 16.1% 9.8% 23.5% -96.1% -31.9% -662 529 -33 1.00 137.92 N/A N/A 5 5 5 5 2018-08-28 $24.43 $25.00 64.8% 18.6% 14.5% 11.7% 24.4% 8.3% -34.0% -620 1.1K -32 1.00 142.25 N/A N/A 5 5 5 5 2018-08-29 $24.43 $25.00 64.7% 18.5% 12.2% 11.5% 21.8% -23.4% -35.6% -712 1.3K -31 1.00 141.57 N/A N/A 5 5 5 5 2018-08-30 $24.72 $25.00 64.1% 18.4% 11.3% 11.1% 22.0% -32.5% -36.0% -785 188 -31 1.00 142.73 N/A N/A 5 5 5 5 2018-08-31 $24.80 $25.00 65.1% 18.7% 10.4% 11.8% 22.3% -35.8% -37.5% -802 -125 -31 1.00 141.98 N/A N/A 5 5 5 5
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