CHFN Options History — September 2018

In September 2018, CHFN traded between $24.91 and $24.91. ATM implied volatility averaged 80.8%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 71.9% (HV 20d: 8.9%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 1.00.

Notable Days

2018-09-04: Highest Volume — 10 contracts
2018-09-17: Largest IV drop — 54.5% change
2018-09-14: Highest IV Rank — 47.2%
2018-09-14: Largest Expected Move — 32.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.91	$24.91	$24.91	$24.91	$24.91
Max Pain	$24.17	$22.50	$25.00	$25.00	$22.50
ATM IV	80.8%	50.8%	111.6%	71.7%	58.6%
Expected Move	22.3%	15.6%	32.0%	20.6%	15.6%
HV 20d	8.9%	7.9%	10.2%	10.2%	7.9%
HV 60d	17.1%	15.9%	18.5%	18.5%	15.9%
IV Rank	21.5%	3.6%	47.2%	16.9%	3.9%
IV Percentile	18.3%	2.4%	56.7%	9.1%	2.8%
Term Structure	-57.0%	-141.8%	-27.0%	-45.9%	-141.8%
VWIV	35.5%	25.1%	43.8%	25.1%	43.8%
Skew 25d	-5.3%	-41.5%	9.4%	-40.4%	9.4%
Skew 10d	22.1%	-10.6%	36.5%	-10.3%	36.5%
Call IV 25d	113.5%	99.2%	141.4%	137.2%	106.8%
Put IV 25d	108.2%	96.9%	116.2%	96.9%	116.2%
Bid-Ask Spread %	153.94	142.46	183.33	142.46	183.33
Gamma HHI	0.78	0.77	0.79	0.79	0.77
Net GEX	-769	-785	-751	-769	-783
Net DEX	-587	-656	-538	-579	-618
Net VEX	-27	-30	-22	-30	-22
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	10	10	10	10	10
Total OI	10	10	10	10	10

Daily Data (11 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
2018-09-04	$24.91	$25.00	71.7%	20.6%	10.2%	16.9%	25.1%	-40.4%	-45.9%	-769	-579	-30	1.00	142.46	N/A	N/A	5	5	5	5
2018-09-05	$24.91	$25.00	73.9%	21.2%	9.6%	18.6%	25.9%	-41.5%	-48.7%	-769	-574	-29	1.00	142.46	N/A	N/A	5	5	5	5
2018-09-06	$24.91	$0.00	76.3%	21.2%	9.5%	18.6%	0.0%	8.6%	-27.0%	-769	-568	-29	1.00	149.70	N/A	N/A	5	5	5	5
2018-09-07	$24.91	$0.00	79.0%	21.5%	9.5%	19.3%	0.0%	8.8%	-27.6%	-770	-563	-28	1.00	149.70	N/A	N/A	5	5	5	5
2018-09-10	$24.91	$0.00	89.1%	22.3%	9.2%	21.4%	0.0%	9.1%	-29.8%	-770	-548	-27	1.00	149.70	N/A	N/A	5	5	5	5
2018-09-11	$24.91	$0.00	93.4%	22.6%	9.1%	22.2%	0.0%	9.2%	-30.5%	-770	-543	-27	1.00	149.70	N/A	N/A	5	5	5	5
2018-09-12	$24.91	$0.00	79.7%	22.9%	8.9%	23.0%	0.0%	9.4%	-31.4%	-769	-538	-26	1.00	149.70	N/A	N/A	5	5	5	5
2018-09-13	$24.91	$25.00	104.4%	29.9%	8.3%	41.7%	36.1%	0.0%	-130.1%	-752	-656	-26	1.00	146.64	N/A	N/A	5	5	5	5
2018-09-14	$24.91	$25.00	111.6%	32.0%	7.9%	47.2%	38.6%	0.0%	-141.8%	-751	-652	-25	1.00	146.64	N/A	N/A	5	5	5	5
2018-09-17	$24.91	$22.50	50.8%	15.6%	7.9%	3.6%	43.5%	0.0%	0.0%	-785	-622	-23	1.00	183.33	N/A	N/A	5	5	5	5
2018-09-18	$24.91	$22.50	58.6%	15.6%	7.9%	3.9%	43.8%	0.0%	0.0%	-783	-618	-22	1.00	183.33	N/A	N/A	5	5	5	5