CYD Options History — April 2014

In April 2014, CYD traded between $20.07 and $21.44. ATM implied volatility averaged 42.0%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 18.5% (HV 20d: 23.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.78.

Notable Days

  • 2014-04-04: Highest Volume — 948 contracts
  • 2014-04-10: Largest IV spike — 60.8% change
  • 2014-04-29: Highest IV Rank — 61.0%
  • 2014-04-29: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.95$20.07$21.44$21.44$20.14
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV42.0%25.5%50.7%34.0%50.5%
Expected Move12.8%9.0%14.5%9.7%14.5%
HV 20d23.5%18.9%28.5%21.0%26.6%
HV 60d35.3%33.6%39.3%39.3%33.7%
IV Rank44.9%14.7%61.0%30.2%60.7%
IV Percentile66.8%6.3%94.0%31.3%92.5%
Term Structure-3.8%-10.5%16.5%7.1%-10.5%
VWIV46.5%25.8%55.7%25.8%50.2%
Skew 25d3.1%-11.9%12.5%2.3%-0.2%
Skew 10d7.5%-10.2%31.8%6.7%8.6%
Call IV 25d43.4%33.0%58.9%34.0%58.9%
Put IV 25d46.5%35.9%58.6%36.4%58.6%
Bid-Ask Spread %80.6065.3698.2793.4279.57
Gamma HHI0.370.250.540.380.45
Net GEX-46.9K-83.9K-29.8K-48.4K-40.2K
Net DEX848.7K683.7K1.2M690.6K1.2M
Net VEX-6.2K-7.7K-5.0K-7.7K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.780.0010.000.890.00
Total Volume63.85709483450
Total OI2,584.8572,2752,7912,7712,519

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-01$21.44$22.5034.0%9.7%21.0%30.2%25.8%2.3%7.1%-48.4K690.6K-7.7K0.8993.42N/AN/A18168471,924
2014-04-02$21.17$22.5036.1%10.3%21.5%34.2%0.0%2.7%8.1%-55.7K852.4K-7.6K0.0093.32N/AN/A308471,940
2014-04-03$20.87$22.5031.6%9.0%18.9%25.9%0.0%3.4%16.5%-59.7K955.3K-7.4K0.0098.27N/AN/A808471,940
2014-04-04$21.43$22.5029.1%11.9%20.3%21.3%45.4%6.6%-3.2%-51.9K770.5K-7.5K7.3965.54N/AN/A1138358511,940
2014-04-07$21.25$22.5033.9%13.4%20.5%30.2%47.2%7.0%-5.0%-49.6K742.8K-7.0K0.1068.56N/AN/A1018391,856
2014-04-08$21.27$22.5025.5%12.5%20.5%14.7%0.0%6.6%-3.7%-49.2K738.2K-6.8K0.0066.79N/AN/A108481,856
2014-04-09$21.31$22.5027.1%11.9%20.5%17.6%0.0%4.9%-2.4%-49.4K695.4K-6.8K0.0072.10N/AN/A008481,856
2014-04-10$21.30$22.5043.5%12.5%20.5%47.9%0.0%5.2%-3.7%-48.2K733.1K-6.7K0.0070.13N/AN/A008481,856
2014-04-11$21.01$22.5046.5%13.3%21.1%53.2%0.0%4.9%-4.4%-58.3K819.5K-6.5K0.0065.36N/AN/A008481,856
2014-04-14$21.04$22.5045.9%13.2%21.1%52.2%0.0%4.4%-4.3%-57.7K856.8K-6.3K0.0079.15N/AN/A008481,856
2014-04-15$20.58$22.5046.3%13.3%21.9%53.0%0.0%2.4%-4.6%-83.9K1.0M-6.2K0.0081.76N/AN/A008481,856
2014-04-16$21.24$22.5046.4%13.3%24.9%53.2%0.0%0.7%-8.4%-48.0K763.6K-5.9K10.0082.57N/AN/A1108161,803
2014-04-17$21.32$22.5044.5%12.8%24.9%49.6%0.0%7.0%-5.0%-43.2K736.1K-6.0K0.0089.03N/AN/A008171,813
2014-04-21$21.32$22.5045.4%13.0%24.8%51.3%45.1%12.5%-7.8%-29.8K683.7K-5.5K1.3084.98N/AN/A10137831,492
2014-04-22$20.81$22.5048.8%14.0%26.3%57.5%0.0%2.0%-8.9%-32.1K805.2K-5.4K0.2788.43N/AN/A3087931,493
2014-04-23$21.16$22.5048.9%14.0%26.8%57.7%46.1%4.3%-8.1%-29.8K727.4K-5.5K0.5086.51N/AN/A218231,499
2014-04-24$20.92$22.5048.0%13.8%26.9%56.1%0.0%1.3%-6.8%-32.0K795.9K-5.4K0.0087.01N/AN/A008231,499
2014-04-25$20.11$22.5047.6%13.6%28.5%55.2%48.3%-11.9%-6.9%-35.7K1.1M-5.0K4.4389.55N/AN/A231028231,499
2014-04-28$20.07$22.5050.6%14.5%28.4%60.8%55.1%-3.8%-8.7%-42.0K1.2M-5.1K0.0881.41N/AN/A5048431,596
2014-04-29$20.28$22.5050.7%14.5%27.1%61.0%55.7%2.7%-8.5%-39.8K1.1M-5.2K0.0069.06N/AN/A3208931,600
2014-04-30$20.14$22.5050.5%14.5%26.6%60.7%50.2%-0.2%-10.5%-40.2K1.2M-5.0K0.0079.57N/AN/A5009191,600