CYD Options History — May 2014

In May 2014, CYD traded between $20.18 and $22.05. ATM implied volatility averaged 41.4%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 9.4% (HV 20d: 32.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2014-05-28: Highest Volume — 167 contracts
  • 2014-05-16: Largest IV spike — 34.1% change
  • 2014-05-09: Highest IV Rank — 82.5%
  • 2014-05-02: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.07$20.18$22.05$20.18$20.84
Max Pain$21.55$20.00$22.50$22.50$20.00
ATM IV41.4%26.7%62.4%51.2%33.8%
Expected Move10.5%7.7%14.9%14.7%9.7%
HV 20d32.0%26.1%35.5%26.4%33.4%
HV 60d30.0%26.6%33.3%33.3%27.2%
IV Rank44.2%17.2%82.5%62.0%30.3%
IV Percentile54.8%8.7%97.6%94.8%28.2%
Term Structure-1.1%-12.6%4.9%-10.8%-2.5%
VWIV37.9%27.9%56.0%56.0%27.9%
Skew 25d5.0%-4.4%13.6%-4.4%6.5%
Skew 10d6.5%-4.6%23.7%1.3%4.5%
Call IV 25d35.3%26.1%60.4%60.4%28.4%
Put IV 25d40.3%30.6%57.9%56.0%34.8%
Bid-Ask Spread %84.9468.1497.7077.2196.67
Gamma HHI0.400.280.460.430.41
Net GEX-17.5K-39.6K6.0K-38.0K6.0K
Net DEX581.5K198.0K1.1M1.1M198.0K
Net VEX-4.2K-5.2K-3.4K-5.2K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.006.200.060.00
Total Volume38.571016714
Total OI2,143.5711,3142,7322,5671,625

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-05-01$20.18$22.5051.2%14.7%26.4%62.0%0.0%-4.4%-10.8%-38.0K1.1M-5.2K0.0077.21N/AN/A019671,600
2014-05-02$20.19$22.5052.1%14.9%26.1%63.6%56.0%2.8%-12.6%-36.2K1.1M-5.1K0.0677.77N/AN/A5039671,601
2014-05-05$20.97$20.0058.2%12.2%28.0%74.8%0.0%13.6%-3.6%-31.3K714.4K-5.0K3.3379.32N/AN/A3109781,603
2014-05-06$20.57$20.0056.0%12.0%28.6%70.7%41.6%1.7%-1.2%-37.7K893.3K-4.8K0.6772.37N/AN/A329791,608
2014-05-07$20.43$20.0057.7%11.9%28.6%73.8%43.7%0.3%-0.6%-39.6K999.6K-4.6K0.0069.76N/AN/A0209821,610
2014-05-08$20.57$20.0059.8%12.0%28.8%77.6%0.0%1.3%-0.9%-38.8K891.5K-4.7K0.0068.51N/AN/A0109821,630
2014-05-09$20.65$20.0062.4%11.4%28.9%82.5%0.0%5.2%0.7%-38.3K872.3K-4.6K0.5068.14N/AN/A219821,640
2014-05-12$21.90$20.0044.5%11.5%35.5%49.6%34.9%10.0%-0.3%-27.3K391.9K-4.2K2.3787.55N/AN/A19459841,640
2014-05-13$22.05$22.5036.3%10.2%35.5%34.9%40.0%9.1%1.1%-26.4K361.4K-4.0K0.4895.11N/AN/A23119851,683
2014-05-14$21.57$22.5036.7%8.0%35.5%35.7%41.2%6.9%1.9%-24.8K561.8K-3.8K0.3388.99N/AN/A45159931,694
2014-05-15$21.51$22.5030.4%8.7%33.8%24.0%33.1%1.6%2.6%-25.3K644.4K-3.8K1.6392.03N/AN/A24391,0161,697
2014-05-16$21.20$22.5040.7%11.7%34.2%43.1%32.0%7.8%-4.8%-22.3K724.3K-3.6K6.2085.96N/AN/A5311,0261,706
2014-05-19$21.48$22.5027.5%7.9%34.6%18.6%38.2%13.0%3.8%-5.6K459.3K-3.6K0.2386.17N/AN/A9422473841
2014-05-20$21.46$22.5027.9%8.0%33.3%19.3%0.0%12.6%4.9%-2.2K398.2K-3.9K0.0082.11N/AN/A580562863
2014-05-21$21.82$22.5035.4%10.2%33.3%33.4%0.0%8.6%4.8%2.6K329.2K-4.1K0.0092.30N/AN/A100620863
2014-05-22$21.63$22.5026.7%7.7%33.2%17.2%41.3%5.7%1.9%4.3K393.4K-3.4K0.1691.72N/AN/A6711620863
2014-05-23$20.75$22.5030.8%8.8%33.5%24.7%30.4%-1.8%1.0%2.5K306.4K-3.8K1.5090.62N/AN/A46619874
2014-05-27$20.81$22.5035.2%10.1%33.5%32.8%0.0%1.2%-7.2%3.2K323.9K-3.9K0.0094.21N/AN/A00619880
2014-05-28$20.97$22.5031.9%9.2%33.4%26.8%32.1%2.0%-0.3%3.8K305.4K-3.8K0.9489.45N/AN/A8681619880
2014-05-29$20.83$20.0034.6%9.9%33.4%31.8%0.0%0.7%-1.8%4.2K276.8K-4.1K0.0097.70N/AN/A05698943
2014-05-30$20.84$20.0033.8%9.7%33.4%30.3%27.9%6.5%-2.5%6.0K198.0K-4.0K0.0096.67N/AN/A40698927