CYD Options History — October 2014

In October 2014, CYD traded between $17.50 and $18.40. ATM implied volatility averaged 36.0%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 10.9% (HV 20d: 25.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.08.

Notable Days

  • 2014-10-08: Highest Volume — 421 contracts
  • 2014-10-08: Largest IV spike — 22.0% change
  • 2014-10-15: Highest IV Rank — 50.1%
  • 2014-10-15: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.95$17.50$18.40$18.24$18.20
Max Pain$18.15$17.50$20.00$20.00$17.50
ATM IV36.0%27.4%45.3%29.7%37.5%
Expected Move8.9%8.4%9.8%8.6%8.8%
HV 20d25.1%19.8%29.5%19.8%24.6%
HV 60d19.4%18.1%20.6%18.3%19.6%
IV Rank32.4%15.9%50.1%20.4%35.3%
IV Percentile45.9%19.0%78.2%24.6%55.6%
Term Structure-3.2%-7.9%6.6%-2.6%-3.9%
VWIV31.1%28.7%33.2%29.2%31.0%
Skew 25d-1.1%-9.3%6.3%-3.5%-2.6%
Skew 10d1.8%-7.9%18.6%3.4%-0.1%
Call IV 25d37.1%27.1%46.2%29.6%41.5%
Put IV 25d36.0%26.1%40.7%26.1%38.9%
Bid-Ask Spread %70.8353.5381.0561.1777.85
Gamma HHI0.330.290.390.320.36
Net GEX3.5K-8.4K7.4K-8.4K6.2K
Net DEX153.8K-2.2K341.1K341.1K-2.2K
Net VEX-2.4K-2.7K-1.9K-1.9K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.002.820.101.19
Total Volume190.6094421112147
Total OI1,286.5229931,3799931,379

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$18.24$20.0029.7%8.6%19.8%20.4%29.2%-3.5%-2.6%-8.4K341.1K-1.9K0.1061.17N/AN/A10210522471
2014-10-02$17.96$20.0027.4%8.6%20.1%15.9%28.7%3.3%6.6%-3.5K330.8K-2.1K0.0054.27N/AN/A40613481
2014-10-03$17.97$20.0027.4%8.4%19.8%15.9%0.0%-2.9%1.7%-3.9K324.1K-2.1K0.0559.40N/AN/A402615481
2014-10-06$17.78$20.0030.5%8.7%19.8%21.9%0.0%0.0%-1.5%-1.5K294.2K-2.1K0.0056.91N/AN/A180655481
2014-10-07$17.76$20.0030.0%9.1%19.8%20.8%31.8%6.3%-3.2%-256292.6K-2.1K0.0059.13N/AN/A120673481
2014-10-08$18.40$20.0036.5%8.8%24.8%33.4%30.5%4.4%-3.5%274199.3K-2.2K1.0553.53N/AN/A205216685481
2014-10-09$17.91$17.5032.7%8.9%25.8%26.1%30.9%1.6%-4.2%6.1K147.3K-2.6K1.3658.07N/AN/A173236826501
2014-10-10$17.53$17.5037.2%9.2%26.4%34.6%30.9%2.1%-5.9%5.1K240.9K-2.7K1.3058.37N/AN/A182236835531
2014-10-13$17.66$17.5044.9%9.2%26.7%49.5%31.3%-4.0%-6.9%5.3K221.0K-2.7K1.7477.86N/AN/A137239829531
2014-10-14$17.75$17.5041.8%9.2%26.1%43.4%31.1%-1.1%-7.9%6.0K194.1K-2.7K1.7480.81N/AN/A137239829534
2014-10-15$17.50$17.5045.3%9.8%26.2%50.1%31.0%5.1%-3.6%4.9K268.3K-2.5K2.8273.04N/AN/A79223832534
2014-10-16$18.06$17.5041.0%9.3%29.5%41.9%33.2%-3.3%-7.3%6.8K136.0K-2.7K0.0075.02N/AN/A70832538
2014-10-17$18.18$17.5037.3%9.2%29.2%34.9%0.0%-2.0%-4.2%7.2K115.8K-2.7K0.6774.76N/AN/A3020835538
2014-10-20$17.90$17.5035.7%9.2%29.1%31.8%31.7%-4.8%-0.8%7.4K47.9K-2.5K2.0778.42N/AN/A74153815469
2014-10-21$18.00$17.5036.4%9.2%29.3%33.1%32.0%0.1%-4.9%6.4K41.4K-2.6K2.0081.03N/AN/A74148817491
2014-10-22$17.98$17.5036.6%8.7%28.1%33.6%30.4%-2.8%-2.5%5.8K53.7K-2.6K1.6477.72N/AN/A78128828507
2014-10-23$18.03$17.5036.5%8.8%26.2%33.3%31.2%0.1%-3.0%6.6K21.7K-2.5K1.0878.78N/AN/A112121829497
2014-10-24$18.15$17.5035.9%8.9%25.7%32.2%31.8%-1.2%-3.4%5.5K29.0K-2.5K1.7475.50N/AN/A70122821509
2014-10-27$17.93$17.5035.8%8.8%25.8%31.9%31.8%-9.3%-1.4%4.0K75.9K-2.4K1.5175.92N/AN/A70106827526
2014-10-28$18.00$17.5036.1%8.7%25.3%32.6%32.8%-3.0%-3.1%3.9K71.6K-2.4K0.7480.05N/AN/A9369827527
2014-10-29$18.03$17.5038.2%8.8%24.7%36.5%29.8%-4.3%-4.2%5.8K37.1K-2.5K1.0381.05N/AN/A6769851527
2014-10-30$17.96$17.5038.0%8.6%24.1%36.2%31.6%-4.3%-5.1%5.6K55.8K-2.4K1.0380.39N/AN/A6769852527
2014-10-31$18.20$17.5037.5%8.8%24.6%35.3%31.0%-2.6%-3.9%6.2K-2.2K-2.4K1.1977.85N/AN/A6780852527