CYD Options History — April 2015

In April 2015, CYD traded between $20.08 and $20.87. ATM implied volatility averaged 33.7%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 12.4% (HV 20d: 21.3%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2.62.

Notable Days

  • 2015-04-13: Highest Volume — 291 contracts
  • 2015-04-06: Largest IV spike — 18.3% change
  • 2015-04-28: Highest IV Rank — 44.9%
  • 2015-04-28: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.45$20.08$20.87$20.43$20.08
Max Pain$22.26$17.50$22.50$17.50$22.50
ATM IV33.7%25.6%38.5%25.8%37.7%
Expected Move9.8%7.4%11.0%7.4%10.8%
HV 20d21.3%16.2%24.3%23.4%16.2%
HV 60d21.8%19.6%23.0%22.8%19.6%
IV Rank33.7%15.1%44.9%15.6%43.0%
IV Percentile63.7%15.9%86.1%17.1%83.3%
Term Structure-3.4%-8.2%5.7%5.7%-7.1%
VWIV30.3%20.4%39.7%26.2%36.7%
Skew 25d6.8%0.0%17.6%1.2%15.0%
Skew 10d17.1%7.1%29.3%7.7%24.4%
Call IV 25d32.4%25.6%40.5%28.7%31.8%
Put IV 25d39.1%29.8%46.8%29.8%46.8%
Bid-Ask Spread %88.2376.73102.06102.0691.69
Gamma HHI0.360.330.420.360.42
Net GEX-6.4K-9.3K-3.6K-9.3K-7.2K
Net DEX85.6K32.2K185.9K113.5K185.9K
Net VEX-2.1K-2.3K-1.7K-1.7K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.621.855.212.103.35
Total Volume188.0950291257209
Total OI909.333783957783956

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$20.43$17.5025.8%7.4%23.4%15.6%26.2%1.2%5.7%-9.3K113.5K-1.7K2.10102.06N/AN/A83174180603
2015-04-02$20.17$22.5025.6%9.1%24.0%15.1%24.1%0.0%-0.3%-7.1K95.7K-2.1K4.3788.45N/AN/A46201227603
2015-04-06$20.49$22.5030.3%9.1%24.2%26.0%22.4%1.4%-0.5%-6.7K84.2K-2.2K5.2186.01N/AN/A42219227636
2015-04-07$20.41$22.5028.9%9.2%24.3%22.7%24.6%4.2%-1.6%-7.2K91.5K-2.3K3.1785.06N/AN/A69219238657
2015-04-08$20.42$22.5032.3%9.3%21.7%30.6%0.0%4.0%-1.2%-6.1K76.3K-2.2K0.0086.59N/AN/A00251647
2015-04-09$20.50$22.5032.7%9.4%21.7%31.4%25.9%3.7%-2.2%-6.1K80.6K-2.2K2.3480.93N/AN/A85199251657
2015-04-10$20.39$22.5032.0%9.2%21.6%30.0%25.4%3.2%-2.2%-4.9K78.0K-2.3K2.3487.40N/AN/A85199272658
2015-04-13$20.50$22.5034.0%9.8%21.6%34.5%26.2%9.4%-3.0%-4.4K61.5K-2.2K2.4287.52N/AN/A85206272658
2015-04-14$20.36$22.5033.5%9.6%21.9%33.3%20.4%6.6%-0.8%-3.6K74.4K-2.3K3.2787.25N/AN/A63206272658
2015-04-15$20.35$22.5035.2%10.1%21.8%37.2%36.0%7.2%-4.0%-4.6K90.2K-2.3K2.3889.89N/AN/A45107274660
2015-04-16$20.62$22.5033.8%9.7%21.5%33.9%34.1%7.5%-3.1%-3.7K39.1K-2.2K2.6187.67N/AN/A41107276670
2015-04-17$20.30$22.5034.3%9.8%22.4%35.1%35.2%4.1%-3.0%-7.7K77.0K-2.2K2.1887.03N/AN/A49107278670
2015-04-20$20.40$22.5035.1%10.1%20.5%37.0%34.8%5.2%-5.2%-7.2K97.1K-2.1K2.0276.73N/AN/A4897260660
2015-04-21$20.53$22.5035.3%10.1%20.3%37.5%35.1%5.0%-5.4%-7.0K82.2K-2.1K1.8588.34N/AN/A4889262655
2015-04-22$20.63$22.5036.2%10.4%19.8%39.6%35.8%7.6%-5.4%-7.2K71.8K-2.1K1.8589.30N/AN/A4889252656
2015-04-23$20.87$22.5034.8%10.0%20.0%36.3%34.6%2.6%-3.2%-6.7K32.2K-1.9K1.9387.70N/AN/A4689252656
2015-04-24$20.46$22.5036.2%10.4%20.5%39.4%39.7%1.7%-5.6%-6.9K101.6K-2.0K2.1384.80N/AN/A3881254656
2015-04-27$20.57$22.5037.4%10.7%20.1%42.4%28.6%17.4%-7.7%-6.1K72.2K-2.0K2.1392.39N/AN/A3881256655
2015-04-28$20.57$22.5038.5%11.0%20.1%44.9%30.1%17.6%-8.2%-6.8K81.4K-1.9K2.4194.10N/AN/A46111256658
2015-04-29$20.47$22.5037.7%10.8%20.2%43.0%30.3%17.1%-7.6%-7.8K110.1K-2.0K2.3791.90N/AN/A46109269688
2015-04-30$20.08$22.5037.7%10.8%16.2%43.0%36.7%15.0%-7.1%-7.2K185.9K-2.1K3.3591.69N/AN/A48161269687