CYD Options History — May 2015

In May 2015, CYD traded between $18.80 and $20.63. ATM implied volatility averaged 32.0%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 9.8% (HV 20d: 22.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.21.

Notable Days

  • 2015-05-29: Highest Volume — 360 contracts
  • 2015-05-22: Largest IV spike — 64.4% change
  • 2015-05-05: Highest IV Rank — 56.0%
  • 2015-05-01: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.67$18.80$20.63$19.88$18.80
Max Pain$20.13$20.00$22.50$22.50$20.00
ATM IV32.0%22.8%43.4%38.4%29.6%
Expected Move8.3%6.5%11.0%11.0%8.5%
HV 20d22.2%15.3%28.6%16.0%28.1%
HV 60d21.0%18.9%23.1%19.5%23.1%
IV Rank33.5%10.7%56.0%44.6%30.4%
IV Percentile51.6%2.0%92.5%86.9%52.4%
Term Structure-2.5%-14.9%3.2%-8.4%-6.4%
VWIV28.9%23.0%37.8%37.8%25.3%
Skew 25d1.6%-5.8%25.8%-0.1%7.3%
Skew 10d2.4%-6.1%36.0%-0.0%6.7%
Call IV 25d28.5%20.3%38.6%35.4%28.6%
Put IV 25d30.1%21.1%50.1%35.3%35.9%
Bid-Ask Spread %93.3260.91102.6194.8492.77
Gamma HHI0.430.300.540.530.40
Net GEX-5.1K-10.0K1.9K-10.0K-9.6K
Net DEX263.5K88.5K493.7K233.7K493.7K
Net VEX-2.2K-2.7K-1.9K-2.0K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.613.583.401.22
Total Volume189.750360211360
Total OI951.156091,106961926

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$19.88$22.5038.4%11.0%16.0%44.6%37.8%-0.1%-8.4%-10.0K233.7K-2.0K3.4094.84N/AN/A48163269692
2015-05-04$20.08$20.0042.2%8.8%15.3%53.3%0.0%-5.8%-2.6%-9.5K162.0K-1.9K0.0088.66N/AN/A00269679
2015-05-05$20.07$20.0043.4%8.8%15.3%56.0%30.8%-5.5%-0.3%-9.4K206.3K-1.9K3.5488.51N/AN/A48170269699
2015-05-06$20.03$20.0041.8%8.5%15.3%52.4%29.8%-4.6%0.5%-7.9K217.4K-1.9K2.9690.09N/AN/A48142269709
2015-05-07$20.25$20.0028.1%7.9%15.8%20.8%27.6%-2.2%0.3%-1.1K173.5K-1.9K2.4092.54N/AN/A75180269711
2015-05-08$19.95$20.0034.8%7.3%16.5%36.2%0.0%0.9%3.2%-2.3K196.6K-2.1K1.0099.37N/AN/A22310718
2015-05-11$20.15$20.0031.8%7.3%16.8%29.4%25.6%1.9%2.0%1.8K155.0K-2.0K0.9197.33N/AN/A3229312716
2015-05-12$19.68$20.0032.1%7.0%18.6%37.7%23.8%2.5%2.6%826304.9K-2.1K1.6298.11N/AN/A86139338757
2015-05-13$19.99$20.0024.1%6.9%19.6%14.5%23.5%3.9%2.0%1.9K250.4K-2.1K1.6297.76N/AN/A86139338767
2015-05-14$20.63$20.0024.6%7.1%22.2%15.9%23.0%4.6%2.2%-3.3K88.5K-2.1K1.8197.95N/AN/A77139338767
2015-05-15$19.90$20.0025.3%7.2%25.1%17.9%24.9%-0.3%1.5%-5.3K361.4K-2.2K1.3497.07N/AN/A7398339767
2015-05-18$19.48$20.0025.9%7.4%26.0%19.6%25.9%-4.7%-1.5%-6.7K120.0K-2.0K0.6199.78N/AN/A12375246363
2015-05-19$19.17$20.0026.0%7.5%26.2%20.0%0.0%-3.2%-2.3%-1.4K173.1K-2.4K1.8884.44N/AN/A1732358432
2015-05-20$19.46$20.0024.4%7.0%26.9%15.4%24.0%25.8%-0.8%-3.0K192.7K-2.5K2.8160.91N/AN/A47132367480
2015-05-21$19.62$20.0022.8%6.5%26.7%10.7%23.0%0.1%1.1%-2.1K161.9K-2.7K3.5890.96N/AN/A43154369500
2015-05-22$18.98$20.0037.5%10.7%28.2%53.0%35.8%-5.8%-14.2%-6.6K410.2K-2.7K2.4897.40N/AN/A69171372542
2015-05-26$19.13$20.0034.8%10.0%28.3%45.4%36.9%6.9%-6.9%-9.6K478.7K-2.4K2.87102.61N/AN/A69198351558
2015-05-27$19.21$20.0035.1%10.1%28.4%46.3%35.9%8.1%-14.9%-9.8K441.3K-2.5K2.8798.60N/AN/A69198351578
2015-05-28$18.95$20.0036.5%10.5%28.6%50.4%37.6%1.6%-7.9%-8.6K448.3K-2.6K3.0996.77N/AN/A64198350578
2015-05-29$18.80$20.0029.6%8.5%28.1%30.4%25.3%7.3%-6.4%-9.6K493.7K-2.5K1.2292.77N/AN/A162198348578