CYD Options History — April 2017

In April 2017, CYD traded between $17.01 and $19.42. ATM implied volatility averaged 33.3%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 3.5% (HV 20d: 36.8%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.15.

Notable Days

2017-04-19: Highest Volume — 852 contracts
2017-04-06: Largest IV spike — 44.5% change
2017-04-20: Highest IV Rank — 23.7%
2017-04-20: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.14	$17.01	$19.42	$18.31	$19.42
Max Pain	$13.42	$12.50	$17.50	$17.50	$15.00
ATM IV	33.3%	23.4%	38.1%	29.2%	31.9%
Expected Move	9.7%	6.7%	10.9%	8.4%	9.1%
HV 20d	36.8%	30.5%	46.1%	46.1%	33.9%
HV 60d	34.9%	33.9%	36.5%	34.0%	36.5%
IV Rank	16.6%	1.9%	23.7%	10.5%	14.5%
IV Percentile	40.6%	1.2%	59.5%	19.8%	36.5%
Term Structure	1.2%	-3.0%	8.4%	6.9%	1.6%
VWIV	31.8%	24.7%	36.1%	26.2%	32.2%
Skew 25d	-0.5%	-12.0%	33.0%	7.2%	1.2%
Skew 10d	2.5%	-16.3%	109.0%	3.3%	1.2%
Call IV 25d	34.9%	24.6%	44.2%	24.6%	31.3%
Put IV 25d	34.4%	19.7%	61.9%	31.8%	32.4%
Bid-Ask Spread %	87.34	71.73	106.11	101.24	77.07
Gamma HHI	0.50	0.44	0.62	0.50	0.56
Net GEX	62.4K	47.5K	75.7K	70.6K	71.6K
Net DEX	-1.6M	-2.3M	-1.2M	-1.7M	-2.3M
Net VEX	-9.5K	-10.2K	-8.1K	-8.5K	-10.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.15	0.56	2.34	0.74	0.57
Total Volume	547.368	265	852	343	311
Total OI	3,143.895	2,779	3,430	2,779	3,258

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-04-03	$18.31	$17.50	29.2%	8.4%	46.1%	10.5%	26.2%	7.2%	6.9%	70.6K	-1.7M	-8.5K	0.74	101.24	N/A	N/A	197	146	2,312	467
2017-04-04	$18.47	$17.50	25.1%	7.2%	45.0%	4.4%	24.7%	-2.0%	3.9%	72.3K	-1.7M	-8.6K	0.74	104.92	N/A	N/A	197	146	2,312	467
2017-04-05	$18.16	$17.50	23.4%	6.7%	43.2%	1.9%	25.3%	-7.9%	5.6%	66.1K	-1.6M	-8.1K	0.74	106.11	N/A	N/A	197	146	2,312	467
2017-04-06	$18.64	$12.50	33.9%	10.4%	42.0%	17.5%	30.5%	33.0%	-2.5%	75.7K	-1.8M	-8.5K	2.05	92.38	N/A	N/A	222	456	2,312	467
2017-04-07	$18.66	$12.50	31.4%	9.5%	40.6%	13.8%	31.9%	1.9%	2.2%	69.2K	-1.7M	-10.1K	2.34	85.99	N/A	N/A	195	456	2,362	767
2017-04-10	$18.44	$12.50	31.6%	9.5%	40.3%	14.1%	30.8%	1.3%	2.6%	66.3K	-1.6M	-9.9K	2.20	85.65	N/A	N/A	208	457	2,362	767
2017-04-11	$18.39	$12.50	29.8%	10.6%	39.6%	11.4%	33.9%	2.5%	-1.0%	64.6K	-1.6M	-9.7K	2.22	73.76	N/A	N/A	206	457	2,364	769
2017-04-12	$17.76	$12.50	36.1%	10.3%	37.7%	20.8%	35.1%	4.1%	-1.7%	57.9K	-1.2M	-9.0K	1.27	90.84	N/A	N/A	365	462	2,350	769
2017-04-13	$17.61	$12.50	36.3%	10.4%	36.9%	21.1%	33.4%	-6.1%	-1.6%	51.4K	-1.3M	-10.0K	1.19	73.81	N/A	N/A	371	442	2,529	774
2017-04-17	$17.71	$12.50	35.0%	10.0%	36.6%	19.2%	32.9%	-5.0%	-1.1%	49.7K	-1.3M	-9.7K	1.19	96.20	N/A	N/A	371	442	2,536	776
2017-04-18	$17.68	$12.50	37.0%	10.6%	35.8%	22.2%	33.9%	-4.6%	-1.8%	50.2K	-1.3M	-9.8K	1.19	82.44	N/A	N/A	371	443	2,536	776
2017-04-19	$17.01	$12.50	34.9%	10.0%	30.5%	19.0%	35.4%	-10.7%	-1.5%	47.5K	-1.2M	-9.3K	1.09	84.72	N/A	N/A	407	445	2,536	778
2017-04-20	$17.79	$12.50	38.1%	10.9%	32.6%	23.7%	34.6%	-4.5%	-3.0%	56.8K	-1.2M	-9.6K	1.20	82.27	N/A	N/A	370	445	2,593	782
2017-04-21	$17.70	$12.50	36.4%	10.4%	32.4%	21.2%	36.1%	-10.0%	-0.3%	56.6K	-1.4M	-10.0K	0.61	83.91	N/A	N/A	208	126	2,648	782
2017-04-24	$17.73	$12.50	34.0%	9.7%	31.1%	17.6%	31.8%	-12.0%	2.4%	60.3K	-1.3M	-9.5K	0.69	82.68	N/A	N/A	157	108	2,432	767
2017-04-25	$18.08	$12.50	36.4%	10.4%	31.1%	21.3%	32.2%	0.5%	2.9%	65.2K	-1.6M	-10.0K	0.67	84.82	N/A	N/A	162	108	2,435	767
2017-04-26	$18.26	$12.50	37.5%	10.8%	31.1%	22.9%	32.6%	1.6%	1.3%	65.3K	-1.6M	-10.0K	0.63	71.73	N/A	N/A	175	111	2,441	767
2017-04-27	$18.75	$12.50	34.8%	10.0%	32.2%	18.8%	31.7%	0.1%	8.4%	67.6K	-2.0M	-10.2K	0.56	98.96	N/A	N/A	201	113	2,423	772
2017-04-28	$19.42	$15.00	31.9%	9.1%	33.9%	14.5%	32.2%	1.2%	1.6%	71.6K	-2.3M	-10.2K	0.57	77.07	N/A	N/A	198	113	2,481	777