CYD Options History — April 2018

In April 2018, CYD traded between $20.69 and $23.01. ATM implied volatility averaged 43.6%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 6.4% (HV 20d: 37.1%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2018-04-30: Highest Volume — 612 contracts
  • 2018-04-10: Largest IV spike — 43.9% change
  • 2018-04-30: Highest IV Rank — 72.3%
  • 2018-04-30: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.61$20.69$23.01$21.06$20.86
Max Pain$22.86$22.50$25.00$25.00$22.50
ATM IV43.6%28.4%49.2%45.5%49.2%
Expected Move12.9%12.0%14.1%13.0%14.1%
HV 20d37.1%31.1%41.6%38.2%31.2%
HV 60d36.6%35.4%37.6%35.5%37.3%
IV Rank56.0%10.3%72.3%63.0%72.3%
IV Percentile85.3%3.6%97.6%95.2%97.6%
Term Structure-1.8%-6.4%5.1%1.2%-1.7%
VWIV44.0%39.5%50.1%45.3%50.1%
Skew 25d1.6%-3.1%12.7%2.9%-0.4%
Skew 10d1.8%-17.5%15.1%4.0%-17.5%
Call IV 25d43.4%36.5%47.4%41.7%44.6%
Put IV 25d45.0%40.5%49.2%44.6%44.2%
Bid-Ask Spread %39.1419.1071.6442.0730.16
Gamma HHI0.580.450.740.550.45
Net GEX48.9K34.7K72.9K37.7K34.7K
Net DEX-501.7K-1.2M-46.0K-322.7K-46.0K
Net VEX-7.1K-8.4K-5.0K-7.4K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.331.501.470.33
Total Volume348.476270612319612
Total OI2,973.2862,8813,0712,8962,881

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$21.06$25.0045.5%13.0%38.2%63.0%45.3%2.9%1.2%37.7K-322.7K-7.4K1.4742.07N/AN/A1291902,320576
2018-04-03$20.93$25.0043.4%12.4%37.1%56.9%43.6%-1.2%2.7%37.5K-250.4K-7.2K1.5035.26N/AN/A1291942,320576
2018-04-04$21.25$25.0045.9%13.2%37.5%64.1%43.7%5.9%-2.0%40.8K-353.5K-7.6K1.5044.57N/AN/A1291942,320576
2018-04-05$21.60$22.5038.7%12.5%38.0%43.6%40.6%2.2%-2.8%45.1K-455.2K-7.7K1.5042.69N/AN/A1291942,320576
2018-04-06$21.55$22.5041.5%12.8%36.7%51.6%45.0%2.3%-1.0%43.7K-466.6K-7.7K1.0137.96N/AN/A1931942,320576
2018-04-09$21.09$22.5028.4%13.2%36.7%10.3%42.0%3.9%-4.7%35.4K-235.8K-6.7K1.4750.43N/AN/A1241822,369576
2018-04-10$21.86$22.5040.9%12.9%38.0%47.5%46.0%1.9%-2.3%48.6K-652.3K-8.0K1.0428.12N/AN/A1731802,369576
2018-04-11$21.53$22.5043.4%12.5%38.0%55.1%41.3%-0.4%-1.4%45.5K-500.5K-7.6K0.8964.82N/AN/A2031802,443574
2018-04-12$22.18$22.5043.8%12.5%39.6%56.1%43.7%2.8%-1.4%55.2K-724.3K-8.0K0.9839.23N/AN/A1831802,443574
2018-04-13$22.16$22.5044.2%12.7%39.4%57.4%39.5%0.5%-3.1%57.2K-812.5K-8.2K0.9638.71N/AN/A1871802,442574
2018-04-16$21.90$22.5044.5%12.8%39.1%58.3%42.5%-2.4%-3.8%54.7K-664.2K-7.5K0.6825.60N/AN/A2301572,442574
2018-04-17$22.30$22.5043.6%12.5%39.4%55.6%42.5%0.6%-2.7%60.8K-840.8K-7.8K0.9719.62N/AN/A1621572,482576
2018-04-18$23.01$22.5042.9%12.3%40.5%53.5%40.9%4.6%-1.4%72.9K-1.2M-8.4K1.0119.10N/AN/A1621642,495576
2018-04-19$22.44$22.5043.0%12.3%41.6%53.9%44.6%-3.1%-2.6%61.6K-890.3K-7.9K1.0154.72N/AN/A1621642,495565
2018-04-20$22.35$22.5043.8%12.6%41.3%56.3%44.3%3.2%-3.1%67.1K-824.9K-7.6K0.7524.84N/AN/A2191642,495560
2018-04-23$21.89$22.5041.9%12.0%36.2%50.6%42.0%1.8%-0.5%60.6K-574.1K-6.6K1.0536.53N/AN/A1441512,474459
2018-04-24$21.20$22.5046.3%13.3%36.8%63.8%45.4%-1.1%5.1%46.4K-286.3K-5.8K1.2722.65N/AN/A1191512,480509
2018-04-25$21.19$22.5049.0%14.1%32.4%71.8%46.9%0.8%-3.0%44.8K-203.7K-5.7K1.2755.06N/AN/A1191512,477509
2018-04-26$20.85$22.5046.7%13.4%31.3%64.9%46.8%-2.8%-2.1%40.0K-148.7K-5.4K1.2638.24N/AN/A1201512,477509
2018-04-27$20.69$22.5048.1%13.8%31.1%69.1%47.1%12.7%-6.4%36.4K-48.6K-5.0K0.5871.64N/AN/A2611512,475509
2018-04-30$20.86$22.5049.2%14.1%31.2%72.3%50.1%-0.4%-1.7%34.7K-46.0K-5.0K0.3330.16N/AN/A4611512,372509