CYD Options History — May 2018

In May 2018, CYD traded between $19.10 and $23.23. ATM implied volatility averaged 43.7%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 14.5% (HV 20d: 29.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2018-05-11: Highest Volume — 1,169 contracts
  • 2018-05-25: Largest IV spike — 25.7% change
  • 2018-05-08: Highest IV Rank — 96.9%
  • 2018-05-01: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.88$19.10$23.23$20.83$23.23
Max Pain$20.23$20.00$22.50$22.50$20.00
ATM IV43.7%32.1%57.4%51.0%42.5%
Expected Move12.2%9.2%14.6%14.6%12.2%
HV 20d29.2%20.0%45.4%31.1%45.4%
HV 60d34.9%31.0%38.2%36.4%38.2%
IV Rank54.5%14.0%96.9%77.7%48.0%
IV Percentile69.4%6.0%99.6%98.8%79.0%
Term Structure-6.0%-14.5%-0.7%-0.7%-14.5%
VWIV42.4%23.5%66.0%43.9%66.0%
Skew 25d2.6%-17.2%20.1%-4.5%-0.4%
Skew 10d7.2%-21.0%30.3%1.0%4.0%
Call IV 25d37.0%23.0%50.6%50.6%30.3%
Put IV 25d39.6%21.0%49.8%46.1%29.9%
Bid-Ask Spread %33.1512.7076.8936.7112.70
Gamma HHI0.430.280.530.520.53
Net GEX39.4K10.4K76.3K44.4K76.3K
Net DEX-17.5K-1.3M687.2K-230.5K-1.3M
Net VEX-5.6K-8.0K-3.9K-5.6K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.160.730.330.17
Total Volume718.1364491,169612732
Total OI3,230.5912,5394,1363,0813,018

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$20.83$22.5051.0%14.6%31.1%77.7%43.9%-4.5%-0.7%44.4K-230.5K-5.6K0.3336.71N/AN/A4611512,572509
2018-05-02$20.78$22.5050.7%14.5%30.6%76.7%46.5%-4.8%-3.2%41.8K-162.2K-5.4K0.3018.96N/AN/A5071512,563509
2018-05-03$20.33$20.0051.4%13.6%30.7%79.0%46.8%1.6%-6.0%38.2K-11.1K-4.6K0.3025.55N/AN/A5071512,651509
2018-05-04$20.50$20.0055.4%13.6%31.0%90.9%45.7%6.2%-5.5%43.2K-100.3K-5.1K0.2927.15N/AN/A5271512,671509
2018-05-07$20.69$20.0056.0%13.9%30.4%92.6%44.6%6.2%-5.4%45.9K-170.6K-5.1K0.3024.21N/AN/A4981512,741509
2018-05-08$20.63$20.0057.4%14.2%27.1%96.9%49.0%7.2%-7.5%44.1K-131.7K-5.0K0.3030.20N/AN/A5301602,741509
2018-05-09$21.21$20.0049.8%14.3%28.8%74.1%53.2%0.4%-12.7%58.7K-364.0K-5.6K0.2732.52N/AN/A6001602,791520
2018-05-10$21.17$20.0043.4%12.4%26.4%55.0%38.1%8.2%-4.8%57.7K-303.6K-5.3K0.2331.51N/AN/A6641562,806520
2018-05-11$21.20$20.0038.5%11.0%26.4%40.5%35.4%6.4%-4.6%56.3K-148.6K-4.6K0.7376.89N/AN/A6744952,890517
2018-05-14$21.10$20.0040.5%11.6%26.2%46.4%35.4%-0.5%-7.0%42.2K215.2K-6.3K0.2943.95N/AN/A6741982,935857
2018-05-15$20.74$20.0040.5%11.6%25.6%46.4%31.1%14.0%-7.8%19.1K311.6K-5.8K0.2840.86N/AN/A6741922,935823
2018-05-16$20.42$20.0040.2%11.5%22.3%45.3%37.7%-0.1%-3.6%10.4K549.3K-5.4K0.3139.15N/AN/A6742102,935898
2018-05-17$20.74$20.0039.9%11.4%22.4%44.4%38.6%1.1%-3.7%16.3K419.4K-5.8K0.2415.06N/AN/A6951682,935915
2018-05-18$20.80$20.0038.5%11.0%22.5%40.5%35.9%4.6%-4.2%28.7K320.5K-6.2K0.2431.10N/AN/A6951683,194942
2018-05-21$20.51$20.0037.9%10.9%22.0%38.7%36.6%2.9%-3.5%26.1K280.0K-5.6K0.2350.08N/AN/A365851,812727
2018-05-22$20.15$20.0038.5%11.0%20.0%40.5%23.5%-4.7%-4.7%21.0K490.8K-4.9K0.2432.50N/AN/A362871,924747
2018-05-23$19.66$20.0037.7%10.8%21.4%38.0%36.0%-15.5%-6.3%13.8K687.2K-4.1K0.1632.50N/AN/A559891,927750
2018-05-24$19.10$20.0032.1%9.2%22.8%14.0%39.6%-17.2%-6.3%16.8K642.0K-3.9K0.1841.87N/AN/A559992,073767
2018-05-25$20.86$20.0040.3%11.6%39.9%40.9%40.6%20.1%-5.9%43.9K80.4K-5.9K0.2522.83N/AN/A4641152,173781
2018-05-29$21.94$20.0036.3%10.4%43.7%27.7%51.3%15.9%-4.0%54.3K-553.6K-7.5K0.2438.57N/AN/A4861182,153799
2018-05-30$22.67$20.0041.8%12.0%44.9%45.6%57.1%9.2%-9.3%67.8K-910.7K-7.8K0.2324.39N/AN/A5191182,181835
2018-05-31$23.23$20.0042.5%12.2%45.4%48.0%66.0%-0.4%-14.5%76.3K-1.3M-8.0K0.1712.70N/AN/A6271052,186832