CYD Options History — July 2018

In July 2018, CYD traded between $18.70 and $22.06. ATM implied volatility averaged 42.0%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 0.8% (HV 20d: 41.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2018-07-02: Highest Volume — 2,184 contracts
  • 2018-07-31: Largest IV spike — 43.5% change
  • 2018-07-31: Highest IV Rank — 100.0%
  • 2018-07-31: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.15$18.70$22.06$21.70$20.07
Max Pain$22.26$20.00$22.50$20.00$22.50
ATM IV42.0%31.8%66.6%32.1%66.6%
Expected Move12.2%9.1%19.1%9.2%19.1%
HV 20d41.1%27.2%49.3%49.3%31.0%
HV 60d42.3%41.7%42.8%42.7%42.8%
IV Rank44.9%13.0%100.0%14.2%100.0%
IV Percentile63.3%4.4%100.0%5.6%100.0%
Term Structure-4.6%-41.5%8.8%8.8%-41.5%
VWIV40.4%26.2%57.8%31.3%57.8%
Skew 25d3.4%0.3%11.9%2.0%11.9%
Skew 10d4.4%-6.9%20.8%6.4%17.1%
Call IV 25d40.9%30.8%45.9%32.8%44.1%
Put IV 25d44.3%34.2%56.0%34.8%56.0%
Bid-Ask Spread %31.6819.7169.4331.6263.24
Gamma HHI0.280.210.490.360.34
Net GEX31.7K-625137.0K137.0K17.7K
Net DEX434.0K-2.1M2.0M-2.0M649.6K
Net VEX-7.6K-14.5K-4.1K-14.5K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.312.470.312.42
Total Volume1,099.9524862,1842,184537
Total OI4,710.5713,5096,8136,8133,540

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$21.70$20.0032.1%9.2%49.3%14.2%31.3%2.0%8.8%137.0K-2.0M-14.5K0.3131.62N/AN/A1,6675174,7632,050
2018-07-03$22.06$20.0031.8%9.1%48.0%13.0%29.7%3.4%4.4%112.1K-2.1M-13.0K0.5027.32N/AN/A1,0505293,8962,040
2018-07-05$21.21$22.5033.7%10.9%49.0%19.4%26.2%7.1%3.9%58.8K-934.6K-11.7K0.4820.97N/AN/A1,0074813,6422,028
2018-07-06$20.93$22.5036.5%11.1%48.1%28.3%39.8%1.7%-2.6%51.6K-441.5K-10.5K0.4932.85N/AN/A9694733,6181,895
2018-07-09$20.84$22.5035.9%11.4%45.9%26.4%39.5%0.3%-1.5%48.4K-291.5K-9.8K0.7322.55N/AN/A6134503,1261,882
2018-07-10$20.61$22.5036.3%11.4%45.7%27.6%39.5%2.6%-0.6%43.2K51.3K-9.4K0.4619.71N/AN/A1,0144673,1391,882
2018-07-11$21.07$22.5040.2%11.5%43.6%40.4%41.0%2.7%-2.3%38.8K-405.6K-9.8K0.5429.05N/AN/A8944823,1111,896
2018-07-12$20.78$22.5040.0%11.5%43.6%39.7%40.1%3.3%-2.0%32.2K-5.7K-9.0K0.7222.33N/AN/A6975023,0561,907
2018-07-13$20.75$22.5040.1%11.5%43.5%40.0%40.0%2.6%-2.2%31.4K70.4K-8.9K0.7221.94N/AN/A6975023,0441,927
2018-07-16$19.99$22.5042.9%12.3%45.3%49.1%46.8%1.1%-4.1%19.0K994.3K-7.2K0.7220.53N/AN/A7055063,0441,922
2018-07-17$19.79$22.5042.6%12.2%41.9%48.2%41.9%2.4%-3.4%17.5K1.3M-6.8K0.7220.20N/AN/A7055063,1171,915
2018-07-18$19.68$22.5042.1%12.1%38.3%46.6%42.3%0.7%-3.2%18.9K1.4M-6.3K0.7037.96N/AN/A7245063,1171,915
2018-07-19$19.44$22.5042.4%12.2%38.4%47.6%36.5%1.4%-3.5%17.1K1.7M-5.4K0.6926.25N/AN/A7094863,1931,887
2018-07-20$19.16$22.5042.4%12.1%38.4%47.5%41.4%5.5%-1.7%6.4K2.0M-4.7K0.8669.43N/AN/A6545613,1891,889
2018-07-23$18.83$22.5045.5%13.0%37.9%57.6%44.3%1.5%-8.0%6971.2M-4.7K1.6027.74N/AN/A2584132,3021,207
2018-07-24$18.70$22.5045.6%13.1%37.8%58.0%39.9%3.8%-3.2%-6251.3M-4.1K2.4722.70N/AN/A1674132,3221,205
2018-07-25$19.13$22.5045.8%13.1%38.9%58.6%40.2%5.5%-8.6%3141.3M-4.4K2.0025.41N/AN/A2074132,3401,205
2018-07-26$19.60$22.5044.3%12.7%40.6%53.8%39.0%2.2%-5.5%7.3K991.3K-5.2K2.1927.14N/AN/A1904162,3501,205
2018-07-27$19.41$22.5048.1%13.8%30.8%66.1%43.2%5.3%-12.1%6.0K1.1M-5.0K1.8163.85N/AN/A1873392,3701,210
2018-07-30$19.36$22.5046.4%13.3%27.2%60.7%48.7%4.6%-8.1%2.4K1.2M-4.3K2.1032.40N/AN/A1573292,3691,207
2018-07-31$20.07$22.5066.6%19.1%31.0%100.0%57.8%11.9%-41.5%17.7K649.6K-5.5K2.4263.24N/AN/A1573802,3811,159