CYD Options History — August 2018

In August 2018, CYD traded between $18.33 and $20.35. ATM implied volatility averaged 40.5%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 7.6% (HV 20d: 32.9%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.32.

Notable Days

  • 2018-08-17: Highest Volume — 854 contracts
  • 2018-08-15: Largest IV drop — 29.7% change
  • 2018-08-09: Highest IV Rank — 94.3%
  • 2018-08-03: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.42$18.33$20.35$19.20$20.07
Max Pain$19.35$17.50$22.50$22.50$20.00
ATM IV40.5%29.3%64.4%50.0%30.2%
Expected Move10.3%8.4%14.4%14.3%8.7%
HV 20d32.9%28.8%36.2%33.1%29.8%
HV 60d41.8%37.1%44.9%43.7%37.1%
IV Rank32.7%3.8%94.3%57.3%6.3%
IV Percentile43.9%0.8%99.6%95.2%2.0%
Term Structure0.7%-11.1%12.6%12.6%2.5%
VWIV35.0%27.1%56.3%56.3%28.6%
Skew 25d4.5%-2.3%13.3%13.3%4.2%
Skew 10d7.4%-9.8%46.7%-6.2%5.2%
Call IV 25d32.1%22.6%47.6%45.4%22.8%
Put IV 25d36.7%23.0%58.7%58.7%27.0%
Bid-Ask Spread %37.3816.1382.0565.8721.94
Gamma HHI0.260.170.350.330.35
Net GEX12.1K-3.7K33.8K14.0K33.8K
Net DEX629.7K-600.0K1.8M918.2K-537.8K
Net VEX-3.8K-5.1K-2.5K-5.1K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.412.212.020.43
Total Volume545.261323854553490
Total OI2,628.3481,1103,7833,5901,434

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$19.20$22.5050.0%14.3%33.1%57.3%56.3%13.3%12.6%14.0K918.2K-5.1K2.0265.87N/AN/A1833702,3811,209
2018-08-02$19.33$22.5047.7%13.7%31.2%51.4%48.8%4.9%-8.2%4.4K1.3M-4.4K2.0247.73N/AN/A1833702,4001,219
2018-08-03$19.53$22.5050.1%14.4%31.4%57.6%53.6%6.1%-11.1%4.5K1.2M-4.3K1.9740.86N/AN/A1833612,4001,219
2018-08-06$19.61$17.5055.4%11.2%31.5%71.2%41.0%2.4%-0.7%5.7K1.1M-4.5K2.0734.71N/AN/A1743612,4001,219
2018-08-07$19.68$17.5057.5%11.3%31.5%76.4%40.7%1.9%1.6%7.5K1.1M-4.4K2.1530.40N/AN/A1793842,4001,219
2018-08-08$19.77$17.5058.6%11.7%30.2%79.4%41.4%3.5%-1.4%3.9K1.1M-4.3K2.1548.70N/AN/A1793842,4051,208
2018-08-09$19.56$17.5064.4%11.8%30.1%94.3%40.2%7.7%-3.3%2.2K1.2M-4.1K1.3464.08N/AN/A2994022,4051,208
2018-08-10$18.50$17.5048.8%11.5%35.4%54.0%35.6%1.1%-6.1%2871.6M-3.0K1.1677.92N/AN/A3093572,5011,226
2018-08-13$18.45$17.5044.8%10.3%33.4%43.8%31.9%3.8%4.4%1.3K1.8M-2.5K1.1526.38N/AN/A3003442,5121,218
2018-08-14$18.43$17.5048.9%10.1%33.3%54.5%31.2%-0.1%0.1%7291.7M-2.5K1.6216.13N/AN/A2734412,5121,179
2018-08-15$18.33$17.5034.4%9.9%33.3%17.1%33.4%2.6%2.2%-3851.6M-2.8K1.8126.62N/AN/A2734952,5621,176
2018-08-16$18.49$17.5033.0%9.5%33.5%13.4%31.6%-1.3%2.6%-3.7K1.6M-3.0K1.8416.59N/AN/A2735012,5621,210
2018-08-17$19.23$20.0029.8%8.5%36.2%5.1%30.8%7.6%6.7%9.1K1.5M-3.2K2.2133.90N/AN/A2665882,5621,221
2018-08-20$19.32$20.0032.5%9.3%35.6%12.1%31.5%8.2%-0.9%9.6K-69.2K-3.4K0.8457.95N/AN/A192162747363
2018-08-21$19.75$20.0031.1%8.9%36.2%8.5%29.9%9.9%1.0%15.1K-174.0K-3.7K0.9416.81N/AN/A173162797366
2018-08-22$19.74$20.0029.4%8.4%35.5%4.1%27.1%-2.3%2.4%16.5K-175.2K-3.5K1.0144.46N/AN/A161162809366
2018-08-23$19.53$20.0031.7%9.1%34.7%10.1%29.6%9.6%1.2%16.7K-173.4K-3.6K0.9926.10N/AN/A164162822366
2018-08-24$19.75$20.0029.3%8.4%34.7%3.8%27.7%10.1%3.9%18.1K-196.9K-3.6K0.9924.47N/AN/A164162822366
2018-08-27$20.03$20.0031.1%8.9%35.0%8.4%28.0%1.3%1.2%19.6K-256.8K-3.7K0.5018.01N/AN/A325162822366
2018-08-28$20.35$20.0030.9%8.9%33.0%7.9%28.8%5.1%1.0%32.8K-600.0K-4.5K0.4182.05N/AN/A3441421,044366
2018-08-29$20.16$20.0030.3%8.7%28.8%6.5%28.3%3.7%1.8%33.6K-529.8K-4.4K0.4316.55N/AN/A3441471,063366
2018-08-30$19.80$20.0031.1%8.9%29.6%8.6%29.6%1.0%2.0%32.0K-459.8K-4.3K0.4321.39N/AN/A3441471,063371
2018-08-31$20.07$20.0030.2%8.7%29.8%6.3%28.6%4.2%2.5%33.8K-537.8K-4.4K0.4321.94N/AN/A3431471,063371