CYD Options History — November 2018

In November 2018, CYD traded between $13.03 and $15.48. ATM implied volatility averaged 41.9%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 2.9% (HV 20d: 44.9%). Max pain ranged from $15.00 to $16.02. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.22.

Notable Days

  • 2018-11-30: Highest Volume — 657 contracts
  • 2018-11-12: Largest IV spike — 56.2% change
  • 2018-11-13: Highest IV Rank — 72.3%
  • 2018-11-02: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.49$13.03$15.48$15.45$14.04
Max Pain$15.10$15.00$16.02$16.02$15.00
ATM IV41.9%29.9%55.6%48.5%47.0%
Expected Move10.7%8.6%14.2%13.9%13.5%
HV 20d44.9%41.0%52.3%46.6%49.1%
HV 60d35.7%33.7%40.7%35.5%40.7%
IV Rank37.8%7.5%72.3%54.3%50.5%
IV Percentile54.5%4.4%97.2%90.1%84.1%
Term Structure-2.0%-12.1%2.9%-9.6%-5.2%
VWIV39.3%34.5%47.4%46.4%47.4%
Skew 25d1.1%-13.9%12.1%10.3%2.8%
Skew 10d9.5%-7.8%24.5%20.9%17.4%
Call IV 25d37.1%28.6%45.6%41.1%44.5%
Put IV 25d38.2%24.4%51.4%51.4%47.3%
Bid-Ask Spread %74.7517.60119.6489.1693.79
Gamma HHI0.350.200.660.240.48
Net GEX2.6K-5.1K15.7K14.6K-4.1K
Net DEX250.6K155.2K357.9K211.4K209.2K
Net VEX-931-1.4K-657-1.4K-714
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.220.793.592.230.79
Total Volume509.381372657507657
Total OI1,419.3335702,1092,000577

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$15.45$16.0248.5%13.9%46.6%54.3%46.4%10.3%-9.6%14.6K211.4K-1.4K2.2389.16N/AN/A1573501,514486
2018-11-02$15.44$16.0249.5%14.2%42.8%56.8%45.4%2.8%-12.1%14.4K233.5K-1.3K2.2382.16N/AN/A1573501,514486
2018-11-05$15.46$15.0054.0%11.1%42.2%68.3%38.9%0.8%-1.3%14.9K216.0K-1.3K2.2379.51N/AN/A1573501,514486
2018-11-06$15.48$15.0055.4%11.8%41.5%71.8%40.2%2.6%-1.1%15.7K217.9K-1.2K2.2337.24N/AN/A1573501,514486
2018-11-07$15.35$15.0052.0%11.2%41.0%63.2%38.9%0.7%-1.9%13.8K259.6K-1.2K2.1234.27N/AN/A1653501,514486
2018-11-08$14.81$15.0052.7%9.5%43.0%64.9%40.1%-0.8%-1.3%13.5K155.2K-1.2K1.37112.67N/AN/A2553501,522486
2018-11-09$14.35$15.0035.3%9.9%44.2%21.1%34.5%10.6%1.4%1.5K333.2K-7961.2647.43N/AN/A2813541,622443
2018-11-12$14.65$15.0055.1%11.8%43.7%71.1%41.4%7.9%-3.6%4.8K316.0K-9351.29109.15N/AN/A2813621,651448
2018-11-13$14.34$15.0055.6%9.4%44.1%72.3%38.9%-1.6%0.3%1.6K302.6K-1.1K1.31119.64N/AN/A2763621,651458
2018-11-14$14.22$15.0038.8%11.1%44.0%29.9%38.8%-7.0%-0.3%1.6K335.6K-8641.31109.40N/AN/A2763621,651458
2018-11-15$14.23$15.0035.4%10.2%43.9%21.4%36.6%3.2%2.9%400357.9K-8461.3495.63N/AN/A2763691,651455
2018-11-16$14.98$15.0034.5%9.9%48.0%19.0%34.5%12.1%2.2%-3.5K337.2K-8611.2950.12N/AN/A2763551,651449
2018-11-19$14.72$15.0035.5%10.2%48.4%21.7%35.5%-2.0%-0.4%-3.9K203.6K-8013.3832.19N/AN/A86291227343
2018-11-20$13.89$15.0031.9%9.1%52.3%12.5%37.0%6.6%-1.7%-4.5K217.6K-7313.3874.58N/AN/A86291229343
2018-11-21$14.17$15.0029.9%8.6%45.2%7.5%35.3%6.4%1.3%-4.3K212.9K-7633.3832.05N/AN/A86291229343
2018-11-23$13.98$15.0030.1%8.6%44.9%8.0%36.2%3.2%0.9%-4.5K219.3K-7233.5983.47N/AN/A81291229343
2018-11-26$14.01$15.0031.0%8.9%44.0%10.3%36.6%-11.4%0.3%-4.4K224.7K-7173.2317.60N/AN/A90291244343
2018-11-27$14.02$15.0031.7%9.1%43.5%12.0%37.5%-11.8%-2.3%-3.9K219.0K-7563.0654.94N/AN/A95291253343
2018-11-28$13.65$15.0033.2%9.5%43.6%15.8%37.7%-13.9%-7.4%-4.5K228.4K-6882.77113.68N/AN/A105291234343
2018-11-29$13.03$15.0043.5%12.5%46.2%41.6%46.5%1.1%-3.7%-5.1K252.8K-6572.77101.02N/AN/A105291244343
2018-11-30$14.04$15.0047.0%13.5%49.1%50.5%47.4%2.8%-5.2%-4.1K209.2K-7140.7993.79N/AN/A368289244333