CYD Options History — December 2018

In December 2018, CYD traded between $12.04 and $14.10. ATM implied volatility averaged 40.6%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 7.2% (HV 20d: 47.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 2.50.

Notable Days

2018-12-24: Highest Volume — 612 contracts
2018-12-10: Largest IV spike — 47.2% change
2018-12-19: Highest IV Rank — 55.9%
2018-12-19: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.95	$12.04	$14.10	$14.02	$12.45
Max Pain	$12.75	$10.00	$15.00	$15.00	$10.00
ATM IV	40.6%	28.0%	49.1%	35.0%	47.3%
Expected Move	11.7%	8.0%	14.1%	10.0%	13.6%
HV 20d	47.8%	36.5%	50.5%	49.1%	36.5%
HV 60d	41.9%	40.5%	43.8%	40.7%	43.7%
IV Rank	34.4%	2.8%	55.9%	20.4%	51.3%
IV Percentile	54.3%	1.6%	88.9%	28.6%	84.5%
Term Structure	1.3%	-8.4%	13.8%	-2.8%	-2.7%
VWIV	53.2%	25.8%	101.2%	41.0%	75.4%
Skew 25d	2.3%	-3.4%	9.9%	2.6%	3.1%
Skew 10d	1.0%	-57.5%	29.3%	-57.5%	5.1%
Call IV 25d	36.8%	26.3%	43.6%	43.0%	40.0%
Put IV 25d	39.1%	29.7%	45.7%	45.6%	43.1%
Bid-Ask Spread %	97.69	86.06	109.59	102.59	97.15
Gamma HHI	0.47	0.34	0.60	0.49	0.34
Net GEX	5.9K	-1.5K	11.7K	6.3K	2.5K
Net DEX	76.8K	-9.1K	257.1K	35.9K	257.1K
Net VEX	-1.3K	-1.9K	-766	-1.1K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.50	0.00	16.94	0.00	6.50
Total Volume	146.1	0	612	30	150
Total OI	1,138.65	805	1,603	805	1,603

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-12-03	$14.02	$15.00	35.0%	10.0%	49.1%	20.4%	41.0%	2.6%	-2.8%	6.3K	35.9K	-1.1K	0.00	102.59	N/A	N/A	30	0	509	296
2018-12-04	$14.10	$15.00	31.0%	8.9%	49.2%	10.2%	25.8%	4.7%	11.9%	7.4K	26.3K	-1.1K	0.00	104.90	N/A	N/A	32	0	509	296
2018-12-05	$14.08	$15.00	28.0%	8.0%	49.2%	2.8%	27.0%	0.6%	11.2%	7.3K	33.7K	-1.1K	0.00	106.13	N/A	N/A	32	0	509	296
2018-12-06	$13.92	$15.00	31.0%	11.4%	49.2%	10.2%	0.0%	4.2%	0.7%	5.8K	52.1K	-1.1K	0.00	95.43	N/A	N/A	0	0	511	296
2018-12-07	$13.78	$15.00	31.7%	9.1%	47.9%	12.0%	0.0%	8.6%	13.8%	6.1K	42.7K	-1.1K	0.00	104.94	N/A	N/A	32	0	511	296
2018-12-10	$13.07	$15.00	46.6%	12.2%	50.1%	49.7%	0.0%	-1.9%	-3.7%	551	138.7K	-842	0.00	87.13	N/A	N/A	0	0	511	296
2018-12-11	$13.01	$15.00	41.1%	12.2%	49.2%	35.8%	0.0%	-2.1%	-1.0%	428	139.9K	-836	0.00	86.06	N/A	N/A	0	0	511	296
2018-12-12	$13.32	$15.00	39.1%	11.2%	49.9%	30.6%	0.0%	4.6%	2.4%	2.2K	114.3K	-875	0.00	92.16	N/A	N/A	0	0	511	296
2018-12-13	$13.00	$15.00	43.2%	12.4%	50.4%	41.1%	0.0%	-3.2%	0.7%	-1.5K	161.9K	-766	0.00	87.64	N/A	N/A	550	0	511	296
2018-12-14	$12.82	$15.00	42.1%	12.1%	50.5%	38.2%	0.0%	9.9%	2.1%	11.7K	-9.1K	-1.7K	0.00	94.94	N/A	N/A	550	0	1,061	296
2018-12-17	$12.17	$15.00	46.3%	13.3%	48.4%	48.8%	36.9%	4.6%	0.1%	8.1K	50.2K	-1.4K	0.00	93.96	N/A	N/A	55	0	1,061	296
2018-12-18	$12.21	$10.00	42.0%	12.1%	48.6%	38.1%	51.5%	0.3%	2.8%	7.3K	62.3K	-1.4K	0.09	90.62	N/A	N/A	57	5	1,118	296
2018-12-19	$12.04	$10.00	49.1%	14.1%	45.1%	55.9%	101.2%	-2.4%	-2.5%	8.2K	14.2K	-1.5K	0.09	109.59	N/A	N/A	57	5	1,118	291
2018-12-20	$12.38	$10.00	41.0%	11.7%	45.8%	35.4%	50.2%	-1.0%	3.7%	8.2K	55.6K	-1.4K	0.18	100.98	N/A	N/A	57	10	1,118	291
2018-12-21	$12.37	$10.00	42.4%	12.2%	45.8%	39.1%	54.0%	0.1%	0.6%	6.9K	68.2K	-1.4K	0.18	99.13	N/A	N/A	57	10	1,118	294
2018-12-24	$12.23	$10.00	45.8%	13.1%	45.7%	47.4%	69.5%	1.4%	-3.7%	6.3K	94.5K	-1.2K	0.01	97.77	N/A	N/A	607	5	1,021	294
2018-12-26	$12.81	$10.00	45.5%	13.0%	49.5%	46.7%	0.0%	7.8%	2.5%	10.5K	3.5K	-1.5K	0.00	91.73	N/A	N/A	10	0	1,021	294
2018-12-27	$12.76	$10.00	45.6%	13.1%	48.8%	47.0%	0.0%	8.0%	-0.7%	8.9K	24.6K	-1.4K	16.94	102.59	N/A	N/A	17	288	1,031	294
2018-12-28	$12.54	$10.00	38.0%	10.9%	46.4%	27.8%	75.4%	-3.4%	-8.4%	5.3K	170.2K	-1.9K	16.00	108.39	N/A	N/A	18	288	1,031	569
2018-12-31	$12.45	$10.00	47.3%	13.6%	36.5%	51.3%	0.0%	3.1%	-2.7%	2.5K	257.1K	-1.8K	6.50	97.15	N/A	N/A	20	130	1,034	569