CYD Options History — January 2019

In January 2019, CYD traded between $12.68 and $16.78. ATM implied volatility averaged 39.2%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 4.5% (HV 20d: 34.7%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 2.98.

Notable Days

  • 2019-01-04: Highest Volume — 730 contracts
  • 2019-01-31: Largest IV spike — 22.1% change
  • 2019-01-03: Highest IV Rank — 50.3%
  • 2019-01-02: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.73$12.68$16.78$12.68$16.78
Max Pain$14.45$10.00$15.00$10.00$13.52
ATM IV39.2%31.0%46.9%44.4%37.8%
Expected Move11.4%8.9%12.7%12.7%11.1%
HV 20d34.7%28.2%42.3%37.5%28.2%
HV 60d43.2%41.1%44.6%42.7%41.1%
IV Rank30.8%10.2%50.3%44.0%27.4%
IV Percentile43.5%7.5%82.9%73.4%34.1%
Term Structure2.9%-2.8%41.5%4.2%-1.7%
VWIV40.7%26.6%47.6%47.6%40.6%
Skew 25d3.9%-6.0%13.5%10.8%9.5%
Skew 10d10.7%-2.1%22.6%18.4%21.4%
Call IV 25d37.1%22.6%48.1%39.6%30.5%
Put IV 25d41.0%33.0%50.4%50.4%40.0%
Bid-Ask Spread %86.3067.82102.71102.7186.71
Gamma HHI0.650.330.810.330.59
Net GEX42.9K3.3K88.5K3.3K21.3K
Net DEX-670.4K-1.5M204.2K187.6K-1.5M
Net VEX-3.0K-4.2K-1.7K-2.0K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.980.0025.001.930.00
Total Volume168.4760730205170
Total OI2,412.0951,7162,7161,7162,380

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$12.68$10.0044.4%12.7%37.5%44.0%0.0%10.8%4.2%3.3K187.6K-2.0K1.93102.71N/AN/A701351,054662
2019-01-03$12.72$15.0046.9%12.3%37.4%50.3%47.6%-3.5%0.3%4.0K204.2K-2.2K1.1186.89N/AN/A1221351,104697
2019-01-04$13.12$15.0038.9%11.7%39.5%30.1%44.7%-1.4%1.4%20.4K115-2.7K0.7180.91N/AN/A4263041,504695
2019-01-07$13.47$15.0033.3%11.8%40.8%16.0%0.0%2.9%-1.9%25.3K-97.2K-2.5K0.0079.93N/AN/A601,504641
2019-01-08$13.90$15.0035.9%12.2%42.3%22.5%46.8%-2.3%1.5%34.5K-290.5K-2.8K0.0067.82N/AN/A13101,508641
2019-01-09$13.68$15.0042.3%12.1%37.9%38.6%39.8%6.3%-0.9%35.2K-275.1K-2.9K3.0587.59N/AN/A1314001,633641
2019-01-10$13.91$15.0042.5%12.2%38.1%39.2%42.1%0.8%-0.8%38.5K-257.8K-3.9K25.0078.19N/AN/A164001,6331,041
2019-01-11$14.51$15.0040.5%11.6%40.0%34.1%40.8%1.7%0.1%56.7K-546.7K-4.2K9.0980.01N/AN/A444001,6331,041
2019-01-14$14.61$15.0039.9%11.4%38.5%32.7%0.0%1.5%-0.3%64.3K-627.0K-3.9K0.0082.43N/AN/A501,6341,041
2019-01-15$14.66$15.0040.7%11.7%37.8%34.7%41.1%2.1%-1.6%69.6K-649.3K-3.9K0.0082.20N/AN/A701,6361,041
2019-01-16$14.82$15.0037.9%10.9%30.8%27.7%38.0%1.8%1.7%78.2K-787.5K-3.8K2.8680.93N/AN/A7201,6341,042
2019-01-17$15.05$15.0038.2%11.0%30.8%28.5%38.7%3.8%-0.8%88.5K-952.6K-3.7K10.0090.04N/AN/A6601,6341,042
2019-01-18$15.18$15.0039.6%11.4%29.4%31.9%39.0%8.6%-2.8%55.1K-1.1M-3.7K5.4592.34N/AN/A11601,6341,082
2019-01-22$14.65$15.0042.9%12.3%33.1%40.2%0.0%2.0%41.5%52.7K-578.0K-3.7K0.0087.12N/AN/A001,4921,102
2019-01-23$15.03$15.0040.5%11.6%33.5%34.1%40.9%2.6%-1.0%57.3K-789.8K-3.6K0.0086.53N/AN/A10101,4921,102
2019-01-24$15.52$15.0041.0%11.8%33.4%35.5%43.0%3.3%-1.3%52.0K-963.3K-3.3K0.1097.72N/AN/A7981,3971,102
2019-01-25$15.88$13.5236.7%10.5%31.2%24.5%40.7%11.7%2.9%47.0K-1.1M-2.8K0.3093.18N/AN/A44131,3241,094
2019-01-28$16.26$13.5237.7%10.8%31.0%27.1%0.0%13.0%1.5%37.1K-1.2M-2.5K0.0087.14N/AN/A201,2991,089
2019-01-29$16.33$13.5234.3%9.8%29.1%18.4%26.6%13.5%4.8%33.9K-1.4M-2.0K0.0092.57N/AN/A9301,2991,089
2019-01-30$16.62$13.5231.0%8.9%28.2%10.2%40.6%-6.0%14.2%25.9K-1.4M-1.9K0.0089.33N/AN/A13201,2521,089
2019-01-31$16.78$0.0037.8%11.1%28.2%27.4%0.0%9.5%-1.7%21.3K-1.5M-1.7K0.0086.71N/AN/A17001,2911,089