CYD Options History — February 2019 In February 2019, CYD traded between $15.79 and $19.10. ATM implied volatility averaged 39.0%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 11.4% (HV 20d: 27.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.12.
Notable Days 2019-02-15 : Highest Volume — 226 contracts2019-02-26 : Largest IV drop — 31.4% change2019-02-25 : Highest IV Rank — 53.9%2019-02-25 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.63 $15.79 $19.10 $16.84 $19.10 Max Pain $15.28 $15.00 $17.50 $17.50 $15.00 ATM IV 39.0% 29.1% 48.3% 34.9% 29.1% Expected Move 11.5% 8.4% 13.9% 11.0% 8.4% HV 20d 27.6% 21.8% 32.8% 28.1% 32.8% HV 60d 38.6% 34.8% 41.2% 41.1% 34.8% IV Rank 30.5% 5.6% 53.9% 20.1% 5.6% IV Percentile 44.8% 2.4% 87.3% 24.2% 2.4% Term Structure -1.7% -20.2% 11.0% -1.5% 11.0% VWIV 37.9% 28.1% 46.5% 42.3% 31.3% Skew 25d 1.1% -3.9% 7.8% 2.2% 2.4% Skew 10d 5.6% -6.8% 17.6% 4.4% -6.8% Call IV 25d 37.9% 23.6% 44.5% 38.5% 23.6% Put IV 25d 39.0% 23.5% 47.7% 40.8% 26.0% Bid-Ask Spread % 85.88 72.81 106.55 82.37 106.55 Gamma HHI 0.45 0.18 0.77 0.54 0.20 Net GEX 16.5K -6.5K 57.6K 18.4K -675 Net DEX -752.4K -1.5M 15.6K -1.5M -209.2K Net VEX -1.5K -2.0K -912 -1.7K -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 0.55 0.00 0.55 Total Volume 77.526 0 226 181 62 Total OI 1,802.526 789 2,686 2,397 856
Daily Data (19 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 2019-02-01 $16.84 $0.00 34.9% 11.0% 28.1% 20.1% 0.0% 2.2% -1.5% 18.4K -1.5M -1.7K 0.00 82.37 N/A N/A 181 0 1,308 1,089 2019-02-04 $16.72 $0.00 32.6% 11.3% 28.4% 14.4% 0.0% 7.8% -0.7% 22.5K -1.5M -1.7K 0.00 86.49 N/A N/A 100 0 1,319 1,089 2019-02-05 $16.47 $0.00 32.9% 11.7% 29.4% 15.1% 0.0% 5.1% -2.7% 36.0K -1.4M -2.0K 0.00 84.24 N/A N/A 100 0 1,419 1,089 2019-02-06 $16.38 $0.00 40.5% 11.6% 28.7% 34.2% 0.0% 5.4% -1.6% 30.5K -1.4M -1.7K 0.00 85.75 N/A N/A 0 2 1,419 1,089 2019-02-07 $16.05 $0.00 40.2% 11.5% 29.3% 33.5% 0.0% -1.1% -0.6% 57.6K -1.3M -1.8K 0.04 82.14 N/A N/A 57 2 1,419 1,091 2019-02-08 $15.80 $0.00 40.3% 11.5% 30.2% 33.6% 0.0% -1.8% -0.5% 52.5K -965.1K -1.9K 0.01 79.99 N/A N/A 150 2 1,315 1,091 2019-02-11 $15.88 $0.00 41.5% 11.9% 27.1% 36.7% 0.0% -2.8% 0.6% 49.7K -1.0M -1.7K 0.00 72.81 N/A N/A 0 0 1,445 1,091 2019-02-12 $15.91 $0.00 40.3% 11.5% 27.1% 33.6% 0.0% -2.5% -0.8% 34.4K -1.1M -1.6K 0.07 80.18 N/A N/A 150 10 1,445 1,091 2019-02-13 $15.85 $0.00 39.9% 11.4% 27.3% 32.7% 0.0% -2.4% -0.3% 25.5K -1.1M -1.5K 0.10 80.92 N/A N/A 150 15 1,595 1,091 2019-02-14 $15.79 $0.00 39.3% 11.3% 27.3% 31.1% 42.3% -3.9% -0.5% 12.6K -1.2M -1.4K 0.10 81.31 N/A N/A 152 15 1,595 1,062 2019-02-15 $15.96 $17.50 40.7% 11.7% 27.0% 34.6% 40.3% -0.5% -1.2% -6.5K -1.2M -1.4K 0.12 79.36 N/A N/A 202 24 1,597 1,062 2019-02-19 $16.19 $15.00 43.1% 12.4% 27.3% 40.7% 0.0% 0.5% 7.9% -3.4K 15.6K -1.4K 0.00 81.74 N/A N/A 2 0 162 627 2019-02-20 $16.32 $15.00 44.3% 12.7% 23.1% 43.8% 28.1% 2.2% -6.2% -3.3K 2.5K -1.4K 0.00 88.65 N/A N/A 7 0 164 627 2019-02-21 $16.16 $15.00 40.7% 11.7% 22.4% 34.7% 39.3% -1.8% -1.8% -3.1K 8.4K -1.4K 0.14 89.07 N/A N/A 7 1 169 627 2019-02-22 $16.68 $15.00 44.8% 12.8% 22.4% 45.0% 42.5% 7.7% -6.4% -3.2K -20.6K -1.4K 0.14 87.69 N/A N/A 7 1 169 628 2019-02-25 $16.98 $15.00 48.3% 13.9% 21.8% 53.9% 0.0% -1.0% -10.1% -3.0K -53.2K -1.2K 0.00 81.79 N/A N/A 1 0 169 630 2019-02-26 $18.23 $15.00 33.2% 9.5% 31.9% 15.7% 32.7% 6.9% 2.3% -2.2K -139.8K -912 0.22 96.79 N/A N/A 9 2 170 630 2019-02-27 $18.72 $15.00 34.9% 10.0% 32.7% 20.0% 46.5% -0.9% -20.2% -1.3K -165.9K -920 0.55 103.95 N/A N/A 40 22 177 632 2019-02-28 $19.10 $15.00 29.1% 8.4% 32.8% 5.6% 31.3% 2.4% 11.0% -675 -209.2K -1.0K 0.55 106.55 N/A N/A 40 22 204 652
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