CYD Options History — March 2019

In March 2019, CYD traded between $15.55 and $19.48. ATM implied volatility averaged 39.0%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 0.4% (HV 20d: 38.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2019-03-08: Highest Volume — 48 contracts
  • 2019-03-11: Largest IV spike — 179.9% change
  • 2019-03-11: Highest IV Rank — 100.0%
  • 2019-03-29: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.06$15.55$19.48$19.46$15.93
Max Pain$16.79$15.00$17.50$15.00$17.50
ATM IV39.0%26.5%97.8%34.5%38.0%
Expected Move10.9%7.6%14.6%9.9%14.6%
HV 20d38.6%32.9%44.8%33.1%32.9%
HV 60d34.9%33.3%36.8%34.9%34.9%
IV Rank18.9%0.0%100.0%19.1%16.1%
IV Percentile36.8%0.0%100.0%25.0%43.3%
Term Structure1.4%-18.1%25.4%-0.7%25.4%
VWIV51.4%35.3%90.0%55.8%39.1%
Skew 25d3.1%-25.9%22.4%-3.0%18.1%
Skew 10d8.4%-48.2%25.9%-2.0%19.1%
Call IV 25d35.2%23.3%64.8%32.3%26.2%
Put IV 25d38.3%29.3%45.7%29.3%44.3%
Bid-Ask Spread %95.3082.09109.7898.53104.96
Gamma HHI0.270.190.330.200.32
Net GEX-3.5K-6.3K-257-257-6.0K
Net DEX-40.6K-229.8K119.5K-229.5K104.7K
Net VEX-1.2K-1.5K-952-957-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.002.400.920.92
Total Volume17.3813484623
Total OI853.333827880856834

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$19.46$15.0034.5%9.9%33.1%19.1%55.8%-3.0%-0.7%-257-229.5K-9570.9298.53N/AN/A2422204652
2019-03-04$19.48$15.0035.5%10.2%33.1%21.7%0.0%2.5%2.4%-347-229.8K-9520.1495.03N/AN/A71206652
2019-03-05$18.98$15.0026.6%7.6%34.8%0.0%90.0%6.3%2.4%-555-213.9K-9950.07101.87N/AN/A141213653
2019-03-06$18.38$15.0026.5%7.6%36.7%0.0%74.5%-0.4%2.3%-1.1K-179.7K-1.1K0.06107.19N/AN/A181214653
2019-03-07$17.82$15.0028.4%8.1%38.8%4.8%83.2%2.1%1.2%-1.8K-144.5K-1.1K0.06109.78N/AN/A181218653
2019-03-08$17.85$15.0034.9%10.0%37.7%21.0%0.0%3.1%2.0%-1.6K-149.0K-1.1K1.67100.02N/AN/A1830218653
2019-03-11$17.49$17.5097.8%12.8%38.1%100.0%35.3%-21.1%-7.6%-2.0K-91.8K-1.5K0.00105.05N/AN/A05218652
2019-03-12$17.07$17.5035.8%10.8%39.5%13.0%0.0%11.2%2.0%-3.5K-79.7K-1.2K0.0092.05N/AN/A100218652
2019-03-13$16.69$17.5035.3%10.9%40.6%12.3%38.3%6.1%2.3%-3.7K-56.9K-1.3K0.3085.55N/AN/A103228652
2019-03-14$16.47$17.5050.5%13.5%40.9%33.7%42.5%-23.7%-5.1%-4.1K-53.8K-1.4K0.3093.90N/AN/A103228652
2019-03-15$16.48$17.5032.5%11.0%40.8%8.4%38.7%6.0%6.0%-4.9K-34.4K-1.3K0.1889.15N/AN/A173228652
2019-03-18$17.07$17.5035.1%10.9%42.4%12.1%0.0%-25.9%2.7%-3.7K455-1.2K2.4088.24N/AN/A512175652
2019-03-19$16.89$17.5036.0%10.8%42.5%13.4%0.0%7.3%1.2%-4.0K14.0K-1.2K1.7184.23N/AN/A712170664
2019-03-20$16.75$17.5036.9%10.7%42.6%14.6%0.0%4.6%1.3%-4.8K32.7K-1.3K1.7197.85N/AN/A712172664
2019-03-21$16.79$17.5033.3%10.7%42.4%9.6%0.0%7.4%3.6%-4.4K21.8K-1.2K1.7182.09N/AN/A712172664
2019-03-22$15.96$17.5037.0%11.0%44.7%14.7%39.5%1.0%1.2%-5.8K88.9K-1.3K1.8684.19N/AN/A713172664
2019-03-25$15.55$17.5037.3%11.3%44.8%15.1%0.0%17.2%2.4%-6.1K116.7K-1.3K0.0087.64N/AN/A30172664
2019-03-26$15.86$17.5051.9%13.9%36.2%35.7%0.0%22.4%-18.1%-3.2K2.0K-1.3K0.00105.32N/AN/A30175664
2019-03-27$15.55$17.5037.6%11.1%34.2%15.6%39.4%13.9%-0.3%-6.2K109.5K-1.3K0.0092.16N/AN/A130175664
2019-03-28$15.65$17.5037.6%11.4%33.0%15.6%40.1%9.2%1.9%-6.3K119.5K-1.2K0.0096.51N/AN/A130170664
2019-03-29$15.93$17.5038.0%14.6%32.9%16.1%39.1%18.1%25.4%-6.0K104.7K-1.4K0.92104.96N/AN/A1211170664