CYD Options History — April 2019

In April 2019, CYD traded between $15.93 and $18.05. ATM implied volatility averaged 41.7%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 5.8% (HV 20d: 35.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2019-04-26: Highest Volume — 140 contracts
  • 2019-04-05: Largest IV spike — 130.7% change
  • 2019-04-05: Highest IV Rank — 74.1%
  • 2019-04-25: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.03$15.93$18.05$16.14$16.67
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV41.7%25.1%79.0%25.1%47.7%
Expected Move12.0%9.4%17.8%10.6%13.7%
HV 20d35.9%32.3%38.7%33.7%37.9%
HV 60d35.0%34.4%36.1%35.0%36.1%
IV Rank22.9%0.0%74.1%0.0%31.2%
IV Percentile50.8%0.0%99.6%0.0%84.1%
Term Structure2.2%-32.6%26.5%4.9%-7.3%
VWIV42.7%26.7%72.1%26.7%45.2%
Skew 25d1.5%-29.7%13.6%3.1%8.4%
Skew 10d7.9%-45.0%35.6%2.3%19.6%
Call IV 25d37.3%22.0%69.5%22.0%42.3%
Put IV 25d38.8%25.1%50.7%25.1%50.7%
Bid-Ask Spread %99.4984.39118.5496.49100.11
Gamma HHI0.250.200.320.310.24
Net GEX-860-6.4K3.3K-6.4K3.3K
Net DEX-77.0K-186.5K90.4K80.4K-95.2K
Net VEX-1.2K-1.6K-1.0K-1.2K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.300.070.20
Total Volume53.23801400120
Total OI910.198451,1128451,112

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$16.14$17.5025.1%10.6%33.7%0.0%0.0%3.1%4.9%-6.4K80.4K-1.2K0.0096.49N/AN/A00172673
2019-04-02$15.93$17.5033.0%11.0%33.2%10.9%0.0%13.6%9.4%-6.4K90.4K-1.2K0.0084.39N/AN/A00172673
2019-04-03$16.32$17.5026.6%11.0%33.9%2.2%0.0%5.2%-1.9%-5.7K60.0K-1.1K0.0790.53N/AN/A1047172673
2019-04-04$16.85$17.5034.2%12.3%35.1%12.6%26.7%10.2%18.0%-2.3K-67.6K-1.6K0.0797.43N/AN/A1077279673
2019-04-05$17.07$17.5079.0%10.6%35.5%74.1%41.9%-29.7%14.0%-2.3K-81.6K-1.6K0.0794.89N/AN/A1077279673
2019-04-08$17.23$17.5031.2%10.8%35.1%8.5%0.0%11.0%-0.2%-1.3K-105.3K-1.3K0.0086.11N/AN/A300279673
2019-04-09$16.50$17.5040.4%11.0%37.3%21.1%0.0%11.2%-2.3%-3.0K-15.9K-1.3K0.0093.90N/AN/A300249673
2019-04-10$16.70$17.5037.9%10.9%36.8%17.6%39.9%9.8%-1.2%-2.8K-30.7K-1.3K0.0697.04N/AN/A322249673
2019-04-11$16.91$17.5038.1%10.9%36.7%18.0%40.6%12.0%1.3%-2.5K-53.6K-1.2K0.0693.51N/AN/A322251675
2019-04-12$16.62$17.5038.6%11.1%37.3%18.6%43.4%11.4%13.2%-1.2K-73.7K-1.2K1.2598.83N/AN/A3240252646
2019-04-15$17.09$17.5039.8%11.4%36.5%20.2%29.9%0.1%-1.5%-1.5K-77.1K-1.2K0.00101.41N/AN/A30252646
2019-04-16$17.73$17.5037.8%10.8%38.5%17.6%41.1%8.0%1.1%-533-138.2K-1.1K0.57106.06N/AN/A74252646
2019-04-17$18.05$17.5039.4%11.3%38.6%19.7%45.1%-5.0%-0.2%1.5K-170.4K-1.1K0.6195.05N/AN/A2314254648
2019-04-18$18.01$17.5040.3%11.6%38.7%21.0%43.0%-3.6%-2.8%3.0K-186.5K-1.1K1.30104.64N/AN/A2330264638
2019-04-22$17.65$17.5032.7%9.4%34.3%10.5%33.4%-9.9%26.5%2.1K-154.7K-1.0K0.08106.84N/AN/A262255610
2019-04-23$17.84$17.5056.9%16.3%32.3%43.7%72.1%-5.5%-32.6%2.8K-180.9K-1.0K0.06109.99N/AN/A332259610
2019-04-24$17.61$17.5038.3%11.0%32.6%18.3%35.9%-8.8%5.9%2.0K-141.9K-1.1K0.33112.21N/AN/A93263610
2019-04-25$16.77$17.5062.0%17.8%36.9%50.8%59.0%-18.2%19.9%2.0K-123.3K-1.0K0.18118.54N/AN/A173261611
2019-04-26$16.83$17.5044.4%12.7%36.9%26.6%45.2%-0.1%-5.5%-571-52.7K-1.0K0.20100.85N/AN/A11723261611
2019-04-29$17.09$17.5053.1%15.2%36.8%38.6%0.0%7.7%-11.8%1.8K-98.7K-1.2K0.20100.57N/AN/A10020361631
2019-04-30$16.67$17.5047.7%13.7%37.9%31.2%0.0%8.4%-7.3%3.3K-95.2K-1.6K0.20100.11N/AN/A10020461651