CYD Options History — May 2019

In May 2019, CYD traded between $13.87 and $16.41. ATM implied volatility averaged 46.0%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 9.4% (HV 20d: 36.6%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-05-09: Highest Volume — 546 contracts
  • 2019-05-17: Largest IV spike — 56.3% change
  • 2019-05-24: Highest IV Rank — 47.1%
  • 2019-05-24: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.83$13.87$16.41$16.38$13.87
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV46.0%30.2%59.3%51.3%38.3%
Expected Move12.8%8.7%17.0%14.7%11.0%
HV 20d36.6%26.0%43.1%38.2%41.8%
HV 60d37.6%36.0%41.3%36.3%37.6%
IV Rank28.8%7.1%47.1%36.2%18.2%
IV Percentile69.0%7.5%98.0%90.9%47.6%
Term Structure2.3%-23.4%37.2%-23.4%37.2%
VWIV38.6%25.1%64.9%27.5%38.7%
Skew 25d23.9%-5.6%107.5%1.7%50.4%
Skew 10d25.8%-8.9%141.9%24.3%35.2%
Call IV 25d37.0%27.2%48.7%48.7%32.9%
Put IV 25d60.9%28.1%143.5%50.4%83.3%
Bid-Ask Spread %101.4390.89114.27105.25114.27
Gamma HHI0.280.250.370.260.30
Net GEX1.2K-5.8K7.3K5.7K3.8K
Net DEX107.5K-144.5K284.2K-144.5K177.7K
Net VEX-1.7K-2.2K-1.4K-1.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.020.210.91
Total Volume1641546121214
Total OI1,680.8641,2122,0121,2122,012

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$16.38$17.5051.3%14.7%38.2%36.2%0.0%1.7%-23.4%5.7K-144.5K-1.8K0.21105.25N/AN/A10021561651
2019-05-02$16.33$17.5039.0%11.2%37.3%19.2%0.0%-0.6%-5.9%4.2K-72.7K-1.5K0.2198.44N/AN/A10021561652
2019-05-03$16.41$17.5040.6%11.6%35.4%21.4%0.0%0.3%-8.6%4.2K-79.8K-1.4K0.2198.10N/AN/A10021561652
2019-05-06$16.22$17.5057.2%14.6%35.1%44.2%27.5%12.3%-7.2%3.7K-60.7K-1.5K0.1196.34N/AN/A10011561652
2019-05-07$16.00$17.5051.1%14.1%35.1%35.8%35.4%24.0%1.2%4.2K-41.9K-1.6K0.0797.10N/AN/A30021661662
2019-05-08$15.62$17.5057.7%13.9%32.8%44.9%36.0%27.3%6.5%6.9K-53.6K-2.2K0.0898.22N/AN/A42432861682
2019-05-09$15.20$17.5056.4%14.4%33.4%43.1%49.8%9.3%-4.3%3.4K54.2K-1.9K0.3296.90N/AN/A414132985703
2019-05-10$14.95$17.5039.0%12.6%33.0%19.2%0.0%16.3%0.5%-2.1K187.2K-2.0K0.00108.79N/AN/A101,075804
2019-05-13$14.35$17.5046.0%12.7%35.0%28.9%0.0%3.7%-3.7%-4.1K284.2K-1.7K0.1491.54N/AN/A1421,075804
2019-05-14$14.16$17.5052.7%12.1%32.5%38.1%36.3%4.4%-2.3%-4.9K252.3K-1.6K0.1392.93N/AN/A284361,078758
2019-05-15$14.15$17.5031.3%9.0%27.8%8.6%0.0%104.4%-1.1%-5.8K271.8K-1.5K0.0093.89N/AN/A201,078760
2019-05-16$14.14$17.5030.2%8.7%26.0%7.1%0.0%107.5%-0.9%-3.1K283.9K-1.4K0.0095.75N/AN/A601,076760
2019-05-17$14.12$17.5047.3%13.6%26.0%30.6%64.9%19.4%5.1%-1.6K238.5K-1.5K0.33105.92N/AN/A621,072740
2019-05-20$15.26$17.5041.8%12.0%40.9%23.1%25.1%20.5%1.3%4.2K65.1K-1.8K0.0195.21N/AN/A1521971667
2019-05-21$14.51$17.5036.6%10.5%43.1%15.8%30.4%-0.2%-5.3%-465187.3K-1.5K0.0190.89N/AN/A15211,123668
2019-05-22$14.39$17.5030.9%8.9%43.0%8.1%38.2%-5.6%-2.2%-2.3K218.7K-1.4K0.16109.53N/AN/A152241,123668
2019-05-23$13.91$17.5048.3%13.8%41.6%31.9%42.5%23.3%10.7%339189.3K-1.7K0.17106.04N/AN/A152261,123691
2019-05-24$14.00$17.5059.3%17.0%41.7%47.1%38.7%26.3%18.7%2.0K105.0K-2.0K0.17106.22N/AN/A152261,123689
2019-05-28$14.30$17.5054.3%15.6%42.2%40.2%0.0%21.4%3.0%-928196.0K-1.5K0.02114.17N/AN/A10021,123689
2019-05-29$14.05$17.5059.1%16.9%41.9%46.8%0.0%27.6%5.4%2.8K162.3K-1.6K0.02104.14N/AN/A10021,223689
2019-05-30$14.01$17.5043.1%12.3%41.8%24.8%0.0%31.7%26.8%7.3K-54.8K-2.1K1.02111.92N/AN/A1001021,223689
2019-05-31$13.87$17.5038.3%11.0%41.8%18.2%0.0%50.4%37.2%3.8K177.7K-2.1K0.91114.27N/AN/A1121021,223789