CYD Options History — June 2019

In June 2019, CYD traded between $13.95 and $15.11. ATM implied volatility averaged 42.9%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 5.8% (HV 20d: 37.2%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 2.08.

Notable Days

  • 2019-06-13: Highest Volume — 321 contracts
  • 2019-06-12: Largest IV drop — 54.4% change
  • 2019-06-05: Highest IV Rank — 55.9%
  • 2019-06-05: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.39$13.95$15.11$13.96$15.11
Max Pain$15.38$15.00$17.50$17.50$15.00
ATM IV42.9%28.6%65.7%56.8%42.5%
Expected Move11.2%8.2%18.8%16.3%12.2%
HV 20d37.2%27.7%45.0%41.9%34.8%
HV 60d37.3%36.2%38.3%37.2%38.3%
IV Rank24.6%4.8%55.9%43.6%24.0%
IV Percentile52.1%3.6%98.8%94.8%67.1%
Term Structure-1.9%-8.8%3.8%-6.7%-7.5%
VWIV40.9%24.9%119.8%119.8%28.1%
Skew 25d4.3%-8.1%21.8%15.1%-8.1%
Skew 10d17.4%-7.2%94.1%19.7%-7.2%
Call IV 25d36.5%31.5%48.9%48.9%38.0%
Put IV 25d40.9%29.9%64.0%64.0%29.9%
Bid-Ask Spread %105.4091.88125.86112.89105.42
Gamma HHI0.330.250.510.250.51
Net GEX11.0K1.9K30.9K2.7K30.9K
Net DEX108.6K-149.4K283.4K228.4K-149.4K
Net VEX-2.1K-3.0K-1.7K-2.0K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.080.0520.000.460.37
Total Volume94.703211174
Total OI2,389.352,2122,8172,2122,373

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$13.96$17.5056.8%16.3%41.9%43.6%119.8%15.1%-6.7%2.7K228.4K-2.0K0.00112.89N/AN/A0111,423789
2019-06-04$14.40$17.5058.3%16.7%44.1%45.7%36.0%21.8%-0.6%5.7K178.4K-2.0K0.46111.14N/AN/A24111,423800
2019-06-05$14.32$17.5065.7%18.8%44.0%55.9%42.0%17.8%-6.6%7.7K153.3K-2.1K0.46104.48N/AN/A24111,447800
2019-06-06$14.74$15.0056.2%10.7%45.0%42.8%0.0%2.6%-0.9%10.3K116.1K-2.1K0.46101.81N/AN/A24111,447800
2019-06-07$14.61$15.0061.0%11.4%44.2%49.5%0.0%6.8%1.4%10.5K114.3K-2.1K0.46101.35N/AN/A24111,447800
2019-06-10$14.39$15.0050.6%12.0%44.1%35.2%0.0%8.6%-3.5%6.4K173.1K-1.9K0.0091.88N/AN/A001,447800
2019-06-11$14.72$15.0064.6%10.7%42.4%54.4%36.8%5.1%-0.9%9.9K121.0K-2.0K0.0094.16N/AN/A051,447800
2019-06-12$14.62$15.0029.4%8.4%42.1%6.0%24.9%5.4%1.0%3.2K107.6K-1.7K0.00110.59N/AN/A01211,447805
2019-06-13$14.33$15.0031.5%9.0%42.8%8.8%32.0%3.9%1.5%1.9K283.4K-1.9K0.60103.92N/AN/A2001211,447905
2019-06-14$14.28$15.0035.0%10.0%42.9%13.7%34.9%2.0%0.6%7.9K238.3K-2.1K0.60108.09N/AN/A2001211,647923
2019-06-17$14.26$15.0034.4%9.9%42.9%12.9%0.0%6.5%3.8%8.0K147.0K-2.0K0.0099.04N/AN/A001,657852
2019-06-18$14.57$15.0032.5%9.3%32.9%10.3%0.0%-2.3%-2.3%8.9K75.3K-2.0K0.10103.04N/AN/A100101,657852
2019-06-19$14.64$15.0028.6%8.2%27.7%4.8%36.1%5.0%1.0%18.7K-54.7K-2.2K0.05110.19N/AN/A200101,755862
2019-06-20$14.12$15.0034.6%9.9%30.5%13.2%41.7%-2.8%-3.7%10.0K119.0K-2.3K0.06111.58N/AN/A200111,855862
2019-06-21$13.95$15.0034.3%9.8%28.2%12.7%36.6%2.6%2.1%10.3K-8.7K-3.0K0.05125.86N/AN/A300161,955862
2019-06-24$14.27$15.0036.5%10.5%29.3%15.8%34.6%-5.3%-8.8%17.9K44.4K-2.1K0.00102.25N/AN/A0101,531805
2019-06-25$14.12$15.0038.1%10.9%28.5%17.9%36.7%-2.4%-4.3%16.4K153.5K-1.9K0.00102.85N/AN/A0101,531815
2019-06-26$14.18$15.0034.8%10.0%27.8%13.4%35.8%1.2%-2.7%17.1K86.8K-1.9K3.33105.42N/AN/A3101,531825
2019-06-27$14.21$15.0033.5%9.6%27.8%11.6%36.7%2.8%-1.8%16.2K45.8K-2.0K20.00101.96N/AN/A1201,528835
2019-06-28$15.11$15.0042.5%12.2%34.8%24.0%28.1%-8.1%-7.5%30.9K-149.4K-2.2K0.37105.42N/AN/A54201,528845