CYD Options History — July 2019

In July 2019, CYD traded between $13.66 and $15.82. ATM implied volatility averaged 40.0%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 1.3% (HV 20d: 38.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.12.

Notable Days

  • 2019-07-10: Highest Volume — 2,709 contracts
  • 2019-07-10: Largest IV drop — 27.2% change
  • 2019-07-05: Highest IV Rank — 37.0%
  • 2019-07-03: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.78$13.66$15.82$15.22$13.66
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV40.0%34.6%52.0%37.4%42.3%
Expected Move11.0%9.9%13.3%10.7%12.1%
HV 20d38.7%33.4%43.7%34.8%33.4%
HV 60d38.1%37.2%39.9%37.7%38.1%
IV Rank20.6%13.1%37.0%17.0%23.7%
IV Percentile51.9%28.6%88.1%41.7%66.3%
Term Structure-4.6%-20.3%-1.1%-7.6%-5.8%
VWIV42.5%22.9%97.6%43.7%46.1%
Skew 25d1.9%-8.9%13.4%-7.6%-3.5%
Skew 10d5.9%-11.3%21.2%-2.9%6.8%
Call IV 25d35.1%29.1%47.8%37.2%45.6%
Put IV 25d37.0%28.9%53.2%29.6%42.0%
Bid-Ask Spread %89.3282.06107.30107.3094.04
Gamma HHI0.410.250.560.490.25
Net GEX9.6K-18.9K51.5K33.5K4.1K
Net DEX-34.1K-640.3K357.8K-250.0K89.7K
Net VEX-1.7K-2.4K-1.0K-2.2K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.880.000.02
Total Volume391.63612,70924136
Total OI2,132.5451,7272,6932,4261,931

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$15.22$15.0037.4%10.7%34.8%17.0%43.7%-7.6%-7.6%33.5K-250.0K-2.2K0.00107.30N/AN/A2401,581845
2019-07-02$15.76$15.0045.9%13.2%35.3%28.7%48.2%-8.1%-10.6%44.8K-583.5K-2.4K0.0799.33N/AN/A4631,605845
2019-07-03$15.71$15.0046.4%13.3%35.2%29.4%57.8%-2.5%-20.3%43.2K-455.1K-2.3K0.0497.40N/AN/A7631,592843
2019-07-05$15.82$15.0052.0%10.1%34.0%37.0%37.7%-8.9%-4.4%43.0K-640.3K-2.2K0.2090.61N/AN/A241481,615843
2019-07-08$15.76$15.0048.2%10.9%33.8%31.8%38.0%-6.2%-5.7%51.5K-630.0K-2.3K0.0082.81N/AN/A13801,826867
2019-07-09$15.49$15.0047.9%10.3%34.0%31.4%97.6%9.8%-3.1%41.6K-355.3K-2.0K0.0182.06N/AN/A2,531371,740867
2019-07-10$14.41$15.0034.9%10.0%42.6%13.5%24.5%6.7%-1.9%-9.1K327.4K-1.1K0.0387.12N/AN/A2,630791,221892
2019-07-11$14.17$15.0034.7%10.0%42.9%13.3%22.9%3.8%-1.6%-7.1K357.8K-1.0K0.0782.88N/AN/A1,243881,221879
2019-07-12$14.16$15.0034.8%10.0%42.3%13.3%34.7%3.1%-1.8%-9.3K325.4K-1.0K0.8884.43N/AN/A77681,236889
2019-07-15$14.59$15.0034.6%9.9%43.7%13.1%0.0%7.2%-1.8%-10.8K292.9K-1.2K0.0089.92N/AN/A011,260884
2019-07-16$14.68$15.0037.8%10.8%43.7%17.5%0.0%11.2%-2.0%-10.4K213.7K-1.3K0.5784.03N/AN/A120681,260884
2019-07-17$14.77$15.0037.9%10.9%43.1%17.6%0.0%11.7%-1.1%-18.9K195.7K-1.8K0.2590.95N/AN/A120301,338933
2019-07-18$14.88$15.0037.1%10.6%43.1%16.6%0.0%1.9%-1.5%-14.8K84.7K-1.9K0.1583.60N/AN/A198301,338936
2019-07-19$14.80$15.0036.9%10.6%41.0%16.3%0.0%2.3%-1.4%4.8K276.7K-2.0K0.1585.92N/AN/A198301,418936
2019-07-22$14.72$15.0039.8%11.4%40.7%20.3%39.8%3.9%-4.8%4.8K-41.1K-1.9K0.0091.95N/AN/A401,051676
2019-07-23$14.73$15.0037.3%10.7%40.0%16.8%37.3%0.1%-2.9%4.8K-45.0K-1.8K0.0086.64N/AN/A2401,075676
2019-07-24$14.70$15.0037.0%10.6%39.8%16.5%37.0%-1.2%-2.9%3.7K-21.9K-1.7K0.0086.88N/AN/A501,075676
2019-07-25$14.51$15.0036.5%10.5%40.1%15.7%36.5%-1.9%-3.0%1.9K16.7K-1.6K0.0089.01N/AN/A501,075676
2019-07-26$14.21$15.0040.6%11.6%40.9%21.4%40.8%11.2%-6.3%1.3K53.2K-1.5K0.0091.13N/AN/A10701,075676
2019-07-29$14.24$15.0041.0%11.7%33.9%21.9%41.2%13.4%-6.7%3.4K27.6K-1.6K0.0485.37N/AN/A7231,118676
2019-07-30$14.26$15.0039.2%11.2%33.7%19.5%39.3%-4.8%-4.2%4.5K10.3K-1.7K0.0291.74N/AN/A13031,190676
2019-07-31$13.66$15.0042.3%12.1%33.4%23.7%46.1%-3.5%-5.8%4.1K89.7K-1.5K0.0294.04N/AN/A13331,255676