CYD Options History — August 2019

In August 2019, CYD traded between $12.93 and $13.99. ATM implied volatility averaged 41.0%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.9% (HV 20d: 27.1%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.72.

Notable Days

  • 2019-08-12: Highest Volume — 104 contracts
  • 2019-08-12: Largest IV spike — 35.0% change
  • 2019-08-12: Highest IV Rank — 53.0%
  • 2019-08-01: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.50$12.93$13.99$13.58$12.93
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV41.0%23.7%63.6%51.3%31.9%
Expected Move10.4%6.8%14.7%14.7%9.2%
HV 20d27.1%23.0%34.2%33.4%24.0%
HV 60d34.4%31.3%38.1%38.1%31.3%
IV Rank22.7%0.0%53.0%36.2%11.1%
IV Percentile47.9%0.0%98.4%87.3%15.1%
Term Structure-0.1%-11.5%3.8%-11.5%1.3%
VWIV39.2%28.0%54.5%52.9%32.7%
Skew 25d2.7%-4.4%10.4%-1.9%6.7%
Skew 10d11.4%-5.2%70.2%12.8%9.0%
Call IV 25d34.4%22.7%53.2%52.6%25.4%
Put IV 25d37.1%30.5%50.8%50.8%32.1%
Bid-Ask Spread %102.3592.65118.1395.57118.13
Gamma HHI0.300.240.390.240.39
Net GEX3.1K-7258.3K4.0K-725
Net DEX61.1K-11.7K173.7K85.0K50.9K
Net VEX-1.1K-1.6K-737-1.5K-737
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.007.000.030.00
Total Volume22.72701041030
Total OI1,368.9096162,0331,934654

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$13.58$15.0051.3%14.7%33.4%36.2%52.9%-1.9%-11.5%4.0K85.0K-1.5K0.0395.57N/AN/A10031,258676
2019-08-02$13.28$15.0048.8%14.0%33.3%32.6%54.5%-4.4%-9.4%2.6K130.4K-1.3K7.0094.59N/AN/A171,258676
2019-08-05$13.34$15.0056.6%12.2%33.6%43.4%0.0%-2.3%-2.3%2.4K130.4K-1.3K0.0093.19N/AN/A001,257681
2019-08-06$13.51$15.0055.2%11.7%34.2%41.5%0.0%0.8%-1.2%3.0K117.6K-1.3K0.0192.65N/AN/A10011,257681
2019-08-07$13.89$15.0057.1%11.6%26.4%44.0%40.4%-1.2%-1.3%7.7K37.0K-1.6K0.0099.48N/AN/A101,313682
2019-08-08$13.99$15.0057.0%11.2%25.9%44.0%0.0%-2.0%-1.3%8.3K26.1K-1.5K0.0096.96N/AN/A001,313682
2019-08-09$13.93$15.0047.1%11.0%26.0%30.3%37.4%4.4%-0.8%7.8K49.2K-1.5K1.0097.13N/AN/A221,313682
2019-08-12$13.93$15.0063.6%11.0%23.3%53.0%41.8%7.4%-0.7%8.1K28.4K-1.5K0.79105.17N/AN/A58461,315684
2019-08-13$13.97$15.0042.0%9.6%23.2%23.4%33.5%4.2%3.3%5.8K136.9K-1.3K0.8599.97N/AN/A13111,297736
2019-08-14$13.99$15.0036.2%10.4%23.0%15.4%0.0%3.1%0.9%3.7K147.3K-1.2K0.03101.10N/AN/A7021,293735
2019-08-15$13.61$15.0036.5%10.5%24.3%15.8%36.8%0.6%2.6%2.3K173.7K-1.0K0.00100.94N/AN/A101,246733
2019-08-16$13.72$15.0034.5%9.9%24.7%13.0%33.9%2.4%3.1%2.4K5.8K-1.0K0.09102.63N/AN/A2221,246611
2019-08-19$13.87$15.0023.7%6.8%25.2%0.0%28.0%3.3%3.8%2.9K-11.7K-1.0K0.03102.27N/AN/A381472144
2019-08-20$13.41$15.0031.8%9.1%27.4%10.9%0.0%-0.1%3.0%1.9K15.8K-9180.2599.59N/AN/A82500145
2019-08-21$13.44$15.0032.0%9.2%27.5%11.3%0.0%-1.2%1.4%2.2K7.0K-9720.00109.02N/AN/A00508147
2019-08-22$13.40$15.0031.7%9.1%27.3%10.8%32.7%-0.3%3.4%2.0K14.8K-9180.00102.44N/AN/A50508147
2019-08-23$13.01$15.0034.2%9.8%28.2%14.2%0.0%8.7%-0.4%37642.4K-8310.00114.65N/AN/A40503147
2019-08-26$13.04$15.0032.7%9.4%28.2%12.1%0.0%6.8%1.6%20539.4K-8230.00113.92N/AN/A00507147
2019-08-27$13.04$15.0033.9%9.7%28.2%13.8%0.0%10.4%0.1%36136.5K-8250.00102.94N/AN/A00507147
2019-08-28$13.01$15.0033.3%9.6%24.2%13.0%0.0%6.5%-1.4%2641.6K-8050.00103.63N/AN/A00507147
2019-08-29$13.14$15.0030.3%8.7%24.6%8.9%0.0%7.8%3.4%-3439.3K-7780.00105.70N/AN/A00507147
2019-08-30$12.93$15.0031.9%9.2%24.0%11.1%0.0%6.7%1.3%-72550.9K-7370.00118.13N/AN/A00507147