CYD Options History — September 2019 In September 2019, CYD traded between $12.74 and $14.00. ATM implied volatility averaged 31.4%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 8.5% (HV 20d: 22.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.31.
Notable Days 2019-09-25 : Highest Volume — 56 contracts2019-09-09 : Largest IV spike — 15.4% change2019-09-09 : Highest IV Rank — 15.8%2019-09-30 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.28 $12.74 $14.00 $12.74 $12.96 Max Pain $13.21 $12.50 $15.00 $15.00 $12.50 ATM IV 31.4% 26.9% 35.4% 34.1% 34.9% Expected Move 9.1% 7.7% 10.0% 9.8% 10.0% HV 20d 22.9% 19.7% 24.8% 24.3% 22.1% HV 60d 30.1% 27.2% 31.5% 31.4% 27.2% IV Rank 10.4% 4.3% 15.8% 14.0% 15.2% IV Percentile 15.1% 2.0% 34.9% 24.6% 33.7% Term Structure 6.9% 0.0% 15.2% 0.0% 4.7% VWIV 34.6% 32.3% 36.8% 33.7% 36.8% Skew 25d 2.9% -3.6% 10.2% 3.3% 6.8% Skew 10d 10.0% -0.3% 28.0% 11.4% 19.7% Call IV 25d 32.0% 24.1% 38.7% 38.7% 32.2% Put IV 25d 34.9% 31.7% 42.0% 42.0% 38.9% Bid-Ask Spread % 108.12 98.88 115.95 108.80 109.63 Gamma HHI 0.30 0.25 0.42 0.42 0.26 Net GEX 1.1K -1.2K 2.4K -1.2K 2.3K Net DEX 12.0K -24.0K 57.2K 57.2K -1.8K Net VEX -881 -1.0K -706 -706 -851 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 2.00 0.00 0.00 Total Volume 11.55 0 56 14 50 Total OI 683.4 621 724 654 677
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-09-03 $12.74 $15.00 34.1% 9.8% 24.3% 14.0% 0.0% 3.3% 0.0% -1.2K 57.2K -706 0.00 108.80 N/A N/A 14 0 507 147 2019-09-04 $12.97 $15.00 29.2% 8.4% 24.8% 7.5% 33.7% 10.2% 5.9% -431 42.5K -726 0.00 101.99 N/A N/A 0 24 507 147 2019-09-05 $13.16 $15.00 27.7% 9.5% 23.1% 5.4% 0.0% 0.4% 2.5% -454 40.9K -805 0.50 101.42 N/A N/A 6 3 507 167 2019-09-06 $12.99 $15.00 30.7% 9.2% 23.1% 9.4% 0.0% 0.2% 5.2% -762 52.8K -779 0.00 105.55 N/A N/A 30 0 513 170 2019-09-09 $13.14 $0.00 35.4% 9.6% 23.7% 15.8% 0.0% 1.3% 2.8% -33 29.0K -889 0.00 103.32 N/A N/A 11 0 529 168 2019-09-10 $13.24 $0.00 33.8% 9.9% 23.9% 13.6% 0.0% 1.7% 4.7% 62 13.2K -919 0.00 110.69 N/A N/A 0 0 540 168 2019-09-11 $13.36 $0.00 31.6% 9.1% 24.2% 10.7% 0.0% -1.9% 6.4% 538 9.6K -913 0.00 104.37 N/A N/A 0 0 540 168 2019-09-12 $13.42 $0.00 26.9% 7.7% 24.3% 4.3% 0.0% -1.4% 15.2% 2.1K 3.2K -971 0.00 112.32 N/A N/A 0 0 540 168 2019-09-13 $13.51 $0.00 29.5% 8.5% 22.5% 7.9% 0.0% 2.4% 8.1% 2.0K -369 -954 0.00 108.11 N/A N/A 0 0 540 168 2019-09-16 $13.59 $0.00 30.8% 8.8% 22.4% 9.6% 35.9% 2.4% 10.8% 1.8K -8.3K -918 0.00 112.78 N/A N/A 0 1 540 166 2019-09-17 $13.43 $12.50 28.1% 8.0% 22.4% 5.9% 34.3% 0.0% 14.6% 1.5K 1.8K -891 0.25 112.19 N/A N/A 4 1 540 167 2019-09-18 $13.64 $12.50 30.6% 8.8% 19.7% 9.3% 0.0% 0.7% 8.4% 1.9K -9.3K -913 0.00 115.59 N/A N/A 0 10 544 168 2019-09-19 $14.00 $12.50 28.9% 8.3% 21.6% 7.1% 32.3% 1.8% 4.6% 2.1K -24.0K -1.0K 0.00 110.77 N/A N/A 8 0 544 178 2019-09-20 $13.70 $12.50 30.2% 8.7% 23.1% 8.9% 0.0% -3.6% 9.9% 1.9K -8.8K -985 0.00 112.00 N/A N/A 0 0 546 178 2019-09-23 $13.48 $12.50 31.9% 9.2% 21.2% 11.2% 36.8% 1.1% 10.3% 1.5K 7.4K -903 2.00 98.88 N/A N/A 1 2 483 138 2019-09-24 $13.18 $12.50 34.0% 9.7% 22.9% 13.9% 0.0% 8.4% 5.0% 1.3K 19.2K -850 0.00 112.78 N/A N/A 0 10 483 138 2019-09-25 $13.14 $12.50 31.7% 9.1% 22.9% 10.8% 0.0% 9.5% 9.1% 943 27.0K -850 0.00 104.04 N/A N/A 56 0 483 147 2019-09-26 $13.02 $12.50 34.6% 9.9% 23.1% 14.8% 0.0% 8.3% 3.8% 2.4K -6.1K -894 0.00 101.32 N/A N/A 0 0 530 147 2019-09-27 $13.00 $12.50 33.7% 9.7% 22.9% 13.5% 0.0% 6.9% 6.3% 2.4K -5.8K -888 0.00 115.95 N/A N/A 0 0 530 147 2019-09-30 $12.96 $12.50 34.9% 10.0% 22.1% 15.2% 0.0% 6.8% 4.7% 2.3K -1.8K -851 0.00 109.63 N/A N/A 50 0 530 147
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