CYD Options History — October 2019

In October 2019, CYD traded between $12.55 and $13.91. ATM implied volatility averaged 39.2%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 20.2% (HV 20d: 19.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.53.

Notable Days

  • 2019-10-02: Highest Volume — 341 contracts
  • 2019-10-31: Largest IV drop — 11.0% change
  • 2019-10-30: Highest IV Rank — 26.0%
  • 2019-10-30: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.15$12.55$13.91$12.71$13.83
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV39.2%33.8%43.0%35.5%38.2%
Expected Move11.5%10.2%12.3%10.2%11.0%
HV 20d19.0%13.7%22.6%22.6%13.8%
HV 60d22.8%20.3%27.4%27.4%20.3%
IV Rank21.0%13.7%26.0%15.9%19.7%
IV Percentile53.1%23.8%73.4%36.5%50.4%
Term Structure-4.1%-13.0%5.6%3.1%-10.9%
VWIV43.6%40.6%48.7%40.8%41.6%
Skew 25d-2.0%-11.8%12.8%10.8%3.1%
Skew 10d1.1%-19.1%21.6%20.8%7.6%
Call IV 25d43.3%32.6%46.8%32.6%44.7%
Put IV 25d41.3%31.8%47.8%43.4%47.8%
Bid-Ask Spread %94.6982.70107.13107.13103.27
Gamma HHI0.510.420.640.470.59
Net GEX16.4K3.7K30.7K4.0K29.3K
Net DEX-255.6K-521.1K-8.9K-22.7K-486.7K
Net VEX-1.4K-1.7K-849-880-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.0015.000.410.00
Total Volume48.348034100
Total OI1,298.5657271,7167271,716

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$12.71$12.5035.5%10.2%22.6%15.9%0.0%10.8%3.1%4.0K-22.7K-8800.00107.13N/AN/A00580147
2019-10-02$12.55$12.5035.8%10.3%22.0%16.3%0.0%12.8%5.6%3.7K-8.9K-8490.41105.33N/AN/A241100580147
2019-10-03$12.72$12.5036.9%11.7%21.9%17.8%40.8%2.6%-4.0%10.0K-156.2K-1.4K15.0093.21N/AN/A230780247
2019-10-04$12.75$12.5033.8%11.8%21.5%13.7%44.1%-9.0%-3.9%9.0K-145.4K-1.4K1.0087.63N/AN/A11782277
2019-10-07$12.64$12.5036.1%11.7%21.1%16.8%48.7%-10.8%-4.4%9.2K-129.1K-1.4K0.0082.70N/AN/A990782278
2019-10-08$12.69$12.5039.8%12.0%21.0%21.8%41.3%-10.2%-3.9%11.0K-150.9K-1.4K0.2787.17N/AN/A113878278
2019-10-09$12.76$12.5041.3%11.8%20.7%23.7%0.0%-9.1%-3.6%11.4K-168.0K-1.4K0.0093.15N/AN/A00883280
2019-10-10$12.93$12.5041.5%11.9%21.3%24.1%44.4%-4.8%-3.6%11.8K-193.8K-1.5K0.0283.00N/AN/A1002883280
2019-10-11$13.02$12.5041.9%12.0%21.4%24.7%0.0%-3.4%-4.4%14.3K-233.3K-1.6K0.0086.65N/AN/A50983280
2019-10-14$13.26$12.5042.3%12.1%22.4%25.1%0.0%3.6%-4.7%15.1K-291.6K-1.6K0.0089.12N/AN/A00984283
2019-10-15$13.18$12.5042.2%12.1%22.1%25.0%0.0%1.7%-8.2%15.1K-264.3K-1.5K0.0090.12N/AN/A00984283
2019-10-16$13.04$12.5042.0%12.0%21.5%24.7%43.1%1.8%-4.0%14.8K-235.5K-1.5K0.0087.12N/AN/A030984283
2019-10-17$13.14$12.5040.8%11.7%19.1%23.0%0.0%-2.0%-3.8%14.8K-233.2K-1.5K0.0097.11N/AN/A00984313
2019-10-18$13.13$12.5039.9%11.4%17.8%21.9%0.0%-3.7%-2.0%15.0K-240.2K-1.5K0.00100.69N/AN/A00984313
2019-10-21$13.22$12.5039.6%11.3%17.3%21.4%43.4%-0.7%-3.3%15.5K-252.5K-1.4K0.0598.02N/AN/A1266982310
2019-10-22$13.20$12.5039.2%11.2%15.3%21.0%40.6%-2.9%-5.5%18.5K-257.2K-1.4K0.0088.83N/AN/A0201,092304
2019-10-23$13.37$12.5037.7%10.8%15.9%18.9%48.3%-7.7%-3.0%18.5K-301.6K-1.4K0.0592.45N/AN/A207111,092323
2019-10-24$13.28$12.5041.5%11.9%15.7%24.0%41.6%-3.0%-7.9%23.3K-302.0K-1.6K0.0098.39N/AN/A0351,294332
2019-10-25$13.51$12.5037.0%10.6%16.7%18.0%0.0%0.1%2.7%25.3K-381.9K-1.7K0.00102.23N/AN/A001,294340
2019-10-28$13.67$12.5036.7%10.5%16.9%17.6%0.0%-4.7%0.7%26.8K-406.5K-1.5K0.0099.89N/AN/A7301,294340
2019-10-29$13.84$12.5039.1%11.2%15.1%20.8%0.0%1.4%-13.0%29.1K-495.9K-1.7K0.00100.05N/AN/A001,367340
2019-10-30$13.91$12.5043.0%12.3%13.7%26.0%0.0%-11.8%-11.8%30.7K-521.1K-1.6K0.00104.66N/AN/A901,367340
2019-10-31$13.83$12.5038.2%11.0%13.8%19.7%0.0%3.1%-10.9%29.3K-486.7K-1.6K0.00103.27N/AN/A001,376340