CYD Options History — November 2019

In November 2019, CYD traded between $13.26 and $14.80. ATM implied volatility averaged 35.8%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 6.6% (HV 20d: 29.3%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.59.

Notable Days

  • 2019-11-14: Highest Volume — 368 contracts
  • 2019-11-13: Largest IV drop — 57.1% change
  • 2019-11-12: Highest IV Rank — 60.4%
  • 2019-11-01: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.80$13.26$14.80$13.89$13.47
Max Pain$13.38$12.50$15.00$12.50$12.50
ATM IV35.8%21.2%68.4%39.6%24.0%
Expected Move8.5%6.1%11.3%11.3%6.9%
HV 20d29.3%13.3%34.9%13.8%34.5%
HV 60d24.1%20.2%25.4%20.2%24.8%
IV Rank16.7%0.0%60.4%21.4%3.7%
IV Percentile33.7%0.0%99.2%56.0%0.8%
Term Structure0.9%-11.8%8.8%-11.8%-6.2%
VWIV29.0%17.4%46.5%46.5%17.6%
Skew 25d1.7%-21.3%12.9%-17.1%-3.4%
Skew 10d3.5%-59.8%21.0%-23.4%-4.0%
Call IV 25d29.4%19.2%56.3%46.7%24.7%
Put IV 25d31.2%18.5%38.8%29.6%21.3%
Bid-Ask Spread %105.7290.23114.2699.73111.68
Gamma HHI0.490.300.860.570.32
Net GEX17.0K1.1K44.8K29.3K1.8K
Net DEX-298.3K-856.8K-2.8K-503.3K-20.1K
Net VEX-1.3K-1.7K-1.0K-1.7K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.0014.000.000.00
Total Volume38.45036850
Total OI1,317.37041,9311,716721

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$13.89$12.5039.6%11.3%13.8%21.4%46.5%-17.1%-11.8%29.3K-503.3K-1.7K0.0099.73N/AN/A501,376340
2019-11-04$14.07$15.0041.5%9.7%13.3%24.1%0.0%-21.3%-2.5%32.7K-546.7K-1.4K0.12105.10N/AN/A5161,376340
2019-11-05$14.80$15.0043.7%9.4%20.8%27.0%32.7%3.9%-2.8%44.8K-856.8K-1.6K0.13107.31N/AN/A75101,427334
2019-11-06$14.24$15.0040.3%9.5%26.5%22.4%0.0%3.0%-2.3%38.3K-639.1K-1.6K0.00114.26N/AN/A0411,502324
2019-11-07$14.13$15.0054.1%9.6%26.7%41.1%0.0%5.3%-1.4%35.0K-581.6K-1.7K0.00110.11N/AN/A001,502351
2019-11-08$14.02$15.0050.9%9.4%27.1%36.7%33.8%5.5%-0.8%34.3K-597.9K-1.7K0.29105.06N/AN/A721,502351
2019-11-11$14.28$15.0053.9%9.6%27.1%40.8%0.0%2.5%-0.7%39.8K-639.8K-1.5K0.9594.82N/AN/A21201,503352
2019-11-12$14.11$15.0068.4%9.6%27.4%60.4%36.3%2.2%-1.1%41.0K-662.5K-1.4K14.0090.23N/AN/A5701,504343
2019-11-13$13.57$12.5029.3%8.4%31.0%7.7%0.0%1.1%8.8%23.5K-355.7K-1.2K0.53102.09N/AN/A1581,506412
2019-11-14$13.79$12.5026.4%7.6%31.3%3.6%30.8%1.1%2.8%1.2K-369.3K-1.1K0.19106.73N/AN/A308601,511420
2019-11-15$13.99$12.5025.2%7.2%31.6%2.0%17.4%-9.8%1.4%3.4K-34.2K-1.1K0.33102.90N/AN/A30101,256380
2019-11-18$13.53$12.5028.2%8.1%34.1%6.1%24.5%8.3%5.8%2.4K-31.3K-1.1K1.50110.69N/AN/A69463241
2019-11-19$13.57$12.5027.4%7.9%34.1%5.0%0.0%-0.6%6.0%2.3K-30.4K-1.2K0.00108.17N/AN/A00463250
2019-11-20$13.26$12.5028.2%8.1%34.9%6.2%21.4%9.3%3.9%1.1K-2.8K-1.1K1.00105.36N/AN/A11463250
2019-11-21$13.30$12.5029.5%8.5%34.8%7.9%0.0%12.9%4.3%1.3K-6.0K-1.1K0.00104.66N/AN/A00464251
2019-11-22$13.33$12.5028.4%8.1%34.2%6.4%0.0%6.7%1.7%1.2K-8.0K-1.1K0.00109.03N/AN/A00464251
2019-11-25$13.43$12.5026.9%7.7%34.1%4.4%0.0%12.2%7.4%1.8K-17.6K-1.1K0.00107.04N/AN/A04464251
2019-11-26$13.51$12.5029.3%8.4%33.8%7.6%0.0%12.8%0.3%2.1K-22.8K-1.1K0.00107.02N/AN/A00464255
2019-11-27$13.68$12.5021.2%6.1%34.1%0.0%17.6%0.1%4.2%3.0K-39.7K-1.1K0.00112.50N/AN/A40464255
2019-11-29$13.47$12.5024.0%6.9%34.5%3.7%0.0%-3.4%-6.2%1.8K-20.1K-1.0K0.00111.68N/AN/A00466255