CYD Options History — December 2019

In December 2019, CYD traded between $12.89 and $13.88. ATM implied volatility averaged 32.0%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 7.2% (HV 20d: 24.8%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2019-12-10: Highest Volume — 101 contracts
  • 2019-12-19: Largest IV spike — 159.6% change
  • 2019-12-19: Highest IV Rank — 49.0%
  • 2019-12-19: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.44$12.89$13.88$13.62$13.35
Max Pain$12.74$12.50$15.00$12.50$12.50
ATM IV32.0%22.6%58.7%34.4%27.1%
Expected Move9.3%6.5%16.8%9.9%7.8%
HV 20d24.8%19.8%34.7%34.7%19.8%
HV 60d25.1%24.2%25.9%24.8%24.3%
IV Rank14.2%1.9%49.0%17.3%7.8%
IV Percentile21.4%0.4%96.0%28.2%6.7%
Term Structure-5.2%-60.6%38.3%1.7%-1.8%
VWIV26.8%20.4%31.6%20.4%31.6%
Skew 25d2.1%-13.0%16.3%16.3%-13.0%
Skew 10d-9.5%-107.2%21.1%19.3%-17.4%
Call IV 25d27.2%19.6%38.9%21.8%38.9%
Put IV 25d29.3%19.1%38.0%38.0%25.9%
Bid-Ask Spread %113.35102.29126.37110.66126.37
Gamma HHI0.530.330.670.330.63
Net GEX6.1K-1.0K9.8K2.6K8.3K
Net DEX-104.7K-194.1K31.9K-29.9K-129.7K
Net VEX-1.2K-1.4K-919-1.1K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.500.000.00
Total Volume17.33301012511
Total OI883.714721979721943

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$13.62$12.5034.4%9.9%34.7%17.3%20.4%16.3%1.7%2.6K-29.9K-1.1K0.00110.66N/AN/A250466255
2019-12-03$13.39$12.5026.5%7.6%34.7%7.0%0.0%-2.8%-1.1%2.7K-34.4K-1.0K0.00121.38N/AN/A00491255
2019-12-04$13.03$12.5028.8%8.3%29.6%10.0%0.0%2.4%2.7%7813.7K-9191.00123.86N/AN/A1010491255
2019-12-05$12.89$15.0026.2%8.8%27.1%6.6%0.0%9.3%38.3%-1686.4K-9811.50108.40N/AN/A23501265
2019-12-06$12.95$15.0029.2%8.2%27.3%10.5%28.6%9.8%0.8%-1.0K31.9K-9250.00111.18N/AN/A010501268
2019-12-09$13.22$12.5027.2%8.6%28.6%7.9%0.0%11.4%0.7%1908.8K-9490.00106.04N/AN/A1000501278
2019-12-10$13.38$12.5029.3%9.0%28.1%10.6%0.0%2.8%3.8%3.0K-24.8K-1.1K0.00102.29N/AN/A1010551278
2019-12-11$13.34$12.5052.4%15.0%27.9%40.8%0.0%-3.4%-47.8%6.4K-130.3K-1.2K0.00116.86N/AN/A00651278
2019-12-12$13.47$12.5031.7%9.1%24.7%13.8%0.0%3.5%4.8%6.8K-141.2K-1.3K0.00118.37N/AN/A00651278
2019-12-13$13.68$12.5029.1%8.3%24.6%10.3%31.6%3.3%4.9%8.1K-162.3K-1.3K0.00108.07N/AN/A030651278
2019-12-16$13.88$12.5027.2%7.8%24.6%7.9%0.0%-6.1%0.7%9.7K-185.7K-1.3K0.00109.41N/AN/A00651278
2019-12-17$13.70$12.5031.4%9.0%21.9%13.4%0.0%12.8%1.6%8.4K-160.5K-1.2K0.00112.68N/AN/A500651278
2019-12-18$13.71$12.5022.6%6.5%21.9%1.9%0.0%-12.3%4.2%9.8K-194.1K-1.4K0.00106.87N/AN/A00701278
2019-12-19$13.51$12.5058.7%16.8%20.9%49.0%0.0%-0.4%-59.7%9.5K-164.9K-1.3K0.00111.98N/AN/A00701278
2019-12-20$13.58$12.5025.7%7.4%20.9%5.9%0.0%-0.7%-2.8%9.5K-167.7K-1.4K0.00107.29N/AN/A00701278
2019-12-23$13.61$12.5025.9%7.4%20.9%6.2%0.0%1.3%-1.1%9.6K-171.3K-1.4K0.00109.02N/AN/A10686246
2019-12-24$13.61$12.5050.3%14.4%20.8%38.0%0.0%-1.4%-60.6%9.8K-171.4K-1.3K0.00116.57N/AN/A10687246
2019-12-26$13.43$12.5034.8%10.0%21.3%17.7%0.0%-0.1%-4.6%9.1K-142.2K-1.2K0.00120.75N/AN/A05688246
2019-12-27$13.43$12.5029.2%8.4%20.7%10.4%0.0%11.5%2.9%8.9K-138.4K-1.2K0.00114.87N/AN/A00688251
2019-12-30$13.46$12.5024.9%7.1%20.0%4.8%0.0%-1.2%2.9%7.5K-110.9K-1.1K0.00117.51N/AN/A50688251
2019-12-31$13.35$12.5027.1%7.8%19.8%7.8%0.0%-13.0%-1.8%8.3K-129.7K-1.2K0.00126.37N/AN/A011692251