CYD Options History — January 2020

In January 2020, CYD traded between $12.68 and $13.94. ATM implied volatility averaged 42.7%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 23.6% (HV 20d: 19.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2020-01-30: Highest Volume — 210 contracts
  • 2020-01-07: Largest IV spike — 135.6% change
  • 2020-01-14: Highest IV Rank — 93.8%
  • 2020-01-16: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.30$12.68$13.94$13.64$12.86
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV42.7%26.7%93.0%27.0%26.8%
Expected Move9.1%6.8%18.0%7.7%7.7%
HV 20d19.1%16.9%20.8%20.3%19.9%
HV 60d25.2%24.6%25.6%24.6%25.6%
IV Rank28.1%7.3%93.8%7.6%7.3%
IV Percentile45.3%6.0%99.6%6.7%6.3%
Term Structure-0.4%-57.1%15.2%2.6%5.7%
VWIV29.0%20.4%36.0%36.0%26.8%
Skew 25d4.2%-21.8%20.7%-18.1%3.2%
Skew 10d-4.1%-72.9%22.8%-23.7%15.3%
Call IV 25d27.5%15.5%49.0%43.9%28.9%
Put IV 25d31.7%25.8%36.6%25.8%32.1%
Bid-Ask Spread %112.0297.70121.12119.19119.27
Gamma HHI0.580.460.650.650.46
Net GEX8.6K1.2K12.3K9.7K1.2K
Net DEX-142.3K-256.1K29.4K-165.9K-68.1K
Net VEX-1.2K-1.5K-1.0K-1.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.006.670.000.14
Total Volume410210528
Total OI1,081.1439521,5679521,567

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$13.64$12.5027.0%7.7%20.3%7.6%0.0%-18.1%2.6%9.7K-165.9K-1.3K0.00119.19N/AN/A520692260
2020-01-03$13.94$12.5039.8%11.4%18.7%24.3%0.0%-21.8%-18.4%12.2K-256.1K-1.4K0.00121.12N/AN/A150741260
2020-01-06$13.77$12.5032.6%7.5%18.9%14.9%0.0%-0.2%2.7%12.3K-243.2K-1.4K0.0097.70N/AN/A00756260
2020-01-07$13.60$12.5076.7%7.3%19.7%72.5%0.0%-0.9%13.3%11.4K-209.8K-1.3K0.00106.23N/AN/A20756260
2020-01-08$13.44$12.5063.7%6.8%19.0%55.5%0.0%-2.8%15.2%10.9K-188.7K-1.3K0.00102.53N/AN/A10757260
2020-01-09$13.43$12.5077.9%10.8%18.6%74.1%36.0%5.3%-9.4%11.3K-216.6K-1.3K0.00107.07N/AN/A03757260
2020-01-10$13.32$12.5047.7%8.9%18.8%34.6%0.0%0.7%2.9%10.1K-187.8K-1.2K0.00106.54N/AN/A300757263
2020-01-13$13.15$12.5042.0%8.3%18.9%27.3%20.4%11.0%6.5%8.2K-138.9K-1.1K0.00112.52N/AN/A150727263
2020-01-14$13.20$12.5093.0%9.8%18.0%93.8%35.3%14.3%-4.4%8.6K-158.0K-1.1K0.00113.70N/AN/A010714263
2020-01-15$13.16$12.5035.2%10.1%16.9%18.3%34.3%0.4%-6.3%8.3K-155.2K-1.0K0.00118.75N/AN/A012714273
2020-01-16$13.47$12.5062.8%18.0%18.8%54.4%0.0%20.7%-57.1%9.0K-183.4K-1.1K0.00118.92N/AN/A011714285
2020-01-17$13.52$12.5035.3%10.1%18.9%18.4%0.0%14.6%-6.6%8.8K-166.9K-1.1K0.00116.15N/AN/A00714296
2020-01-21$13.45$12.5027.9%8.0%18.2%8.8%0.0%11.3%9.9%8.3K-143.3K-1.0K0.00103.80N/AN/A00690286
2020-01-22$13.48$12.5029.5%8.5%18.1%10.8%20.6%13.3%8.5%8.3K-140.8K-1.1K0.11112.09N/AN/A12013690286
2020-01-23$13.21$12.5031.9%9.1%19.4%14.0%0.0%10.4%-0.3%10.0K-121.2K-1.1K0.00110.81N/AN/A010810293
2020-01-24$13.09$12.5028.4%8.1%19.6%9.4%0.0%6.5%7.5%8.1K-90.7K-1.0K0.02110.69N/AN/A501810303
2020-01-27$13.01$12.5031.6%9.1%19.2%13.7%32.1%6.4%4.8%8.7K-83.9K-1.1K6.67104.06N/AN/A320860304
2020-01-28$13.10$12.5028.7%8.2%19.4%9.8%30.1%5.7%6.9%9.4K-98.1K-1.1K0.00117.85N/AN/A0113861304
2020-01-29$12.81$12.5030.6%8.8%20.8%12.4%27.8%9.0%3.8%4.2K-243-1.2K0.08117.00N/AN/A15012861399
2020-01-30$12.68$12.5026.7%7.7%20.8%7.3%26.8%-0.7%3.9%2.7K29.4K-1.1K1.10116.51N/AN/A100110967411
2020-01-31$12.86$12.5026.8%7.7%19.9%7.3%26.8%3.2%5.7%1.2K-68.1K-1.5K0.14119.27N/AN/A711,067500