CYD Options History — April 2020

In April 2020, CYD traded between $9.32 and $12.66. ATM implied volatility averaged 50.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 37.1% (HV 20d: 87.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2020-04-07: Highest Volume — 367 contracts
  • 2020-04-06: Largest IV drop — 16.0% change
  • 2020-04-01: Highest IV Rank — 28.9%
  • 2020-04-01: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.41$9.32$12.66$9.93$12.39
Max Pain$12.38$10.00$12.50$10.00$12.50
ATM IV50.8%43.6%57.0%57.0%50.7%
Expected Move14.7%12.9%16.3%16.3%14.5%
HV 20d87.9%68.5%101.2%84.6%68.5%
HV 60d60.7%50.7%64.3%50.7%64.2%
IV Rank23.9%18.1%28.9%28.9%23.8%
IV Percentile80.0%70.2%90.5%90.5%78.6%
Term Structure-1.9%-6.7%20.0%-4.4%-4.8%
VWIV51.7%41.2%59.7%57.0%49.3%
Skew 25d1.9%-13.2%12.2%9.8%4.6%
Skew 10d14.2%-21.0%73.5%15.4%7.4%
Call IV 25d50.3%40.9%60.2%45.8%49.8%
Put IV 25d52.2%39.9%58.6%55.6%54.5%
Bid-Ask Spread %90.5550.50116.0369.55116.03
Gamma HHI0.500.390.760.440.45
Net GEX5.2K2.2K11.1K5.0K5.0K
Net DEX-150.0K-269.2K16.8K-42.7K-227.1K
Net VEX-1.6K-2.1K-1.2K-1.4K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.005.372.450.15
Total Volume66.7140367380
Total OI1,550.1431,2891,7941,2891,560

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$9.93$10.0057.0%16.3%84.6%28.9%57.0%9.8%-4.4%5.0K-42.7K-1.4K2.4569.55N/AN/A1127996293
2020-04-02$9.77$12.5055.4%15.0%84.6%27.6%52.2%-13.2%-4.7%5.0K-47.9K-1.4K0.60101.39N/AN/A25151,005284
2020-04-03$9.32$12.5051.9%14.6%85.6%24.8%0.0%12.2%-1.1%3.7K16.8K-1.2K0.03110.88N/AN/A6921,013291
2020-04-06$10.57$12.5043.6%14.3%96.8%18.1%47.7%0.2%-1.2%9.5K-160.5K-1.6K1.4689.69N/AN/A721051,063291
2020-04-07$11.47$12.5049.3%15.9%101.2%22.7%55.6%-1.6%-2.1%9.6K-229.5K-2.0K1.1773.67N/AN/A169198996396
2020-04-08$11.36$12.5054.8%15.7%101.0%27.1%0.0%-5.4%-3.5%8.0K-186.3K-2.1K0.1292.74N/AN/A84101,027590
2020-04-09$11.62$12.5053.2%15.3%98.6%25.9%0.0%3.7%-2.0%11.1K-215.0K-1.9K5.3787.68N/AN/A38204995580
2020-04-13$11.32$12.5051.2%14.7%98.3%24.2%50.9%2.8%-2.6%2.8K-99.1K-1.7K4.8095.85N/AN/A524965773
2020-04-14$11.37$12.5050.8%14.6%93.4%23.9%41.2%-2.7%-0.7%8.6K-168.6K-1.7K3.3393.98N/AN/A30100967759
2020-04-15$11.22$12.5044.9%12.9%93.3%19.1%0.0%-0.4%20.0%2.2K-94.5K-1.7K0.0059.03N/AN/A10960834
2020-04-16$11.10$12.5049.8%14.3%88.1%23.1%54.2%-1.4%6.1%2.5K-78.2K-1.6K0.0087.72N/AN/A90960834
2020-04-17$12.04$12.5051.8%14.8%87.5%24.7%51.8%-4.0%-1.7%4.0K-212.3K-1.6K0.11107.94N/AN/A91959834
2020-04-20$12.04$12.5052.2%15.0%87.5%25.0%52.2%8.3%-5.7%4.0K-181.9K-1.6K0.01106.11N/AN/A871744776
2020-04-21$11.57$12.5053.5%15.3%87.7%26.1%59.7%6.2%-5.0%3.0K-112.1K-1.7K0.0099.34N/AN/A05746776
2020-04-22$11.43$12.5052.4%15.0%87.0%25.2%54.6%4.3%-6.7%2.5K-86.1K-1.7K0.0087.78N/AN/A220746781
2020-04-23$11.71$12.5049.3%14.1%86.6%22.6%0.0%7.2%-1.1%3.4K-124.2K-1.7K0.0088.73N/AN/A00764781
2020-04-24$12.12$12.5049.5%14.2%82.7%22.8%0.0%-2.3%-4.5%4.1K-189.3K-1.6K0.0089.51N/AN/A10764781
2020-04-27$12.25$12.5046.9%13.4%82.7%20.8%46.9%-0.1%-3.4%4.6K-206.2K-1.6K0.0050.50N/AN/A160765781
2020-04-28$12.41$12.5050.0%14.3%76.1%23.2%50.0%4.6%-4.5%5.7K-236.7K-1.7K0.1579.51N/AN/A528781781
2020-04-29$12.66$12.5049.3%14.1%75.0%22.7%49.3%7.6%-6.3%5.8K-269.2K-1.6K0.00113.84N/AN/A01770791
2020-04-30$12.39$12.5050.7%14.5%68.5%23.8%0.0%4.6%-4.8%5.0K-227.1K-1.6K0.00116.03N/AN/A00770790