CYD Options History — June 2020

In June 2020, CYD traded between $12.74 and $14.45. ATM implied volatility averaged 54.0%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 10.3% (HV 20d: 43.7%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.41.

Notable Days

  • 2020-06-04: Highest Volume — 599 contracts
  • 2020-06-10: Largest IV spike — 39.3% change
  • 2020-06-11: Highest IV Rank — 39.9%
  • 2020-06-11: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.71$12.74$14.45$12.74$14.41
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV54.0%42.7%70.7%50.6%45.4%
Expected Move16.2%12.6%20.3%14.5%13.0%
HV 20d43.7%35.0%52.3%52.3%35.3%
HV 60d63.5%52.6%70.4%70.4%52.6%
IV Rank26.5%17.4%39.9%23.7%19.5%
IV Percentile79.6%60.7%98.4%77.4%60.7%
Term Structure-6.2%-15.6%13.6%10.6%-8.5%
VWIV57.2%45.8%64.5%50.6%58.2%
Skew 25d3.1%-14.5%52.0%5.2%-14.5%
Skew 10d11.8%-14.3%106.0%4.5%-14.3%
Call IV 25d53.4%37.3%64.2%39.5%52.6%
Put IV 25d56.5%38.1%105.7%44.7%38.1%
Bid-Ask Spread %88.2822.93113.0987.50113.09
Gamma HHI0.390.290.490.350.47
Net GEX20.9K1.9K53.6K2.2K52.5K
Net DEX-670.0K-1.3M-306.4K-306.4K-1.3M
Net VEX-1.9K-2.2K-1.7K-2.0K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.410.0020.0020.000.00
Total Volume131.364059987
Total OI2,371.6822,0412,9412,0412,904

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$12.74$12.5050.6%14.5%52.3%23.7%50.6%5.2%10.6%2.2K-306.4K-2.0K0.0087.50N/AN/A088041,237
2020-06-02$12.75$12.5050.7%14.5%52.1%23.8%0.0%8.1%10.7%1.9K-322.2K-2.0K0.0022.93N/AN/A008041,241
2020-06-03$12.94$12.5047.7%13.7%51.7%21.4%0.0%5.1%13.6%3.4K-368.2K-1.8K20.0097.39N/AN/A1208041,241
2020-06-04$13.08$12.5050.5%16.6%51.7%23.6%57.6%52.0%-7.2%6.7K-396.3K-1.8K4.5085.57N/AN/A1094908051,261
2020-06-05$13.78$12.5042.7%18.0%52.3%17.4%55.4%-2.1%-6.0%9.8K-532.6K-1.7K0.00102.97N/AN/A4608091,261
2020-06-08$14.45$12.5053.1%18.4%50.0%25.7%59.3%14.4%-12.1%13.5K-702.9K-1.8K0.3486.77N/AN/A142488501,261
2020-06-09$14.11$12.5045.8%18.2%47.7%19.9%0.0%21.0%-5.8%20.3K-679.0K-1.9K0.0098.28N/AN/A009891,269
2020-06-10$13.92$12.5063.8%18.3%46.1%34.4%59.2%1.9%-8.2%19.3K-638.5K-1.9K0.3594.18N/AN/A31119891,269
2020-06-11$13.53$12.5070.7%20.3%43.0%39.9%0.0%15.7%-13.0%11.9K-530.0K-1.9K0.00100.53N/AN/A7009591,280
2020-06-12$13.48$12.5065.3%18.7%43.1%35.6%61.4%3.8%-5.6%13.0K-514.6K-1.8K0.0095.38N/AN/A20009441,280
2020-06-15$13.86$12.5067.9%19.5%42.7%37.7%61.4%9.5%-8.9%15.5K-631.2K-1.9K0.0098.18N/AN/A13709531,280
2020-06-16$13.97$12.5063.9%18.3%41.9%34.5%60.1%13.4%-9.0%18.3K-668.4K-1.8K0.00106.53N/AN/A1001,0441,280
2020-06-17$13.68$12.5060.6%17.4%43.0%31.8%64.5%-4.5%-10.5%15.3K-604.6K-1.8K0.0086.84N/AN/A15001,0411,280
2020-06-18$13.87$12.5065.5%18.8%43.1%35.8%63.0%-6.8%-9.6%15.8K-688.8K-1.9K0.0082.34N/AN/A701,1911,280
2020-06-19$13.74$12.5060.0%17.2%40.3%31.3%58.0%-2.4%-13.0%16.1K-645.2K-1.8K0.0599.36N/AN/A16981,1971,280
2020-06-22$13.84$12.5048.3%13.8%39.9%21.8%56.6%-10.0%-10.7%19.5K-563.5K-1.7K0.0550.13N/AN/A200101,1061,220
2020-06-23$13.98$12.5046.0%13.2%38.9%20.1%52.8%-7.8%-7.4%32.7K-755.3K-1.8K1.5276.05N/AN/A2233381,3061,210
2020-06-24$13.72$12.5044.1%12.6%36.9%18.5%51.1%-11.8%4.5%26.4K-668.0K-1.9K0.02105.93N/AN/A30051,3271,210
2020-06-25$13.61$12.5046.0%13.2%37.2%20.0%45.8%-1.5%-15.6%41.4K-860.5K-2.1K0.0083.22N/AN/A11101,6201,215
2020-06-26$13.95$12.5048.8%14.0%36.4%22.2%0.0%-9.8%-11.1%51.9K-1.1M-2.2K0.00106.03N/AN/A1601,7201,215
2020-06-29$14.13$12.5050.8%14.6%35.0%23.9%58.2%-10.9%-13.3%53.6K-1.2M-2.1K0.0063.02N/AN/A2301,7261,215
2020-06-30$14.41$12.5045.4%13.0%35.3%19.5%0.0%-14.5%-8.5%52.5K-1.3M-1.9K0.00113.09N/AN/A701,6891,215