CYD Options History — July 2020

In July 2020, CYD traded between $13.09 and $15.40. ATM implied volatility averaged 54.4%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 21.7% (HV 20d: 32.7%). 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 2 of 22 days. Put/call ratio averaged 0.23.

Notable Days

  • 2020-07-06: Highest Volume — 640 contracts
  • 2020-07-06: Largest IV spike — 116.4% change
  • 2020-07-07: Highest IV Rank — 85.9%
  • 2020-07-02: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.02$13.09$15.40$14.18$13.09
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV54.4%27.0%127.7%45.6%50.5%
Expected Move13.0%9.7%16.8%13.1%14.5%
HV 20d32.7%22.6%36.8%36.0%35.7%
HV 60d42.7%41.3%46.7%46.7%41.6%
IV Rank26.8%4.7%85.9%19.7%23.7%
IV Percentile64.3%7.9%99.6%60.7%74.2%
Term Structure-2.8%-12.8%1.6%-12.8%-4.8%
VWIV44.0%34.5%57.2%46.6%48.5%
Skew 25d9.5%-18.0%80.0%-18.0%3.0%
Skew 10d20.4%-19.1%118.9%-19.1%5.3%
Call IV 25d44.8%39.6%54.6%54.6%48.9%
Put IV 25d54.3%36.5%126.1%36.5%51.9%
Bid-Ask Spread %100.0768.18129.4593.2886.03
Gamma HHI0.420.310.980.450.31
Net GEX57.3K12.4K748.9K47.8K12.4K
Net DEX-751.6K-2.3M-245.6K-1.2M-245.6K
Net VEX-1.4K-1.9K-1.1K-1.9K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.120.560.11
Total Volume101.77306401421
Total OI2,335.6361,7683,1352,9041,801

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$14.18$12.5045.6%13.1%36.0%19.7%0.0%-18.0%-12.8%47.8K-1.2M-1.9K0.5693.28N/AN/A951,6891,215
2020-07-02$14.08$12.5058.6%16.8%36.2%30.1%46.6%10.5%-6.3%58.4K-1.2M-1.7K0.00129.45N/AN/A2001,6891,215
2020-07-06$14.01$12.50126.8%11.9%31.4%85.1%42.1%0.8%-1.5%28.3K-1.0M-1.1K1.12111.41N/AN/A3023381,7021,215
2020-07-07$14.03$12.50127.7%13.2%26.1%85.9%34.5%7.5%-1.6%45.6K-1.1M-1.6K0.06108.60N/AN/A12981,8071,215
2020-07-08$14.05$12.5088.4%9.7%24.8%54.2%0.0%-0.1%1.6%41.6K-1.2M-1.2K0.5089.88N/AN/A211,9151,216
2020-07-09$14.28$12.5044.5%12.3%24.9%18.8%0.0%4.4%-1.9%29.0K-1.2M-1.2K0.29111.90N/AN/A721,9161,215
2020-07-10$14.46$12.5039.3%12.2%22.6%14.6%0.0%6.9%-0.6%25.3K-1.2M-1.2K0.25105.62N/AN/A821,9151,215
2020-07-13$15.40$12.5037.3%11.8%30.7%13.0%41.0%62.9%0.7%21.1K-2.3M-1.4K0.0393.60N/AN/A18761,9211,214
2020-07-14$15.05$12.5027.0%12.2%31.4%4.7%42.7%80.0%-0.4%748.9K-1.3M-1.5K0.0498.52N/AN/A447181,4261,220
2020-07-15$14.68$12.5045.2%13.0%33.0%19.4%57.2%5.4%-2.4%35.4K-582.2K-1.9K0.48102.47N/AN/A4021941,0061,247
2020-07-16$14.30$12.5045.2%13.0%33.5%19.4%47.2%2.7%-1.7%15.7K-532.5K-1.8K0.2194.97N/AN/A1439531,219
2020-07-17$14.24$12.5042.6%12.2%33.3%17.3%0.0%0.9%-3.1%16.3K-517.5K-1.7K0.0084.49N/AN/A2809521,222
2020-07-20$13.73$12.5050.3%14.4%35.8%23.5%42.2%8.6%-10.3%14.4K-349.2K-1.5K0.0068.18N/AN/A240798970
2020-07-21$13.75$12.5045.8%13.1%35.7%19.8%44.3%4.0%-1.1%15.3K-365.0K-1.4K0.26109.97N/AN/A236803968
2020-07-22$13.69$12.5045.2%13.0%35.5%19.4%38.6%4.0%-0.1%15.4K-350.3K-1.4K0.0098.41N/AN/A110805974
2020-07-23$13.86$12.5042.4%12.2%35.1%17.1%0.0%3.9%-3.9%15.5K-383.3K-1.5K0.00112.29N/AN/A20806974
2020-07-24$13.43$12.5045.7%13.1%36.8%19.8%0.0%13.5%-2.9%14.7K-303.7K-1.3K0.0076.83N/AN/A01808974
2020-07-27$13.63$12.5046.9%13.5%36.1%20.8%42.5%4.8%-1.1%14.8K-342.9K-1.4K0.4296.20N/AN/A125808975
2020-07-28$13.47$12.5046.1%13.2%35.9%20.1%0.0%2.4%-0.7%14.7K-320.7K-1.3K0.00103.13N/AN/A20819980
2020-07-29$13.57$12.5047.6%13.6%35.1%21.3%0.0%3.3%-3.2%15.3K-331.4K-1.3K0.00117.86N/AN/A00821980
2020-07-30$13.38$12.5048.4%13.9%35.0%21.9%0.0%-1.7%-3.8%13.8K-299.4K-1.3K0.00108.49N/AN/A00821980
2020-07-31$13.09$12.5050.5%14.5%35.7%23.7%48.5%3.0%-4.8%12.4K-245.6K-1.3K0.1186.03N/AN/A192821980