CYD Options History — August 2020

In August 2020, CYD traded between $13.45 and $16.38. ATM implied volatility averaged 42.6%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 4.2% (HV 20d: 38.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2020-08-12: Highest Volume — 382 contracts
  • 2020-08-12: Largest IV drop — 43.9% change
  • 2020-08-11: Highest IV Rank — 33.8%
  • 2020-08-04: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.13$13.45$16.38$13.56$16.14
Max Pain$13.10$12.50$15.00$12.50$15.00
ATM IV42.6%30.7%63.1%51.1%40.7%
Expected Move11.8%8.8%15.2%14.6%11.7%
HV 20d38.4%28.5%43.9%38.2%37.4%
HV 60d37.6%35.2%41.2%41.2%35.9%
IV Rank17.3%7.7%33.8%24.1%15.7%
IV Percentile51.9%20.2%93.7%77.4%44.4%
Term Structure2.6%-7.4%10.5%-5.1%9.8%
VWIV41.5%33.4%52.1%52.1%41.8%
Skew 25d2.6%-13.9%8.4%-0.3%4.5%
Skew 10d6.5%-10.3%30.4%1.0%7.6%
Call IV 25d40.0%33.2%52.2%52.2%41.3%
Put IV 25d42.6%24.9%53.4%51.9%45.8%
Bid-Ask Spread %97.8261.79120.22103.22106.42
Gamma HHI0.470.330.670.340.57
Net GEX17.6K14.6K23.5K15.1K17.5K
Net DEX-480.3K-730.8K-309.8K-328.0K-440.6K
Net VEX-1.5K-1.8K-1.1K-1.2K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.005.505.500.00
Total Volume48.2380382132
Total OI1,511.2386861,9011,802724

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$13.56$12.5051.1%14.6%38.2%24.1%52.1%-0.3%-5.1%15.1K-328.0K-1.2K5.50103.22N/AN/A211820982
2020-08-04$13.53$12.5053.0%15.2%38.2%25.7%0.0%3.2%-7.4%14.6K-325.4K-1.3K0.00115.80N/AN/A00822993
2020-08-05$13.69$12.5041.4%11.9%38.5%16.3%45.5%7.6%10.5%15.4K-343.2K-1.2K0.00101.54N/AN/A100822993
2020-08-06$13.65$12.5043.3%12.7%38.0%17.8%0.0%3.7%1.2%15.8K-340.4K-1.2K0.00106.62N/AN/A100834993
2020-08-07$13.45$12.5049.3%12.6%37.8%22.7%0.0%5.1%2.4%15.3K-309.8K-1.2K0.00107.58N/AN/A10844993
2020-08-10$13.60$12.5056.8%13.1%29.2%28.7%41.9%4.9%1.1%16.0K-339.3K-1.1K0.0076.53N/AN/A160845993
2020-08-11$13.60$12.5063.1%13.1%28.5%33.8%43.1%2.9%0.5%16.3K-346.6K-1.1K0.0064.40N/AN/A510858993
2020-08-12$14.45$12.5035.4%10.2%35.9%11.5%41.6%8.4%4.2%21.5K-532.8K-1.2K0.01107.39N/AN/A3775908993
2020-08-13$15.03$12.5035.9%10.3%37.2%11.8%0.0%3.6%4.5%23.5K-500.0K-1.4K0.0093.12N/AN/A1010765998
2020-08-14$16.10$12.5034.9%10.0%43.9%11.0%33.4%1.6%6.1%18.9K-642.8K-1.4K0.00105.23N/AN/A860727998
2020-08-17$16.05$12.5037.3%10.7%41.1%13.0%35.2%1.1%4.2%16.5K-638.3K-1.4K0.0361.79N/AN/A1655734997
2020-08-18$16.28$12.5034.6%9.9%41.1%10.8%0.0%0.3%2.9%21.8K-730.8K-1.7K0.00103.52N/AN/A808871,002
2020-08-19$15.99$12.5030.7%8.8%41.9%7.7%38.9%-13.9%10.1%19.2K-690.9K-1.7K0.00120.22N/AN/A608921,002
2020-08-20$15.90$12.5043.1%12.3%42.2%17.7%42.5%5.2%-1.6%18.3K-675.1K-1.7K0.01104.01N/AN/A7118921,002
2020-08-21$16.02$12.5038.2%11.0%39.6%13.7%39.9%1.1%6.0%16.1K-664.4K-1.8K0.17102.32N/AN/A618751,003
2020-08-24$16.38$12.5037.7%10.8%39.9%13.3%37.7%3.5%1.7%17.4K-478.6K-1.8K0.0490.88N/AN/A28161076
2020-08-25$16.18$15.0040.4%11.6%39.9%15.5%40.0%1.8%0.1%18.3K-459.9K-1.7K1.5094.17N/AN/A2363477
2020-08-26$16.07$15.0043.0%12.3%40.3%17.6%42.4%4.6%-1.8%17.6K-451.1K-1.7K0.0081.35N/AN/A30063680
2020-08-27$16.05$15.0041.3%11.9%39.6%16.3%42.9%2.9%2.5%17.4K-432.9K-1.8K0.3093.35N/AN/A10363680
2020-08-28$15.91$15.0044.1%12.6%38.5%18.5%44.4%3.2%2.0%16.7K-415.6K-1.7K0.00114.80N/AN/A0164083
2020-08-31$16.14$15.0040.7%11.7%37.4%15.7%41.8%4.5%9.8%17.5K-440.6K-1.7K0.00106.42N/AN/A2064084