CYD Options History — January 2021 In January 2021, CYD traded between $15.91 and $19.18. ATM implied volatility averaged 48.3%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 12.0% (HV 20d: 36.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 4.26.
Notable Days 2021-01-19 : Highest Volume — 299 contracts2021-01-12 : Largest IV spike — 87.3% change2021-01-12 : Highest IV Rank — 46.1%2021-01-27 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.28 $15.91 $19.18 $16.46 $15.95 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 48.3% 37.1% 79.5% 45.7% 41.7% Expected Move 13.6% 12.0% 22.0% 14.6% 12.0% HV 20d 36.3% 27.2% 44.2% 27.2% 42.5% HV 60d 41.6% 39.9% 44.9% 44.0% 40.8% IV Rank 20.5% 11.3% 46.1% 18.3% 15.1% IV Percentile 45.7% 13.1% 98.0% 41.3% 21.0% Term Structure 0.6% -4.8% 6.9% -2.6% 2.5% VWIV 47.0% 39.3% 58.8% 50.5% 39.3% Skew 25d 3.5% -5.9% 18.1% 2.9% 4.7% Skew 10d 9.1% -7.7% 24.2% 9.2% -1.0% Call IV 25d 45.2% 39.3% 54.2% 49.0% 39.3% Put IV 25d 48.8% 44.0% 64.4% 52.0% 44.0% Bid-Ask Spread % 105.48 85.11 131.80 99.08 131.80 Gamma HHI 0.36 0.27 0.44 0.40 0.28 Net GEX 13.1K -5.2K 40.7K 40.7K -4.8K Net DEX -346.8K -1.0M 163.3K -1.0M 151.0K Net VEX -2.0K -2.6K -1.8K -2.6K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.26 0.00 47.00 0.83 0.00 Total Volume 42.263 0 299 11 1 Total OI 1,267.895 961 1,694 1,686 1,414
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-01-04 $16.46 $17.50 45.7% 14.6% 27.2% 18.3% 50.5% 2.9% -2.6% 40.7K -1.0M -2.6K 0.83 99.08 N/A N/A 6 5 1,460 226 2021-01-05 $16.40 $17.50 39.6% 13.2% 27.2% 13.4% 0.0% 1.2% 0.3% 35.6K -1.0M -2.4K 0.00 104.88 N/A N/A 0 2 1,466 228 2021-01-06 $17.13 $17.50 51.8% 12.6% 31.3% 23.4% 0.0% 4.1% 2.1% 20.9K -377.6K -2.4K 0.00 108.34 N/A N/A 87 0 916 227 2021-01-07 $16.84 $17.50 37.1% 14.0% 31.8% 11.3% 0.0% 0.6% 0.8% 20.3K -245.6K -1.9K 0.00 98.85 N/A N/A 3 0 845 227 2021-01-08 $17.27 $17.50 45.0% 13.4% 28.0% 17.8% 0.0% 1.2% -0.6% 24.6K -338.0K -2.0K 7.00 96.45 N/A N/A 2 14 848 227 2021-01-11 $17.87 $17.50 42.4% 13.5% 30.5% 15.7% 45.6% 5.0% -0.8% 28.2K -476.4K -2.0K 0.56 99.06 N/A N/A 9 5 850 237 2021-01-12 $18.77 $17.50 79.5% 12.0% 34.7% 46.1% 44.4% 3.5% 2.0% 22.1K -676.0K -2.0K 0.05 106.39 N/A N/A 22 1 846 239 2021-01-13 $19.18 $17.50 42.6% 12.2% 34.5% 15.8% 45.5% 3.0% 5.2% 22.3K -781.2K -2.1K 0.00 104.20 N/A N/A 0 6 861 239 2021-01-14 $18.65 $17.50 43.8% 12.6% 36.5% 16.8% 49.9% 3.0% 5.8% 13.8K -712.1K -1.9K 2.20 102.99 N/A N/A 5 11 861 245 2021-01-15 $18.06 $17.50 44.5% 12.8% 38.8% 17.4% 46.9% 9.0% 3.2% 10.6K -603.2K -1.9K 0.71 110.35 N/A N/A 24 17 862 255 2021-01-19 $17.81 $17.50 47.8% 13.7% 39.2% 20.1% 41.9% 6.4% -2.9% 9.9K -283.8K -1.9K 0.08 99.15 N/A N/A 278 21 702 259 2021-01-20 $17.91 $17.50 46.5% 13.3% 38.0% 19.0% 49.1% 4.8% -1.6% 10.4K -282.7K -1.9K 47.00 105.02 N/A N/A 3 141 949 280 2021-01-21 $17.74 $17.50 43.7% 12.5% 37.2% 16.7% 43.6% 3.8% 1.6% 3.3K -148.0K -2.2K 0.32 85.11 N/A N/A 25 8 951 417 2021-01-22 $17.43 $17.50 47.9% 13.7% 38.0% 20.2% 45.9% -1.3% -4.8% 2.1K -92.2K -2.2K 0.00 97.33 N/A N/A 0 7 954 419 2021-01-25 $16.49 $17.50 47.7% 13.7% 43.2% 20.0% 46.7% 1.2% -2.1% -2.2K 57.8K -1.9K 0.33 98.51 N/A N/A 15 5 954 416 2021-01-26 $16.44 $17.50 50.5% 14.5% 43.2% 22.3% 50.5% 2.0% -2.1% -2.5K 68.2K -1.9K 0.95 105.17 N/A N/A 21 20 957 421 2021-01-27 $15.91 $17.50 76.8% 22.0% 44.2% 43.9% 58.8% 18.1% -2.1% -1.6K 72.8K -2.1K 3.88 121.26 N/A N/A 8 31 977 441 2021-01-28 $15.95 $17.50 43.3% 12.4% 43.3% 16.4% 0.0% -5.9% 6.9% -5.2K 163.3K -1.8K 0.00 130.25 N/A N/A 0 0 977 437 2021-01-29 $15.95 $17.50 41.7% 12.0% 42.5% 15.1% 39.3% 4.7% 2.5% -4.8K 151.0K -1.8K 0.00 131.80 N/A N/A 1 0 977 437
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