CYD Options History — February 2021 In February 2021, CYD traded between $15.84 and $17.54. ATM implied volatility averaged 55.9%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 17.9% (HV 20d: 38.0%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.77.
Notable Days 2021-02-11 : Highest Volume — 43 contracts2021-02-22 : Largest IV spike — 53.2% change2021-02-01 : Highest IV Rank — 96.6%2021-02-01 : Largest Expected Move — 40.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.90 $15.84 $17.54 $16.06 $15.84 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 55.9% 31.6% 141.0% 141.0% 54.2% Expected Move 15.7% 9.1% 40.4% 40.4% 15.5% HV 20d 38.0% 30.4% 45.4% 42.4% 34.0% HV 60d 36.9% 34.7% 40.7% 40.7% 36.4% IV Rank 25.1% 3.8% 96.6% 96.6% 23.0% IV Percentile 59.7% 0.8% 99.6% 99.6% 82.9% Term Structure -4.5% -78.8% 33.9% -78.8% -18.4% VWIV 48.3% 31.6% 67.8% 59.5% 66.4% Skew 25d -1.4% -40.5% 29.5% 29.5% 4.7% Skew 10d 5.6% -28.8% 43.9% 43.9% 42.0% Call IV 25d 52.9% 32.7% 103.0% 95.0% 43.4% Put IV 25d 51.5% 34.7% 124.6% 124.6% 48.0% Bid-Ask Spread % 127.92 112.78 147.87 147.87 127.40 Gamma HHI 0.32 0.24 0.46 0.24 0.27 Net GEX -2.8K -8.2K 1.9K 362 -3.1K Net DEX 12.2K -93.2K 178.1K 91.3K 178.1K Net VEX -1.8K -2.1K -1.4K -2.0K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.00 4.86 0.00 0.00 Total Volume 16 0 43 6 24 Total OI 1,248.737 672 1,497 1,417 693
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 2021-02-01 $16.06 $17.50 141.0% 40.4% 42.4% 96.6% 0.0% 29.5% -78.8% 362 91.3K -2.0K 0.00 147.87 N/A N/A 6 0 977 440 2021-02-02 $16.76 $17.50 95.9% 27.5% 45.1% 59.6% 59.5% -40.5% -40.5% 1.9K 8.6K -2.1K 3.50 139.06 N/A N/A 2 7 979 440 2021-02-03 $16.51 $17.50 49.1% 14.1% 45.4% 21.2% 67.8% -10.2% 0.0% -1.3K -11.8K -1.9K 0.00 137.82 N/A N/A 0 5 980 447 2021-02-04 $16.55 $17.50 53.9% 13.2% 42.5% 25.1% 0.0% -22.2% -7.4% -3.3K 55.4K -1.9K 0.00 133.60 N/A N/A 0 1 980 452 2021-02-05 $16.91 $17.50 58.6% 14.5% 42.9% 28.9% 0.0% -18.4% 1.4% -1.1K 5.0K -2.0K 0.00 134.94 N/A N/A 0 0 980 453 2021-02-08 $17.52 $17.50 49.1% 11.4% 43.8% 20.3% 0.0% 2.2% 9.5% -3.7K -66.0K -1.9K 0.00 118.44 N/A N/A 14 0 980 453 2021-02-09 $17.38 $17.50 44.2% 12.9% 42.1% 16.2% 0.0% 3.8% 0.8% -3.2K -74.8K -1.9K 0.47 132.90 N/A N/A 15 7 994 453 2021-02-10 $17.42 $17.50 48.0% 13.8% 37.6% 19.3% 48.0% -13.9% -1.9% -3.2K -58.8K -1.8K 0.00 126.15 N/A N/A 18 0 986 460 2021-02-11 $17.22 $17.50 39.3% 11.3% 36.5% 10.4% 0.0% 0.2% 15.3% -3.5K -28.8K -2.0K 0.26 126.57 N/A N/A 34 9 997 460 2021-02-12 $16.99 $17.50 53.8% 15.4% 35.7% 22.6% 0.0% 0.1% -5.3% -1.7K -10.0K -2.0K 0.00 123.86 N/A N/A 2 0 1,021 451 2021-02-16 $17.43 $17.50 48.0% 13.8% 35.7% 17.8% 0.0% 11.9% 1.5% -5.0K -71.0K -1.8K 0.00 112.78 N/A N/A 0 4 1,023 451 2021-02-17 $17.54 $17.50 48.7% 14.0% 35.5% 18.3% 44.5% 5.8% 0.7% -3.7K -93.2K -1.8K 0.00 120.77 N/A N/A 29 0 1,023 451 2021-02-18 $17.21 $17.50 36.9% 10.6% 35.9% 8.4% 35.3% 4.9% 33.9% -8.2K -33.6K -1.8K 0.00 120.68 N/A N/A 17 0 1,046 451 2021-02-19 $16.85 $17.50 31.6% 9.1% 36.5% 3.8% 31.6% 5.5% 10.5% -3.2K 112.8K -1.6K 4.86 122.30 N/A N/A 7 34 1,042 451 2021-02-22 $16.99 $17.50 48.4% 13.9% 36.2% 18.1% 0.0% -4.0% 4.1% -3.3K 31.6K -1.7K 1.00 126.70 N/A N/A 10 10 378 294 2021-02-23 $16.80 $17.50 45.0% 12.9% 30.4% 15.2% 40.1% -1.8% 5.7% -3.6K 39.8K -1.7K 0.38 121.63 N/A N/A 8 3 378 304 2021-02-24 $16.95 $17.50 57.8% 16.6% 30.5% 26.0% 0.0% -1.5% -7.2% -2.3K 35.7K -1.7K 0.00 125.63 N/A N/A 0 21 370 307 2021-02-25 $16.14 $17.50 57.9% 16.6% 33.3% 26.1% 41.1% 16.7% -8.8% -2.1K 122.1K -1.4K 0.31 131.40 N/A N/A 13 4 371 310 2021-02-26 $15.84 $17.50 54.2% 15.5% 34.0% 23.0% 66.4% 4.7% -18.4% -3.1K 178.1K -1.4K 0.00 127.40 N/A N/A 24 0 379 314
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