CYD Options History — March 2021

In March 2021, CYD traded between $15.20 and $16.62. ATM implied volatility averaged 43.0%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 14.0% (HV 20d: 29.0%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.92.

Notable Days

  • 2021-03-22: Highest Volume — 170 contracts
  • 2021-03-04: Largest IV spike — 149.6% change
  • 2021-03-04: Highest IV Rank — 71.6%
  • 2021-03-04: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.94$15.20$16.62$16.43$15.43
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV43.0%21.4%111.6%41.2%25.6%
Expected Move11.6%6.1%23.1%11.8%7.3%
HV 20d29.0%19.7%36.5%36.5%19.7%
HV 60d34.6%33.8%35.6%35.6%33.8%
IV Rank14.3%0.0%71.6%12.0%3.4%
IV Percentile29.1%0.0%98.4%12.3%1.2%
Term Structure0.6%-56.5%20.4%20.4%4.3%
VWIV50.7%28.3%94.5%47.7%28.3%
Skew 25d5.9%-14.8%28.7%11.7%3.7%
Skew 10d8.5%-17.6%25.5%4.2%3.1%
Call IV 25d38.2%22.7%54.6%47.3%24.6%
Put IV 25d44.1%23.6%62.7%59.0%28.3%
Bid-Ask Spread %124.76111.90143.77128.99113.86
Gamma HHI0.320.250.470.350.32
Net GEX-1.5K-7.8K3.6K-4.8K-640
Net DEX72.9K-24.6K205.8K99.2K21.0K
Net VEX-1.2K-1.5K-873-1.5K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.004.330.204.33
Total Volume14.0870170122
Total OI676.609526718703678

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$16.43$17.5041.2%11.8%36.5%12.0%47.7%11.7%20.4%-4.8K99.2K-1.5K0.20128.99N/AN/A102388315
2021-03-02$16.50$17.5041.9%12.0%36.4%12.6%0.0%26.3%9.2%-7.8K73.4K-1.5K0.00126.90N/AN/A100393314
2021-03-03$16.39$17.5044.7%12.8%33.0%15.0%0.0%16.1%9.0%-3.1K87.9K-1.5K0.00125.70N/AN/A50403314
2021-03-04$16.17$17.50111.6%23.1%33.0%71.6%0.0%6.6%-56.5%-2.7K107.9K-1.5K0.67126.72N/AN/A128404314
2021-03-05$16.46$17.5043.7%12.6%33.6%14.1%0.0%4.6%-3.5%-3.2K80.2K-1.5K0.00122.75N/AN/A10392306
2021-03-08$16.46$17.5057.3%13.6%32.6%25.6%0.0%10.0%-4.8%-3.7K79.2K-1.4K0.00116.26N/AN/A010391306
2021-03-09$16.28$17.5058.5%12.7%29.7%26.6%0.0%-0.5%-1.2%-4.5K132.3K-1.4K0.00118.73N/AN/A00391316
2021-03-10$16.25$17.5043.3%12.4%29.7%13.7%0.0%-2.4%1.9%-3.3K136.7K-1.4K0.00115.76N/AN/A00391316
2021-03-11$16.40$17.5034.9%10.0%30.0%6.7%0.0%5.9%11.5%-4.1K141.2K-1.3K0.00111.90N/AN/A50391316
2021-03-12$16.62$17.5042.4%12.2%30.3%13.0%0.0%-1.2%9.0%-7.5K128.4K-1.3K0.67113.59N/AN/A32391316
2021-03-15$16.40$17.5040.4%11.6%30.3%11.3%0.0%-14.8%5.3%-5.1K138.9K-1.3K0.00119.50N/AN/A00391314
2021-03-16$16.29$17.5040.1%11.5%28.6%11.1%0.0%-3.1%12.9%-3.6K171.9K-1.2K0.00121.37N/AN/A00391314
2021-03-17$15.96$17.5052.5%15.0%28.9%22.3%0.0%11.5%-14.1%3.6K205.8K-1.1K0.00135.59N/AN/A60388314
2021-03-18$15.57$17.5038.4%11.0%29.4%10.0%38.6%9.9%-2.4%3.0K30.0K-9912.00125.97N/AN/A48388183
2021-03-19$15.20$17.5051.3%14.7%29.6%21.3%51.3%28.7%-0.6%1.9K16.7K-9830.00127.25N/AN/A04392166
2021-03-22$15.33$17.5050.8%14.6%29.6%20.8%0.0%-2.7%-10.1%1.4K20.1K-8730.10136.76N/AN/A15515366160
2021-03-23$15.33$17.5028.7%8.2%29.6%1.4%0.0%-7.6%2.1%1.5K15.9K-1.1K0.00143.77N/AN/A00498175
2021-03-24$15.26$17.5043.5%12.5%29.2%14.5%43.6%15.6%3.9%3.3K-9.3K-1.3K4.00140.32N/AN/A520498175
2021-03-25$15.31$17.5028.8%8.3%24.3%1.6%0.0%8.5%4.8%1.2K22.0K-1.1K0.00120.64N/AN/A200503183
2021-03-26$15.39$17.5025.1%7.2%23.6%0.0%0.0%2.9%1.1%1.4K-9.0K-1.2K0.00123.07N/AN/A00487183
2021-03-29$15.61$17.5022.1%6.4%19.9%0.0%94.5%5.4%1.6%1.1K-24.6K-1.2K4.33135.71N/AN/A313487183
2021-03-30$15.51$17.5021.4%6.1%19.8%0.0%0.0%0.6%11.0%50210.2K-1.1K0.00118.36N/AN/A01487190
2021-03-31$15.43$17.5025.6%7.3%19.7%3.4%28.3%3.7%4.3%-64021.0K-1.0K0.00113.86N/AN/A02487191