CYD Options History — April 2021

In April 2021, CYD traded between $15.49 and $16.15. ATM implied volatility averaged 30.8%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 10.8% (HV 20d: 19.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.87.

Notable Days

  • 2021-04-13: Highest Volume — 126 contracts
  • 2021-04-07: Largest IV spike — 165.1% change
  • 2021-04-13: Highest IV Rank — 37.1%
  • 2021-04-07: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.82$15.49$16.15$15.49$16.03
Max Pain$15.83$15.00$17.50$17.50$15.00
ATM IV30.8%17.1%65.8%22.9%34.9%
Expected Move7.6%4.9%13.6%6.6%10.0%
HV 20d19.9%15.8%22.4%19.5%22.4%
HV 60d28.7%25.3%33.8%33.8%25.3%
IV Rank8.5%0.0%37.1%1.2%14.4%
IV Percentile13.7%0.0%96.0%0.8%10.3%
Term Structure10.6%-12.8%34.8%8.0%0.0%
VWIV23.1%15.8%30.0%30.0%21.8%
Skew 25d3.8%-9.6%19.5%-9.6%3.7%
Skew 10d9.7%-9.0%32.1%2.2%26.8%
Call IV 25d23.9%17.3%39.2%39.2%21.6%
Put IV 25d27.7%18.5%48.4%29.7%25.3%
Bid-Ask Spread %100.9636.05128.96126.07120.91
Gamma HHI0.340.280.510.310.46
Net GEX2.7K-1.2K7.6K-3796.0K
Net DEX-41.1K-154.0K30.7K24.5K-122.1K
Net VEX-978-1.3K-805-982-882
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.870.0013.000.000.00
Total Volume15.81012620
Total OI720.333669792678785

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$15.49$17.5022.9%6.6%19.5%1.2%0.0%-9.6%8.0%-37924.5K-9820.00126.07N/AN/A20487191
2021-04-05$16.01$17.5028.5%9.2%22.1%5.9%0.0%0.7%13.4%3.1K-68.0K-1.3K0.00100.59N/AN/A00489191
2021-04-06$16.06$17.5023.0%8.0%22.2%1.3%0.0%4.7%23.9%4.2K-44.7K-1.1K0.0092.53N/AN/A00489191
2021-04-07$16.00$17.5061.0%13.6%21.9%33.0%0.0%19.5%-12.8%3.7K-48.2K-1.2K0.00127.84N/AN/A020489191
2021-04-08$15.94$17.5040.0%7.5%21.9%15.5%30.0%-6.2%19.0%9502.7K-1.0K0.00128.96N/AN/A10489211
2021-04-09$15.93$17.5038.5%7.1%21.6%14.3%0.0%12.4%24.6%2.2K-31.8K-1.2K0.0070.33N/AN/A00488211
2021-04-12$15.80$17.5043.6%7.6%21.0%18.5%15.8%8.1%12.1%19217.3K-93413.00108.41N/AN/A113488210
2021-04-13$15.98$15.0065.8%8.2%21.1%37.1%25.4%9.6%0.2%1.2K-3.3K-8960.6294.27N/AN/A7848489203
2021-04-14$15.88$15.0022.1%6.3%21.1%0.5%0.0%7.1%12.0%1.1K-2.2K-9270.00106.11N/AN/A00492203
2021-04-15$15.68$15.0024.7%7.1%20.3%2.7%25.4%6.3%34.8%-1074.5K-9623.0036.05N/AN/A39492203
2021-04-16$15.74$15.0022.4%6.4%18.3%0.8%0.0%1.8%23.6%-26012.1K-8730.0092.17N/AN/A00492206
2021-04-19$15.77$15.0026.7%7.6%15.8%4.4%0.0%4.1%4.8%62310.0K-8560.00118.38N/AN/A00477192
2021-04-20$15.49$15.0024.0%6.9%17.1%2.2%18.8%1.4%10.1%-1.2K30.7K-8100.00117.51N/AN/A011477192
2021-04-21$15.74$15.0021.1%6.0%17.9%0.0%23.4%-0.5%19.7%-56114.9K-8790.00117.65N/AN/A1230477203
2021-04-22$15.67$15.0030.8%8.8%17.9%8.1%0.0%2.0%-4.0%7.1K-104.9K-1.1K0.00122.90N/AN/A00582203
2021-04-23$15.87$15.0026.3%7.5%18.4%4.4%17.8%6.2%-2.1%7.6K-128.8K-1.0K0.2047.95N/AN/A51582203
2021-04-26$15.64$15.0028.2%8.1%19.2%6.0%29.1%6.7%3.4%7.0K-112.4K-1.0K9.00105.75N/AN/A19579204
2021-04-27$15.66$15.0017.1%4.9%18.6%0.0%0.0%-0.1%18.5%4.8K-101.7K-8240.0058.27N/AN/A00579213
2021-04-28$15.59$15.0023.1%6.6%18.5%4.9%0.0%-6.4%7.3%3.6K-57.5K-8050.00125.41N/AN/A00579213
2021-04-29$16.15$15.0022.1%6.3%22.1%4.0%21.8%9.0%6.3%6.1K-154.0K-8410.00102.19N/AN/A70579213
2021-04-30$16.03$15.0034.9%10.0%22.4%14.4%0.0%3.7%0.0%6.0K-122.1K-8820.00120.91N/AN/A00572213