CYD Options History — May 2021

In May 2021, CYD traded between $15.45 and $16.02. ATM implied volatility averaged 40.8%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 21.9% (HV 20d: 18.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.50.

Notable Days

  • 2021-05-03: Highest Volume — 50 contracts
  • 2021-05-12: Largest IV spike — 104.3% change
  • 2021-05-12: Highest IV Rank — 46.0%
  • 2021-05-12: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.81$15.45$16.02$16.01$15.88
Max Pain$17.13$15.00$17.50$15.00$17.50
ATM IV40.8%22.0%74.1%48.5%46.3%
Expected Move12.5%7.5%21.2%13.9%13.3%
HV 20d18.9%14.1%20.8%19.1%14.6%
HV 60d22.3%18.7%25.3%25.3%18.9%
IV Rank19.1%3.9%46.0%25.3%23.6%
IV Percentile35.9%1.2%96.8%63.9%54.4%
Term Structure-12.6%-72.3%50.1%36.6%-38.9%
VWIV42.7%21.9%108.4%31.0%21.9%
Skew 25d9.9%-3.7%29.3%15.5%-1.2%
Skew 10d7.7%-16.5%36.7%28.4%4.7%
Call IV 25d23.5%16.3%33.2%20.6%25.5%
Put IV 25d33.4%24.3%50.7%36.1%24.3%
Bid-Ask Spread %129.5998.12145.55132.75105.72
Gamma HHI0.360.270.460.430.46
Net GEX3.4K-6.1K8.2K6.0K-6.1K
Net DEX-114.7K-189.8K40.2K-119.0K-17.6K
Net VEX-1.2K-1.4K-986-986-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.500.0021.000.003.60
Total Volume17.250505046
Total OI813.75583987785629

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$16.01$15.0048.5%13.9%19.1%25.3%0.0%15.5%36.6%6.0K-119.0K-9860.00132.75N/AN/A500572213
2021-05-04$15.86$15.0050.1%14.4%19.3%26.7%0.0%29.3%50.1%5.1K-117.8K-1.0K0.00132.54N/AN/A150622213
2021-05-05$15.93$15.0026.1%7.5%19.4%7.3%0.0%2.2%2.3%6.1K-157.3K-1.0K0.00120.19N/AN/A00637213
2021-05-06$16.02$17.5029.4%18.9%19.4%10.0%0.0%-3.7%-69.3%7.4K-183.7K-1.2K0.00142.17N/AN/A00637213
2021-05-07$15.80$17.5022.0%8.9%20.1%3.9%0.0%9.4%20.1%6.3K-183.7K-1.2K0.00136.33N/AN/A00637213
2021-05-10$15.59$17.5027.1%9.6%20.4%8.1%0.0%8.3%6.7%7.2K-128.7K-1.1K0.25142.67N/AN/A41637213
2021-05-11$15.84$17.5036.3%10.9%20.8%15.5%0.0%15.6%-13.2%7.0K-153.1K-1.1K0.00142.00N/AN/A00637214
2021-05-12$15.81$17.5074.1%21.2%20.7%46.0%31.0%4.5%-72.3%7.1K-161.0K-1.2K0.03145.31N/AN/A401637214
2021-05-13$15.84$17.5048.5%13.9%20.2%25.3%0.0%10.2%-24.0%8.2K-154.2K-1.2K1.00145.55N/AN/A11657214
2021-05-14$15.89$17.5034.8%10.0%20.2%14.3%0.0%16.9%6.7%7.9K-153.8K-1.2K0.00138.28N/AN/A200656215
2021-05-17$16.00$17.5054.9%15.8%20.3%30.5%0.0%11.0%-37.3%8.0K-184.6K-1.3K0.00141.49N/AN/A042676215
2021-05-18$15.88$17.5057.1%16.4%19.4%32.3%108.4%10.6%-45.5%7.2K-185.3K-1.3K0.00137.97N/AN/A02676253
2021-05-19$15.90$17.5033.1%9.5%18.6%12.9%0.0%17.6%-4.4%1.8K-189.8K-1.1K0.00135.79N/AN/A050676254
2021-05-20$15.80$17.5042.3%12.1%18.6%20.4%0.0%13.0%-6.2%4.9K-117.9K-1.4K0.00134.91N/AN/A70676304
2021-05-21$15.70$17.5034.2%9.8%18.2%13.8%36.1%14.7%8.8%-267-159.7K-1.4K1.57107.20N/AN/A711683304
2021-05-24$15.77$17.5032.0%9.2%17.5%12.1%35.6%15.7%0.3%-2.3K1.8K-1.2K21.00104.42N/AN/A242349234
2021-05-25$15.55$17.5041.8%12.0%18.2%20.0%0.0%8.4%-25.6%-3.9K19.6K-1.4K0.00105.33N/AN/A00351276
2021-05-26$15.45$17.5043.2%12.4%18.3%21.1%0.0%-3.0%-34.3%-4.8K40.2K-1.3K0.0098.12N/AN/A10351276
2021-05-27$15.70$17.5034.4%9.9%14.1%14.0%23.1%3.5%-13.6%-5.5K10.6K-1.3K0.00143.16N/AN/A02352276
2021-05-28$15.88$17.5046.3%13.3%14.6%23.6%21.9%-1.2%-38.9%-6.1K-17.6K-1.3K3.60105.72N/AN/A1036352277