CYD Options History — June 2021

In June 2021, CYD traded between $15.60 and $19.26. ATM implied volatility averaged 40.5%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 4.8% (HV 20d: 35.8%). Max pain ranged from $15.00 to $30.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.93.

Notable Days

  • 2021-06-25: Highest Volume — 2,005 contracts
  • 2021-06-04: Largest IV spike — 216.8% change
  • 2021-06-04: Highest IV Rank — 66.7%
  • 2021-06-28: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.94$15.60$19.26$15.76$16.08
Max Pain$18.86$15.00$30.00$17.50$17.50
ATM IV40.5%24.5%99.7%39.6%32.5%
Expected Move11.1%8.1%25.1%11.4%9.3%
HV 20d35.8%12.5%75.6%14.8%75.6%
HV 60d26.8%18.3%45.1%18.6%45.1%
IV Rank18.9%6.0%66.7%18.2%12.4%
IV Percentile27.7%4.8%98.4%21.0%15.1%
Term Structure-6.2%-78.5%20.5%-15.2%7.7%
VWIV36.8%21.5%65.2%21.5%27.8%
Skew 25d13.6%-17.3%127.5%-1.2%-5.3%
Skew 10d20.8%-10.2%127.5%12.9%5.1%
Call IV 25d32.6%21.1%60.0%27.9%43.3%
Put IV 25d46.2%26.0%187.4%26.7%38.0%
Bid-Ask Spread %100.2942.62137.54137.54101.30
Gamma HHI0.590.320.930.510.39
Net GEX41.1K-8.7K192.9K-8.7K523
Net DEX-369.0K-1.2M132.6K-8.7K132.6K
Net VEX-1.8K-4.0K-942-1.3K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.006.250.001.07
Total Volume28302,0058211
Total OI1,322.6826312,5656312,565

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$15.76$17.5039.6%11.4%14.8%18.2%21.5%-1.2%-15.2%-8.7K-8.7K-1.3K0.00137.54N/AN/A80353278
2021-06-02$15.79$17.5029.4%8.4%14.5%9.9%0.0%3.2%16.1%-3.6K16.8K-1.2K0.00126.96N/AN/A00361278
2021-06-03$15.64$15.0031.5%8.5%14.7%11.6%0.0%9.7%13.7%-5.0K16.9K-1.3K0.00106.52N/AN/A10361278
2021-06-04$15.75$15.0099.7%10.8%14.8%66.7%0.0%0.1%-11.2%-3.8K3.6K-1.3K6.25108.89N/AN/A425362278
2021-06-07$15.83$15.0024.5%11.7%14.1%6.0%39.1%51.1%-3.3%-3.9K5.1K-1.3K0.0042.62N/AN/A02364302
2021-06-08$15.72$15.0041.6%13.7%13.5%19.8%33.3%10.8%-21.4%-3.4K17.6K-1.4K0.00107.42N/AN/A043364302
2021-06-09$15.60$30.0029.1%8.3%12.5%9.7%0.0%39.8%-0.3%-7.6K90.9K-1.3K0.2050.60N/AN/A153364347
2021-06-10$17.11$30.0039.4%11.3%35.3%18.0%50.4%9.7%-3.7%-1.3K-108.5K-1.7K0.03135.71N/AN/A2216379350
2021-06-11$16.88$30.0058.6%16.8%35.9%33.5%34.2%48.8%4.1%16.7K-100.4K-1.3K0.00136.26N/AN/A3910575356
2021-06-14$17.20$17.5038.0%10.9%36.3%16.9%42.3%-9.2%-14.1%61.6K-319.4K-1.2K1.36102.36N/AN/A74101814356
2021-06-15$17.91$17.5037.9%10.9%38.5%16.8%41.2%127.5%-2.1%53.5K-999.8K-9420.9743.00N/AN/A109106908441
2021-06-16$17.57$17.5044.7%12.8%39.3%22.3%38.2%6.7%-16.8%84.8K-624.6K-1.7K0.38112.14N/AN/A135953546
2021-06-17$17.44$17.5034.9%10.0%39.5%14.3%36.2%-0.3%-7.9%104.6K-518.8K-1.3K0.00102.83N/AN/A1120956546
2021-06-18$17.56$17.5036.9%10.6%39.3%16.0%41.4%-3.1%-12.5%192.9K-702.9K-1.6K0.03106.25N/AN/A13941,068546
2021-06-21$17.69$17.5030.0%8.6%39.1%10.4%30.0%-4.9%-7.1%133.7K-601.6K-1.4K5.0046.20N/AN/A15915542
2021-06-22$18.10$17.5028.3%8.1%39.5%9.0%29.4%11.9%-0.8%128.2K-943.4K-1.1K0.08108.91N/AN/A52343916543
2021-06-23$18.59$17.5031.2%8.9%39.3%11.4%65.2%7.3%-11.4%44.0K-1.2M-1.6K0.0796.53N/AN/A507351,302548
2021-06-24$19.26$17.5031.9%9.2%39.9%12.0%31.3%-3.3%-5.4%51.5K-1.2M-1.8K0.37100.55N/AN/A189691,218557
2021-06-25$19.18$17.5035.1%10.1%40.2%14.5%34.3%21.6%13.8%48.6K-1.1M-2.7K0.12108.29N/AN/A1,7942111,246609
2021-06-28$16.22$20.0087.6%25.1%74.8%56.9%36.8%-17.3%-78.5%13.8K71.3K-4.0K1.02127.49N/AN/A2322361,598807
2021-06-29$15.80$17.5029.5%8.5%75.3%10.0%30.7%-5.3%20.5%6.3K22.7K-3.4K0.7297.91N/AN/A4593291,695652
2021-06-30$16.08$17.5032.5%9.3%75.6%12.4%27.8%-5.3%7.7%523132.6K-3.7K1.07101.30N/AN/A1021091,708857