CYD Options History — July 2021

In July 2021, CYD traded between $14.43 and $16.32. ATM implied volatility averaged 39.9%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 21.0% (HV 20d: 60.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2021-07-01: Highest Volume — 207 contracts
  • 2021-07-12: Largest IV spike — 57.7% change
  • 2021-07-29: Highest IV Rank — 32.2%
  • 2021-07-29: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.33$14.43$16.32$16.17$14.61
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV39.9%25.9%57.0%27.8%36.8%
Expected Move11.3%7.4%16.3%8.0%10.6%
HV 20d60.9%26.9%75.6%75.5%26.9%
HV 60d45.8%45.0%46.6%45.1%46.5%
IV Rank18.4%7.1%32.2%8.6%15.9%
IV Percentile38.7%6.3%92.1%8.3%23.0%
Term Structure-2.3%-20.5%40.9%7.0%1.3%
VWIV36.8%25.2%43.8%36.9%38.7%
Skew 25d1.2%-16.6%15.7%-8.7%-1.5%
Skew 10d3.2%-16.1%27.9%1.4%1.1%
Call IV 25d35.7%24.4%44.0%35.9%35.4%
Put IV 25d36.9%26.3%49.2%27.1%33.9%
Bid-Ask Spread %100.5561.47135.1898.19101.52
Gamma HHI0.440.320.820.380.44
Net GEX-9.7K-105.1K24.4K5.9K-8.9K
Net DEX160.0K-316.8K444.7K22.8K212.4K
Net VEX-3.6K-5.3K-2.8K-4.5K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.005.960.040.00
Total Volume45.04802072076
Total OI2,828.4762,4163,1452,7512,816

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$16.17$17.5027.8%8.0%75.5%8.6%36.9%-8.7%7.0%5.9K22.8K-4.5K0.0498.19N/AN/A19981,798953
2021-07-02$16.27$17.5030.7%8.8%75.5%11.0%25.2%-16.6%1.3%16.3K-85.5K-4.7K1.33106.43N/AN/A341,931950
2021-07-06$16.25$17.5042.2%11.0%75.5%20.2%0.0%12.3%0.6%24.4K-316.8K-5.3K0.0080.83N/AN/A10401,931936
2021-07-07$16.32$17.5035.4%9.8%75.4%14.8%0.0%12.2%-7.4%17.7K-64.8K-4.4K0.00103.74N/AN/A1202,036936
2021-07-08$16.07$17.5029.4%10.8%75.6%9.9%37.7%0.0%-6.3%7.9K-2.1K-4.1K0.0597.76N/AN/A10152,046925
2021-07-09$15.79$17.5029.5%11.3%67.8%10.0%40.4%13.8%-7.2%-4.5K99.1K-3.8K0.0095.73N/AN/A042,147925
2021-07-12$15.88$17.5046.6%9.5%67.7%23.8%36.5%-5.4%4.9%-1.4K76.3K-3.7K1.8072.98N/AN/A592,147920
2021-07-13$15.86$17.5056.6%13.2%67.3%31.9%32.9%14.1%-15.8%-3.5K64.8K-3.8K0.02123.94N/AN/A9222,154929
2021-07-14$15.68$17.5038.9%11.2%65.2%17.6%0.0%-4.8%-7.4%-5.7K103.1K-3.8K0.2582.82N/AN/A2052,215930
2021-07-15$15.14$17.5025.9%7.4%65.8%7.1%25.9%-0.1%40.9%-67.8K224.3K-3.2K1.1495.33N/AN/A782,215862
2021-07-16$14.91$17.5033.8%9.7%65.9%13.4%41.8%-8.3%7.3%-105.1K444.7K-3.1K0.27113.95N/AN/A45122,214870
2021-07-19$14.49$17.5038.4%11.0%66.0%17.2%39.9%4.4%-10.7%-7.7K228.3K-3.0K5.96116.46N/AN/A231371,789627
2021-07-20$14.92$17.5043.8%12.6%67.2%21.5%43.8%4.6%-2.1%-8.2K262.6K-3.3K0.00112.75N/AN/A3201,804760
2021-07-21$15.22$17.5040.1%11.5%67.1%18.6%39.7%-8.7%-2.9%-8.2K212.4K-3.3K0.8161.47N/AN/A21171,832760
2021-07-22$14.89$17.5048.7%14.0%65.9%25.5%0.0%15.7%-20.5%-4.9K227.5K-3.6K0.00135.18N/AN/A001,852802
2021-07-23$14.79$17.5041.4%11.9%63.6%19.6%39.2%-2.6%-4.0%-11.5K332.9K-3.2K0.00117.35N/AN/A501,852802
2021-07-26$14.74$17.5046.3%13.3%63.6%23.6%0.0%5.0%-8.0%-9.9K307.2K-3.2K0.0075.25N/AN/A5001,852802
2021-07-27$14.43$17.5044.1%12.7%27.3%21.8%0.0%-4.8%-9.2%-13.2K421.4K-2.8K0.0086.67N/AN/A011,857802
2021-07-28$14.77$17.5044.7%12.8%28.1%22.3%38.7%6.7%6.3%-11.1K330.0K-3.1K0.00128.77N/AN/A801,907802
2021-07-29$14.77$17.5057.0%16.3%27.0%32.2%0.0%-2.5%-16.1%-4.5K258.5K-3.4K0.00104.50N/AN/A101,907803
2021-07-30$14.61$17.5036.8%10.6%26.9%15.9%0.0%-1.5%1.3%-8.9K212.4K-3.4K0.00101.52N/AN/A602,013803