CYD Options History — August 2021

In August 2021, CYD traded between $14.03 and $15.30. ATM implied volatility averaged 34.7%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 10.8% (HV 20d: 24.0%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.85.

Notable Days

  • 2021-08-06: Highest Volume — 253 contracts
  • 2021-08-17: Largest IV spike — 79.1% change
  • 2021-08-04: Highest IV Rank — 31.7%
  • 2021-08-04: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.56$14.03$15.30$14.62$14.36
Max Pain$14.66$12.50$17.50$17.50$12.50
ATM IV34.7%21.9%56.4%51.9%25.5%
Expected Move9.4%6.3%16.2%14.9%7.3%
HV 20d24.0%18.7%27.8%26.6%22.3%
HV 60d46.8%46.3%47.5%46.4%47.5%
IV Rank14.2%3.9%31.7%28.1%6.8%
IV Percentile27.0%1.2%89.3%83.3%6.3%
Term Structure3.6%-24.5%45.4%-8.1%18.4%
VWIV36.9%29.7%54.8%36.6%33.3%
Skew 25d3.8%-14.1%84.6%-6.9%16.4%
Skew 10d6.7%-17.4%136.6%-6.9%10.6%
Call IV 25d31.6%18.2%46.1%46.1%18.2%
Put IV 25d35.4%23.8%110.8%39.3%34.6%
Bid-Ask Spread %104.4479.31142.1899.3285.91
Gamma HHI0.430.280.590.420.55
Net GEX1.1K-21.0K26.2K-7.6K24.6K
Net DEX172.2K-122.5K503.0K305.2K-93.6K
Net VEX-2.7K-3.4K-2.1K-3.1K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.850.0017.500.000.60
Total Volume50.773025348
Total OI2,622.6361,5743,2362,8191,859

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$14.62$17.5051.9%14.9%26.6%28.1%0.0%-6.9%-8.1%-7.6K305.2K-3.1K0.0099.32N/AN/A402,013806
2021-08-03$14.86$17.5046.4%13.3%27.7%23.6%0.0%-0.3%1.6%-11.7K267.2K-3.0K0.00105.63N/AN/A602,016806
2021-08-04$14.84$17.5056.4%16.2%27.5%31.7%0.0%11.7%-24.5%-5.7K250.6K-3.0K0.00106.53N/AN/A002,016806
2021-08-05$14.87$15.0045.2%6.9%27.3%22.7%0.0%0.5%11.4%-9.6K279.1K-2.9K0.00108.21N/AN/A002,020806
2021-08-06$15.09$15.0031.9%8.1%27.6%11.9%36.6%-11.6%-8.0%-13.7K152.1K-2.9K0.66102.77N/AN/A1521012,120806
2021-08-09$15.18$15.0043.6%8.2%27.6%21.4%0.0%-13.2%1.6%-5.1K20.0K-3.4K0.0098.62N/AN/A5602,120806
2021-08-10$15.30$15.0029.4%8.3%27.8%9.9%0.0%-14.1%-7.8%-5.4K105.1K-3.2K0.00104.88N/AN/A602,270907
2021-08-11$15.18$15.0029.7%8.5%27.7%10.1%29.7%9.7%2.0%-20.7K106.4K-3.2K17.50113.64N/AN/A61052,323907
2021-08-12$15.06$15.0030.9%8.9%24.9%11.1%30.9%84.6%6.8%-14.8K184.2K-3.3K5.00101.92N/AN/A152,329907
2021-08-13$14.81$15.0027.0%7.8%25.0%8.0%0.0%6.8%14.3%-21.0K233.3K-2.9K0.00100.95N/AN/A002,329804
2021-08-16$14.41$15.0021.9%6.3%24.8%3.9%0.0%3.6%13.7%-5.0K369.7K-2.3K1.50102.54N/AN/A232,329793
2021-08-17$14.13$15.0039.3%11.3%23.1%17.9%35.2%-4.5%-0.3%-6.8K391.8K-2.4K0.0699.34N/AN/A10162,329793
2021-08-18$14.28$15.0040.2%11.5%22.1%18.6%48.3%8.8%-3.4%6.7K388.9K-2.6K0.42142.18N/AN/A1252,330796
2021-08-19$14.11$15.0037.4%10.7%21.2%16.4%0.0%-1.3%45.4%10.2K442.6K-2.4K3.33138.76N/AN/A3102,430795
2021-08-20$14.03$15.0028.7%8.2%21.2%9.4%42.3%9.7%0.7%9.0K503.0K-2.1K0.79112.55N/AN/A75592,435796
2021-08-23$14.13$15.0034.4%9.9%21.5%14.0%34.8%-7.0%4.2%12.6K49.9K-2.3K0.0098.29N/AN/A2301,137437
2021-08-24$14.25$12.5028.5%8.2%20.6%9.2%29.8%12.5%11.1%13.7K-8.2K-2.3K2.50104.57N/AN/A4101,174437
2021-08-25$14.34$12.5033.1%9.5%18.7%12.9%0.0%-4.9%2.1%16.0K-33.6K-2.4K0.0093.72N/AN/A20201,194437
2021-08-26$14.08$12.5027.2%7.8%19.7%8.1%0.0%-6.1%-10.1%12.2K68.3K-2.1K0.0097.63N/AN/A1801,197437
2021-08-27$14.34$12.5026.6%7.6%20.7%7.6%54.8%-2.3%9.2%26.2K-122.5K-2.7K2.78100.37N/AN/A9251,377437
2021-08-30$14.06$12.5029.0%8.3%21.7%9.6%29.7%-8.7%-0.6%19.5K-72.1K-2.7K0.0079.31N/AN/A10001,395437
2021-08-31$14.36$12.5025.5%7.3%22.3%6.8%33.3%16.4%18.4%24.6K-93.6K-2.7K0.6085.91N/AN/A531,397462