CYD Options History — September 2021

In September 2021, CYD traded between $12.62 and $14.44. ATM implied volatility averaged 32.6%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 4.4% (HV 20d: 28.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-09-14: Highest Volume — 133 contracts
  • 2021-09-08: Largest IV spike — 74.3% change
  • 2021-09-29: Highest IV Rank — 23.1%
  • 2021-09-29: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.69$12.62$14.44$14.34$13.57
Max Pain$13.68$12.50$15.00$12.50$12.50
ATM IV32.6%21.2%45.7%23.0%42.8%
Expected Move9.6%6.6%13.1%6.6%12.3%
HV 20d28.2%21.4%39.6%22.3%38.4%
HV 60d38.5%25.9%47.5%47.5%29.7%
IV Rank12.5%3.3%23.1%4.8%20.7%
IV Percentile23.8%0.8%64.3%4.4%51.6%
Term Structure5.1%-15.5%26.2%9.4%1.3%
VWIV29.1%23.4%33.5%23.4%30.1%
Skew 25d6.7%-13.1%25.4%7.6%17.0%
Skew 10d15.6%-10.9%56.5%7.8%16.2%
Call IV 25d29.0%18.5%40.7%24.4%31.7%
Put IV 25d35.7%24.6%53.7%32.0%48.7%
Bid-Ask Spread %112.2576.35137.30105.75107.46
Gamma HHI0.410.250.620.620.36
Net GEX10.4K-1.7K27.3K25.5K5.2K
Net DEX-20.1K-273.7K286.4K-184.8K-12.7K
Net VEX-2.0K-2.9K-1.3K-2.7K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.770.000.00
Total Volume26.5710133620
Total OI1,807.4761,4762,0261,9591,669

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$14.34$12.5023.0%6.6%22.3%4.8%23.4%7.6%9.4%25.5K-184.8K-2.7K0.00105.75N/AN/A601,497462
2021-09-02$14.44$0.0029.9%9.9%22.5%10.4%0.0%-3.4%3.8%27.3K-273.7K-2.9K0.00114.42N/AN/A101,502459
2021-09-03$14.08$0.0027.2%9.4%23.1%8.1%0.0%-5.3%0.4%21.4K-238.3K-2.7K0.00104.91N/AN/A201,503459
2021-09-07$14.21$0.0021.2%7.7%23.3%3.3%29.8%-4.7%4.1%18.8K-120.5K-2.3K0.0076.35N/AN/A2001,504459
2021-09-08$14.06$0.0036.9%10.6%23.1%16.0%0.0%3.6%0.7%17.2K-100.4K-2.3K0.0099.47N/AN/A001,503459
2021-09-09$13.98$15.0034.7%10.0%23.1%14.2%0.0%-13.1%-2.0%14.1K-59.0K-2.1K0.0099.37N/AN/A1601,523459
2021-09-10$14.12$15.0037.3%10.7%23.5%16.3%0.0%-5.0%-3.7%18.3K-104.4K-2.2K0.00123.79N/AN/A001,523459
2021-09-13$13.98$15.0035.5%10.2%23.1%14.8%0.0%-8.4%-3.7%16.1K-83.9K-2.1K0.00109.61N/AN/A1201,523459
2021-09-14$13.85$15.0034.8%10.0%21.4%14.3%0.0%9.8%-7.9%17.4K-107.2K-2.1K0.00123.19N/AN/A01331,523459
2021-09-15$13.50$15.0027.9%8.0%22.2%8.7%0.0%14.1%0.2%14.8K-87.3K-2.1K0.00134.97N/AN/A0161,517459
2021-09-16$13.57$15.0034.5%9.9%21.8%14.0%0.0%18.0%10.7%1.3K112.5K-1.8K0.00100.12N/AN/A091,517509
2021-09-17$13.33$15.0026.4%7.6%22.3%7.5%26.4%10.6%9.6%364140.9K-1.7K0.30120.04N/AN/A88261,517504
2021-09-20$12.62$15.0031.5%9.0%28.9%11.7%31.4%25.4%26.2%1.6K153.9K-1.8K0.00119.89N/AN/A301,028448
2021-09-21$12.70$12.5035.4%10.1%28.9%14.7%0.0%5.2%-1.1%-1.7K286.4K-1.3K0.00130.74N/AN/A3201,029474
2021-09-22$12.92$12.5034.0%9.8%29.6%13.7%33.5%5.6%7.7%-698220.0K-1.5K0.77103.25N/AN/A13101,032474
2021-09-23$13.81$12.5031.9%9.1%38.9%11.9%30.1%21.0%20.7%2.0K61.8K-1.9K0.00110.52N/AN/A13201,043474
2021-09-24$13.47$12.5037.1%10.6%39.3%16.2%0.0%20.6%9.4%1.5K112.5K-1.9K0.13118.39N/AN/A811,051484
2021-09-27$13.76$12.5023.7%6.8%39.6%5.3%0.0%6.3%19.5%5.3K-68.6K-1.9K0.20127.36N/AN/A511,179484
2021-09-28$13.64$12.5032.9%9.4%39.1%12.7%0.0%12.2%16.6%6.1K-65.0K-1.9K0.0090.45N/AN/A021,179484
2021-09-29$13.50$12.5045.7%13.1%38.3%23.1%0.0%4.1%-15.5%6.2K-5.0K-1.9K0.00137.30N/AN/A201,184483
2021-09-30$13.57$12.5042.8%12.3%38.4%20.7%0.0%17.0%1.3%5.2K-12.7K-1.8K0.00107.46N/AN/A0201,184485