CYD Options History — October 2021

In October 2021, CYD traded between $13.14 and $13.92. ATM implied volatility averaged 61.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 29.0% (HV 20d: 32.8%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2021-10-21: Highest Volume — 315 contracts
  • 2021-10-06: Largest IV spike — 243.6% change
  • 2021-10-06: Highest IV Rank — 97.3%
  • 2021-10-01: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.54$13.14$13.92$13.91$13.20
Max Pain$14.88$12.50$15.00$12.50$15.00
ATM IV61.8%32.2%137.7%101.9%51.1%
Expected Move14.1%9.2%29.2%29.2%14.7%
HV 20d32.8%21.8%39.5%39.5%22.2%
HV 60d28.9%28.0%30.3%30.1%28.7%
IV Rank36.1%12.2%97.3%68.4%27.5%
IV Percentile66.5%24.6%99.6%99.2%81.0%
Term Structure-13.2%-89.5%17.0%17.0%-22.2%
VWIV47.2%23.8%96.7%23.8%56.7%
Skew 25d5.3%-5.2%15.9%15.5%8.2%
Skew 10d49.7%3.0%200.8%31.3%13.3%
Call IV 25d34.9%25.1%42.7%39.0%35.3%
Put IV 25d40.2%32.6%54.5%54.5%43.5%
Bid-Ask Spread %107.1842.63145.60143.1463.45
Gamma HHI0.310.250.410.280.32
Net GEX-131-3.5K5.5K5.0K-3.0K
Net DEX113.9K-102.8K323.7K-80.3K257.7K
Net VEX-1.3K-2.0K-802-2.0K-951
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.160.500.500.16
Total Volume117.85703150304
Total OI1,617.7621,5291,6901,6691,548

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$13.91$12.50101.9%29.2%39.5%68.4%0.0%15.5%17.0%5.0K-80.3K-2.0K0.00143.14N/AN/A001,184485
2021-10-04$13.67$15.00135.2%22.8%39.0%95.3%0.0%9.7%-64.8%4.2K-52.7K-2.0K0.00139.27N/AN/A001,184505
2021-10-05$13.89$15.0040.1%10.6%39.3%18.5%0.0%1.1%-3.5%3.6K-45.9K-1.7K0.0082.48N/AN/A001,184505
2021-10-06$13.89$15.00137.7%11.7%39.1%97.3%0.0%6.5%2.6%2.3K-9.2K-1.7K0.00130.35N/AN/A011,184505
2021-10-07$13.88$15.0043.6%11.7%39.1%21.4%0.0%7.6%3.5%5.5K-102.8K-1.8K0.00107.19N/AN/A001,184505
2021-10-08$13.92$15.0064.1%10.1%38.9%38.0%0.0%1.2%-1.6%3.1K-14.8K-1.5K0.0071.61N/AN/A001,184506
2021-10-11$13.91$15.0082.5%13.5%38.7%52.7%0.0%4.1%-7.1%3.9K-28.4K-1.5K0.00122.76N/AN/A001,184506
2021-10-12$13.72$15.0090.9%13.3%38.9%59.5%0.0%15.9%-2.9%4.9K-40.3K-1.6K0.00115.32N/AN/A001,184506
2021-10-13$13.47$15.0087.5%25.1%38.4%56.8%0.0%1.1%-89.5%-1.6K15.0K-1.4K0.00145.60N/AN/A001,184506
2021-10-14$13.70$15.0043.3%12.4%38.8%21.1%0.0%-1.6%-9.2%-1.1K-37.8K-1.5K0.0097.95N/AN/A001,184506
2021-10-15$13.66$15.0039.0%11.2%38.2%17.7%0.0%11.2%7.2%-2.2K6.3K-1.3K0.00130.04N/AN/A001,184506
2021-10-18$13.61$15.0046.7%13.4%32.1%23.8%23.8%6.7%-4.4%-2.5K231.1K-1.1K0.50119.79N/AN/A211,024505
2021-10-19$13.15$15.0037.8%10.8%34.8%16.7%0.0%6.7%0.4%-2.7K283.9K-1.0K0.50103.70N/AN/A211,024505
2021-10-20$13.29$15.0036.0%10.3%34.5%15.2%36.3%0.4%-8.3%-2.5K230.5K-1.2K0.2169.64N/AN/A259551,027507
2021-10-21$13.15$15.0050.5%14.5%24.7%27.0%57.3%-5.2%-17.6%-2.7K306.3K-9130.22133.94N/AN/A259561,027508
2021-10-22$13.27$15.0032.2%9.2%23.5%12.2%32.0%8.2%-2.9%-3.5K288.8K-9430.2142.63N/AN/A259541,027519
2021-10-25$13.21$15.0036.0%10.3%22.0%15.3%37.2%2.5%11.1%-3.5K323.7K-8390.21112.12N/AN/A259541,027518
2021-10-26$13.14$15.0067.8%19.4%21.9%40.9%96.7%8.3%-68.8%-3.1K265.8K-9690.17134.93N/AN/A259431,027518
2021-10-27$13.20$15.0037.2%10.7%21.8%16.2%45.1%8.3%-15.3%-3.3K323.2K-8020.17135.08N/AN/A260431,028520
2021-10-28$13.48$15.0037.1%10.6%23.1%16.1%39.7%-4.8%-1.0%-3.4K271.7K-8990.1649.76N/AN/A261431,030519
2021-10-29$13.20$15.0051.1%14.7%22.2%27.5%56.7%8.2%-22.2%-3.0K257.7K-9510.1663.45N/AN/A261431,030518