CYD Options History — November 2021

In November 2021, CYD traded between $11.74 and $13.16. ATM implied volatility averaged 40.5%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 17.5% (HV 20d: 23.0%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2021-11-19: Highest Volume — 762 contracts
  • 2021-11-30: Largest IV drop — 43.5% change
  • 2021-11-09: Highest IV Rank — 42.1%
  • 2021-11-03: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.42$11.74$13.16$13.16$11.74
Max Pain$12.86$12.50$15.00$15.00$12.50
ATM IV40.5%18.1%69.3%41.3%18.1%
Expected Move10.6%5.2%16.0%11.9%5.2%
HV 20d23.0%21.5%25.7%21.5%21.5%
HV 60d28.8%28.2%29.3%28.5%28.2%
IV Rank18.9%0.8%42.1%19.6%0.8%
IV Percentile47.3%0.4%94.4%48.0%0.4%
Term Structure-1.1%-35.4%31.2%2.9%31.2%
VWIV38.9%22.9%70.8%46.3%22.9%
Skew 25d15.8%-18.4%189.4%-8.0%-3.2%
Skew 10d26.7%-23.1%240.0%19.1%36.4%
Call IV 25d41.8%28.7%57.4%45.5%52.7%
Put IV 25d57.6%32.8%230.4%37.5%49.5%
Bid-Ask Spread %113.5776.44141.74105.59133.68
Gamma HHI0.480.360.880.380.46
Net GEX-999-4.3K8.7K-3.1K-848
Net DEX270.7K109.5K420.7K316.2K289.4K
Net VEX-1.1K-1.9K-562-753-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.120.530.160.12
Total Volume403.905273762304309
Total OI1,496.811,0632,1531,5481,176

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$13.16$15.0041.3%11.9%21.5%19.6%46.3%-8.0%2.9%-3.1K316.2K-7530.16105.59N/AN/A261431,030518
2021-11-02$12.83$15.0054.7%15.7%21.9%30.3%65.0%5.4%-35.4%-3.1K290.3K-8150.17136.29N/AN/A262451,030518
2021-11-03$13.00$15.0055.8%16.0%22.7%31.2%70.8%-16.1%-19.7%-3.1K302.8K-7680.17141.74N/AN/A262451,031518
2021-11-04$12.75$12.5042.7%10.8%23.4%20.7%35.8%-1.3%4.1%-3.0K328.3K-7110.1776.44N/AN/A262451,031518
2021-11-05$12.89$12.5043.0%11.2%23.9%20.9%39.0%8.0%-6.9%-3.4K336.7K-7190.17112.83N/AN/A262451,032519
2021-11-08$12.89$12.5053.0%8.6%23.9%29.0%33.5%52.2%18.8%-3.3K316.4K-7090.1788.24N/AN/A262451,032519
2021-11-09$12.99$12.5069.3%8.2%23.9%42.1%31.1%-18.4%20.3%-3.8K304.3K-7250.17120.29N/AN/A262451,023520
2021-11-10$12.74$12.5049.3%14.1%24.0%26.0%49.4%9.4%-11.4%-3.9K371.4K-5920.17140.99N/AN/A262451,023520
2021-11-11$12.78$12.5040.5%11.6%23.0%18.9%40.6%72.6%-5.7%-4.1K380.2K-5620.27108.28N/AN/A274731,024520
2021-11-12$12.75$12.5039.7%11.4%23.0%18.2%37.9%6.6%-9.0%-4.3K363.9K-5930.36113.54N/AN/A200731,030518
2021-11-15$12.30$12.5046.4%13.3%25.7%23.7%47.7%2.5%-20.3%-1.7K243.1K-7100.43137.17N/AN/A3341431,049439
2021-11-16$12.31$12.5036.1%10.3%23.3%15.3%36.1%5.1%3.8%2.6K223.1K-8950.37118.22N/AN/A3841431,203489
2021-11-17$12.15$12.5036.0%10.3%23.0%15.3%36.0%-6.9%-2.8%8.7K225.6K-8340.41113.71N/AN/A4801951,303489
2021-11-18$11.98$12.5032.6%9.3%23.1%12.5%32.6%9.2%3.7%7.9K266.1K-1.2K0.43105.48N/AN/A4802061,503589
2021-11-19$12.05$12.5031.1%8.9%22.9%11.3%31.4%-5.2%3.6%-3.2K420.7K-1.1K0.53101.92N/AN/A4992631,503650
2021-11-22$12.03$12.5032.4%9.3%22.9%12.4%32.8%13.2%1.7%-382123.2K-1.8K0.48101.26N/AN/A277134548515
2021-11-23$11.96$12.5035.1%10.1%22.9%14.6%36.0%-5.0%-3.7%898119.6K-1.9K0.48104.24N/AN/A277134594515
2021-11-24$12.03$12.5032.8%9.4%23.0%12.7%32.8%189.4%2.2%649109.5K-1.8K0.49105.71N/AN/A277136594515
2021-11-26$11.74$12.5029.4%8.4%21.9%10.0%27.8%17.8%1.5%150163.8K-1.7K0.33109.03N/AN/A27792594515
2021-11-29$11.77$12.5032.0%9.2%21.5%12.0%30.5%4.4%-1.8%-520190.5K-1.8K0.33110.27N/AN/A27792594582
2021-11-30$11.74$12.5018.1%5.2%21.5%0.8%22.9%-3.2%31.2%-848289.4K-1.5K0.12133.68N/AN/A27732594582