CYD Options History — December 2021

In December 2021, CYD traded between $10.82 and $14.90. ATM implied volatility averaged 39.9%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 14.8% (HV 20d: 25.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2021-12-31: Highest Volume — 760 contracts
  • 2021-12-20: Largest IV spike — 119.4% change
  • 2021-12-20: Highest IV Rank — 67.6%
  • 2021-12-20: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.83$10.82$14.90$11.90$14.90
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV39.9%25.0%100.9%34.0%49.9%
Expected Move11.5%7.1%28.9%9.8%14.3%
HV 20d25.1%18.1%53.9%21.2%53.9%
HV 60d27.1%21.1%36.9%28.3%36.9%
IV Rank18.4%6.3%67.6%13.7%26.5%
IV Percentile40.3%7.5%98.0%30.2%81.0%
Term Structure-2.6%-117.6%20.8%-4.7%-16.9%
VWIV42.4%21.9%128.8%33.2%49.3%
Skew 25d10.2%-10.7%123.4%123.4%-2.0%
Skew 10d23.9%-25.4%190.7%160.3%0.7%
Call IV 25d37.0%21.7%65.6%37.0%65.6%
Put IV 25d47.2%25.6%160.4%160.4%63.6%
Bid-Ask Spread %115.5625.28147.4435.63108.67
Gamma HHI0.490.350.720.430.66
Net GEX-117-3.9K12.5K-60712.5K
Net DEX83.5K-778.3K315.3K182.3K-778.3K
Net VEX-1.5K-2.0K-1.1K-1.8K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.111.190.120.50
Total Volume386.955272760309760
Total OI1,084.5918081,3471,1771,347

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$11.90$12.5034.0%9.8%21.2%13.7%33.2%123.4%-4.7%-607182.3K-1.8K0.1235.63N/AN/A27732594583
2021-12-02$11.99$12.5027.0%7.7%20.7%8.0%29.3%26.8%15.9%-509164.5K-1.8K0.12141.30N/AN/A27732594583
2021-12-03$11.74$12.5039.1%11.2%20.9%17.7%41.2%17.4%5.7%146123.5K-1.7K0.11135.35N/AN/A28032594583
2021-12-06$11.95$12.5029.6%13.8%21.7%10.1%46.4%-1.4%0.5%-626192.1K-1.6K0.11125.16N/AN/A28030597583
2021-12-07$11.95$12.5027.7%8.9%21.7%8.5%33.8%10.7%0.6%-880229.4K-1.6K0.11106.72N/AN/A28030597583
2021-12-08$11.82$12.5031.1%12.1%21.4%11.3%40.6%17.4%-2.0%-654235.0K-1.5K0.19147.44N/AN/A28053597583
2021-12-09$11.80$12.5029.6%9.2%20.7%10.1%25.7%2.1%11.1%-577260.4K-1.5K0.19110.48N/AN/A28053597574
2021-12-10$11.70$12.5027.3%7.1%20.5%8.2%25.7%-0.1%8.1%-303289.7K-1.3K0.19115.10N/AN/A28053597574
2021-12-13$11.46$12.5034.8%10.9%21.3%14.3%40.1%-9.9%0.9%16172.4K-1.5K0.19118.94N/AN/A28053597574
2021-12-14$11.34$12.5060.4%8.7%18.2%35.0%24.1%1.3%11.1%-1.7K315.3K-1.2K0.54119.02N/AN/A280150597613
2021-12-15$11.29$12.5081.4%23.3%18.1%51.9%41.9%10.1%-6.2%-650264.3K-1.2K0.54145.83N/AN/A280150597514
2021-12-16$11.01$12.5034.6%9.9%19.3%14.1%30.9%-3.9%20.8%-398189.5K-1.2K0.83140.59N/AN/A181150597437
2021-12-17$10.94$12.5046.0%13.2%19.0%23.3%47.9%4.3%-2.7%-986207.2K-1.1K1.19136.66N/AN/A182216598437
2021-12-20$10.98$12.50100.9%28.9%18.9%67.6%128.8%-0.4%-117.6%-2.9K170.4K-1.1K0.88142.82N/AN/A194170384424
2021-12-21$10.92$12.5029.5%8.5%18.8%10.0%102.3%21.2%9.6%-2.8K183.3K-1.2K0.85139.40N/AN/A191162407445
2021-12-22$10.82$12.5035.0%10.0%18.9%14.4%36.9%-0.7%0.2%-2.4K156.6K-1.2K0.9778.89N/AN/A174169414435
2021-12-23$10.98$12.5047.3%13.6%19.8%24.4%36.5%-2.9%-25.5%-2.9K152.9K-1.3K0.5525.28N/AN/A17597421437
2021-12-27$11.85$12.5025.5%7.3%33.8%6.8%25.0%20.0%8.7%-3.9K56.2K-1.3K0.26125.93N/AN/A37498426458
2021-12-28$12.14$12.5029.4%8.4%34.8%10.0%29.5%-10.7%3.3%876-154.9K-1.8K0.2789.67N/AN/A36898628458
2021-12-29$13.11$12.5025.0%7.2%43.8%6.3%21.9%2.2%14.3%2.5K-338.6K-1.8K0.34130.17N/AN/A29499623458
2021-12-30$13.63$12.5032.6%9.4%45.3%12.5%42.4%-1.2%7.0%4.1K-437.1K-1.9K0.42123.40N/AN/A437182663459
2021-12-31$14.90$12.5049.9%14.3%53.9%26.5%49.3%-2.0%-16.9%12.5K-778.3K-2.0K0.50108.67N/AN/A507253822525