CYD Options History — January 2022

In January 2022, CYD traded between $13.29 and $14.59. ATM implied volatility averaged 39.5%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 23.4% (HV 20d: 62.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-01-03: Highest Volume — 636 contracts
  • 2022-01-26: Largest IV spike — 182.6% change
  • 2022-01-26: Highest IV Rank — 65.8%
  • 2022-01-26: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.99$13.29$14.59$13.61$13.67
Max Pain$12.88$12.50$15.00$15.00$12.50
ATM IV39.5%23.3%98.6%53.0%54.9%
Expected Move11.6%7.0%28.3%15.2%15.7%
HV 20d62.9%43.8%67.0%64.1%43.8%
HV 60d42.6%41.4%43.1%41.4%42.7%
IV Rank18.0%5.0%65.8%29.0%30.5%
IV Percentile44.3%6.0%97.2%84.9%86.9%
Term Structure-2.1%-102.6%67.9%4.6%-15.5%
VWIV41.9%26.9%89.6%38.0%58.0%
Skew 25d4.3%-29.2%16.0%2.1%9.6%
Skew 10d24.5%-3.0%150.2%4.2%13.0%
Call IV 25d39.8%28.5%68.2%46.7%45.0%
Put IV 25d44.0%35.5%60.8%48.8%54.5%
Bid-Ask Spread %106.7375.31127.72115.50121.59
Gamma HHI0.560.320.730.480.65
Net GEX9.3K4.4K16.5K4.7K10.8K
Net DEX-408.4K-533.8K-264.2K-365.0K-473.6K
Net VEX-1.8K-2.4K-1.4K-2.4K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.240.760.760.32
Total Volume431.35325636636327
Total OI1,485.21,1021,6991,5861,124

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$13.61$15.0053.0%15.2%64.1%29.0%38.0%2.1%4.6%4.7K-365.0K-2.4K0.76115.50N/AN/A361275902684
2022-01-04$14.35$15.0032.7%9.4%66.0%12.6%37.5%6.4%3.1%7.5K-523.9K-1.9K0.38110.43N/AN/A328123928690
2022-01-05$14.20$15.0032.5%9.3%66.3%12.4%35.8%2.5%-1.4%5.2K-373.0K-2.1K0.37104.58N/AN/A319119891704
2022-01-06$14.20$12.5023.3%10.2%66.0%5.0%35.0%4.5%-0.1%6.0K-350.5K-1.9K0.4694.29N/AN/A261121891704
2022-01-07$14.59$12.5035.0%9.8%66.2%14.5%31.3%9.2%-2.5%7.6K-533.8K-1.8K0.47102.96N/AN/A280131891707
2022-01-10$14.24$12.5028.1%9.3%67.0%8.9%40.5%0.9%2.4%4.7K-378.9K-1.7K0.47115.86N/AN/A278131875720
2022-01-11$14.25$12.5029.6%10.2%66.1%10.1%36.7%-1.1%-4.2%4.4K-350.0K-1.9K0.3581.79N/AN/A369131878720
2022-01-12$14.14$12.5030.0%8.6%66.0%10.4%29.9%10.5%1.8%11.2K-411.5K-1.9K0.35112.36N/AN/A371131970720
2022-01-13$14.20$12.5027.8%8.0%65.8%8.7%29.3%6.0%2.8%11.6K-397.6K-1.7K0.3575.31N/AN/A371131967720
2022-01-14$14.13$12.5024.5%7.0%64.7%6.0%26.9%9.6%5.4%11.1K-424.6K-1.7K0.34105.69N/AN/A380131959720
2022-01-18$14.20$12.5030.5%8.7%64.4%10.8%30.3%5.4%0.7%13.4K-442.6K-1.6K0.35108.58N/AN/A374131968720
2022-01-19$14.16$12.5028.4%8.2%64.6%9.2%31.2%5.2%1.2%16.5K-324.4K-1.4K0.24102.52N/AN/A39895971720
2022-01-20$13.96$12.5029.4%8.4%65.0%9.9%34.8%4.2%67.9%13.0K-290.4K-1.6K0.2591.67N/AN/A38295998701
2022-01-21$13.76$12.5054.2%15.5%65.2%29.9%55.3%12.7%-8.6%9.8K-264.2K-1.7K0.36127.72N/AN/A313112998688
2022-01-24$13.88$12.5039.8%11.4%65.2%18.3%53.0%10.0%29.1%10.2K-490.8K-1.9K0.33113.11N/AN/A25685730372
2022-01-25$13.94$12.5034.9%10.0%60.6%14.4%39.2%16.0%7.3%11.2K-499.3K-1.8K0.3298.17N/AN/A25681731384
2022-01-26$13.59$12.5098.6%28.3%61.4%65.8%89.6%-29.2%-102.6%8.5K-435.6K-1.5K0.31123.72N/AN/A25177731385
2022-01-27$13.52$12.5050.1%14.4%55.4%26.6%50.6%-1.7%-7.3%9.6K-442.1K-1.6K0.31105.47N/AN/A24877736385
2022-01-28$13.29$12.5051.9%14.9%54.0%28.1%54.8%2.5%-26.5%9.1K-395.4K-1.8K0.32123.38N/AN/A24879736385
2022-01-31$13.67$12.5054.9%15.7%43.8%30.5%58.0%9.6%-15.5%10.8K-473.6K-1.5K0.32121.59N/AN/A24879736388