CYD Options History — February 2022

In February 2022, CYD traded between $11.75 and $14.09. ATM implied volatility averaged 52.4%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 22.1% (HV 20d: 30.3%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.21.

Notable Days

2022-02-25: Highest Volume — 448 contracts
2022-02-03: Largest IV spike — 157.2% change
2022-02-03: Highest IV Rank — 95.2%
2022-02-03: Largest Expected Move — 22.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.34	$11.75	$14.09	$14.03	$12.29
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	52.4%	33.8%	131.9%	38.4%	56.8%
Expected Move	13.3%	9.7%	22.6%	11.0%	16.3%
HV 20d	30.3%	23.2%	46.8%	31.1%	46.6%
HV 60d	44.1%	42.5%	48.5%	42.8%	48.5%
IV Rank	29.3%	13.8%	95.2%	17.6%	32.9%
IV Percentile	72.5%	38.1%	99.2%	54.0%	88.1%
Term Structure	-0.7%	-58.0%	37.1%	2.1%	0.6%
VWIV	46.5%	38.9%	61.8%	51.6%	44.2%
Skew 25d	11.6%	-5.0%	105.7%	11.0%	39.2%
Skew 10d	27.2%	-15.3%	158.1%	3.5%	62.5%
Call IV 25d	45.7%	37.9%	61.1%	48.0%	48.0%
Put IV 25d	57.3%	39.1%	143.7%	59.1%	87.2%
Bid-Ask Spread %	120.69	56.83	143.01	56.83	143.01
Gamma HHI	0.61	0.34	0.82	0.71	0.46
Net GEX	9.1K	3.6K	13.3K	12.3K	8.1K
Net DEX	-404.0K	-505.5K	-238.0K	-505.5K	-317.4K
Net VEX	-1.5K	-1.8K	-1.2K	-1.7K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.14	0.32	0.32	0.14
Total Volume	378.105	314	448	327	448
Total OI	1,137.789	924	1,293	1,124	1,113

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$14.03	$12.50	38.4%	11.0%	31.1%	17.6%	51.6%	11.0%	2.1%	12.3K	-505.5K	-1.7K	0.32	56.83	N/A	N/A	248	79	736	388
2022-02-02	$13.61	$12.50	51.3%	14.7%	26.5%	28.3%	61.8%	5.1%	-16.4%	9.5K	-424.9K	-1.7K	0.28	118.22	N/A	N/A	246	68	736	388
2022-02-03	$13.47	$12.50	131.9%	22.6%	26.5%	95.2%	46.2%	-4.4%	-58.0%	10.2K	-420.2K	-1.7K	0.27	138.46	N/A	N/A	249	68	737	389
2022-02-04	$13.57	$12.50	61.5%	11.6%	26.7%	36.9%	39.9%	0.2%	9.2%	11.5K	-457.4K	-1.3K	0.27	134.33	N/A	N/A	249	68	737	389
2022-02-07	$13.55	$12.50	63.3%	13.2%	24.4%	38.3%	42.4%	3.6%	-5.7%	10.6K	-452.7K	-1.3K	0.23	127.32	N/A	N/A	296	68	737	389
2022-02-08	$13.60	$12.50	68.4%	13.4%	23.2%	42.6%	48.4%	9.2%	-2.4%	11.3K	-436.0K	-1.5K	0.21	133.02	N/A	N/A	299	64	787	389
2022-02-09	$13.51	$12.50	43.3%	12.4%	23.3%	21.7%	38.9%	-3.8%	-19.9%	12.2K	-452.9K	-1.2K	0.21	113.04	N/A	N/A	300	64	790	390
2022-02-10	$13.70	$12.50	43.4%	12.4%	23.9%	21.8%	40.8%	-1.4%	-9.2%	11.8K	-449.7K	-1.6K	0.21	119.05	N/A	N/A	300	63	792	390
2022-02-11	$13.50	$12.50	39.7%	11.4%	24.2%	18.7%	42.6%	-5.0%	9.1%	11.5K	-449.8K	-1.2K	0.22	138.30	N/A	N/A	300	66	792	388
2022-02-14	$13.33	$12.50	39.0%	11.2%	24.5%	18.2%	45.0%	1.3%	17.7%	8.8K	-379.6K	-1.5K	0.22	127.59	N/A	N/A	299	66	792	388
2022-02-15	$13.83	$12.50	37.6%	10.8%	28.2%	17.0%	43.4%	0.3%	-0.1%	13.3K	-455.7K	-1.5K	0.21	107.51	N/A	N/A	319	66	793	388
2022-02-16	$14.09	$12.50	35.9%	10.3%	29.0%	15.6%	39.9%	-2.2%	-4.1%	5.8K	-437.4K	-1.5K	0.21	113.84	N/A	N/A	317	66	812	388
2022-02-17	$14.01	$12.50	48.4%	13.9%	28.7%	26.0%	46.1%	0.9%	37.1%	7.2K	-437.3K	-1.6K	0.18	135.00	N/A	N/A	362	66	863	388
2022-02-18	$13.43	$12.50	40.3%	11.6%	32.0%	19.2%	47.6%	-3.6%	-1.1%	7.0K	-408.4K	-1.5K	0.18	118.43	N/A	N/A	368	65	911	382
2022-02-22	$13.15	$12.50	40.2%	11.5%	32.6%	19.2%	48.1%	-2.9%	16.5%	7.4K	-354.8K	-1.5K	0.20	127.60	N/A	N/A	282	57	605	319
2022-02-23	$12.56	$12.50	63.8%	18.3%	35.8%	38.7%	60.6%	9.6%	-30.5%	6.6K	-314.7K	-1.5K	0.15	81.03	N/A	N/A	371	56	625	319
2022-02-24	$11.75	$12.50	59.4%	17.0%	41.5%	35.1%	56.2%	58.6%	27.2%	3.6K	-238.0K	-1.8K	0.15	132.37	N/A	N/A	377	56	771	320
2022-02-25	$12.40	$12.50	33.8%	9.7%	46.8%	13.8%	40.5%	105.7%	14.5%	3.8K	-282.9K	-1.7K	0.14	128.11	N/A	N/A	392	56	777	320
2022-02-28	$12.29	$12.50	56.8%	16.3%	46.6%	32.9%	44.2%	39.2%	0.6%	8.1K	-317.4K	-1.6K	0.14	143.01	N/A	N/A	392	56	793	320