CYD Options History — March 2022

In March 2022, CYD traded between $10.90 and $12.30. ATM implied volatility averaged 62.3%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 5.2% (HV 20d: 57.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.15.

Notable Days

  • 2022-03-16: Highest Volume — 471 contracts
  • 2022-03-07: Largest IV spike — 117.7% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-11: Largest Expected Move — 50.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.66$10.90$12.30$11.75$11.80
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV62.3%39.4%174.1%54.6%56.6%
Expected Move20.0%9.7%50.8%15.7%11.5%
HV 20d57.1%47.2%63.5%47.2%48.0%
HV 60d52.3%41.7%55.8%49.4%41.7%
IV Rank30.2%14.2%100.0%31.1%25.2%
IV Percentile81.8%55.6%100.0%85.3%85.3%
Term Structure-12.2%-122.2%13.5%-7.6%-19.8%
VWIV60.0%36.2%180.8%53.7%42.8%
Skew 25d15.9%-20.8%196.3%1.0%-6.9%
Skew 10d30.3%-38.5%246.7%-1.2%-6.6%
Call IV 25d49.4%32.4%72.4%50.4%59.7%
Put IV 25d65.4%38.9%245.0%51.4%52.7%
Bid-Ask Spread %120.8497.78147.69124.17103.01
Gamma HHI0.410.330.560.450.40
Net GEX4.9K6738.8K6.3K4.8K
Net DEX-229.2K-328.0K-99.3K-254.5K-249.5K
Net VEX-1.4K-1.7K-1.2K-1.5K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.130.190.150.19
Total Volume412.609339471451339
Total OI1,055.3489461,1651,114948

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$11.75$12.5054.6%15.7%47.2%31.1%53.7%1.0%-7.6%6.3K-254.5K-1.5K0.15124.17N/AN/A39259794320
2022-03-02$12.30$12.5039.7%11.4%49.5%18.8%44.3%6.9%-6.9%4.4K-276.8K-1.7K0.15126.42N/AN/A39259794324
2022-03-03$12.29$12.5071.5%20.5%48.7%45.1%51.8%4.5%-2.6%8.8K-328.0K-1.5K0.15146.50N/AN/A39259794324
2022-03-04$11.62$12.5080.0%22.9%51.9%52.2%60.0%7.3%-14.8%5.6K-253.5K-1.6K0.15123.78N/AN/A39259794324
2022-03-07$10.90$12.50174.1%49.9%55.3%100.0%180.8%1.0%-122.2%673-99.3K-1.4K0.13146.95N/AN/A39250794324
2022-03-08$11.70$12.5051.2%20.8%62.5%21.7%75.6%18.9%3.9%5.7K-217.3K-1.3K0.13125.91N/AN/A39250794324
2022-03-09$11.47$12.5059.3%45.3%62.5%26.9%94.9%-6.0%1.5%5.3K-222.4K-1.6K0.13147.67N/AN/A39250794324
2022-03-10$11.35$12.5054.9%46.9%62.5%24.1%105.0%0.7%0.4%4.0K-196.8K-1.5K0.13147.47N/AN/A39250794324
2022-03-11$11.52$12.50102.0%50.8%62.5%54.0%101.4%-7.9%-20.7%5.9K-246.6K-1.5K0.13147.69N/AN/A39250794324
2022-03-14$11.08$12.5056.5%16.9%63.4%25.1%44.4%-20.8%-6.2%3.6K-143.3K-1.3K0.13113.70N/AN/A39250794324
2022-03-15$11.08$12.5084.9%13.0%63.5%43.1%53.1%49.6%-36.5%3.2K-133.1K-1.3K0.14125.19N/AN/A39655794324
2022-03-16$11.34$12.5056.1%13.4%62.4%24.8%41.9%1.9%-12.8%886-139.7K-1.4K0.1397.78N/AN/A41655804333
2022-03-17$11.50$12.5049.6%12.9%62.1%20.7%42.9%-4.7%1.1%5.1K-201.9K-1.5K0.13113.51N/AN/A41655832333
2022-03-18$11.78$12.5060.4%11.6%63.3%27.6%37.3%4.3%-8.4%5.4K-236.3K-1.3K0.13120.25N/AN/A41655832321
2022-03-21$11.70$12.5057.5%11.0%62.0%25.7%39.8%196.3%-10.2%6.6K-257.5K-1.3K0.17121.08N/AN/A31254627319
2022-03-22$12.00$12.5041.5%14.0%62.8%15.6%49.1%142.7%13.5%3.9K-254.1K-1.6K0.18111.55N/AN/A30354627319
2022-03-23$11.70$12.5042.6%11.2%61.4%16.3%45.2%-1.8%-1.7%5.6K-266.1K-1.4K0.18108.85N/AN/A30354627319
2022-03-24$11.82$12.5041.8%12.7%56.8%15.7%44.2%5.1%-1.5%4.4K-245.2K-1.5K0.18121.11N/AN/A30354628319
2022-03-25$11.85$12.5051.1%14.0%53.2%21.6%52.0%-3.1%2.1%4.2K-267.0K-1.5K0.18101.27N/AN/A30454628319
2022-03-28$11.91$12.5045.7%9.7%53.2%18.2%36.2%-2.7%-12.8%5.3K-252.6K-1.4K0.18105.14N/AN/A30454629319
2022-03-29$11.93$12.5039.4%11.7%50.7%14.2%40.9%-1.9%-2.5%5.7K-263.7K-1.4K0.1998.99N/AN/A28554629319
2022-03-30$11.77$12.5060.8%11.7%48.0%27.8%42.5%-18.0%-17.0%7.5K-265.4K-1.2K0.19101.40N/AN/A28554629319
2022-03-31$11.80$12.5056.6%11.5%48.0%25.2%42.8%-6.9%-19.8%4.8K-249.5K-1.4K0.19103.01N/AN/A28554629319