CYD Options History — April 2022

In April 2022, CYD traded between $10.45 and $11.73. ATM implied volatility averaged 64.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 38.2% (HV 20d: 26.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.59.

Notable Days

  • 2022-04-22: Highest Volume — 408 contracts
  • 2022-04-11: Largest IV spike — 77.8% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-06: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.03$10.45$11.73$11.52$10.60
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV64.3%37.7%179.4%70.6%40.0%
Expected Move12.8%10.8%15.7%12.0%11.5%
HV 20d26.1%20.2%44.4%44.4%23.9%
HV 60d41.8%41.2%42.3%41.9%41.2%
IV Rank29.4%12.7%100.0%34.0%13.6%
IV Percentile74.2%46.8%100.0%92.9%52.4%
Term Structure24.1%-13.4%102.9%-13.4%0.4%
VWIV47.4%29.6%70.3%42.9%55.4%
Skew 25d6.7%-11.7%20.8%15.1%20.2%
Skew 10d41.4%7.9%132.5%8.9%49.4%
Call IV 25d41.6%27.9%58.6%54.6%30.3%
Put IV 25d48.3%37.0%69.7%69.7%50.4%
Bid-Ask Spread %106.2691.47116.61107.99114.23
Gamma HHI0.570.430.760.500.50
Net GEX4.1K-4.2K8.8K6.8K-1.8K
Net DEX-142.6K-266.3K6.5K-243.5K-45.0K
Net VEX-1.1K-1.4K-823-1.2K-975
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.162.440.192.44
Total Volume324.30408339217
Total OI1,069.359481,1809481,180

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$11.52$12.5070.6%12.0%44.4%34.0%42.9%15.1%-13.4%6.8K-243.5K-1.2K0.19107.99N/AN/A28554629319
2022-04-04$11.73$12.5056.1%13.4%38.0%24.9%45.0%3.0%-7.4%4.8K-231.0K-1.1K0.19115.10N/AN/A28554629319
2022-04-05$11.55$12.5075.6%11.7%29.0%37.3%42.1%13.4%13.1%5.1K-249.5K-1.3K0.16101.22N/AN/A34554629319
2022-04-06$11.57$12.50125.2%15.7%28.1%68.8%51.1%-4.2%9.5%5.4K-234.2K-1.4K0.1697.87N/AN/A34554729319
2022-04-07$11.56$12.5061.3%12.2%27.8%28.1%45.5%9.0%-7.0%8.8K-266.3K-1.3K0.16115.44N/AN/A34554729319
2022-04-08$11.25$12.50100.9%14.9%29.0%53.4%48.7%-4.0%11.0%5.4K-182.0K-1.3K0.16105.29N/AN/A34554729319
2022-04-11$11.18$12.50179.4%15.0%25.5%100.0%52.1%-6.0%-10.0%8.6K-182.9K-1.0K0.16116.61N/AN/A34554729319
2022-04-12$11.01$12.5091.4%11.1%26.1%45.8%58.5%3.5%20.1%5.8K-195.9K-1.3K0.16107.74N/AN/A34554729319
2022-04-13$10.85$12.5046.1%13.2%25.0%17.9%43.2%7.5%8.2%5.9K-150.2K-1.1K0.1894.24N/AN/A34562729319
2022-04-14$10.84$12.5047.4%13.6%24.3%18.7%43.7%4.0%81.7%5.4K-122.7K-1.0K0.25113.45N/AN/A24962729329
2022-04-18$10.78$12.5052.6%15.1%22.1%21.9%47.1%7.4%-10.4%7.0K-139.5K-1.0K0.2598.55N/AN/A24562713329
2022-04-19$11.02$12.5042.8%12.3%23.9%15.8%37.8%5.6%63.4%5.4K-145.4K-1.0K0.23107.33N/AN/A25158735329
2022-04-20$10.90$12.5038.9%11.1%21.6%13.4%39.5%15.2%100.9%6.7K-124.3K-8570.23107.47N/AN/A25158735329
2022-04-21$10.84$12.5037.7%10.8%20.2%12.7%29.6%9.2%102.9%-1.1K-94.2K-8230.2297.69N/AN/A25154735329
2022-04-22$11.00$12.5046.3%13.3%20.7%18.0%50.1%-6.3%81.4%3.6K-121.2K-8800.61110.50N/AN/A253155735334
2022-04-25$10.69$12.5050.7%14.5%22.3%20.7%70.3%16.5%7.6%4.6K-78.7K-1.0K0.61113.40N/AN/A253154737437
2022-04-26$10.45$12.5039.0%11.2%22.8%13.5%34.3%20.8%-2.5%-4.2K6.5K-1.0K2.4491.47N/AN/A63154737443
2022-04-27$10.57$12.5040.9%11.7%23.5%14.2%0.0%16.3%11.6%-1.2K-12.4K-9770.00102.35N/AN/A00737443
2022-04-28$10.68$12.5043.2%12.4%24.0%15.6%64.4%-11.7%20.2%1.2K-39.3K-9752.44107.26N/AN/A63154737443
2022-04-29$10.60$12.5040.0%11.5%23.9%13.6%55.4%20.2%0.4%-1.8K-45.0K-9752.44114.23N/AN/A63154737443