CYD Options History — May 2022

In May 2022, CYD traded between $8.90 and $10.65. ATM implied volatility averaged 52.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 11.7% (HV 20d: 40.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.94.

Notable Days

  • 2022-05-09: Highest Volume — 219 contracts
  • 2022-05-13: Largest IV drop — 44.4% change
  • 2022-05-12: Highest IV Rank — 40.3%
  • 2022-05-12: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.12$8.90$10.65$10.41$10.65
Max Pain$10.36$10.00$12.50$12.50$10.00
ATM IV52.1%40.0%83.0%45.4%57.0%
Expected Move15.7%11.5%23.8%13.0%16.3%
HV 20d40.4%21.7%53.1%23.4%52.2%
HV 60d43.8%41.2%48.2%41.3%41.3%
IV Rank21.1%13.6%40.3%16.9%24.1%
IV Percentile72.9%50.0%93.3%65.1%83.7%
Term Structure16.3%-25.4%149.1%-1.0%149.1%
VWIV57.4%44.2%77.3%55.7%46.8%
Skew 25d31.0%-4.1%94.5%7.5%13.9%
Skew 10d65.2%-20.6%238.9%9.9%23.6%
Call IV 25d54.6%38.3%80.7%38.3%42.9%
Put IV 25d85.6%45.8%157.7%45.8%56.8%
Bid-Ask Spread %143.07114.15155.88114.15148.26
Gamma HHI0.700.330.950.530.81
Net GEX-3.4K-18.2K17.1K8682.8K
Net DEX23.4K-152.0K172.5K17.6K-89.7K
Net VEX-718-921-338-789-633
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.342.762.461.39
Total Volume178.76279219218148
Total OI1,044.7146171,2141,180705

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$10.41$12.5045.4%13.0%23.4%16.9%55.7%7.5%-1.0%86817.6K-7892.46114.15N/AN/A63155737443
2022-05-03$10.38$12.5044.0%12.6%21.7%16.1%62.0%94.5%22.9%-4.6K19.6K-9212.46127.65N/AN/A63155737445
2022-05-04$10.43$12.5045.3%13.0%21.8%16.9%68.4%74.8%27.2%-2.6K20.4K-7762.46124.45N/AN/A63155737445
2022-05-05$10.28$10.0044.4%20.0%21.9%16.3%77.3%-3.0%-12.4%-8.8K51.1K-9052.54138.28N/AN/A61155737445
2022-05-06$10.27$10.0046.8%14.0%21.9%17.8%51.3%2.9%4.1%-10.1K50.5K-8912.58142.60N/AN/A60155745445
2022-05-09$9.75$10.0052.5%18.0%26.4%21.3%67.0%14.4%6.2%-9.4K131.4K-8522.42152.20N/AN/A64155754445
2022-05-10$9.58$10.0055.9%20.3%26.6%23.5%69.6%13.5%-13.3%-6.9K142.9K-8002.42146.64N/AN/A64155758445
2022-05-11$9.15$10.0062.7%18.0%29.8%27.6%63.0%-4.1%4.9%-5.3K172.5K-7552.42145.90N/AN/A64155758445
2022-05-12$8.90$10.0083.0%23.8%30.5%40.3%76.4%19.1%-14.9%-2.8K137.2K-7912.03146.25N/AN/A67136758445
2022-05-13$9.83$10.0046.1%13.2%49.3%17.4%47.7%91.5%-5.7%-10.4K143.6K-6972.43146.56N/AN/A58141761447
2022-05-16$10.04$10.0054.2%15.5%50.2%22.4%54.1%9.8%9.7%-15.5K81.5K-7662.71145.81N/AN/A52141761452
2022-05-17$10.52$10.0040.0%11.5%52.6%13.6%44.2%53.5%31.8%-6.0K4.1K-6422.76148.08N/AN/A51141761452
2022-05-18$10.39$10.0049.7%14.2%52.6%19.6%50.0%15.8%-2.2%2886.0K-7272.76143.44N/AN/A51141762452
2022-05-19$10.16$10.0048.4%13.9%53.1%18.8%48.1%5.5%51.7%-18.2K50.4K-6772.71147.21N/AN/A52141762452
2022-05-20$10.12$10.0049.3%14.1%52.7%19.3%65.7%91.2%19.0%369-19.9K-6050.38140.73N/AN/A11243762452
2022-05-23$10.30$10.0050.4%14.4%52.4%20.0%60.6%93.1%40.6%875-55.9K-6080.36144.28N/AN/A5821420197
2022-05-24$10.13$10.0044.5%12.8%52.1%16.4%46.9%25.8%8.5%1.3K-52.2K-6180.36146.50N/AN/A5821439197
2022-05-25$10.29$10.0048.9%14.0%52.3%19.1%48.2%9.3%31.1%1.9K-75.8K-6540.34147.73N/AN/A6221439197
2022-05-26$10.43$10.0051.9%14.9%52.4%21.0%46.5%12.4%10.8%3.6K-92.3K-6271.39151.93N/AN/A6286443197
2022-05-27$10.50$10.0074.2%21.3%52.4%34.8%55.2%9.2%-25.4%17.1K-152.0K-3381.39155.88N/AN/A6286443262
2022-05-31$10.65$10.0057.0%16.3%52.2%24.1%46.8%13.9%149.1%2.8K-89.7K-6331.39148.26N/AN/A6286443262