CYD Options History — June 2022 In June 2022, CYD traded between $8.89 and $11.03. ATM implied volatility averaged 82.2%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 37.6% (HV 20d: 44.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.97.
Notable Days 2022-06-17 : Highest Volume — 552 contracts2022-06-07 : Largest IV spike — 206.9% change2022-06-07 : Highest IV Rank — 100.0%2022-06-22 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.11 $8.89 $11.03 $10.89 $8.89 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 82.2% 41.8% 200.3% 60.8% 119.6% Expected Move 21.0% 11.6% 37.6% 17.4% 34.3% HV 20d 44.6% 34.6% 52.8% 52.7% 43.4% HV 60d 38.8% 35.8% 41.5% 39.5% 41.5% IV Rank 35.8% 13.0% 100.0% 26.5% 55.7% IV Percentile 84.8% 51.6% 100.0% 86.1% 96.8% Term Structure -9.9% -57.4% 75.9% 75.9% -42.2% VWIV 67.4% 17.3% 153.7% 47.6% 84.3% Skew 25d 127.2% -24.0% 272.8% 9.0% 239.2% Skew 10d 185.9% -8.1% 364.0% 133.4% 276.6% Call IV 25d 77.9% 44.9% 175.6% 44.9% 93.4% Put IV 25d 205.2% 44.1% 332.6% 53.9% 332.6% Bid-Ask Spread % 129.31 99.33 148.64 148.64 135.48 Gamma HHI 0.46 0.26 0.69 0.69 0.62 Net GEX 1.3K -2.7K 10.7K 3.2K 2.9K Net DEX -18.2K -232.6K 208.2K -110.7K 68.1K Net VEX -543 -710 -106 -634 -419 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.13 2.58 1.39 0.13 Total Volume 236.429 128 552 148 163 Total OI 723.524 613 945 705 630
Daily Data (21 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 2022-06-01 $10.89 $10.00 60.8% 17.4% 52.7% 26.5% 47.6% 9.0% 75.9% 3.2K -110.7K -634 1.39 148.64 N/A N/A 62 86 443 262 2022-06-02 $10.95 $10.00 84.0% 13.3% 52.7% 40.9% 17.3% 38.1% -31.3% 6.9K -164.9K -558 1.15 126.63 N/A N/A 62 71 443 262 2022-06-03 $10.77 $10.00 42.7% 22.7% 52.8% 15.2% 56.7% 113.1% -57.4% 2.0K -117.1K -551 1.20 135.47 N/A N/A 59 71 443 220 2022-06-06 $10.82 $10.00 65.3% 11.6% 52.8% 29.3% 17.8% 230.0% -12.9% 5.2K -128.7K -509 1.17 124.18 N/A N/A 59 69 444 220 2022-06-07 $11.03 $10.00 200.3% 11.6% 48.9% 100.0% 21.1% -24.0% -17.1% 10.7K -210.9K -363 1.15 105.86 N/A N/A 60 69 444 222 2022-06-08 $10.90 $10.00 41.8% 12.0% 48.6% 13.0% 23.9% 7.6% -12.5% -135 -232.6K -277 1.15 101.96 N/A N/A 60 69 445 222 2022-06-09 $10.60 $10.00 72.7% 20.8% 46.4% 30.0% 71.2% 71.6% -1.8% -2.7K -183.7K -106 0.48 99.33 N/A N/A 144 69 445 222 2022-06-10 $10.21 $10.00 97.2% 27.9% 47.5% 43.4% 99.8% 9.4% -23.7% -1.8K -52.8K -645 1.64 118.20 N/A N/A 152 249 531 222 2022-06-13 $9.90 $10.00 104.5% 30.0% 34.6% 47.4% 112.4% 143.0% -25.4% -2.0K 121.9K -710 1.33 120.30 N/A N/A 152 202 541 402 2022-06-14 $9.50 $10.00 75.6% 21.7% 36.7% 31.6% 90.1% 211.9% -19.9% -954 199.9K -519 1.33 118.91 N/A N/A 152 202 541 404 2022-06-15 $10.10 $10.00 96.3% 27.6% 39.5% 42.9% 95.0% 201.3% -29.2% 370 127.0K -610 1.33 123.01 N/A N/A 152 202 541 404 2022-06-16 $9.84 $10.00 78.1% 22.4% 40.3% 33.0% 71.8% -0.2% -17.1% -1.8K 168.8K -553 1.31 118.35 N/A N/A 154 202 541 404 2022-06-17 $9.73 $10.00 92.9% 26.6% 39.7% 41.1% 101.0% 149.9% 4.2% 2.6K 208.2K -584 2.58 145.74 N/A N/A 154 398 541 404 2022-06-21 $10.13 $10.00 56.8% 16.3% 42.5% 21.2% 66.6% 198.4% 4.3% 1.4K -31.0K -621 0.85 146.07 N/A N/A 139 118 400 213 2022-06-22 $9.80 $10.00 131.1% 37.6% 43.5% 62.0% 153.7% 84.6% -27.3% 256 -29.4K -675 0.85 146.74 N/A N/A 139 118 410 213 2022-06-23 $9.77 $10.00 53.3% 15.3% 43.2% 19.3% 56.5% 92.8% 5.8% 143 -4.9K -643 0.85 146.74 N/A N/A 139 118 410 213 2022-06-24 $9.86 $10.00 47.0% 13.5% 42.9% 15.9% 48.4% 112.9% 4.8% -467 -10.2K -607 0.14 135.18 N/A N/A 139 19 410 213 2022-06-27 $9.71 $10.00 74.2% 21.3% 42.7% 30.8% 59.5% 272.2% 9.8% -283 -24.0K -686 0.14 136.10 N/A N/A 139 19 410 213 2022-06-28 $9.55 $10.00 52.0% 14.9% 42.8% 18.6% 51.0% 272.8% -7.4% 1.2K 25.2K -516 0.13 138.86 N/A N/A 148 19 410 213 2022-06-29 $9.30 $10.00 80.4% 23.1% 42.8% 34.2% 70.3% 238.0% 12.2% 258 299 -612 0.13 143.67 N/A N/A 148 19 410 213 2022-06-30 $8.89 $10.00 119.6% 34.3% 43.4% 55.7% 84.3% 239.2% -42.2% 2.9K 68.1K -419 0.13 135.48 N/A N/A 144 19 417 213
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