CYD Options History — July 2022

In July 2022, CYD traded between $8.38 and $9.07. ATM implied volatility averaged 103.5%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 54.1% (HV 20d: 49.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2022-07-01: Highest Volume — 172 contracts
2022-07-15: Largest IV spike — 140.8% change
2022-07-07: Highest IV Rank — 100.0%
2022-07-29: Largest Expected Move — 42.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.71	$8.38	$9.07	$9.02	$8.80
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	103.5%	53.1%	219.8%	77.5%	148.9%
Expected Move	21.8%	13.7%	42.7%	22.2%	42.7%
HV 20d	49.4%	43.9%	56.3%	44.0%	43.9%
HV 60d	46.1%	41.6%	46.9%	41.6%	46.9%
IV Rank	43.1%	17.4%	100.0%	32.6%	64.9%
IV Percentile	87.2%	66.7%	100.0%	88.5%	97.6%
Term Structure	19.5%	-80.3%	119.3%	-28.7%	-13.8%
VWIV	92.8%	43.3%	144.5%	80.6%	142.1%
Skew 25d	34.3%	-6.0%	223.4%	223.4%	63.6%
Skew 10d	57.8%	-37.1%	323.3%	323.3%	128.8%
Call IV 25d	57.2%	36.2%	101.8%	101.8%	60.4%
Put IV 25d	91.5%	46.9%	325.3%	325.3%	124.0%
Bid-Ask Spread %	132.75	108.58	144.73	108.58	140.09
Gamma HHI	0.57	0.36	0.70	0.36	0.63
Net GEX	2.8K	1.3K	3.9K	1.3K	3.4K
Net DEX	-11.5K	-49.8K	64.5K	54.7K	-43.8K
Net VEX	-343	-520	-215	-463	-309
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.12	0.71	0.12	0.32
Total Volume	120.35	101	172	172	112
Total OI	538.1	472	634	630	494

Daily Data (20 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
2022-07-01	$9.02	$10.00	77.5%	22.2%	44.0%	32.6%	80.6%	223.4%	-28.7%	1.3K	54.7K	-463	0.12	108.58	N/A	N/A	153	19	417	213
2022-07-05	$8.45	$10.00	76.8%	17.5%	48.2%	32.2%	82.0%	-0.1%	3.6%	1.3K	64.5K	-421	0.14	124.00	N/A	N/A	139	19	421	213
2022-07-06	$9.07	$10.00	180.8%	17.0%	56.3%	89.3%	73.3%	7.2%	13.8%	2.7K	-17.8K	-520	0.14	123.28	N/A	N/A	139	19	425	189
2022-07-07	$8.90	$10.00	219.6%	15.5%	55.4%	100.0%	68.4%	5.5%	-12.5%	2.3K	-12.9K	-495	0.21	118.84	N/A	N/A	90	19	425	189
2022-07-08	$9.02	$10.00	141.6%	15.0%	56.0%	61.3%	57.6%	27.2%	-1.1%	2.1K	-5.0K	-500	0.18	131.01	N/A	N/A	106	19	426	189
2022-07-11	$8.83	$10.00	100.0%	13.7%	55.8%	40.6%	52.4%	27.3%	14.5%	3.9K	34.5K	-405	0.18	130.89	N/A	N/A	106	19	426	189
2022-07-12	$8.77	$10.00	219.8%	33.4%	54.8%	100.0%	84.3%	25.2%	-5.6%	2.9K	-20.4K	-394	0.18	131.75	N/A	N/A	106	19	426	119
2022-07-13	$8.65	$10.00	64.5%	18.5%	54.2%	23.0%	63.6%	21.5%	-7.1%	3.0K	-4.3K	-322	0.18	140.07	N/A	N/A	106	19	426	119
2022-07-14	$8.44	$10.00	55.9%	16.0%	53.1%	18.8%	64.1%	6.1%	102.8%	2.6K	10.2K	-271	0.18	127.45	N/A	N/A	106	19	426	119
2022-07-15	$8.62	$10.00	134.6%	38.6%	48.0%	57.8%	119.4%	-6.0%	-80.3%	2.4K	23.8K	-222	0.71	143.39	N/A	N/A	91	65	430	119
2022-07-18	$8.82	$10.00	56.6%	16.2%	48.7%	19.1%	64.8%	25.9%	14.8%	3.9K	-46.5K	-301	0.22	137.44	N/A	N/A	83	18	400	72
2022-07-19	$8.65	$10.00	96.7%	27.7%	48.9%	39.0%	130.0%	71.5%	99.4%	3.2K	-49.8K	-349	0.22	142.40	N/A	N/A	83	18	415	72
2022-07-20	$8.72	$10.00	65.6%	18.8%	46.1%	23.5%	107.2%	18.4%	58.3%	3.4K	-29.4K	-269	0.22	131.77	N/A	N/A	83	18	415	72
2022-07-21	$8.72	$10.00	53.1%	15.2%	45.2%	17.4%	43.3%	5.6%	-9.0%	3.6K	-38.0K	-328	0.22	123.09	N/A	N/A	83	18	415	72
2022-07-22	$8.50	$10.00	59.3%	17.0%	45.7%	20.4%	74.0%	10.8%	69.6%	3.0K	-34.0K	-303	0.22	144.73	N/A	N/A	83	18	415	72
2022-07-25	$8.48	$10.00	102.5%	29.4%	45.3%	41.8%	144.5%	62.0%	-40.5%	2.8K	-32.8K	-266	0.21	136.51	N/A	N/A	85	18	415	72
2022-07-26	$8.38	$10.00	67.3%	19.3%	45.3%	24.4%	126.0%	-0.1%	92.5%	2.2K	-12.2K	-215	0.21	139.05	N/A	N/A	85	18	417	72
2022-07-27	$8.60	$10.00	79.0%	22.7%	46.6%	30.2%	142.1%	50.9%	119.3%	3.3K	-40.6K	-279	0.21	142.57	N/A	N/A	85	18	417	66
2022-07-28	$8.66	$10.00	70.1%	20.1%	46.1%	25.8%	135.8%	40.2%	0.7%	3.2K	-29.5K	-236	0.21	138.10	N/A	N/A	85	18	417	66
2022-07-29	$8.80	$10.00	148.9%	42.7%	43.9%	64.9%	142.1%	63.6%	-13.8%	3.4K	-43.8K	-309	0.32	140.09	N/A	N/A	85	27	417	77