CYD Options History — August 2022

In August 2022, CYD traded between $8.28 and $9.14. ATM implied volatility averaged 82.4%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 38.8% (HV 20d: 43.6%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.20.

Notable Days

2022-08-05: Highest Volume — 291 contracts
2022-08-23: Largest IV spike — 265.8% change
2022-08-08: Highest IV Rank — 100.0%
2022-08-29: Largest Expected Move — 46.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.62	$8.28	$9.14	$8.28	$8.43
Max Pain	$5.65	$5.00	$10.00	$10.00	$5.00
ATM IV	82.4%	30.5%	230.8%	54.9%	41.1%
Expected Move	21.9%	8.7%	46.8%	15.8%	11.8%
HV 20d	43.6%	33.0%	54.3%	48.4%	50.0%
HV 60d	45.9%	40.7%	48.4%	48.3%	47.2%
IV Rank	30.5%	5.8%	100.0%	18.3%	10.8%
IV Percentile	67.6%	12.7%	100.0%	67.5%	35.3%
Term Structure	-17.6%	-208.1%	133.9%	133.9%	-20.8%
VWIV	69.7%	25.0%	136.9%	107.8%	49.2%
Skew 25d	10.8%	-60.6%	46.5%	28.8%	36.5%
Skew 10d	39.4%	-19.6%	203.5%	203.5%	0.7%
Call IV 25d	55.3%	22.3%	118.4%	42.5%	41.0%
Put IV 25d	66.2%	33.7%	116.0%	71.3%	77.5%
Bid-Ask Spread %	136.82	80.58	166.93	125.09	144.79
Gamma HHI	0.42	0.25	0.56	0.39	0.42
Net GEX	1.6K	293	6.0K	1.1K	293
Net DEX	-83.2K	-221.6K	1.4K	1.4K	-2.5K
Net VEX	-194	-404	-119	-196	-119
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.00	0.58	0.33
Total Volume	52.826	0	291	120	84
Total OI	489.522	190	725	503	210

Daily Data (23 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
2022-08-01	$8.28	$10.00	54.9%	15.8%	48.4%	18.3%	107.8%	28.8%	133.9%	1.1K	1.4K	-196	0.58	125.09	N/A	N/A	76	44	417	86
2022-08-02	$8.32	$10.00	52.4%	15.0%	42.7%	17.0%	136.9%	15.2%	16.0%	1.9K	-8.7K	-236	0.59	116.49	N/A	N/A	76	45	423	99
2022-08-03	$8.40	$10.00	46.8%	13.4%	33.7%	14.2%	110.2%	43.9%	23.7%	1.9K	-8.4K	-220	0.43	101.62	N/A	N/A	76	33	423	100
2022-08-04	$8.44	$5.00	44.4%	17.8%	33.3%	13.0%	71.4%	11.3%	-38.1%	1.7K	-5.1K	-171	0.41	137.75	N/A	N/A	80	33	423	101
2022-08-05	$8.60	$5.00	114.8%	14.8%	33.7%	48.0%	73.6%	-16.6%	-6.2%	2.7K	-64.6K	-312	0.13	137.85	N/A	N/A	258	33	428	101
2022-08-08	$8.57	$5.00	230.8%	38.3%	33.0%	100.0%	89.0%	-60.6%	-95.6%	5.3K	-150.9K	-287	0.13	151.02	N/A	N/A	258	33	605	101
2022-08-09	$8.39	$5.00	44.6%	13.6%	33.7%	12.5%	0.0%	13.7%	-19.7%	2.0K	-137.6K	-142	0.00	109.95	N/A	N/A	0	0	605	101
2022-08-10	$8.65	$5.00	54.5%	15.6%	35.3%	17.1%	25.0%	8.2%	-51.4%	3.7K	-201.3K	-404	0.00	145.20	N/A	N/A	7	0	605	101
2022-08-11	$8.83	$5.00	38.7%	11.1%	34.8%	9.7%	0.0%	11.4%	19.1%	4.0K	-221.6K	-374	0.00	135.72	N/A	N/A	0	0	612	87
2022-08-12	$8.93	$5.00	58.5%	16.8%	34.2%	19.0%	0.0%	3.4%	-8.5%	6.0K	-197.4K	-259	0.00	153.54	N/A	N/A	2	0	612	87
2022-08-15	$8.95	$5.00	105.7%	30.3%	33.3%	41.2%	0.0%	11.8%	-37.3%	331	-170.3K	-126	0.00	162.55	N/A	N/A	11	0	614	87
2022-08-16	$9.14	$5.00	115.9%	33.2%	33.1%	46.0%	0.0%	-0.3%	20.1%	370	-174.8K	-131	0.00	163.40	N/A	N/A	0	0	615	87
2022-08-17	$8.31	$5.00	147.1%	42.2%	47.9%	60.6%	56.2%	-8.8%	-111.1%	350	-161.3K	-146	0.00	166.93	N/A	N/A	25	0	615	87
2022-08-18	$8.88	$5.00	70.3%	20.1%	53.8%	24.5%	0.0%	24.3%	124.9%	492	-171.6K	-135	0.00	126.89	N/A	N/A	10	0	628	87
2022-08-19	$8.74	$5.00	51.2%	14.7%	53.3%	15.6%	51.5%	18.0%	-27.6%	574	-167.3K	-135	0.00	100.18	N/A	N/A	7	0	638	87
2022-08-22	$8.50	$5.00	35.4%	10.2%	54.3%	8.1%	0.0%	2.0%	18.0%	483	-5.6K	-149	0.00	80.58	N/A	N/A	0	0	146	44
2022-08-23	$8.50	$5.00	129.5%	37.1%	54.1%	52.4%	0.0%	-0.9%	-141.3%	343	-4.9K	-133	0.00	154.14	N/A	N/A	6	0	146	44
2022-08-24	$8.66	$5.00	30.5%	8.7%	53.7%	5.8%	0.0%	46.5%	3.8%	629	-7.0K	-158	0.00	140.31	N/A	N/A	0	0	152	44
2022-08-25	$8.77	$5.00	87.9%	25.2%	53.8%	32.8%	52.8%	17.3%	1.7%	760	-10.5K	-158	0.00	133.48	N/A	N/A	8	0	152	44
2022-08-26	$8.82	$5.00	128.7%	36.9%	53.6%	52.0%	30.4%	22.4%	18.4%	799	-19.7K	-179	0.00	159.61	N/A	N/A	1	0	160	44
2022-08-29	$8.70	$5.00	163.4%	46.8%	48.8%	68.3%	0.0%	-5.5%	-208.1%	827	-18.1K	-164	0.00	156.79	N/A	N/A	1	0	161	44
2022-08-30	$8.45	$5.00	48.2%	13.8%	50.1%	14.2%	52.5%	27.6%	-17.4%	521	-5.5K	-133	1.00	142.99	N/A	N/A	4	4	162	44
2022-08-31	$8.43	$5.00	41.1%	11.8%	50.0%	10.8%	49.2%	36.5%	-20.8%	293	-2.5K	-119	0.33	144.79	N/A	N/A	63	21	162	48