CYD Options History — September 2022

In September 2022, CYD traded between $7.10 and $8.47. ATM implied volatility averaged 67.7%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 32.9% (HV 20d: 34.7%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2022-09-06: Highest Volume — 80 contracts
2022-09-12: Largest IV spike — 139.1% change
2022-09-12: Highest IV Rank — 51.3%
2022-09-29: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.79	$7.10	$8.47	$8.47	$7.30
Max Pain	$7.26	$5.00	$7.50	$5.00	$7.50
ATM IV	67.7%	31.8%	127.2%	52.5%	42.9%
Expected Move	16.0%	9.1%	27.4%	15.0%	12.3%
HV 20d	34.7%	21.8%	50.0%	50.0%	25.1%
HV 60d	43.1%	36.9%	47.0%	47.0%	37.3%
IV Rank	23.3%	6.5%	51.3%	16.2%	11.7%
IV Percentile	62.6%	10.3%	92.9%	57.9%	31.7%
Term Structure	9.7%	-46.9%	45.6%	-26.1%	5.4%
VWIV	59.6%	35.3%	97.3%	50.3%	44.8%
Skew 25d	24.4%	-15.2%	71.8%	26.6%	35.0%
Skew 10d	49.4%	13.0%	145.2%	13.8%	37.1%
Call IV 25d	54.5%	30.6%	95.4%	45.9%	61.2%
Put IV 25d	78.9%	41.5%	126.1%	72.5%	96.2%
Bid-Ask Spread %	140.90	105.99	159.45	137.57	105.99
Gamma HHI	0.37	0.29	0.46	0.37	0.46
Net GEX	97	-250	528	528	-218
Net DEX	1.3K	-8.6K	10.9K	-6.5K	8.2K
Net VEX	-114	-152	-78	-152	-88
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.00	4.00	0.00	0.38
Total Volume	33.143	0	80	2	72
Total OI	192.905	169	211	210	178

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
2022-09-01	$8.47	$5.00	52.5%	15.0%	50.0%	16.2%	0.0%	26.6%	-26.1%	528	-6.5K	-152	0.00	137.57	N/A	N/A	2	0	162	48
2022-09-02	$8.36	$5.00	82.1%	23.5%	49.7%	30.1%	0.0%	66.3%	13.3%	519	-5.2K	-139	0.00	149.32	N/A	N/A	0	0	160	48
2022-09-06	$8.23	$7.50	49.2%	14.1%	49.9%	14.6%	50.3%	-11.9%	45.6%	296	-3.0K	-129	0.36	143.31	N/A	N/A	59	21	160	48
2022-09-07	$8.08	$7.50	88.2%	16.1%	49.8%	33.0%	63.7%	71.8%	-6.5%	247	1.0K	-121	0.36	119.52	N/A	N/A	59	21	160	48
2022-09-08	$8.08	$7.50	94.5%	13.3%	48.3%	35.9%	0.0%	8.8%	20.5%	344	-2.5K	-126	0.00	152.22	N/A	N/A	0	0	160	48
2022-09-09	$8.22	$7.50	53.2%	12.9%	48.1%	16.5%	0.0%	23.5%	43.9%	265	-3.4K	-142	0.00	159.45	N/A	N/A	3	0	160	48
2022-09-12	$8.16	$7.50	127.2%	12.8%	47.8%	51.3%	0.0%	13.9%	13.9%	418	-5.8K	-130	0.00	143.27	N/A	N/A	0	0	157	48
2022-09-13	$8.20	$7.50	123.9%	14.2%	47.9%	49.8%	47.8%	-15.2%	42.5%	363	-6.3K	-139	0.40	151.73	N/A	N/A	52	21	157	48
2022-09-14	$8.25	$7.50	48.2%	13.8%	47.1%	14.2%	0.0%	26.7%	33.4%	170	-3.8K	-124	0.00	151.54	N/A	N/A	6	0	157	48
2022-09-15	$8.18	$7.50	53.1%	15.2%	33.1%	16.5%	0.0%	41.0%	34.6%	170	-8.6K	-115	0.00	151.69	N/A	N/A	0	0	163	48
2022-09-16	$7.91	$7.50	49.1%	14.1%	24.0%	14.6%	47.4%	24.6%	-4.8%	-46	-2.0K	-105	0.36	133.71	N/A	N/A	58	21	163	48
2022-09-19	$7.88	$7.50	31.8%	9.1%	23.7%	6.5%	35.3%	7.6%	21.3%	-115	3.9K	-90	4.00	144.18	N/A	N/A	1	4	122	47
2022-09-20	$7.61	$7.50	43.4%	12.5%	24.7%	11.9%	42.6%	16.3%	28.7%	-20	5.5K	-113	0.00	150.71	N/A	N/A	8	0	123	47
2022-09-21	$7.44	$7.50	51.7%	14.8%	25.3%	15.8%	0.0%	32.7%	6.9%	-109	7.9K	-106	0.00	134.83	N/A	N/A	0	0	131	47
2022-09-22	$7.33	$7.50	45.5%	13.0%	23.6%	12.9%	0.0%	26.8%	10.7%	-154	8.5K	-101	0.00	142.70	N/A	N/A	0	0	131	48
2022-09-23	$7.18	$7.50	73.5%	21.1%	22.6%	26.1%	0.0%	17.9%	-1.7%	-53	7.4K	-108	0.00	152.17	N/A	N/A	0	0	131	47
2022-09-26	$7.20	$7.50	84.0%	24.1%	22.4%	31.0%	88.3%	15.9%	-27.6%	-250	10.9K	-78	0.38	143.96	N/A	N/A	52	20	131	47
2022-09-27	$7.22	$7.50	60.8%	17.4%	22.8%	20.1%	65.2%	50.2%	16.2%	-44	5.5K	-103	0.38	124.25	N/A	N/A	52	20	131	47
2022-09-28	$7.23	$7.50	70.1%	20.1%	21.8%	24.4%	72.7%	19.2%	-20.6%	-98	6.1K	-90	0.38	143.91	N/A	N/A	52	20	131	47
2022-09-29	$7.10	$7.50	95.7%	27.4%	22.0%	36.5%	97.3%	13.8%	-46.9%	-170	8.7K	-85	0.38	122.91	N/A	N/A	52	20	131	47
2022-09-30	$7.30	$7.50	42.9%	12.3%	25.1%	11.7%	44.8%	35.0%	5.4%	-218	8.2K	-88	0.38	105.99	N/A	N/A	52	20	131	47