CYD Options History — October 2022

In October 2022, CYD traded between $6.97 and $7.70. ATM implied volatility averaged 60.4%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 30.1% (HV 20d: 30.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2022-10-03: Highest Volume — 72 contracts
2022-10-07: Largest IV spike — 147.1% change
2022-10-07: Highest IV Rank — 44.6%
2022-10-07: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.29	$6.97	$7.70	$7.42	$7.05
Max Pain	$9.64	$7.50	$10.00	$7.50	$10.00
ATM IV	60.4%	37.0%	112.9%	40.8%	37.0%
Expected Move	16.7%	10.6%	30.7%	11.7%	10.6%
HV 20d	30.3%	26.4%	33.0%	26.4%	29.9%
HV 60d	37.5%	36.3%	38.3%	37.4%	36.3%
IV Rank	19.9%	8.9%	44.6%	10.7%	8.9%
IV Percentile	56.9%	17.1%	91.3%	27.4%	17.1%
Term Structure	36.1%	-42.2%	200.9%	11.5%	1.7%
VWIV	72.7%	32.5%	118.3%	41.1%	32.5%
Skew 25d	25.9%	-16.2%	86.7%	19.2%	61.6%
Skew 10d	38.6%	-12.0%	152.1%	36.6%	74.8%
Call IV 25d	67.2%	43.8%	103.2%	78.8%	53.4%
Put IV 25d	93.1%	55.7%	153.5%	98.0%	115.0%
Bid-Ask Spread %	127.68	100.13	146.05	118.18	101.92
Gamma HHI	0.46	0.24	0.62	0.49	0.52
Net GEX	-177	-328	306	-232	-260
Net DEX	7.9K	-2.9K	12.8K	6.3K	9.1K
Net VEX	-78	-143	-51	-80	-66
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.32	0.39	0.38	0.32
Total Volume	69.238	62	72	72	66
Total OI	177.667	168	184	178	168

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
2022-10-03	$7.42	$7.50	40.8%	11.7%	26.4%	10.7%	41.1%	19.2%	11.5%	-232	6.3K	-80	0.38	118.18	N/A	N/A	52	20	131	47
2022-10-04	$7.68	$7.50	37.5%	10.7%	29.7%	9.1%	37.1%	-16.2%	10.5%	-232	6.0K	-91	0.38	100.13	N/A	N/A	52	20	131	47
2022-10-05	$7.70	$7.50	55.9%	16.0%	29.3%	17.8%	57.9%	54.2%	-7.9%	-194	7.5K	-87	0.38	114.36	N/A	N/A	52	20	131	47
2022-10-06	$7.56	$10.00	45.7%	11.6%	29.8%	13.0%	45.0%	12.0%	4.0%	-249	8.2K	-82	0.38	102.27	N/A	N/A	52	20	132	47
2022-10-07	$7.50	$10.00	112.9%	30.7%	28.8%	44.6%	84.1%	38.5%	-42.2%	306	-2.9K	-143	0.38	142.91	N/A	N/A	52	20	132	47
2022-10-10	$7.55	$10.00	63.6%	14.3%	29.1%	21.4%	75.8%	86.7%	-0.2%	-171	6.5K	-84	0.38	138.68	N/A	N/A	52	20	136	47
2022-10-11	$7.50	$10.00	75.5%	15.6%	28.9%	27.0%	69.4%	8.7%	15.4%	-102	6.4K	-92	0.38	135.46	N/A	N/A	52	20	136	47
2022-10-12	$7.50	$10.00	63.1%	18.1%	28.7%	21.2%	85.3%	25.9%	-9.0%	7	5.8K	-96	0.38	137.36	N/A	N/A	52	20	136	47
2022-10-13	$7.19	$10.00	60.6%	17.4%	31.6%	20.0%	88.9%	-11.2%	-4.9%	-15	6.1K	-92	0.38	134.62	N/A	N/A	52	20	136	47
2022-10-14	$7.05	$10.00	55.3%	15.8%	30.4%	17.5%	74.7%	6.4%	-20.6%	-171	7.4K	-75	0.38	140.11	N/A	N/A	52	20	136	47
2022-10-17	$7.27	$10.00	47.3%	13.6%	33.0%	13.7%	51.9%	60.3%	13.2%	-218	10.1K	-80	0.38	116.69	N/A	N/A	52	20	136	47
2022-10-18	$7.25	$10.00	47.1%	13.5%	31.0%	13.6%	51.8%	12.3%	-3.1%	-289	10.1K	-72	0.38	110.07	N/A	N/A	52	20	136	47
2022-10-19	$7.31	$10.00	50.7%	14.5%	30.2%	15.4%	76.0%	11.3%	-0.0%	-257	8.4K	-75	0.38	146.05	N/A	N/A	52	20	136	47
2022-10-20	$7.10	$10.00	53.8%	15.4%	31.5%	16.8%	87.4%	-7.4%	200.9%	-166	10.7K	-74	0.39	140.52	N/A	N/A	51	20	136	47
2022-10-21	$7.11	$10.00	37.5%	10.8%	30.7%	9.1%	44.5%	39.7%	24.6%	-297	12.8K	-66	0.39	115.68	N/A	N/A	51	20	137	47
2022-10-24	$6.97	$10.00	90.8%	26.0%	31.4%	34.2%	118.3%	48.5%	200.4%	-192	7.3K	-64	0.35	142.88	N/A	N/A	46	16	125	43
2022-10-25	$7.11	$10.00	88.3%	25.3%	32.3%	33.0%	111.5%	40.8%	180.0%	-273	11.6K	-51	0.35	134.76	N/A	N/A	46	16	125	43
2022-10-26	$7.06	$10.00	61.3%	17.6%	32.4%	20.3%	89.4%	13.8%	198.4%	-180	7.3K	-66	0.35	139.43	N/A	N/A	46	16	125	43
2022-10-27	$7.12	$10.00	74.8%	21.4%	31.9%	26.7%	100.9%	29.8%	-7.1%	-328	10.9K	-57	0.35	135.41	N/A	N/A	46	16	125	43
2022-10-28	$7.15	$10.00	70.0%	20.1%	30.2%	24.4%	103.2%	8.9%	-7.4%	-214	10.6K	-53	0.35	133.76	N/A	N/A	46	16	125	43
2022-10-31	$7.05	$10.00	37.0%	10.6%	29.9%	8.9%	32.5%	61.6%	1.7%	-260	9.1K	-66	0.32	101.92	N/A	N/A	50	16	125	43