CYD Options History — November 2022

In November 2022, CYD traded between $6.97 and $7.64. ATM implied volatility averaged 64.4%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 36.7% (HV 20d: 27.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.77.

Notable Days

2022-11-16: Highest Volume — 304 contracts
2022-11-03: Largest IV spike — 208.7% change
2022-11-03: Highest IV Rank — 97.1%
2022-11-02: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.26	$6.97	$7.64	$7.03	$7.64
Max Pain	$7.74	$7.50	$10.00	$10.00	$7.50
ATM IV	64.4%	36.8%	224.7%	37.5%	67.6%
Expected Move	14.6%	10.5%	20.9%	10.8%	19.4%
HV 20d	27.7%	23.9%	33.7%	26.5%	33.7%
HV 60d	30.7%	26.3%	36.3%	36.3%	30.2%
IV Rank	21.8%	8.8%	97.1%	9.2%	23.3%
IV Percentile	53.3%	15.1%	99.6%	18.3%	70.6%
Term Structure	-7.3%	-31.2%	14.2%	13.2%	-21.8%
VWIV	50.5%	33.6%	115.6%	37.9%	36.4%
Skew 25d	26.8%	-47.2%	250.5%	50.6%	16.0%
Skew 10d	28.2%	-80.1%	306.4%	45.3%	22.8%
Call IV 25d	67.9%	29.7%	149.2%	67.9%	29.7%
Put IV 25d	94.7%	41.2%	323.1%	118.5%	45.7%
Bid-Ask Spread %	144.94	84.60	171.09	93.34	158.96
Gamma HHI	0.76	0.39	0.96	0.59	0.95
Net GEX	1.7K	-736	4.2K	-364	3.9K
Net DEX	-87.4K	-203.1K	19.2K	11.7K	-203.1K
Net VEX	-604	-1.1K	-57	-57	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.44	1.50	0.72	1.47
Total Volume	126.667	0	304	86	0
Total OI	421	172	669	172	609

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
2022-11-01	$7.03	$10.00	37.5%	10.8%	26.5%	9.2%	37.9%	50.6%	13.2%	-364	11.7K	-57	0.72	93.34	N/A	N/A	50	36	129	43
2022-11-02	$7.05	$10.00	72.8%	20.9%	26.5%	25.7%	115.6%	28.3%	-23.3%	-431	17.0K	-91	0.72	142.79	N/A	N/A	50	36	129	63
2022-11-03	$7.05	$7.50	224.7%	18.4%	26.0%	97.1%	68.3%	91.8%	-2.5%	-389	16.1K	-88	0.72	156.12	N/A	N/A	50	36	129	63
2022-11-04	$7.19	$7.50	68.9%	11.8%	27.2%	23.9%	38.2%	3.4%	-0.6%	-659	17.8K	-79	0.72	128.61	N/A	N/A	50	36	129	63
2022-11-07	$7.09	$7.50	89.5%	11.9%	27.3%	33.6%	39.2%	15.0%	-1.7%	-632	17.7K	-78	0.72	145.32	N/A	N/A	50	36	129	63
2022-11-08	$7.07	$7.50	83.2%	11.1%	27.3%	30.6%	33.6%	250.5%	-2.1%	-736	19.2K	-72	0.72	131.31	N/A	N/A	50	36	129	63
2022-11-09	$6.97	$7.50	47.9%	13.7%	27.5%	14.0%	43.6%	14.8%	-8.6%	-536	19.0K	-78	0.44	161.34	N/A	N/A	82	36	129	63
2022-11-10	$7.13	$7.50	60.0%	17.2%	25.0%	19.7%	64.7%	52.7%	-12.6%	-232	5.7K	-145	0.44	171.09	N/A	N/A	82	36	161	63
2022-11-11	$7.15	$7.50	58.7%	16.8%	23.9%	19.1%	52.5%	-47.2%	-23.5%	-325	3.6K	-140	0.50	152.22	N/A	N/A	100	50	161	63
2022-11-14	$7.55	$7.50	64.5%	18.5%	28.9%	21.8%	62.6%	9.4%	-23.8%	-69	-13.4K	-292	0.91	165.41	N/A	N/A	100	91	211	87
2022-11-15	$7.59	$7.50	45.6%	13.1%	28.8%	12.9%	49.9%	15.6%	14.2%	2.6K	-138.4K	-807	0.57	168.72	N/A	N/A	150	85	464	87
2022-11-16	$7.45	$7.50	42.2%	12.1%	29.7%	11.3%	42.3%	-11.7%	-2.0%	3.3K	-186.8K	-1.0K	0.53	158.07	N/A	N/A	199	105	589	80
2022-11-17	$7.39	$7.50	39.2%	11.2%	27.7%	9.9%	37.3%	15.8%	7.9%	3.2K	-178.7K	-1.0K	0.53	139.43	N/A	N/A	199	105	589	80
2022-11-18	$7.52	$7.50	45.1%	12.9%	28.2%	12.7%	47.8%	-6.9%	-3.7%	3.4K	-187.9K	-1.1K	0.45	84.60	N/A	N/A	199	89	589	80
2022-11-21	$7.37	$7.50	45.8%	13.1%	28.3%	13.0%	45.8%	8.2%	0.0%	3.8K	-190.4K	-1.0K	1.50	129.44	N/A	N/A	58	87	479	82
2022-11-22	$7.29	$7.50	54.7%	15.7%	27.9%	17.2%	42.2%	5.9%	-31.2%	4.2K	-175.5K	-1.1K	1.50	138.28	N/A	N/A	58	87	526	82
2022-11-23	$7.27	$7.50	36.8%	10.5%	27.8%	8.8%	36.4%	38.3%	2.1%	4.0K	-177.9K	-1.1K	1.47	140.82	N/A	N/A	59	87	526	82
2022-11-25	$7.20	$7.50	59.9%	17.2%	27.9%	19.7%	0.0%	2.3%	-23.2%	4.0K	-170.6K	-1.1K	0.00	163.30	N/A	N/A	0	0	527	82
2022-11-28	$7.25	$7.50	59.0%	16.9%	28.0%	19.2%	0.0%	0.9%	-8.6%	4.1K	-169.4K	-1.1K	0.00	160.52	N/A	N/A	0	0	527	82
2022-11-29	$7.22	$7.50	48.6%	13.9%	27.5%	14.3%	0.0%	8.7%	-0.9%	4.1K	-171.9K	-1.1K	0.00	154.01	N/A	N/A	0	0	527	82
2022-11-30	$7.64	$7.50	67.6%	19.4%	33.7%	23.3%	0.0%	16.0%	-21.8%	3.9K	-203.1K	-1.1K	0.00	158.96	N/A	N/A	0	0	527	82