CYD Options History — December 2022

In December 2022, CYD traded between $6.93 and $7.97. ATM implied volatility averaged 58.5%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 17.0% (HV 20d: 41.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2022-12-27: Highest Volume — 32 contracts
  • 2022-12-13: Largest IV spike — 129.6% change
  • 2022-12-13: Highest IV Rank — 52.2%
  • 2022-12-29: Largest Expected Move — 29.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.40$6.93$7.97$7.54$7.07
Max Pain$7.13$5.00$7.50$7.50$7.50
ATM IV58.5%33.7%131.6%43.1%48.2%
Expected Move14.3%9.7%29.1%12.4%13.8%
HV 20d41.5%34.3%45.2%34.3%40.4%
HV 60d33.5%30.1%35.0%30.1%34.0%
IV Rank17.0%5.0%52.2%9.6%12.0%
IV Percentile46.5%7.1%94.4%26.2%34.1%
Term Structure-1.3%-72.4%33.5%-7.9%-1.2%
VWIV62.1%44.0%80.2%80.2%44.0%
Skew 25d29.9%-6.4%135.1%12.3%44.1%
Skew 10d40.9%-25.5%158.0%22.0%30.3%
Call IV 25d51.3%31.2%143.0%32.9%57.2%
Put IV 25d81.2%35.3%206.7%45.2%101.4%
Bid-Ask Spread %144.28106.70177.09177.09131.04
Gamma HHI0.950.900.990.960.96
Net GEX4.6K2.4K5.8K4.0K5.8K
Net DEX-200.5K-264.5K-143.8K-209.9K-173.8K
Net VEX-1.0K-1.1K-923-1.1K-972
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.004.330.000.00
Total Volume2.76203206
Total OI603.81589613609602

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$7.54$7.5043.1%12.4%34.3%9.6%0.0%12.3%-7.9%4.0K-209.9K-1.1K0.00177.09N/AN/A0052782
2022-12-02$7.51$7.5087.8%25.2%34.4%31.1%0.0%80.8%-43.1%4.7K-211.8K-1.1K0.00125.96N/AN/A3052782
2022-12-05$7.80$5.0060.1%13.8%36.1%17.7%0.0%17.4%-7.4%4.2K-241.9K-1.1K0.00116.15N/AN/A0053082
2022-12-06$7.97$5.0073.3%13.0%35.9%24.1%0.0%-0.4%9.1%4.4K-264.5K-1.0K0.00119.66N/AN/A0053082
2022-12-07$7.45$5.0053.1%10.7%44.3%14.4%80.2%34.5%11.2%3.9K-193.9K-1.1K0.00134.71N/AN/A1053082
2022-12-08$7.34$0.0053.7%12.6%44.4%14.7%44.0%11.3%-1.2%4.3K-191.0K-1.1K0.00114.44N/AN/A1052982
2022-12-09$7.57$7.5066.0%11.2%45.0%20.6%0.0%88.4%10.7%4.3K-210.6K-1.1K0.00133.36N/AN/A1053082
2022-12-12$7.54$7.5057.3%9.9%45.0%16.4%0.0%7.7%4.1%3.5K-207.1K-1.1K0.00156.53N/AN/A0053182
2022-12-13$7.67$7.50131.6%18.3%41.1%52.2%0.0%36.8%-15.8%4.1K-222.2K-1.1K0.00143.66N/AN/A0053182
2022-12-14$7.74$7.5038.4%11.0%41.2%7.3%0.0%0.4%21.5%3.6K-237.2K-1.0K0.00161.67N/AN/A0053182
2022-12-15$7.63$7.5054.5%15.6%40.9%15.0%0.0%1.0%-9.3%2.4K-227.8K-1.0K0.00165.52N/AN/A0053182
2022-12-16$7.48$7.5041.8%12.0%41.5%8.9%0.0%-3.6%3.0%5.7K-238.9K-9780.00152.54N/AN/A3053182
2022-12-19$7.45$7.5040.8%11.7%41.1%8.4%0.0%30.4%23.7%5.2K-207.7K-1.0K0.00106.70N/AN/A1053158
2022-12-20$7.13$7.5048.0%13.8%43.4%11.9%0.0%13.1%5.0%5.4K-184.4K-9870.00154.82N/AN/A0053258
2022-12-21$7.27$7.5033.7%9.7%43.8%5.0%0.0%-6.4%33.5%5.2K-187.0K-1.0K0.00160.82N/AN/A0053458
2022-12-22$7.13$7.5051.1%14.7%44.4%13.4%0.0%41.6%8.0%5.2K-178.2K-9990.00161.80N/AN/A0053458
2022-12-23$7.05$7.5045.4%13.0%44.4%10.7%0.0%47.4%10.4%5.1K-165.1K-9760.00163.77N/AN/A0053458
2022-12-27$7.10$7.5038.8%11.1%44.4%7.5%0.0%27.3%7.7%4.7K-158.6K-9644.33149.24N/AN/A62653458
2022-12-28$6.93$7.5060.1%17.2%45.2%17.7%0.0%135.1%-17.2%5.1K-155.6K-9350.00146.19N/AN/A5054052
2022-12-29$6.93$7.50101.3%29.1%39.6%37.6%0.0%8.3%-72.4%5.0K-143.8K-9230.00154.20N/AN/A5054552
2022-12-30$7.07$7.5048.2%13.8%40.4%12.0%0.0%44.1%-1.2%5.8K-173.8K-9720.00131.04N/AN/A6055052