CYD Options History — January 2023

In January 2023, CYD traded between $7.67 and $9.13. ATM implied volatility averaged 75.3%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 22.6% (HV 20d: 52.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.34.

Notable Days

2023-01-11: Highest Volume — 204 contracts
2023-01-31: Largest IV spike — 112.0% change
2023-01-31: Highest IV Rank — 58.9%
2023-01-31: Largest Expected Move — 42.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.71	$7.67	$9.13	$7.91	$9.12
Max Pain	$7.63	$7.50	$10.00	$7.50	$7.50
ATM IV	75.3%	35.0%	148.4%	92.1%	148.4%
Expected Move	20.3%	10.0%	42.6%	26.4%	42.6%
HV 20d	52.7%	47.6%	57.9%	57.5%	47.9%
HV 60d	42.1%	41.1%	42.9%	41.1%	41.8%
IV Rank	24.0%	3.2%	58.9%	33.1%	58.9%
IV Percentile	54.9%	3.2%	96.0%	84.5%	96.0%
Term Structure	-12.5%	-68.8%	18.1%	-68.8%	-28.1%
VWIV	70.8%	40.4%	108.6%	108.6%	63.4%
Skew 25d	22.9%	-13.0%	254.5%	1.7%	254.5%
Skew 10d	24.8%	-19.0%	270.0%	63.1%	270.0%
Call IV 25d	52.5%	30.9%	104.3%	104.3%	75.5%
Put IV 25d	75.4%	31.1%	330.0%	106.0%	330.0%
Bid-Ask Spread %	129.44	85.32	151.13	145.77	139.06
Gamma HHI	0.77	0.57	0.94	0.94	0.62
Net GEX	5.2K	4.4K	5.8K	4.8K	4.9K
Net DEX	-475.1K	-587.4K	-233.8K	-284.5K	-584.5K
Net VEX	-942	-1.1K	-767	-961	-767
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	4.00	0.00	0.00
Total Volume	28.7	0	204	101	33
Total OI	780.1	610	864	610	861

Daily Data (20 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
2023-01-03	$7.91	$7.50	92.1%	26.4%	57.5%	33.1%	108.6%	1.7%	-68.8%	4.8K	-284.5K	-961	0.00	145.77	N/A	N/A	101	0	556	54
2023-01-04	$7.67	$10.00	55.0%	15.8%	57.1%	15.3%	100.2%	-13.0%	-28.6%	5.3K	-233.8K	-999	0.00	138.55	N/A	N/A	0	10	557	64
2023-01-05	$7.93	$7.50	52.2%	13.4%	57.9%	13.9%	0.0%	-5.9%	-18.9%	5.1K	-281.5K	-970	4.00	125.45	N/A	N/A	5	20	557	54
2023-01-06	$8.23	$7.50	56.0%	10.0%	53.5%	15.7%	0.0%	8.4%	13.5%	4.4K	-304.4K	-1.0K	0.03	145.65	N/A	N/A	33	1	562	74
2023-01-09	$8.29	$7.50	109.9%	15.0%	53.0%	41.7%	0.0%	-8.0%	-31.1%	5.3K	-325.7K	-961	0.00	132.12	N/A	N/A	26	0	570	75
2023-01-10	$8.37	$7.50	62.2%	16.8%	52.2%	18.3%	0.0%	-6.1%	-43.6%	5.4K	-337.0K	-989	0.00	119.21	N/A	N/A	0	0	577	75
2023-01-11	$8.86	$7.50	38.5%	11.0%	55.2%	6.8%	0.0%	51.7%	-5.4%	4.9K	-386.4K	-930	0.00	106.76	N/A	N/A	204	0	577	75
2023-01-12	$9.03	$7.50	43.5%	12.5%	55.2%	9.2%	0.0%	5.8%	6.3%	5.0K	-576.3K	-1.0K	0.00	126.25	N/A	N/A	11	0	776	75
2023-01-13	$8.96	$7.50	43.4%	12.4%	55.5%	9.1%	0.0%	-8.7%	-9.4%	5.6K	-570.3K	-1.0K	0.00	85.32	N/A	N/A	0	0	786	75
2023-01-17	$8.93	$7.50	36.1%	10.4%	55.1%	5.6%	40.4%	8.0%	3.0%	5.8K	-587.4K	-862	0.06	130.39	N/A	N/A	18	1	786	75
2023-01-18	$8.95	$7.50	65.3%	18.7%	54.2%	19.8%	41.4%	10.4%	5.3%	5.7K	-551.3K	-1.1K	0.00	118.13	N/A	N/A	0	25	776	76
2023-01-19	$8.85	$7.50	35.0%	10.0%	54.5%	3.2%	0.0%	7.2%	14.6%	4.8K	-532.7K	-1.0K	0.00	127.69	N/A	N/A	0	0	773	91
2023-01-20	$8.98	$7.50	54.8%	15.7%	50.8%	13.0%	0.0%	-8.6%	-15.9%	5.2K	-558.6K	-913	0.00	91.14	N/A	N/A	6	0	773	91
2023-01-23	$8.94	$7.50	38.5%	11.0%	51.0%	4.5%	0.0%	20.5%	8.7%	4.7K	-577.8K	-816	0.00	135.97	N/A	N/A	0	0	769	91
2023-01-24	$8.97	$7.50	71.5%	20.5%	49.9%	20.5%	0.0%	17.6%	-21.6%	5.1K	-574.1K	-803	0.00	142.94	N/A	N/A	48	0	769	91
2023-01-25	$8.94	$7.50	142.0%	40.7%	49.5%	55.7%	0.0%	28.9%	18.1%	5.5K	-526.0K	-1.1K	0.00	144.24	N/A	N/A	0	1	769	91
2023-01-26	$9.08	$7.50	144.3%	41.4%	49.5%	56.8%	0.0%	45.8%	-13.0%	5.6K	-563.4K	-947	0.00	150.68	N/A	N/A	0	0	769	92
2023-01-27	$9.13	$7.50	147.3%	42.2%	47.6%	58.3%	0.0%	52.4%	-9.0%	5.3K	-567.0K	-858	0.00	151.13	N/A	N/A	30	0	768	92
2023-01-30	$9.11	$7.50	70.0%	20.1%	47.7%	19.7%	63.4%	-4.2%	-25.8%	4.8K	-578.7K	-816	0.00	132.41	N/A	N/A	1	0	768	92
2023-01-31	$9.12	$7.50	148.4%	42.6%	47.9%	58.9%	0.0%	254.5%	-28.1%	4.9K	-584.5K	-767	0.00	139.06	N/A	N/A	33	0	769	92