CYD Options History — February 2023 In February 2023, CYD traded between $8.23 and $9.46. ATM implied volatility averaged 75.3%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 52.8% (HV 20d: 22.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-08 : Highest Volume — 32 contracts2023-02-24 : Largest IV spike — 336.2% change2023-02-28 : Highest IV Rank — 87.9%2023-02-28 : Largest Expected Move — 59.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.09 $8.23 $9.46 $9.34 $8.23 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 75.3% 31.9% 206.6% 165.7% 206.6% Expected Move 21.3% 9.1% 59.2% 47.5% 59.2% HV 20d 22.5% 17.9% 32.0% 30.7% 32.0% HV 60d 41.2% 40.3% 42.3% 42.0% 42.0% IV Rank 22.4% 0.7% 87.9% 67.5% 87.9% IV Percentile 48.2% 0.8% 98.4% 96.8% 98.4% Term Structure 2.0% -121.6% 148.8% 8.8% -121.6% VWIV 45.3% 45.3% 45.3% 45.3% 45.3% Skew 25d 24.7% -42.4% 274.4% 274.4% -0.7% Skew 10d 24.7% -27.1% 273.2% 273.2% 26.0% Call IV 25d 54.3% 32.9% 125.0% 69.1% 125.0% Put IV 25d 79.1% 36.0% 343.5% 343.5% 124.3% Bid-Ask Spread % 137.70 100.78 156.47 145.08 156.47 Gamma HHI 0.62 0.49 0.73 0.61 0.65 Net GEX 4.5K 3.9K 5.8K 5.1K 4.7K Net DEX -514.0K -598.2K -359.7K -549.6K -359.7K Net VEX -712 -967 -533 -794 -967 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.316 0 32 0 12 Total OI 792.316 739 828 828 766
Daily Data (19 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 2023-02-01 $9.34 $7.50 165.7% 47.5% 30.7% 67.5% 0.0% 274.4% 8.8% 5.1K -549.6K -794 0.00 145.08 N/A N/A 0 0 736 92 2023-02-02 $9.46 $0.00 51.7% 13.1% 27.0% 10.6% 0.0% 68.2% -6.4% 4.5K -577.8K -787 0.00 124.37 N/A N/A 0 0 736 92 2023-02-03 $9.41 $0.00 49.2% 13.5% 26.1% 9.4% 0.0% 8.3% 3.9% 4.2K -575.5K -710 0.00 141.04 N/A N/A 0 0 736 92 2023-02-06 $9.34 $0.00 42.3% 10.6% 24.4% 5.9% 0.0% 30.9% 4.4% 4.6K -572.5K -741 0.00 145.74 N/A N/A 0 0 736 92 2023-02-07 $9.11 $0.00 47.6% 11.6% 26.8% 8.6% 0.0% 21.0% -6.7% 4.6K -546.6K -769 0.00 115.33 N/A N/A 0 0 736 92 2023-02-08 $9.29 $0.00 43.6% 12.5% 27.3% 6.6% 0.0% 11.5% 1.9% 3.9K -598.2K -533 0.00 141.06 N/A N/A 32 0 736 92 2023-02-09 $9.14 $0.00 43.7% 12.5% 20.4% 6.6% 0.0% -5.6% -3.6% 4.1K -531.7K -602 0.00 100.78 N/A N/A 0 0 704 92 2023-02-10 $9.12 $0.00 60.0% 17.2% 19.3% 14.8% 0.0% -9.9% -13.8% 4.2K -518.7K -639 0.00 141.97 N/A N/A 0 5 704 92 2023-02-13 $9.14 $0.00 44.1% 12.7% 19.1% 6.8% 0.0% -3.5% -0.8% 4.3K -507.3K -750 0.00 143.19 N/A N/A 16 0 704 97 2023-02-14 $9.12 $0.00 44.7% 12.8% 19.1% 7.1% 0.0% 8.4% 4.4% 3.9K -517.1K -596 0.00 136.26 N/A N/A 0 0 704 97 2023-02-15 $9.13 $0.00 39.6% 11.3% 19.1% 4.5% 0.0% 3.3% 6.4% 4.4K -506.1K -757 0.00 127.06 N/A N/A 0 0 704 96 2023-02-16 $9.13 $0.00 103.8% 29.7% 18.5% 36.6% 0.0% 15.8% 148.8% 4.7K -513.3K -707 0.00 152.27 N/A N/A 0 0 704 96 2023-02-17 $9.13 $0.00 50.9% 14.6% 17.9% 10.2% 0.0% -9.0% 3.2% 4.9K -509.1K -823 0.00 141.90 N/A N/A 0 0 704 96 2023-02-21 $9.00 $0.00 84.0% 24.1% 18.6% 26.7% 0.0% 110.5% -7.2% 4.2K -497.1K -661 0.00 139.31 N/A N/A 0 0 672 67 2023-02-22 $8.82 $0.00 63.3% 18.1% 19.9% 16.4% 45.3% -0.7% -1.9% 4.7K -467.5K -669 0.00 138.48 N/A N/A 0 7 672 67 2023-02-23 $8.97 $7.50 31.9% 9.1% 20.8% 0.7% 0.0% 3.6% 0.3% 5.0K -474.2K -680 0.00 128.15 N/A N/A 0 0 672 74 2023-02-24 $8.91 $7.50 139.1% 39.9% 20.2% 54.2% 0.0% -14.1% 22.8% 5.8K -468.4K -684 0.00 144.92 N/A N/A 0 10 672 74 2023-02-27 $8.84 $7.50 118.6% 34.0% 20.1% 44.0% 0.0% -42.4% -5.1% 4.3K -475.8K -663 0.00 153.00 N/A N/A 0 0 672 84 2023-02-28 $8.23 $7.50 206.6% 59.2% 32.0% 87.9% 0.0% -0.7% -121.6% 4.7K -359.7K -967 0.00 156.47 N/A N/A 0 12 672 94
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