CYD Options History — March 2023

In March 2023, CYD traded between $7.10 and $8.41. ATM implied volatility averaged 63.3%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 25.2% (HV 20d: 38.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-03-07: Highest Volume — 27 contracts
  • 2023-03-03: Largest IV spike — 210.6% change
  • 2023-03-01: Highest IV Rank — 84.3%
  • 2023-03-01: Largest Expected Move — 57.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.54$7.10$8.41$8.13$7.81
Max Pain$9.63$7.50$10.00$7.50$10.00
ATM IV63.3%30.8%199.3%199.3%48.7%
Expected Move16.4%8.8%57.1%57.1%14.0%
HV 20d38.2%30.4%46.0%32.0%44.2%
HV 60d40.9%35.7%42.7%42.0%36.5%
IV Rank16.4%0.2%84.3%84.3%9.1%
IV Percentile41.0%0.4%97.6%97.6%32.5%
Term Structure-20.9%-184.8%20.1%-184.8%-16.5%
VWIV86.0%57.8%104.4%57.8%104.4%
Skew 25d5.1%-46.1%42.2%-37.4%-4.3%
Skew 10d20.6%-75.0%68.9%68.9%25.6%
Call IV 25d61.3%32.1%118.2%118.2%58.4%
Put IV 25d66.4%33.7%95.5%80.8%54.1%
Bid-Ask Spread %131.4073.56159.84155.78157.49
Gamma HHI0.640.480.880.480.64
Net GEX6.6K4.4K8.4K4.4K7.8K
Net DEX-272.8K-384.3K-208.0K-337.7K-327.3K
Net VEX-877-1.1K-724-984-871
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.34802710
Total OI854.174796896796896

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$8.13$7.50199.3%57.1%32.0%84.3%0.0%-37.4%-184.8%4.4K-337.7K-9840.00155.78N/AN/A01672124
2023-03-02$8.18$7.5035.9%10.3%30.4%2.7%0.0%-46.1%-7.8%5.3K-367.5K-7640.00122.16N/AN/A00672125
2023-03-03$8.41$7.50111.6%32.0%32.1%40.5%0.0%-29.2%-120.7%4.8K-384.3K-7870.00121.46N/AN/A00672125
2023-03-06$8.05$0.0060.5%14.6%34.8%15.0%0.0%8.7%-24.8%5.7K-345.8K-9570.00104.65N/AN/A30672125
2023-03-07$7.78$0.0040.4%15.3%36.0%5.0%0.0%42.2%-4.1%5.9K-288.9K-7900.0073.56N/AN/A270675125
2023-03-08$7.57$0.0035.7%10.8%36.1%2.6%57.8%-5.6%-1.0%7.3K-278.7K-9430.0087.42N/AN/A130701125
2023-03-09$7.54$10.0051.9%9.3%34.6%10.7%0.0%12.3%10.8%6.8K-272.9K-8820.00106.19N/AN/A00708125
2023-03-10$7.33$10.00100.9%16.3%35.1%35.2%0.0%0.4%-23.7%6.9K-236.4K-9020.00122.63N/AN/A70722125
2023-03-13$7.23$10.00124.9%10.4%35.0%47.1%96.2%5.5%6.5%6.8K-221.2K-8470.00114.92N/AN/A140729125
2023-03-14$7.41$10.0059.8%19.0%37.0%14.7%85.6%13.7%-27.0%7.1K-247.8K-1.0K0.00126.27N/AN/A10741125
2023-03-15$7.16$10.0066.1%19.0%37.8%17.8%104.4%-6.9%-46.0%6.7K-224.4K-8710.00143.94N/AN/A20742125
2023-03-16$7.29$10.0050.0%14.3%39.0%9.8%0.0%34.7%20.1%5.8K-240.7K-7240.00153.53N/AN/A00747125
2023-03-17$7.10$10.0050.8%14.6%39.1%10.2%0.0%28.1%19.1%5.6K-208.0K-1.0K0.00159.84N/AN/A00747125
2023-03-20$7.20$10.0050.2%14.4%40.0%9.9%0.0%30.7%11.9%7.3K-232.1K-8590.00143.30N/AN/A00746118
2023-03-21$7.15$10.0039.0%11.2%40.1%4.2%0.0%22.6%10.7%7.5K-211.6K-8550.00146.08N/AN/A00746118
2023-03-22$7.31$10.0063.8%18.3%41.6%16.6%0.0%-6.4%-35.0%6.6K-231.8K-9770.00156.03N/AN/A020746118
2023-03-23$7.31$10.0044.8%12.8%40.6%7.1%0.0%12.2%0.4%7.6K-231.6K-8600.0098.99N/AN/A00746138
2023-03-24$7.36$10.0058.1%16.7%41.1%13.8%0.0%-11.5%-32.0%6.4K-264.0K-7580.00154.53N/AN/A00746138
2023-03-27$7.73$10.0040.3%11.6%46.0%4.9%0.0%11.9%1.9%8.4K-313.8K-9070.00151.93N/AN/A010746138
2023-03-28$7.40$10.0059.3%17.0%41.7%14.4%0.0%-3.5%-45.3%7.5K-269.7K-1.1K0.00156.62N/AN/A00746148
2023-03-29$7.43$10.0030.8%8.8%41.7%0.2%0.0%6.4%1.6%7.6K-273.4K-7790.00124.34N/AN/A00746148
2023-03-30$7.45$10.0033.7%9.7%41.6%1.6%0.0%39.1%5.8%7.2K-264.0K-7520.00140.60N/AN/A02746148
2023-03-31$7.81$10.0048.7%14.0%44.2%9.1%0.0%-4.3%-16.5%7.8K-327.3K-8710.00157.49N/AN/A00746150