CYD Options History — April 2023 In April 2023, CYD traded between $7.43 and $7.86. ATM implied volatility averaged 45.6%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 10.4% (HV 20d: 35.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-13 : Highest Volume — 16 contracts2023-04-04 : Largest IV spike — 109.7% change2023-04-04 : Highest IV Rank — 25.7%2023-04-04 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.61 $7.43 $7.86 $7.86 $7.77 Max Pain $7.63 $7.50 $10.00 $10.00 $7.50 ATM IV 45.6% 31.8% 82.0% 39.1% 47.4% Expected Move 12.3% 9.1% 23.5% 11.2% 13.6% HV 20d 35.3% 28.8% 41.6% 41.6% 29.3% HV 60d 33.9% 32.8% 35.8% 35.8% 34.2% IV Rank 7.6% 0.7% 25.7% 4.3% 8.5% IV Percentile 24.6% 1.2% 75.0% 9.9% 31.3% Term Structure 3.3% -71.7% 26.8% -2.1% -3.0% VWIV 52.4% 35.6% 71.1% 35.6% 71.1% Skew 25d 24.6% -12.1% 92.5% -12.1% 6.3% Skew 10d 54.5% 5.8% 192.7% 70.8% 25.0% Call IV 25d 50.5% 34.5% 88.0% 57.9% 54.3% Put IV 25d 75.2% 43.8% 180.5% 45.8% 60.6% Bid-Ask Spread % 114.39 43.26 159.67 152.16 149.42 Gamma HHI 0.79 0.62 0.90 0.71 0.71 Net GEX 7.3K 5.7K 9.3K 8.0K 6.5K Net DEX -286.1K -331.2K -241.3K -331.2K -318.8K Net VEX -806 -1.0K -678 -888 -770 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 1.579 0 16 5 0 Total OI 894.474 882 910 896 884
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 2023-04-03 $7.86 $10.00 39.1% 11.2% 41.6% 4.3% 0.0% -12.1% -2.1% 8.0K -331.2K -888 0.00 152.16 N/A N/A 0 5 746 150 2023-04-04 $7.75 $7.50 82.0% 23.5% 40.1% 25.7% 0.0% -11.7% -71.7% 7.4K -313.8K -957 0.00 159.67 N/A N/A 0 0 746 157 2023-04-05 $7.58 $7.50 39.6% 11.3% 39.7% 4.6% 0.0% 92.5% 1.0% 8.0K -280.9K -1.0K 0.00 159.17 N/A N/A 0 0 746 157 2023-04-06 $7.57 $7.50 67.8% 11.8% 39.7% 18.6% 0.0% 41.9% 10.9% 8.0K -280.1K -996 0.00 141.10 N/A N/A 0 0 746 157 2023-04-10 $7.61 $7.50 47.6% 11.5% 38.2% 8.5% 0.0% 10.7% 3.1% 7.7K -294.6K -690 0.00 120.63 N/A N/A 0 0 746 157 2023-04-11 $7.63 $7.50 57.3% 12.1% 37.8% 13.4% 0.0% 41.2% 11.3% 7.4K -294.3K -704 0.00 116.96 N/A N/A 0 4 746 157 2023-04-12 $7.53 $7.50 34.0% 9.7% 37.3% 1.8% 0.0% 8.4% 13.0% 9.3K -282.4K -722 0.00 147.22 N/A N/A 0 0 746 161 2023-04-13 $7.58 $7.50 35.7% 10.2% 34.9% 2.6% 35.6% 42.1% 11.0% 9.2K -279.2K -678 0.00 51.46 N/A N/A 16 0 749 161 2023-04-14 $7.58 $7.50 31.8% 9.1% 34.4% 0.7% 0.0% 7.0% 3.5% 7.4K -271.1K -759 0.00 141.81 N/A N/A 0 0 732 161 2023-04-17 $7.55 $7.50 39.4% 11.3% 32.9% 4.5% 0.0% 38.0% 1.9% 6.3K -264.7K -766 0.00 43.26 N/A N/A 0 0 732 161 2023-04-18 $7.78 $7.50 36.1% 10.4% 34.1% 2.8% 0.0% 31.2% 26.1% 7.0K -317.6K -938 0.00 101.77 N/A N/A 0 0 732 161 2023-04-19 $7.60 $7.50 38.4% 11.0% 35.2% 4.0% 0.0% 5.7% 17.9% 7.3K -287.9K -867 0.00 84.85 N/A N/A 0 0 732 161 2023-04-20 $7.45 $7.50 54.7% 15.7% 35.4% 12.1% 50.5% 55.7% 26.8% 5.8K -247.8K -783 0.00 127.24 N/A N/A 3 0 732 161 2023-04-21 $7.45 $7.50 37.7% 10.8% 35.4% 3.6% 71.1% 22.9% 2.0% 6.8K -247.7K -730 0.00 112.89 N/A N/A 2 0 729 161 2023-04-24 $7.53 $7.50 33.0% 9.5% 35.5% 1.3% 0.0% 0.3% -3.3% 8.0K -279.3K -785 0.00 67.37 N/A N/A 0 0 723 159 2023-04-25 $7.43 $7.50 58.7% 16.8% 30.9% 14.1% 0.0% 58.9% -8.7% 5.7K -241.3K -725 0.00 59.48 N/A N/A 0 0 723 159 2023-04-26 $7.66 $7.50 46.5% 13.3% 28.8% 8.0% 0.0% 6.8% -3.7% 6.3K -293.6K -770 0.00 95.29 N/A N/A 0 0 723 159 2023-04-27 $7.65 $7.50 39.7% 11.4% 28.8% 4.6% 0.0% 22.6% 26.0% 6.2K -310.0K -781 0.00 141.73 N/A N/A 0 0 723 159 2023-04-28 $7.77 $7.50 47.4% 13.6% 29.3% 8.5% 0.0% 6.3% -3.0% 6.5K -318.8K -770 0.00 149.42 N/A N/A 0 0 725 159
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