CYD Options History — May 2023 In May 2023, CYD traded between $7.53 and $8.36. ATM implied volatility averaged 67.2%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 33.8% (HV 20d: 33.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 6.78.
Notable Days 2023-05-11 : Highest Volume — 28 contracts2023-05-31 : Largest IV spike — 256.9% change2023-05-31 : Highest IV Rank — 83.6%2023-05-31 : Largest Expected Move — 56.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.90 $7.53 $8.36 $7.66 $8.17 Max Pain $9.25 $7.50 $10.00 $7.50 $10.00 ATM IV 67.2% 41.0% 198.0% 48.2% 198.0% Expected Move 19.5% 11.6% 56.8% 13.8% 56.8% HV 20d 33.4% 23.1% 40.8% 24.4% 37.1% HV 60d 36.4% 33.5% 39.4% 34.1% 34.9% IV Rank 18.4% 5.3% 83.6% 8.8% 83.6% IV Percentile 48.4% 15.9% 97.2% 32.9% 97.2% Term Structure -24.9% -169.4% 18.2% -4.9% -169.4% VWIV 77.2% 77.2% 77.2% 77.2% 77.2% Skew 25d 5.8% -60.6% 47.6% 15.6% -56.7% Skew 10d 43.5% -20.2% 100.8% 34.0% 85.7% Call IV 25d 56.5% 28.6% 147.2% 52.1% 147.2% Put IV 25d 62.3% 28.7% 100.9% 67.7% 90.5% Bid-Ask Spread % 133.33 87.27 162.81 105.21 162.81 Gamma HHI 0.63 0.28 0.91 0.86 0.29 Net GEX 4.8K 276 8.7K 7.0K 1.2K Net DEX -251.6K -411.5K -149.0K -295.8K -161.5K Net VEX -614 -933 -440 -736 -661 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.78 0.00 20.00 0.00 20.00 Total Volume 3.773 0 28 1 0 Total OI 801.182 610 885 884 634
Daily Data (22 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 2023-05-01 $7.66 $7.50 48.2% 13.8% 24.4% 8.8% 0.0% 15.6% -4.9% 7.0K -295.8K -736 0.00 105.21 N/A N/A 1 0 725 159 2023-05-02 $7.55 $7.50 51.7% 14.8% 24.7% 10.6% 0.0% 25.1% -2.9% 7.4K -282.1K -808 0.00 144.99 N/A N/A 0 0 726 159 2023-05-03 $7.57 $7.50 52.5% 15.1% 24.3% 11.0% 0.0% 24.8% 9.1% 7.1K -283.9K -933 0.00 147.61 N/A N/A 0 2 726 159 2023-05-04 $7.54 $0.00 50.9% 21.0% 23.1% 10.2% 0.0% 21.3% -27.6% 7.2K -270.3K -666 0.00 87.27 N/A N/A 0 0 726 157 2023-05-05 $7.58 $0.00 52.7% 12.3% 23.2% 11.1% 0.0% 41.7% 18.2% 6.7K -281.6K -700 0.00 111.08 N/A N/A 0 0 726 157 2023-05-08 $7.53 $0.00 46.7% 15.7% 23.2% 8.1% 0.0% 47.6% -11.0% 8.4K -274.0K -631 0.00 151.52 N/A N/A 0 0 726 157 2023-05-09 $7.63 $0.00 42.7% 11.6% 23.7% 6.1% 0.0% 15.6% -4.7% 8.4K -300.9K -643 0.00 107.27 N/A N/A 0 0 726 157 2023-05-10 $7.82 $0.00 41.0% 11.8% 24.7% 5.3% 0.0% 39.3% 16.9% 8.7K -335.6K -735 0.00 155.97 N/A N/A 0 0 726 157 2023-05-11 $8.36 $0.00 52.2% 15.0% 33.8% 10.9% 0.0% 6.2% -43.5% 6.2K -411.5K -562 0.33 122.00 N/A N/A 21 7 726 157 2023-05-12 $7.88 $0.00 45.4% 13.0% 40.7% 7.4% 0.0% 10.1% -9.0% 6.0K -263.2K -567 0.00 131.79 N/A N/A 0 0 632 245 2023-05-15 $7.81 $0.00 41.6% 11.9% 40.8% 5.6% 0.0% 19.9% 6.0% 7.1K -252.7K -525 0.00 129.77 N/A N/A 0 2 632 245 2023-05-16 $8.04 $0.00 46.1% 13.2% 40.8% 7.8% 0.0% 31.3% -4.5% 4.7K -296.6K -440 0.00 115.95 N/A N/A 0 5 632 247 2023-05-17 $8.02 $0.00 80.2% 23.0% 39.7% 24.8% 0.0% 33.2% -40.1% 5.2K -298.2K -585 0.00 129.81 N/A N/A 0 0 632 247 2023-05-18 $7.88 $0.00 60.2% 17.2% 39.5% 14.8% 0.0% 13.4% -33.5% 6.4K -274.3K -574 0.00 150.82 N/A N/A 0 0 632 247 2023-05-19 $8.03 $0.00 50.8% 14.6% 39.9% 10.2% 77.2% -31.9% -12.8% 567 -331.5K -533 20.00 118.88 N/A N/A 1 20 632 247 2023-05-22 $8.13 $10.00 52.4% 15.0% 40.0% 10.9% 0.0% -22.5% -35.8% 1.4K -157.8K -461 0.00 147.18 N/A N/A 0 20 409 201 2023-05-23 $8.07 $10.00 98.9% 28.3% 39.7% 34.1% 0.0% 25.7% 1.9% 1.4K -154.8K -628 0.00 155.18 N/A N/A 0 2 409 221 2023-05-24 $8.11 $10.00 162.3% 46.5% 38.5% 65.8% 0.0% -12.9% -86.4% 689 -152.9K -515 0.00 160.22 N/A N/A 0 0 409 223 2023-05-25 $8.12 $10.00 72.8% 20.9% 38.4% 21.1% 0.0% -10.5% -23.8% 788 -149.0K -480 0.00 121.32 N/A N/A 0 0 409 223 2023-05-26 $8.13 $10.00 76.1% 21.8% 38.1% 22.8% 0.0% -47.2% -67.8% 1.9K -154.1K -614 0.00 156.98 N/A N/A 0 2 409 223 2023-05-30 $8.13 $10.00 55.5% 15.9% 37.7% 12.5% 0.0% -60.6% -22.3% 276 -152.6K -520 0.00 119.70 N/A N/A 0 0 409 225 2023-05-31 $8.17 $10.00 198.0% 56.8% 37.1% 83.6% 0.0% -56.7% -169.4% 1.2K -161.5K -661 0.00 162.81 N/A N/A 0 0 409 225
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