CYD Options History — June 2023 In June 2023, CYD traded between $8.79 and $10.55. ATM implied volatility averaged 89.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 54.9% (HV 20d: 34.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2023-06-01 : Highest Volume — 209 contracts2023-06-14 : Largest IV spike — 92.7% change2023-06-30 : Highest IV Rank — 82.7%2023-06-30 : Largest Expected Move — 56.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.84 $8.79 $10.55 $8.79 $10.46 Max Pain $8.33 $7.50 $10.00 $10.00 $10.00 ATM IV 89.3% 41.9% 196.1% 193.6% 196.1% Expected Move 23.7% 11.4% 56.2% 55.5% 56.2% HV 20d 34.4% 20.2% 45.4% 44.5% 20.2% HV 60d 34.9% 31.7% 37.4% 37.2% 31.8% IV Rank 29.4% 5.7% 82.7% 81.4% 82.7% IV Percentile 66.0% 17.1% 97.2% 96.8% 97.2% Term Structure -22.7% -148.9% 58.2% -59.3% -148.9% VWIV 125.6% 50.5% 260.9% 52.6% 260.9% Skew 25d 69.2% -62.8% 230.5% -62.8% 34.5% Skew 10d 99.2% -85.5% 258.4% 69.0% 59.9% Call IV 25d 61.2% 35.3% 124.1% 124.1% 84.4% Put IV 25d 130.4% 55.2% 283.4% 61.3% 118.9% Bid-Ask Spread % 128.91 84.22 161.82 160.43 157.49 Gamma HHI 0.53 0.26 0.88 0.26 0.32 Net GEX 1.7K -806 4.9K 929 -806 Net DEX -89.2K -201.6K -40.9K -201.6K -49.8K Net VEX -276 -660 -175 -660 -286 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.17 0.03 0.00 Total Volume 13.238 0 209 209 1 Total OI 429.714 353 634 634 353
Daily Data (21 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 2023-06-01 $8.79 $10.00 193.6% 55.5% 44.5% 81.4% 0.0% -62.8% -59.3% 929 -201.6K -660 0.03 160.43 N/A N/A 203 6 409 225 2023-06-02 $9.12 $10.00 176.3% 50.6% 45.4% 72.8% 0.0% -58.0% 58.2% 2.7K -185.3K -203 0.00 157.86 N/A N/A 0 0 363 219 2023-06-05 $9.22 $7.50 71.2% 17.4% 45.4% 20.3% 0.0% 19.9% -10.7% 1.7K -196.1K -488 0.00 123.88 N/A N/A 0 0 362 209 2023-06-06 $9.32 $7.50 81.7% 11.4% 45.0% 25.6% 0.0% 49.7% -15.4% 2.3K -75.1K -345 0.00 84.22 N/A N/A 0 0 229 209 2023-06-07 $9.57 $7.50 57.5% 15.7% 45.3% 13.5% 0.0% 54.8% -16.0% 435 -96.5K -253 0.00 117.17 N/A N/A 1 0 229 209 2023-06-08 $9.60 $7.50 87.6% 14.0% 45.1% 28.5% 0.0% 19.1% 4.6% 2.7K -84.0K -299 0.00 109.02 N/A N/A 1 0 230 209 2023-06-09 $9.62 $7.50 67.8% 13.9% 39.9% 18.6% 0.0% 72.7% 7.5% 1.8K -91.9K -208 0.00 109.79 N/A N/A 2 0 230 209 2023-06-12 $9.93 $7.50 111.4% 19.3% 32.3% 40.4% 0.0% 25.4% -25.8% 1.6K -103.0K -236 0.00 134.45 N/A N/A 12 0 228 209 2023-06-13 $9.93 $7.50 65.6% 24.2% 31.7% 17.6% 0.0% 70.4% -22.9% 1.1K -98.7K -247 0.00 114.81 N/A N/A 0 0 220 209 2023-06-14 $10.00 $7.50 126.5% 36.3% 31.0% 47.9% 0.0% 116.0% -45.5% 1.7K -94.5K -217 0.00 161.58 N/A N/A 1 0 220 209 2023-06-15 $10.02 $7.50 71.9% 20.6% 30.8% 20.7% 0.0% 32.9% -44.4% 2.8K -94.1K -226 0.00 117.27 N/A N/A 1 0 219 209 2023-06-16 $10.04 $7.50 48.2% 13.8% 29.1% 8.8% 0.0% 124.5% -12.3% 2.5K -82.3K -233 0.00 129.13 N/A N/A 18 0 201 209 2023-06-20 $10.06 $7.50 53.1% 15.2% 29.2% 11.3% 0.0% 89.2% 21.8% -56 -69.7K -282 0.05 130.09 N/A N/A 22 1 182 209 2023-06-21 $10.01 $7.50 72.9% 20.9% 29.8% 21.2% 0.0% 134.8% -25.0% 1.5K -52.1K -225 0.00 127.32 N/A N/A 0 0 166 210 2023-06-22 $9.97 $7.50 41.9% 12.0% 29.5% 5.7% 0.0% 129.9% 6.0% 1.6K -49.0K -212 0.00 161.82 N/A N/A 0 0 166 210 2023-06-23 $9.96 $7.50 52.6% 15.1% 29.8% 11.1% 52.6% 70.0% -16.0% 2.0K -46.6K -255 0.00 147.96 N/A N/A 0 1 166 210 2023-06-26 $10.00 $10.00 50.5% 14.5% 29.7% 10.0% 50.5% 100.9% -12.3% 2.3K -40.9K -323 0.00 99.14 N/A N/A 1 0 166 211 2023-06-27 $10.09 $10.00 63.9% 18.3% 29.5% 16.7% 0.0% 133.6% -15.7% 4.9K -43.0K -175 0.00 113.90 N/A N/A 0 0 160 211 2023-06-28 $10.34 $10.00 64.5% 18.5% 29.6% 17.0% 0.0% 64.8% -19.9% 371 -54.1K -224 0.00 130.22 N/A N/A 0 0 154 211 2023-06-29 $10.55 $10.00 119.7% 34.3% 29.6% 44.6% 138.5% 230.5% -85.8% 806 -64.2K -208 0.17 119.55 N/A N/A 6 1 154 211 2023-06-30 $10.46 $10.00 196.1% 56.2% 20.2% 82.7% 260.9% 34.5% -148.9% -806 -49.8K -286 0.00 157.49 N/A N/A 1 0 142 211
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