CYD Options History — July 2023

In July 2023, CYD traded between $10.38 and $11.02. ATM implied volatility averaged 58.8%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 41.1% (HV 20d: 17.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 10.00.

Notable Days

2023-07-13: Highest Volume — 21 contracts
2023-07-19: Largest IV spike — 89.0% change
2023-07-03: Highest IV Rank — 81.0%
2023-07-03: Largest Expected Move — 55.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.75	$10.38	$11.02	$10.63	$10.65
Max Pain	$10.13	$10.00	$12.50	$10.00	$10.00
ATM IV	58.8%	24.4%	192.8%	192.8%	24.4%
Expected Move	15.8%	7.0%	55.3%	55.3%	7.0%
HV 20d	17.7%	14.2%	23.0%	17.5%	23.0%
HV 60d	30.7%	29.7%	31.5%	31.3%	31.1%
IV Rank	14.3%	0.0%	81.0%	81.0%	0.0%
IV Percentile	39.6%	0.0%	96.4%	96.4%	0.0%
Term Structure	-14.7%	-237.2%	79.4%	-237.2%	11.4%
Skew 25d	43.7%	4.8%	124.0%	105.8%	7.4%
Skew 10d	72.6%	0.3%	204.8%	204.8%	0.3%
Call IV 25d	34.8%	16.6%	129.3%	76.4%	25.1%
Put IV 25d	78.5%	32.5%	203.3%	182.2%	32.5%
Bid-Ask Spread %	114.94	71.33	158.41	158.41	109.15
Gamma HHI	0.51	0.36	0.84	0.47	0.43
Net GEX	-286	-1.2K	1.3K	1.3K	133
Net DEX	-24.6K	-69.3K	30.1K	-51.5K	2.5K
Net VEX	-237	-354	-105	-308	-215
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	10.00	0.00	20.00	0.00	20.00
Total Volume	1.25	0	21	0	0
Total OI	322.9	252	357	353	252

Daily Data (20 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
2023-07-03	$10.63	$10.00	192.8%	55.3%	17.5%	81.0%	0.0%	105.8%	-237.2%	1.3K	-51.5K	-308	0.00	158.41	N/A	N/A	0	0	142	211
2023-07-05	$10.53	$10.00	99.1%	28.4%	18.5%	34.2%	0.0%	24.7%	-94.0%	-410	-54.0K	-254	0.00	134.31	N/A	N/A	4	0	142	211
2023-07-06	$10.56	$10.00	51.4%	8.3%	18.5%	10.5%	0.0%	37.4%	36.9%	237	-55.5K	-333	0.00	96.54	N/A	N/A	0	0	146	211
2023-07-07	$10.54	$10.00	59.1%	8.5%	17.0%	14.3%	0.0%	74.0%	35.9%	-696	-69.3K	-105	0.00	95.76	N/A	N/A	0	0	146	211
2023-07-10	$10.53	$10.00	49.5%	20.7%	17.2%	9.5%	0.0%	124.0%	-23.5%	-69	-52.7K	-227	0.00	103.89	N/A	N/A	0	0	146	211
2023-07-11	$10.52	$10.00	83.5%	11.6%	17.3%	26.5%	0.0%	47.6%	11.7%	-277	-57.6K	-354	0.00	106.82	N/A	N/A	0	0	146	211
2023-07-12	$10.64	$10.00	30.6%	8.8%	14.2%	0.1%	0.0%	43.9%	14.6%	119	-58.2K	-299	0.00	136.61	N/A	N/A	0	0	146	211
2023-07-13	$10.86	$10.00	37.4%	10.7%	15.4%	3.5%	0.0%	35.4%	-2.7%	-683	-30.2K	-202	20.00	96.38	N/A	N/A	1	20	108	211
2023-07-14	$10.70	$10.00	56.5%	16.2%	16.8%	13.0%	0.0%	111.1%	1.2%	-928	-15.7K	-253	0.00	109.03	N/A	N/A	0	0	109	231
2023-07-17	$10.82	$10.00	39.9%	11.4%	17.0%	4.7%	0.0%	36.5%	-5.9%	-854	-13.7K	-263	0.00	117.41	N/A	N/A	0	0	100	231
2023-07-18	$10.99	$10.00	32.3%	9.3%	17.5%	0.9%	0.0%	19.5%	18.2%	8	-17.3K	-206	0.00	71.33	N/A	N/A	0	0	100	231
2023-07-19	$10.98	$10.00	61.1%	17.5%	17.6%	15.3%	0.0%	4.8%	-51.8%	-161	-9.0K	-191	0.00	103.50	N/A	N/A	0	0	91	225
2023-07-20	$10.98	$10.00	48.9%	14.0%	17.3%	9.2%	0.0%	21.2%	79.4%	-135	-7.1K	-223	0.00	124.63	N/A	N/A	0	0	91	225
2023-07-21	$11.00	$10.00	62.7%	18.0%	17.1%	16.1%	0.0%	21.1%	-31.4%	-1.1K	-10.1K	-242	0.00	135.05	N/A	N/A	0	0	91	225
2023-07-24	$10.92	$10.00	66.9%	19.2%	17.5%	18.2%	0.0%	26.7%	-5.2%	-1.2K	-6.4K	-226	0.00	153.75	N/A	N/A	0	0	90	204
2023-07-25	$11.02	$10.00	30.7%	8.8%	17.6%	0.1%	0.0%	49.0%	10.1%	-788	-6.9K	-240	0.00	133.10	N/A	N/A	0	0	90	204
2023-07-26	$10.91	$10.00	40.6%	11.6%	18.2%	5.1%	0.0%	16.4%	-21.7%	126	-6.3K	-169	0.00	96.20	N/A	N/A	0	0	90	204
2023-07-27	$10.79	$10.00	40.6%	11.6%	17.3%	5.1%	0.0%	20.7%	-6.3%	418	-3.0K	-179	0.00	106.17	N/A	N/A	0	0	90	204
2023-07-28	$10.38	$12.50	67.2%	19.3%	21.3%	18.3%	0.0%	47.4%	-32.7%	-701	30.1K	-246	0.00	110.73	N/A	N/A	0	0	66	204
2023-07-31	$10.65	$10.00	24.4%	7.0%	23.0%	0.0%	0.0%	7.4%	11.4%	133	2.5K	-215	0.00	109.15	N/A	N/A	0	0	66	186