CYD Options History — August 2023

In August 2023, CYD traded between $10.82 and $12.28. ATM implied volatility averaged 59.1%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 20.7% (HV 20d: 38.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.07.

Notable Days

  • 2023-08-10: Highest Volume — 22 contracts
  • 2023-08-03: Largest IV spike — 165.1% change
  • 2023-08-29: Highest IV Rank — 56.5%
  • 2023-08-29: Largest Expected Move — 39.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.20$10.82$12.28$10.91$11.40
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV59.1%30.7%137.5%30.7%38.1%
Expected Move16.9%8.8%39.4%8.8%10.9%
HV 20d38.4%23.8%48.4%23.9%44.4%
HV 60d31.7%25.6%34.6%31.3%30.7%
IV Rank17.2%3.1%56.5%3.1%6.8%
IV Percentile43.6%1.2%93.7%1.2%12.3%
Term Structure-24.9%-162.9%31.4%12.5%17.2%
VWIV34.7%34.7%34.7%34.7%34.7%
Skew 25d23.7%-11.8%135.1%13.3%27.5%
Skew 10d31.4%-22.5%178.2%4.7%11.6%
Call IV 25d36.8%18.4%73.0%26.2%26.9%
Put IV 25d60.5%25.8%190.4%39.5%54.4%
Bid-Ask Spread %113.5448.09154.45108.96108.21
Gamma HHI0.460.330.860.860.45
Net GEX-472-1.4K42-474-320
Net DEX5.2K-7.0K18.6K-811616
Net VEX-213-254-166-178-211
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.820.000.00
Total Volume4.91302241
Total OI207.043159249249160

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$10.91$10.0030.7%8.8%23.9%3.1%34.7%13.3%12.5%-474-811-1780.00108.96N/AN/A4063186
2023-08-02$10.82$10.0036.7%10.5%23.8%6.0%0.0%34.6%6.4%-55812.1K-1660.00133.68N/AN/A0060186
2023-08-03$10.92$0.0097.4%28.6%24.0%35.4%0.0%0.5%-106.6%-7003.9K-2170.00154.45N/AN/A7060186
2023-08-04$11.04$0.0054.5%15.1%24.2%14.6%0.0%111.0%-22.6%-71013.5K-1940.12120.59N/AN/A17258186
2023-08-07$11.16$0.0036.0%10.8%24.3%5.7%0.0%13.0%1.9%-65614.4K-2170.00110.50N/AN/A1057184
2023-08-08$11.50$0.0048.2%11.2%26.1%11.5%0.0%-4.1%-15.1%-1.4K8.2K-1810.0068.87N/AN/A12058184
2023-08-09$11.63$0.0062.3%17.8%26.1%18.4%0.0%47.1%-14.0%-5061.6K-2540.82120.37N/AN/A11961179
2023-08-10$12.03$0.0054.1%15.5%27.6%14.8%0.0%135.1%-15.7%-695-5.5K-2140.00110.73N/AN/A22061161
2023-08-11$12.28$0.0036.4%10.4%27.0%6.0%0.0%1.0%4.4%42-7.0K-2310.0048.09N/AN/A6069161
2023-08-14$11.04$0.0053.5%15.3%48.4%14.6%0.0%-2.6%-22.5%-41012.7K-2150.00120.56N/AN/A0066161
2023-08-15$10.96$0.0053.5%15.3%48.1%14.6%0.0%20.4%-17.3%-27118.6K-2020.00116.39N/AN/A2066161
2023-08-16$11.09$0.0073.8%21.2%48.3%24.7%0.0%-11.8%-107.3%-56413.1K-1980.0080.10N/AN/A15066161
2023-08-17$11.04$0.0049.5%14.2%48.4%12.5%0.0%-4.2%-40.3%-37812.4K-2190.0059.71N/AN/A0281161
2023-08-18$11.03$0.0037.3%10.7%48.4%6.4%0.0%10.8%1.4%-36611.2K-2450.0065.29N/AN/A0081163
2023-08-21$11.04$0.0081.3%23.3%48.3%28.4%0.0%34.8%-31.0%-1433.0K-2500.00147.87N/AN/A0057103
2023-08-22$11.01$0.0035.1%10.1%48.2%5.4%0.0%12.9%20.5%-475484-2220.00133.38N/AN/A0057103
2023-08-23$11.04$0.0052.1%14.9%48.0%13.9%0.0%20.4%-24.0%-3652.3K-2310.00130.23N/AN/A1057103
2023-08-24$11.02$0.00133.6%38.3%47.9%54.5%0.0%-0.7%-114.5%-480887-2190.00149.67N/AN/A0056103
2023-08-25$11.03$0.0047.5%13.6%45.5%11.6%0.0%36.5%31.4%-3443.8K-2150.00104.73N/AN/A0056103
2023-08-28$11.04$0.0052.1%14.9%44.7%13.9%0.0%17.9%10.1%-399-5.0K-2220.00146.07N/AN/A0056103
2023-08-29$11.16$0.00137.5%39.4%44.1%56.5%0.0%-0.6%-162.9%-3196.3K-1920.00147.81N/AN/A0056103
2023-08-30$11.40$0.0058.6%16.8%44.5%17.1%0.0%32.2%14.6%-360-2.3K-2130.00125.16N/AN/A1056103
2023-08-31$11.40$0.0038.1%10.9%44.4%6.8%0.0%27.5%17.2%-320616-2110.00108.21N/AN/A1057103