CYD Options History — September 2023 In September 2023, CYD traded between $10.11 and $11.35. ATM implied volatility averaged 99.7%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 68.3% (HV 20d: 31.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2023-09-11 : Highest Volume — 7 contracts2023-09-14 : Largest IV spike — 368.5% change2023-09-07 : Highest IV Rank — 100.0%2023-09-01 : Largest Expected Move — 42.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.72 $10.11 $11.35 $11.09 $10.11 Max Pain $10.26 $10.00 $12.50 $12.50 $10.00 ATM IV 99.7% 23.1% 279.5% 149.4% 62.6% Expected Move 16.3% 6.6% 42.8% 42.8% 17.9% HV 20d 31.4% 18.0% 46.1% 45.5% 32.0% HV 60d 32.3% 30.9% 34.5% 30.9% 34.5% IV Rank 34.1% 0.0% 100.0% 62.4% 15.4% IV Percentile 58.8% 0.0% 100.0% 96.0% 65.1% Term Structure -16.5% -141.3% 34.8% -141.3% -15.0% VWIV 36.7% 30.1% 43.4% 30.1% 43.4% Skew 25d 20.8% -13.3% 170.1% -3.9% 170.1% Skew 10d 45.0% -17.6% 256.8% 4.2% 256.8% Call IV 25d 45.7% 21.2% 75.9% 66.8% 53.5% Put IV 25d 66.5% 20.3% 223.6% 62.9% 223.6% Bid-Ask Spread % 128.76 85.18 157.43 149.75 145.41 Gamma HHI 0.49 0.37 0.69 0.42 0.64 Net GEX -480 -776 -131 -131 -632 Net DEX 9.6K -4.6K 23.8K -3.8K 21.3K Net VEX -183 -239 -127 -239 -140 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 7 0 0 Total OI 166.8 160 170 160 170
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 2023-09-01 $11.09 $0.00 149.4% 42.8% 45.5% 62.4% 0.0% -3.9% -141.3% -131 -3.8K -239 0.00 149.75 N/A N/A 0 0 57 103 2023-09-05 $11.35 $12.50 157.7% 23.4% 46.1% 66.5% 0.0% 55.5% 8.1% -246 -4.6K -222 0.00 154.34 N/A N/A 0 0 57 103 2023-09-06 $11.16 $12.50 204.4% 11.5% 45.1% 89.9% 30.1% -5.8% -1.6% -402 109 -211 0.00 144.99 N/A N/A 0 2 57 103 2023-09-07 $11.15 $10.00 234.3% 26.8% 44.9% 100.0% 0.0% 1.3% -87.4% -163 -1.6K -237 0.00 157.43 N/A N/A 0 0 57 105 2023-09-08 $11.18 $10.00 121.8% 10.2% 42.9% 46.4% 0.0% -0.0% -4.0% -380 -3.0K -212 0.00 119.07 N/A N/A 0 0 57 105 2023-09-11 $11.11 $10.00 172.0% 9.0% 41.9% 70.3% 0.0% -6.7% -6.3% -540 5.8K -187 0.00 116.80 N/A N/A 0 7 57 105 2023-09-12 $11.10 $10.00 279.5% 9.2% 18.0% 100.0% 0.0% -13.3% -2.2% -515 6.8K -179 0.00 85.18 N/A N/A 0 0 57 112 2023-09-13 $10.89 $10.00 23.1% 6.6% 19.1% 0.0% 0.0% -0.9% 1.1% -646 9.5K -160 0.00 123.88 N/A N/A 0 0 57 112 2023-09-14 $10.97 $10.00 108.2% 31.0% 18.8% 33.2% 0.0% 1.8% -103.2% -276 2.1K -231 0.00 153.17 N/A N/A 0 0 57 112 2023-09-15 $10.91 $10.00 59.8% 17.2% 18.8% 14.3% 0.0% 47.7% 34.8% -318 3.2K -223 0.00 151.81 N/A N/A 0 0 57 112 2023-09-18 $10.54 $10.00 40.2% 11.5% 22.3% 6.7% 0.0% -0.9% 0.6% -639 14.6K -169 0.00 126.95 N/A N/A 0 0 57 112 2023-09-19 $10.66 $10.00 62.9% 18.0% 22.8% 15.5% 0.0% 13.6% -0.0% -478 13.5K -166 0.00 134.49 N/A N/A 0 0 57 112 2023-09-20 $10.62 $10.00 31.8% 9.1% 22.8% 3.4% 0.0% 6.6% 1.3% -703 14.7K -162 0.00 110.82 N/A N/A 0 0 57 112 2023-09-21 $10.11 $10.00 48.8% 14.0% 28.3% 10.0% 0.0% 58.1% -12.8% -529 21.6K -148 0.00 115.77 N/A N/A 0 0 57 112 2023-09-22 $10.43 $10.00 29.7% 8.5% 31.0% 2.6% 0.0% 5.3% 8.0% -528 14.1K -160 0.00 106.40 N/A N/A 0 0 57 112 2023-09-25 $10.34 $10.00 43.2% 12.4% 31.0% 7.8% 43.4% 85.8% -0.8% -597 15.7K -158 0.00 101.86 N/A N/A 0 1 57 112 2023-09-26 $10.14 $10.00 40.4% 11.6% 31.5% 6.7% 0.0% -10.8% 2.5% -676 21.0K -150 0.00 99.16 N/A N/A 0 0 57 113 2023-09-27 $10.39 $10.00 51.3% 14.7% 32.7% 11.0% 0.0% 2.4% -20.4% -776 23.8K -127 0.00 128.43 N/A N/A 0 0 57 113 2023-09-28 $10.14 $10.00 72.3% 20.7% 32.1% 19.2% 0.0% 10.6% 7.9% -431 16.7K -182 0.00 149.50 N/A N/A 0 0 57 113 2023-09-29 $10.11 $10.00 62.6% 17.9% 32.0% 15.4% 0.0% 170.1% -15.0% -632 21.3K -140 0.00 145.41 N/A N/A 0 0 57 113
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