CYD Options History — October 2023 In October 2023, CYD traded between $8.11 and $10.46. ATM implied volatility averaged 54.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 15.8% (HV 20d: 39.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 3.13.
Notable Days 2023-10-20 : Highest Volume — 15 contracts2023-10-24 : Largest IV spike — 100.1% change2023-10-31 : Highest IV Rank — 24.1%2023-10-31 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.05 $8.11 $10.46 $10.46 $8.27 Max Pain $10.57 $10.00 $12.50 $10.00 $10.00 ATM IV 54.9% 33.9% 85.0% 67.1% 85.0% Expected Move 15.3% 9.7% 24.4% 19.2% 24.4% HV 20d 39.1% 33.9% 45.0% 33.9% 35.9% HV 60d 38.3% 35.2% 40.5% 35.2% 39.2% IV Rank 12.4% 4.2% 24.1% 17.2% 24.1% IV Percentile 47.7% 5.6% 82.9% 71.0% 82.9% Term Structure -11.7% -64.2% 16.8% 11.0% -64.2% VWIV 47.8% 24.5% 85.4% 51.6% 85.4% Skew 25d 12.3% -57.2% 94.8% 13.4% -57.2% Skew 10d 31.7% -34.5% 167.4% 19.0% -29.3% Call IV 25d 47.8% 28.5% 124.0% 56.4% 124.0% Put IV 25d 60.1% 31.8% 153.4% 69.8% 66.8% Bid-Ask Spread % 114.38 73.04 149.43 149.01 108.82 Gamma HHI 0.48 0.31 0.68 0.65 0.31 Net GEX -482 -844 -292 -421 -383 Net DEX 18.6K 7.8K 30.1K 17.5K 17.5K Net VEX -93 -147 -58 -141 -80 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.13 0.00 12.00 0.50 0.00 Total Volume 2 0 15 0 0 Total OI 156.864 142 170 170 150
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 2023-10-02 $10.46 $10.00 67.1% 19.2% 33.9% 17.2% 0.0% 13.4% 11.0% -421 17.5K -141 0.00 149.01 N/A N/A 0 0 57 113 2023-10-03 $10.05 $10.00 68.3% 19.6% 34.9% 17.6% 0.0% -7.8% -28.7% -597 19.0K -138 0.00 149.43 N/A N/A 0 0 57 113 2023-10-04 $10.11 $10.00 51.9% 14.9% 34.9% 11.3% 0.0% 94.8% 16.8% -513 21.6K -147 0.00 109.66 N/A N/A 0 0 57 113 2023-10-05 $10.30 $12.50 47.4% 12.2% 35.9% 9.5% 0.0% 2.6% -8.6% -647 19.4K -135 0.00 105.47 N/A N/A 0 0 57 113 2023-10-06 $10.29 $12.50 56.1% 12.2% 35.8% 12.9% 0.0% 26.1% 1.7% -632 20.2K -131 0.00 112.19 N/A N/A 0 0 57 113 2023-10-09 $10.39 $12.50 43.4% 12.1% 36.1% 7.9% 0.0% 15.4% -1.1% -689 18.5K -134 0.00 120.14 N/A N/A 0 0 57 113 2023-10-10 $10.14 $12.50 63.7% 15.2% 36.9% 15.8% 0.0% 21.5% -7.3% -643 20.8K -132 0.00 119.71 N/A N/A 0 0 57 113 2023-10-11 $9.97 $12.50 36.2% 10.4% 36.8% 5.1% 0.0% 74.3% 0.7% -844 30.1K -86 0.00 122.06 N/A N/A 0 0 57 113 2023-10-12 $9.37 $10.00 40.8% 11.7% 41.7% 6.9% 0.0% -7.3% 3.3% -517 7.8K -86 0.00 107.36 N/A N/A 0 0 57 85 2023-10-13 $8.98 $10.00 50.0% 14.3% 43.5% 10.5% 51.6% -19.6% -15.5% -443 14.0K -71 0.50 112.31 N/A N/A 2 1 57 85 2023-10-16 $8.54 $10.00 51.8% 14.9% 45.0% 11.2% 24.5% 17.4% -27.5% -340 16.1K -64 12.00 92.05 N/A N/A 1 12 58 85 2023-10-17 $8.48 $10.00 64.4% 18.5% 44.3% 16.1% 0.0% 25.6% -34.4% -417 15.7K -85 0.00 114.27 N/A N/A 0 0 58 93 2023-10-18 $8.22 $10.00 50.3% 14.4% 44.7% 10.6% 29.6% 10.6% 6.2% -422 19.8K -70 0.00 116.08 N/A N/A 2 0 58 93 2023-10-19 $8.21 $10.00 38.7% 11.1% 42.7% 6.1% 0.0% -10.9% 7.5% -410 21.1K -66 0.00 119.02 N/A N/A 0 10 58 93 2023-10-20 $8.11 $10.00 50.3% 14.4% 39.8% 10.6% 0.0% 21.4% -3.8% -400 19.9K -70 0.00 111.97 N/A N/A 0 15 58 103 2023-10-23 $8.12 $10.00 33.9% 9.7% 40.1% 4.2% 0.0% 12.6% 10.7% -352 21.4K -58 0.00 115.46 N/A N/A 0 0 57 93 2023-10-24 $8.19 $10.00 67.9% 19.5% 40.6% 17.5% 85.4% 7.7% -37.5% -330 19.1K -74 0.00 132.65 N/A N/A 1 0 57 93 2023-10-25 $8.23 $10.00 65.1% 18.7% 39.0% 16.4% 0.0% 21.6% -20.7% -489 17.5K -66 0.00 114.08 N/A N/A 0 0 57 93 2023-10-26 $8.36 $10.00 67.5% 19.3% 39.8% 17.3% 0.0% 6.7% -54.2% -292 16.4K -78 0.00 104.37 N/A N/A 0 0 57 93 2023-10-27 $8.18 $10.00 50.7% 14.5% 40.0% 10.8% 0.0% 20.5% 7.1% -333 17.2K -72 0.00 73.04 N/A N/A 0 0 57 93 2023-10-30 $8.24 $10.00 57.1% 16.4% 37.0% 13.3% 0.0% -18.8% -18.0% -496 18.5K -58 0.00 107.23 N/A N/A 0 0 57 93 2023-10-31 $8.27 $10.00 85.0% 24.4% 35.9% 24.1% 0.0% -57.2% -64.2% -383 17.5K -80 0.00 108.82 N/A N/A 0 0 57 93
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