CYD Options History — November 2023 In November 2023, CYD traded between $8.42 and $9.65. ATM implied volatility averaged 59.1%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 27.5% (HV 20d: 31.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-13 : Highest Volume — 10 contracts2023-11-28 : Largest IV spike — 273.5% change2023-11-29 : Highest IV Rank — 54.6%2023-11-29 : Largest Expected Move — 46.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.24 $8.42 $9.65 $8.42 $9.11 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 59.1% 32.8% 163.2% 56.0% 55.0% Expected Move 16.6% 9.4% 46.8% 16.0% 15.8% HV 20d 31.5% 24.8% 41.9% 36.8% 30.3% HV 60d 35.3% 33.1% 39.5% 38.9% 34.7% IV Rank 14.0% 3.8% 54.6% 12.8% 12.5% IV Percentile 42.7% 4.4% 95.2% 55.6% 56.3% Term Structure -4.4% -46.2% 18.6% -46.2% -5.8% Skew 25d 17.3% -62.3% 223.6% -13.2% 12.9% Skew 10d 29.3% -27.6% 289.5% -8.5% -6.5% Call IV 25d 53.3% 34.9% 133.7% 47.1% 43.2% Put IV 25d 70.6% 25.8% 261.7% 33.9% 56.0% Bid-Ask Spread % 136.13 69.22 163.53 88.99 132.68 Gamma HHI 0.40 0.29 0.66 0.36 0.34 Net GEX -279 -1.1K 234 -451 177 Net DEX 7.6K -3.8K 19.4K 18.4K -2.6K Net VEX -45 -71 -22 -70 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.952 0 10 1 0 Total OI 109.19 44 151 150 49
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 2023-11-01 $8.42 $10.00 56.0% 16.0% 36.8% 12.8% 0.0% -13.2% -46.2% -451 18.4K -70 0.00 88.99 N/A N/A 1 0 57 93 2023-11-02 $8.67 $10.00 48.5% 11.1% 38.0% 9.9% 0.0% -36.9% -7.0% -368 17.3K -56 0.00 117.05 N/A N/A 0 0 58 93 2023-11-03 $9.00 $10.00 58.2% 15.0% 41.3% 13.7% 0.0% -19.3% -16.9% -519 12.8K -62 0.00 108.15 N/A N/A 0 1 58 93 2023-11-06 $9.04 $10.00 48.7% 10.7% 41.1% 10.0% 0.0% -5.0% 18.6% -653 14.8K -55 0.00 119.76 N/A N/A 1 0 58 93 2023-11-07 $9.08 $10.00 39.3% 11.3% 40.8% 6.3% 0.0% -7.0% 6.3% -468 12.8K -59 0.00 69.22 N/A N/A 0 0 58 93 2023-11-08 $9.31 $10.00 49.6% 14.2% 41.9% 10.3% 0.0% 3.3% -0.4% -616 9.5K -71 0.00 153.07 N/A N/A 0 0 58 93 2023-11-09 $9.19 $10.00 42.7% 12.2% 36.0% 7.6% 0.0% -8.3% 14.1% -626 14.1K -61 0.00 142.20 N/A N/A 0 0 58 93 2023-11-10 $9.36 $10.00 67.3% 19.3% 33.1% 17.3% 0.0% -11.8% -2.8% -638 8.9K -70 0.00 140.59 N/A N/A 0 0 58 93 2023-11-13 $9.61 $10.00 51.1% 14.7% 27.7% 10.9% 0.0% 4.8% -8.5% -798 8.4K -55 0.00 130.38 N/A N/A 0 10 58 93 2023-11-14 $9.62 $10.00 45.9% 13.2% 27.4% 8.9% 0.0% 2.4% -2.2% -1.1K 11.0K -53 0.00 155.33 N/A N/A 0 0 55 87 2023-11-15 $9.49 $10.00 50.7% 14.5% 24.8% 10.8% 0.0% 0.7% -11.4% -871 13.8K -36 0.00 135.16 N/A N/A 0 0 55 87 2023-11-16 $9.44 $10.00 46.2% 13.3% 25.0% 9.0% 0.0% 101.3% -12.1% 179 18.7K -36 0.00 146.17 N/A N/A 0 0 55 87 2023-11-17 $9.34 $10.00 55.6% 15.9% 24.8% 12.7% 0.0% -0.5% -24.5% 114 19.4K -26 0.00 151.62 N/A N/A 0 2 55 87 2023-11-20 $9.36 $10.00 38.4% 11.0% 24.8% 6.0% 0.0% 3.7% -1.9% 121 -1.7K -25 0.00 143.44 N/A N/A 0 0 33 11 2023-11-21 $9.34 $10.00 43.7% 12.5% 25.0% 8.0% 0.0% 29.1% -2.7% 105 -2.2K -37 0.00 163.53 N/A N/A 0 0 33 11 2023-11-22 $9.30 $10.00 46.9% 13.4% 25.3% 9.3% 0.0% 115.8% -1.1% 26 -1.7K -29 0.00 147.93 N/A N/A 0 0 33 11 2023-11-24 $9.65 $10.00 32.8% 9.4% 27.4% 3.8% 0.0% 223.6% 2.9% 123 -3.1K -22 0.00 145.14 N/A N/A 0 0 33 11 2023-11-27 $9.32 $10.00 42.4% 12.1% 29.6% 7.5% 0.0% 23.1% 6.6% 53 -1.5K -22 0.00 152.24 N/A N/A 5 0 33 11 2023-11-28 $9.21 $10.00 158.3% 45.4% 30.3% 52.7% 0.0% -62.3% 3.9% 158 -3.8K -34 0.00 157.29 N/A N/A 0 0 38 11 2023-11-29 $9.16 $10.00 163.2% 46.8% 30.5% 54.6% 0.0% 7.0% -1.5% 234 -3.7K -43 0.00 158.79 N/A N/A 0 0 38 11 2023-11-30 $9.11 $10.00 55.0% 15.8% 30.3% 12.5% 0.0% 12.9% -5.8% 177 -2.6K -30 0.00 132.68 N/A N/A 0 0 38 11
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