CYD Options History — December 2023

In December 2023, CYD traded between $7.93 and $9.50. ATM implied volatility averaged 108.1%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 73.5% (HV 20d: 34.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-12-18: Highest Volume — 10 contracts
2023-12-29: Largest IV spike — 635.8% change
2023-12-07: Highest IV Rank — 94.1%
2023-12-29: Largest Expected Move — 54.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.47	$7.93	$9.50	$9.50	$8.40
Max Pain	$8.25	$7.50	$10.00	$10.00	$7.50
ATM IV	108.1%	25.2%	264.3%	74.7%	190.1%
Expected Move	17.9%	7.2%	54.5%	21.4%	54.5%
HV 20d	34.6%	30.5%	40.0%	32.0%	36.6%
HV 60d	36.4%	35.1%	37.6%	35.9%	35.2%
IV Rank	33.2%	0.8%	94.1%	20.1%	65.2%
IV Percentile	61.6%	0.8%	99.6%	79.8%	94.8%
Term Structure	-50.8%	-294.5%	26.5%	-7.1%	-294.5%
VWIV	40.6%	20.3%	63.9%	63.9%	37.7%
Skew 25d	1.9%	-50.6%	38.3%	13.3%	-50.6%
Skew 10d	12.3%	-61.3%	60.4%	-1.2%	-61.3%
Call IV 25d	49.2%	25.7%	106.4%	93.9%	106.4%
Put IV 25d	51.1%	25.0%	107.2%	107.2%	55.8%
Bid-Ask Spread %	140.63	104.14	161.22	161.22	149.39
Gamma HHI	0.50	0.28	0.77	0.28	0.49
Net GEX	-50	-332	264	249	-23
Net DEX	-1.1K	-5.9K	3.0K	-5.9K	-4.8K
Net VEX	-26	-46	-16	-46	-32
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	1.95	0	10	1	0
Total OI	56.4	49	70	49	70

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-12-01	$9.50	$10.00	74.7%	21.4%	32.0%	20.1%	63.9%	13.3%	-7.1%	249	-5.9K	-46	161.22	N/A	N/A	1	0	38	11
2023-12-04	$9.33	$10.00	81.7%	11.0%	30.5%	22.9%	0.0%	6.0%	-10.3%	264	-4.9K	-41	157.73	N/A	N/A	0	0	39	11
2023-12-05	$9.22	$10.00	217.1%	14.9%	30.9%	75.7%	0.0%	12.1%	-1.1%	178	-4.4K	-35	159.66	N/A	N/A	0	0	39	11
2023-12-06	$8.80	$10.00	211.5%	15.8%	35.1%	73.5%	0.0%	-2.1%	-14.1%	67	-2.5K	-27	155.34	N/A	N/A	0	0	39	11
2023-12-07	$8.63	$10.00	264.3%	22.2%	34.2%	94.1%	0.0%	-18.2%	-97.3%	16	-1.7K	-24	153.29	N/A	N/A	0	0	39	11
2023-12-08	$8.50	$10.00	64.3%	11.7%	34.3%	16.1%	20.3%	0.1%	-34.0%	13	-203	-20	131.36	N/A	N/A	0	2	39	11
2023-12-11	$8.22	$7.50	218.0%	8.7%	34.8%	76.0%	0.0%	23.4%	8.8%	-96	953	-19	132.22	N/A	N/A	0	0	39	13
2023-12-12	$8.23	$7.50	179.4%	9.1%	32.7%	61.0%	0.0%	19.1%	6.0%	-50	765	-20	135.83	N/A	N/A	0	0	39	13
2023-12-13	$8.12	$7.50	36.9%	10.6%	32.6%	5.4%	0.0%	-6.9%	-21.0%	-68	615	-19	141.72	N/A	N/A	0	0	39	13
2023-12-14	$8.16	$7.50	37.1%	10.6%	32.9%	5.5%	0.0%	20.3%	-12.8%	-164	1.6K	-17	139.23	N/A	N/A	0	0	39	13
2023-12-15	$7.97	$7.50	40.1%	11.5%	33.3%	6.6%	0.0%	13.5%	-11.2%	-144	1.3K	-17	142.72	N/A	N/A	0	9	39	13
2023-12-18	$7.93	$7.50	49.5%	14.2%	33.3%	10.3%	40.3%	8.1%	-27.9%	-176	1.8K	-16	144.18	N/A	N/A	0	10	37	13
2023-12-19	$8.07	$7.50	65.8%	18.9%	34.4%	16.7%	37.7%	-13.4%	-58.2%	-332	3.0K	-22	141.72	N/A	N/A	0	7	37	22
2023-12-20	$8.47	$7.50	122.5%	35.1%	39.7%	38.8%	0.0%	-12.0%	-192.1%	-127	2.0K	-30	130.72	N/A	N/A	0	0	37	23
2023-12-21	$8.54	$7.50	148.1%	42.5%	40.0%	48.8%	0.0%	-48.9%	-199.9%	-66	1.8K	-36	139.70	N/A	N/A	0	0	37	23
2023-12-22	$8.35	$7.50	25.2%	7.2%	37.3%	0.8%	0.0%	36.9%	20.9%	-262	1.5K	-16	104.14	N/A	N/A	10	0	37	23
2023-12-26	$8.30	$7.50	33.9%	9.7%	35.9%	4.2%	0.0%	8.8%	26.5%	-114	-3.5K	-34	117.75	N/A	N/A	0	0	47	23
2023-12-27	$8.34	$7.50	76.1%	21.8%	36.0%	20.7%	0.0%	-9.4%	-104.2%	-67	-4.4K	-31	147.62	N/A	N/A	0	0	47	23
2023-12-28	$8.29	$7.50	25.8%	7.4%	36.0%	1.1%	0.0%	38.3%	7.8%	-102	-5.2K	-22	127.00	N/A	N/A	0	0	47	23
2023-12-29	$8.40	$7.50	190.1%	54.5%	36.6%	65.2%	0.0%	-50.6%	-294.5%	-23	-4.8K	-32	149.39	N/A	N/A	0	0	47	23