CYD Options History — January 2024

In January 2024, CYD traded between $8.17 and $9.04. ATM implied volatility averaged 125.5%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 95.1% (HV 20d: 30.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.03.

Notable Days

2024-01-23: Highest Volume — 60 contracts
2024-01-22: Largest IV spike — 480.9% change
2024-01-09: Highest IV Rank — 100.0%
2024-01-31: Largest Expected Move — 57.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.57	$8.17	$9.04	$8.23	$8.72
Max Pain	$8.10	$7.50	$10.00	$7.50	$7.50
ATM IV	125.5%	24.4%	315.7%	41.9%	201.8%
Expected Move	24.3%	7.0%	57.9%	12.0%	57.9%
HV 20d	30.4%	27.5%	33.3%	32.7%	31.4%
HV 60d	32.7%	30.3%	35.3%	35.1%	32.6%
IV Rank	36.6%	0.4%	100.0%	7.4%	61.1%
IV Percentile	59.0%	0.8%	100.0%	23.8%	95.2%
Term Structure	-95.7%	-318.0%	14.0%	-22.0%	-318.0%
VWIV	140.3%	46.3%	234.3%	46.3%	234.3%
Skew 25d	6.1%	-28.1%	35.8%	-12.7%	24.8%
Skew 10d	19.3%	-56.9%	88.7%	-4.6%	79.4%
Call IV 25d	41.3%	22.3%	66.1%	55.4%	52.9%
Put IV 25d	47.4%	22.9%	77.7%	42.7%	77.7%
Bid-Ask Spread %	129.84	101.35	143.88	136.92	143.88
Gamma HHI	0.54	0.26	0.91	0.63	0.29
Net GEX	-198	-1.4K	511	-166	505
Net DEX	3.9K	-22.1K	43.4K	-3.7K	-21.3K
Net VEX	-40	-83	-5	-26	-83
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.10	0.10	0.00
Total Volume	6.381	0	60	0	0
Total OI	81.667	46	132	70	78

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
2024-01-02	$8.23	$7.50	41.9%	12.0%	32.7%	7.4%	0.0%	-12.7%	-22.0%	-166	-3.7K	-26	0.00	136.92	N/A	N/A	0	0	47	23
2024-01-03	$8.25	$7.50	64.8%	18.6%	32.6%	16.3%	0.0%	-28.1%	-68.9%	-146	-3.9K	-25	0.00	140.86	N/A	N/A	0	0	47	23
2024-01-04	$8.35	$7.50	208.9%	14.6%	33.1%	72.5%	0.0%	-4.5%	-36.0%	5	-3.5K	-33	0.00	122.62	N/A	N/A	0	0	47	23
2024-01-05	$8.17	$7.50	220.1%	8.1%	30.0%	76.9%	0.0%	3.1%	7.0%	-47	-3.4K	-28	0.00	137.97	N/A	N/A	0	1	47	23
2024-01-08	$8.33	$7.50	248.5%	9.6%	30.4%	87.9%	0.0%	29.4%	10.8%	-32	-4.3K	-26	0.00	101.35	N/A	N/A	0	0	47	24
2024-01-09	$8.35	$7.50	315.7%	7.1%	30.1%	100.0%	0.0%	29.8%	-5.6%	-43	-5.9K	-19	0.00	127.56	N/A	N/A	0	0	47	24
2024-01-10	$8.38	$7.50	24.6%	7.0%	27.5%	0.5%	0.0%	33.1%	-2.7%	-62	-7.4K	-9	0.10	131.50	N/A	N/A	10	1	47	24
2024-01-11	$8.36	$7.50	25.3%	7.2%	27.5%	0.8%	0.0%	35.8%	-5.8%	-187	399	-6	0.00	127.97	N/A	N/A	0	0	47	25
2024-01-12	$8.50	$7.50	24.4%	7.0%	27.5%	0.4%	0.0%	35.2%	10.2%	-120	250	-5	0.00	126.63	N/A	N/A	0	0	47	25
2024-01-16	$8.98	$7.50	34.3%	9.8%	33.3%	3.8%	46.3%	9.1%	14.0%	-24	-107	-9	0.00	118.22	N/A	N/A	0	50	47	25
2024-01-17	$8.96	$10.00	32.5%	9.3%	31.7%	3.2%	0.0%	-14.9%	-0.9%	-1.4K	43.2K	-47	0.00	118.43	N/A	N/A	0	0	47	85
2024-01-18	$9.04	$10.00	30.5%	8.7%	31.4%	2.5%	0.0%	-14.3%	0.3%	-1.4K	43.4K	-48	0.00	129.21	N/A	N/A	0	0	47	85
2024-01-19	$8.84	$10.00	24.6%	7.1%	32.8%	0.5%	0.0%	-1.1%	13.3%	-1.2K	42.8K	-50	0.00	142.15	N/A	N/A	0	6	47	85
2024-01-22	$8.62	$10.00	143.2%	41.1%	30.0%	41.1%	0.0%	-28.1%	-237.5%	-1.0K	43.1K	-44	0.00	131.73	N/A	N/A	1	0	32	73
2024-01-23	$8.64	$10.00	157.5%	45.2%	29.9%	46.0%	234.3%	2.4%	-266.1%	-424	27.6K	-82	0.00	135.21	N/A	N/A	0	60	33	73
2024-01-24	$8.64	$7.50	163.8%	46.9%	28.6%	48.1%	0.0%	12.9%	-266.7%	119	-2.4K	-28	0.00	139.43	N/A	N/A	0	0	33	13
2024-01-25	$8.54	$7.50	170.0%	48.7%	28.9%	50.2%	0.0%	-6.1%	-281.0%	115	-2.2K	-25	0.00	126.28	N/A	N/A	0	0	33	13
2024-01-26	$8.62	$7.50	164.7%	47.2%	29.0%	48.4%	0.0%	4.9%	-252.6%	371	-19.1K	-81	0.00	134.86	N/A	N/A	5	0	60	13
2024-01-29	$8.55	$7.50	179.9%	51.6%	29.1%	53.6%	0.0%	6.7%	-308.4%	452	-18.9K	-83	0.00	119.11	N/A	N/A	0	0	65	13
2024-01-30	$8.88	$7.50	159.5%	45.7%	31.6%	46.6%	0.0%	11.4%	6.0%	511	-22.1K	-83	0.00	134.80	N/A	N/A	0	0	65	13
2024-01-31	$8.72	$7.50	201.8%	57.9%	31.4%	61.1%	0.0%	24.8%	-318.0%	505	-21.3K	-83	0.00	143.88	N/A	N/A	0	0	65	13