CYD Options History — February 2024 In February 2024, CYD traded between $8.50 and $8.84. ATM implied volatility averaged 138.9%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 112.1% (HV 20d: 26.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-20 : Highest Volume — 6 contracts2024-02-21 : Largest IV spike — 365.2% change2024-02-05 : Highest IV Rank — 74.8%2024-02-29 : Largest Expected Move — 57.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.68 $8.50 $8.84 $8.67 $8.61 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 138.9% 29.2% 242.0% 210.0% 198.9% Expected Move 28.8% 8.0% 57.0% 10.6% 57.0% HV 20d 26.9% 21.7% 32.1% 31.5% 22.4% HV 60d 31.0% 29.4% 31.8% 31.6% 29.4% IV Rank 39.6% 2.1% 74.8% 63.9% 60.1% IV Percentile 71.4% 3.2% 98.4% 96.4% 92.9% Term Structure -65.8% -251.2% 120.7% 4.9% -233.1% VWIV 41.8% 41.8% 41.8% 41.8% 41.8% Skew 25d 2.2% -58.6% 45.7% 16.9% -51.7% Skew 10d 11.4% -37.9% 61.9% 15.4% 10.9% Call IV 25d 50.5% 23.4% 124.8% 23.4% 115.3% Put IV 25d 52.7% 25.9% 75.2% 40.3% 63.6% Bid-Ask Spread % 144.83 122.17 156.63 122.17 156.63 Gamma HHI 0.51 0.27 0.87 0.27 0.58 Net GEX 386 266 577 454 340 Net DEX -19.2K -21.9K -15.9K -21.2K -19.5K Net VEX -69 -83 -56 -83 -63 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 0.6 0 6 0 0 Total OI 66.15 39 83 78 46
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 2024-02-01 $8.67 $10.00 210.0% 10.6% 31.5% 63.9% 0.0% 16.9% 4.9% 454 -21.2K -83 0.00 122.17 N/A N/A 0 0 65 13 2024-02-02 $8.52 $10.00 222.0% 12.5% 32.1% 68.0% 0.0% 29.8% -11.1% 469 -19.9K -82 0.00 129.45 N/A N/A 0 0 65 13 2024-02-05 $8.59 $10.00 242.0% 8.0% 31.0% 74.8% 0.0% 8.8% -5.8% 465 -20.3K -80 0.00 148.37 N/A N/A 1 0 65 13 2024-02-06 $8.78 $10.00 239.1% 9.4% 31.2% 73.8% 0.0% -25.6% -1.7% 577 -21.9K -75 0.00 135.67 N/A N/A 0 1 66 13 2024-02-07 $8.68 $10.00 33.2% 9.5% 31.6% 3.5% 0.0% 25.0% -5.7% 458 -20.4K -81 0.00 147.75 N/A N/A 0 0 66 14 2024-02-08 $8.73 $10.00 103.3% 29.6% 31.6% 27.4% 0.0% -17.0% -151.0% 512 -20.8K -76 0.00 148.09 N/A N/A 0 1 66 14 2024-02-09 $8.70 $10.00 32.2% 9.2% 31.6% 3.1% 0.0% 28.5% -7.4% 433 -20.5K -76 0.00 148.40 N/A N/A 0 0 66 15 2024-02-12 $8.66 $10.00 137.0% 39.3% 31.2% 38.9% 0.0% 27.8% -197.9% 369 -17.0K -62 0.00 150.28 N/A N/A 2 0 66 15 2024-02-13 $8.70 $10.00 118.2% 33.9% 24.0% 32.5% 0.0% -1.2% -153.5% 305 -18.2K -67 0.00 135.08 N/A N/A 0 0 68 15 2024-02-14 $8.72 $10.00 145.6% 41.8% 24.0% 41.9% 0.0% 6.1% -120.8% 337 -17.7K -61 0.00 146.87 N/A N/A 0 0 68 15 2024-02-15 $8.65 $10.00 41.4% 11.9% 23.8% 6.3% 0.0% 27.6% 120.7% 361 -16.9K -64 0.00 141.00 N/A N/A 0 0 68 15 2024-02-16 $8.67 $10.00 53.8% 15.4% 22.6% 10.5% 0.0% 17.7% -28.1% 279 -17.3K -68 0.00 154.92 N/A N/A 0 0 68 15 2024-02-20 $8.52 $10.00 29.2% 8.4% 21.7% 2.1% 0.0% 45.7% -5.3% 266 -15.9K -56 0.00 143.80 N/A N/A 6 0 35 4 2024-02-21 $8.79 $10.00 136.0% 39.0% 24.4% 38.6% 0.0% 8.7% 10.0% 385 -19.5K -66 0.00 148.85 N/A N/A 0 0 41 4 2024-02-22 $8.84 $10.00 139.1% 39.9% 24.5% 39.7% 0.0% 0.3% 12.1% 360 -19.8K -69 0.00 149.65 N/A N/A 0 0 41 4 2024-02-23 $8.73 $10.00 164.9% 47.3% 24.5% 48.5% 0.0% 4.6% -146.0% 330 -20.0K -64 0.00 148.08 N/A N/A 0 0 41 4 2024-02-26 $8.84 $10.00 155.8% 44.7% 24.7% 45.4% 0.0% 0.0% 6.1% 333 -20.5K -62 0.00 153.06 N/A N/A 0 0 41 4 2024-02-27 $8.63 $10.00 186.2% 53.4% 26.1% 55.8% 41.8% -50.2% -151.2% 341 -19.1K -63 0.00 156.23 N/A N/A 1 0 41 4 2024-02-28 $8.50 $10.00 190.9% 54.7% 22.6% 57.4% 0.0% -58.6% -251.2% 339 -18.6K -65 0.00 132.26 N/A N/A 0 0 42 4 2024-02-29 $8.61 $10.00 198.9% 57.0% 22.4% 60.1% 0.0% -51.7% -233.1% 340 -19.5K -63 0.00 156.63 N/A N/A 0 0 42 4
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