CYD Options History — March 2024 In March 2024, CYD traded between $8.49 and $8.93. ATM implied volatility averaged 113.8%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 95.0% (HV 20d: 18.9%). 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 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-13 : Highest Volume — 5 contracts2024-03-07 : Largest IV spike — 305.4% change2024-03-07 : Highest IV Rank — 76.5%2024-03-28 : Largest Expected Move — 50.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.77 $8.49 $8.93 $8.70 $8.49 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 113.8% 30.2% 247.0% 163.5% 175.5% Expected Move 25.2% 8.6% 50.3% 46.9% 50.3% HV 20d 18.9% 13.0% 22.6% 22.6% 15.1% HV 60d 25.6% 23.5% 29.3% 29.3% 23.6% IV Rank 31.0% 2.4% 76.5% 48.0% 52.1% IV Percentile 62.8% 4.0% 98.4% 86.9% 87.7% Term Structure -34.5% -222.4% 120.0% -104.0% -222.4% Skew 25d -8.3% -63.8% 28.4% -63.8% -23.3% Skew 10d -8.9% -63.4% 28.8% 10.5% 12.4% Call IV 25d 57.9% 26.7% 120.7% 120.7% 92.9% Put IV 25d 49.6% 29.0% 71.2% 56.8% 69.5% Bid-Ask Spread % 138.41 103.25 156.92 154.94 156.92 Gamma HHI 0.64 0.49 0.78 0.64 0.59 Net GEX 394 261 554 410 369 Net DEX -18.7K -20.8K -16.4K -19.2K -17.6K Net VEX -61 -72 -53 -63 -61 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 0.4 0 5 0 0 Total OI 47.35 46 52 46 47
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 2024-03-01 $8.70 $10.00 163.5% 46.9% 22.6% 48.0% 0.0% -63.8% -104.0% 410 -19.2K -63 0.00 154.94 N/A N/A 0 0 42 4 2024-03-04 $8.75 $0.00 227.3% 13.5% 21.7% 69.8% 0.0% 28.4% 39.5% 381 -19.7K -64 0.00 123.34 N/A N/A 0 0 42 4 2024-03-05 $8.75 $0.00 226.4% 37.6% 21.5% 69.5% 0.0% 3.0% -56.4% 391 -19.7K -63 0.00 150.66 N/A N/A 0 1 42 4 2024-03-06 $8.79 $0.00 60.9% 9.2% 20.1% 12.9% 0.0% 11.4% 1.2% 448 -17.4K -64 0.00 103.25 N/A N/A 0 0 42 5 2024-03-07 $8.74 $0.00 247.0% 30.4% 19.8% 76.5% 0.0% 11.3% -136.4% 554 -19.3K -53 0.00 144.65 N/A N/A 0 0 42 5 2024-03-08 $8.75 $0.00 55.3% 12.9% 19.7% 11.0% 0.0% 0.2% 120.0% 425 -19.0K -61 0.00 136.65 N/A N/A 0 0 42 5 2024-03-11 $8.75 $0.00 110.5% 37.9% 19.6% 29.9% 0.0% 27.9% -171.7% 315 -16.4K -60 0.00 125.27 N/A N/A 0 0 42 5 2024-03-12 $8.88 $0.00 180.4% 28.4% 20.2% 53.8% 0.0% 6.9% -9.9% 261 -17.7K -58 0.00 146.53 N/A N/A 0 0 42 5 2024-03-13 $8.84 $0.00 43.8% 12.5% 20.3% 7.1% 0.0% -12.7% -6.0% 329 -16.9K -59 0.00 136.62 N/A N/A 5 0 42 5 2024-03-14 $8.72 $0.00 50.6% 14.5% 20.9% 9.4% 0.0% -11.9% -1.8% 333 -17.4K -70 0.00 132.19 N/A N/A 0 0 47 5 2024-03-15 $8.82 $0.00 33.0% 9.5% 21.0% 3.4% 0.0% -2.0% 15.3% 457 -17.9K -61 0.00 121.59 N/A N/A 2 0 47 5 2024-03-18 $8.81 $0.00 30.2% 8.6% 21.0% 2.4% 0.0% 10.4% 18.5% 314 -19.3K -72 0.00 118.10 N/A N/A 0 0 42 5 2024-03-19 $8.88 $0.00 58.6% 16.8% 20.0% 12.1% 0.0% -13.2% -0.3% 453 -20.0K -58 0.00 146.45 N/A N/A 0 0 42 5 2024-03-20 $8.93 $0.00 116.5% 33.4% 16.9% 31.9% 0.0% -38.3% 18.3% 397 -20.8K -58 0.00 154.53 N/A N/A 0 0 42 5 2024-03-21 $8.88 $0.00 48.2% 13.8% 16.9% 8.6% 0.0% 4.3% 1.6% 337 -20.6K -58 0.00 153.25 N/A N/A 0 0 42 5 2024-03-22 $8.82 $0.00 123.6% 35.4% 16.5% 34.3% 0.0% -28.9% 11.1% 381 -19.4K -63 0.00 138.91 N/A N/A 0 0 42 5 2024-03-25 $8.77 $0.00 122.2% 35.0% 16.0% 33.9% 0.0% -43.2% 16.9% 453 -19.2K -55 0.00 152.14 N/A N/A 0 0 42 5 2024-03-26 $8.66 $0.00 44.7% 12.8% 14.2% 7.4% 0.0% 22.5% -6.6% 504 -18.4K -53 0.00 122.88 N/A N/A 0 0 42 5 2024-03-27 $8.70 $0.00 158.2% 45.3% 13.0% 46.2% 0.0% -55.6% -217.1% 368 -19.1K -56 0.00 149.37 N/A N/A 0 0 42 5 2024-03-28 $8.49 $0.00 175.5% 50.3% 15.1% 52.1% 0.0% -23.3% -222.4% 369 -17.6K -61 0.00 156.92 N/A N/A 0 0 42 5
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