CYD Options History — April 2024

In April 2024, CYD traded between $8.29 and $8.46. ATM implied volatility averaged 106.4%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 93.4% (HV 20d: 13.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-01: Highest Volume — 20 contracts
2024-04-08: Largest IV spike — 302.4% change
2024-04-09: Highest IV Rank — 81.6%
2024-04-03: Largest Expected Move — 60.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.36	$8.29	$8.46	$8.43	$8.37
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	106.4%	35.0%	261.8%	181.7%	102.4%
Expected Move	24.2%	10.0%	60.1%	52.1%	29.4%
HV 20d	13.0%	10.2%	14.8%	14.7%	10.8%
HV 60d	19.9%	16.1%	23.7%	23.7%	16.1%
IV Rank	28.5%	4.1%	81.6%	54.2%	27.1%
IV Percentile	55.7%	10.3%	98.8%	89.3%	70.2%
Term Structure	-57.9%	-259.3%	43.0%	-155.0%	-78.3%
Skew 25d	-3.9%	-49.2%	33.4%	-49.2%	-10.3%
Skew 10d	23.2%	-2.5%	50.1%	10.2%	24.5%
Call IV 25d	50.5%	26.9%	126.7%	115.7%	53.7%
Put IV 25d	46.6%	31.4%	88.2%	66.4%	43.5%
Bid-Ask Spread %	134.54	111.54	161.11	156.30	142.26
Gamma HHI	0.49	0.42	0.73	0.73	0.43
Net GEX	569	347	741	347	456
Net DEX	-21.0K	-23.3K	-16.8K	-16.8K	-22.4K
Net VEX	-95	-105	-56	-56	-95
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	1.227	0	20	20	2
Total OI	68	47	72	47	71

Daily Data (22 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
2024-04-01	$8.43	$0.00	181.7%	52.1%	14.7%	54.2%	0.0%	-49.2%	-155.0%	347	-16.8K	-56	156.30	N/A	N/A	20	0	42	5
2024-04-02	$8.41	$0.00	178.0%	51.0%	14.4%	53.0%	0.0%	-27.3%	-108.4%	602	-22.3K	-100	146.80	N/A	N/A	0	0	62	5
2024-04-03	$8.36	$0.00	209.5%	60.1%	14.5%	63.7%	0.0%	-38.5%	-259.3%	543	-23.3K	-103	161.11	N/A	N/A	0	0	62	5
2024-04-04	$8.43	$10.00	206.8%	27.7%	14.8%	62.8%	0.0%	4.7%	-6.8%	644	-21.6K	-99	130.28	N/A	N/A	0	0	62	5
2024-04-05	$8.41	$10.00	56.8%	15.8%	14.7%	11.5%	0.0%	-7.0%	-36.3%	578	-21.8K	-102	122.25	N/A	N/A	0	0	62	5
2024-04-08	$8.38	$10.00	228.4%	16.9%	14.7%	70.2%	0.0%	33.4%	-31.0%	563	-22.6K	-105	131.23	N/A	N/A	0	0	62	5
2024-04-09	$8.37	$10.00	261.8%	17.2%	14.7%	81.6%	0.0%	22.9%	-34.6%	679	-21.7K	-99	136.85	N/A	N/A	1	0	62	5
2024-04-10	$8.29	$10.00	127.5%	36.5%	13.4%	35.7%	0.0%	-24.6%	-80.5%	561	-22.1K	-99	141.16	N/A	N/A	0	0	63	5
2024-04-11	$8.29	$10.00	36.5%	10.5%	13.5%	4.6%	0.0%	-0.3%	-4.2%	584	-19.5K	-94	130.93	N/A	N/A	0	0	63	5
2024-04-12	$8.34	$10.00	86.0%	24.7%	13.2%	21.5%	0.0%	3.2%	-9.5%	539	-22.2K	-97	142.41	N/A	N/A	0	0	63	5
2024-04-15	$8.32	$10.00	60.8%	17.4%	12.2%	12.9%	0.0%	9.6%	-34.9%	571	-21.6K	-99	126.71	N/A	N/A	0	0	63	5
2024-04-16	$8.31	$10.00	79.8%	22.9%	12.2%	19.4%	0.0%	-1.1%	-81.8%	645	-22.0K	-100	136.56	N/A	N/A	0	0	63	5
2024-04-17	$8.30	$10.00	35.4%	10.1%	11.6%	4.2%	0.0%	1.0%	-1.4%	579	-20.9K	-96	141.24	N/A	N/A	0	2	63	5
2024-04-18	$8.37	$10.00	35.0%	10.0%	11.9%	4.1%	0.0%	12.2%	43.0%	603	-19.1K	-90	135.76	N/A	N/A	0	2	63	7
2024-04-19	$8.29	$10.00	39.6%	11.4%	12.1%	5.7%	0.0%	-4.2%	-14.2%	741	-19.9K	-92	134.62	N/A	N/A	0	0	63	9
2024-04-22	$8.36	$10.00	39.6%	11.3%	12.7%	5.6%	0.0%	-1.6%	-11.2%	582	-19.4K	-97	112.35	N/A	N/A	0	0	62	9
2024-04-23	$8.46	$10.00	89.8%	25.7%	13.7%	22.8%	0.0%	-11.1%	-108.7%	521	-21.6K	-92	146.50	N/A	N/A	0	0	62	9
2024-04-24	$8.46	$10.00	162.3%	46.5%	13.0%	47.6%	0.0%	-10.6%	-257.2%	612	-20.8K	-91	137.60	N/A	N/A	0	0	62	9
2024-04-25	$8.40	$10.00	41.3%	11.8%	13.0%	6.2%	0.0%	3.1%	-14.4%	422	-20.9K	-90	111.54	N/A	N/A	0	0	62	9
2024-04-26	$8.32	$10.00	41.8%	12.0%	10.4%	6.4%	0.0%	5.9%	-15.6%	568	-19.4K	-94	123.06	N/A	N/A	0	0	62	9
2024-04-29	$8.29	$10.00	39.8%	11.4%	10.2%	5.7%	0.0%	4.8%	25.7%	569	-19.9K	-97	112.38	N/A	N/A	0	0	62	9
2024-04-30	$8.37	$10.00	102.4%	29.4%	10.8%	27.1%	0.0%	-10.3%	-78.3%	456	-22.4K	-95	142.26	N/A	N/A	0	2	62	9