CYD Options History — May 2024

In May 2024, CYD traded between $8.18 and $8.48. ATM implied volatility averaged 117.4%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 104.2% (HV 20d: 13.2%). 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 5 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2024-05-20: Highest Volume — 17 contracts
2024-05-16: Largest IV spike — 421.1% change
2024-05-06: Highest IV Rank — 78.5%
2024-05-03: Largest Expected Move — 60.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.29	$8.18	$8.48	$8.20	$8.38
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	117.4%	26.6%	252.8%	202.3%	183.6%
Expected Move	32.8%	7.6%	60.3%	58.0%	52.6%
HV 20d	13.2%	10.3%	14.5%	12.9%	11.2%
HV 60d	14.7%	12.4%	16.6%	16.6%	12.9%
IV Rank	32.2%	1.2%	78.5%	61.2%	54.9%
IV Percentile	60.9%	3.2%	98.4%	91.3%	86.5%
Term Structure	-71.7%	-261.0%	88.5%	-181.6%	-108.4%
Skew 25d	-3.9%	-54.7%	22.3%	7.2%	-10.9%
Skew 10d	16.9%	-65.7%	64.1%	14.0%	11.7%
Call IV 25d	60.6%	28.2%	121.2%	64.6%	92.9%
Put IV 25d	56.7%	27.2%	101.1%	71.8%	82.1%
Bid-Ask Spread %	148.19	110.25	167.38	143.96	161.01
Gamma HHI	0.51	0.37	0.76	0.42	0.43
Net GEX	325	40	523	394	132
Net DEX	-11.7K	-21.1K	2.3K	-20.7K	405
Net VEX	-106	-133	-83	-111	-133
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	0.67	0.00	0.67
Total Volume	1.909	0	17	2	1
Total OI	84.591	71	102	71	102

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-05-01	$8.20	$10.00	202.3%	58.0%	12.9%	61.2%	0.0%	7.2%	-181.6%	394	-20.7K	-111	0.00	143.96	N/A	N/A	0	2	62	9
2024-05-02	$8.25	$10.00	94.4%	27.1%	12.7%	24.4%	0.0%	-54.7%	-118.9%	510	-19.6K	-101	0.00	148.02	N/A	N/A	0	0	62	11
2024-05-03	$8.29	$10.00	210.5%	60.3%	12.8%	64.0%	0.0%	-40.1%	-171.6%	493	-21.1K	-102	0.00	151.17	N/A	N/A	0	0	62	11
2024-05-06	$8.18	$0.00	252.8%	14.1%	13.6%	78.5%	0.0%	5.0%	48.9%	523	-18.7K	-96	0.00	166.53	N/A	N/A	1	0	62	11
2024-05-07	$8.29	$0.00	44.7%	36.0%	14.5%	7.4%	0.0%	13.6%	-57.3%	440	-18.9K	-98	0.00	129.68	N/A	N/A	0	1	63	11
2024-05-08	$8.29	$0.00	50.1%	14.5%	14.1%	9.2%	0.0%	4.6%	88.5%	360	-20.3K	-95	0.00	133.94	N/A	N/A	0	1	63	12
2024-05-09	$8.29	$0.00	56.2%	31.9%	14.1%	11.3%	0.0%	-9.8%	-44.9%	463	-17.7K	-96	0.00	156.84	N/A	N/A	0	1	63	13
2024-05-10	$8.25	$0.00	41.2%	37.1%	14.0%	6.2%	0.0%	-6.7%	-162.6%	384	-16.7K	-104	0.00	162.48	N/A	N/A	0	5	63	14
2024-05-13	$8.22	$0.00	63.3%	9.6%	14.1%	13.8%	0.0%	18.5%	0.1%	509	-15.0K	-86	0.00	148.48	N/A	N/A	0	0	63	19
2024-05-14	$8.27	$0.00	86.5%	9.5%	14.3%	21.7%	0.0%	2.1%	-2.1%	514	-16.0K	-83	0.00	110.25	N/A	N/A	0	0	63	19
2024-05-15	$8.26	$0.00	26.6%	7.6%	14.3%	1.2%	0.0%	22.3%	21.2%	394	-14.2K	-99	0.00	152.35	N/A	N/A	0	0	63	19
2024-05-16	$8.31	$0.00	138.7%	39.8%	14.1%	39.5%	0.0%	-19.2%	-61.0%	369	-16.4K	-103	0.00	167.24	N/A	N/A	0	0	63	19
2024-05-17	$8.29	$0.00	38.8%	11.1%	13.7%	5.4%	0.0%	13.2%	31.4%	451	-14.1K	-87	0.00	135.29	N/A	N/A	0	1	63	19
2024-05-20	$8.32	$0.00	140.5%	40.3%	13.4%	40.1%	0.0%	-11.4%	-69.6%	383	-14.6K	-98	0.00	144.68	N/A	N/A	0	17	56	20
2024-05-21	$8.27	$0.00	50.4%	14.4%	12.8%	9.3%	0.0%	19.7%	-7.8%	103	-5.6K	-115	0.00	134.14	N/A	N/A	0	3	56	37
2024-05-22	$8.31	$0.00	175.7%	50.4%	12.9%	52.2%	0.0%	10.4%	-75.0%	185	-6.1K	-129	0.00	167.38	N/A	N/A	0	1	56	40
2024-05-23	$8.32	$0.00	166.7%	47.8%	12.7%	49.1%	0.0%	-16.1%	-82.1%	54	-2.2K	-129	0.00	167.14	N/A	N/A	0	1	56	41
2024-05-24	$8.28	$0.00	162.7%	46.6%	12.4%	47.7%	0.0%	4.7%	-250.5%	150	2.3K	-104	0.00	129.51	N/A	N/A	0	0	56	42
2024-05-28	$8.32	$0.00	174.8%	50.1%	12.4%	51.9%	0.0%	-28.5%	-101.0%	212	-4.9K	-122	0.00	158.68	N/A	N/A	0	1	56	42
2024-05-29	$8.37	$0.00	51.8%	14.9%	12.1%	9.8%	0.0%	12.7%	-12.2%	40	1.2K	-120	0.00	136.02	N/A	N/A	0	1	56	43
2024-05-30	$8.48	$0.00	169.6%	48.6%	10.3%	50.1%	0.0%	-23.0%	-261.0%	93	863	-114	0.67	155.30	N/A	N/A	3	2	56	44
2024-05-31	$8.38	$0.00	183.6%	52.6%	11.2%	54.9%	0.0%	-10.9%	-108.4%	132	405	-133	0.00	161.01	N/A	N/A	0	1	56	46