CYD Options History — June 2024 In June 2024, CYD traded between $8.37 and $9.18. ATM implied volatility averaged 144.1%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 122.5% (HV 20d: 21.7%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.08.
Notable Days 2024-06-07 : Highest Volume — 61 contracts2024-06-26 : Largest IV spike — 67.1% change2024-06-06 : Highest IV Rank — 65.2%2024-06-05 : Largest Expected Move — 56.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.82 $8.37 $9.18 $8.52 $9.12 Max Pain $10.56 $10.00 $15.00 $10.00 $10.00 ATM IV 144.1% 80.6% 214.0% 190.6% 140.9% Expected Move 34.7% 9.5% 56.0% 54.7% 40.4% HV 20d 21.7% 12.5% 25.1% 12.5% 25.1% HV 60d 16.7% 13.3% 18.1% 13.3% 17.3% IV Rank 41.4% 19.6% 65.2% 57.3% 40.3% IV Percentile 74.3% 58.7% 93.3% 87.7% 72.6% Term Structure -27.3% -141.2% 99.4% -123.1% 1.7% VWIV 163.2% 23.0% 261.7% 54.8% 253.4% Skew 25d -22.7% -113.2% 34.4% -113.2% -43.4% Skew 10d 7.0% -69.6% 51.3% -69.6% 31.4% Call IV 25d 79.1% 22.5% 194.3% 194.3% 100.2% Put IV 25d 56.4% 37.3% 86.1% 81.1% 56.8% Bid-Ask Spread % 154.96 119.94 164.13 163.27 164.09 Gamma HHI 0.67 0.42 0.88 0.42 0.48 Net GEX 449 -207 1.1K 59 1.0K Net DEX -8.1K -49.3K 10.3K -3.8K -47.5K Net VEX -217 -340 -101 -146 -340 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.00 5.00 1.00 0.02 Total Volume 14.263 0 61 2 2 Total OI 179.368 101 264 103 264
Daily Data (19 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 2024-06-03 $8.52 $0.00 190.6% 54.7% 12.5% 57.3% 54.8% -113.2% -123.1% 59 -3.8K -146 1.00 163.27 N/A N/A 1 1 56 47 2024-06-04 $8.37 $10.00 191.3% 54.8% 13.3% 57.5% 0.0% -47.1% -134.7% 88 -1.5K -140 0.00 161.15 N/A N/A 0 1 57 48 2024-06-05 $8.43 $10.00 195.4% 56.0% 12.7% 58.9% 0.0% -44.4% -141.2% 64 772 -131 0.00 160.87 N/A N/A 0 1 54 49 2024-06-06 $8.44 $15.00 214.0% 9.5% 12.7% 65.2% 168.0% 19.2% 6.4% -27 9.3K -101 0.00 155.20 N/A N/A 0 11 51 50 2024-06-07 $8.87 $15.00 108.3% 19.6% 21.4% 29.1% 23.0% -0.3% 3.0% -207 9.3K -140 0.00 161.99 N/A N/A 61 0 51 61 2024-06-10 $8.73 $10.00 163.3% 14.2% 22.4% 47.9% 0.0% -0.6% 99.4% 609 -7.3K -206 0.00 143.03 N/A N/A 1 0 111 61 2024-06-11 $8.86 $10.00 208.7% 29.7% 22.6% 63.4% 185.5% -10.6% 3.4% 644 -12.4K -207 0.00 155.90 N/A N/A 0 1 112 61 2024-06-12 $8.71 $10.00 121.8% 34.9% 23.7% 33.7% 158.5% -30.4% -63.1% 481 -15.9K -226 5.00 159.73 N/A N/A 2 10 112 62 2024-06-13 $8.71 $10.00 133.1% 38.2% 23.7% 37.6% 187.9% -40.8% -132.2% 473 -9.4K -229 0.00 145.95 N/A N/A 0 2 114 72 2024-06-14 $8.68 $10.00 130.7% 37.5% 23.8% 36.8% 114.3% -30.7% -49.4% 476 -7.8K -227 0.08 161.34 N/A N/A 26 2 114 74 2024-06-17 $8.81 $10.00 119.8% 34.3% 24.1% 33.0% 0.0% -39.4% -4.2% 565 -3.8K -215 0.00 161.01 N/A N/A 0 1 131 76 2024-06-18 $8.96 $10.00 121.6% 34.9% 24.6% 33.7% 213.9% 23.8% -4.6% 551 -3.7K -245 2.50 144.87 N/A N/A 2 5 129 77 2024-06-20 $9.06 $10.00 125.7% 36.0% 24.5% 35.1% 226.5% -50.7% -0.4% 523 -13.0K -267 0.00 157.64 N/A N/A 0 11 127 82 2024-06-21 $8.97 $10.00 80.6% 23.1% 25.0% 19.6% 147.9% 34.4% 1.3% 427 10.3K -219 0.00 157.57 N/A N/A 0 23 127 93 2024-06-24 $8.99 $10.00 126.2% 36.2% 25.0% 35.2% 0.0% -10.6% 12.4% 603 -2.7K -253 0.00 164.13 N/A N/A 0 0 121 86 2024-06-25 $9.01 $10.00 83.4% 23.9% 24.8% 20.6% 141.7% -19.1% 3.5% 558 -2.9K -252 0.00 158.55 N/A N/A 0 1 121 86 2024-06-26 $9.12 $10.00 139.3% 39.9% 25.0% 39.7% 147.2% 2.4% 1.5% 518 -2.2K -244 0.04 119.94 N/A N/A 53 2 121 87 2024-06-27 $9.18 $10.00 144.2% 41.3% 25.0% 41.4% 261.7% -29.9% 2.3% 1.1K -49.3K -333 0.02 148.09 N/A N/A 50 1 174 89 2024-06-28 $9.12 $10.00 140.9% 40.4% 25.1% 40.3% 253.4% -43.4% 1.7% 1.0K -47.5K -340 0.00 164.09 N/A N/A 0 2 174 90
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