CYD Options History — July 2024 In July 2024, CYD traded between $9.10 and $9.97. ATM implied volatility averaged 122.6%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 105.4% (HV 20d: 17.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-25 : Highest Volume — 11 contracts2024-07-24 : Largest IV spike — 137.3% change2024-07-31 : Highest IV Rank — 50.1%2024-07-31 : Largest Expected Move — 48.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.42 $9.10 $9.97 $9.14 $9.36 Max Pain $8.30 $7.50 $10.00 $10.00 $10.00 ATM IV 122.6% 59.2% 169.7% 152.1% 169.7% Expected Move 36.2% 17.0% 48.7% 43.6% 48.7% HV 20d 17.1% 12.9% 24.4% 24.4% 20.0% HV 60d 17.9% 17.1% 19.2% 17.2% 19.2% IV Rank 34.0% 12.3% 50.1% 44.1% 50.1% IV Percentile 66.4% 42.1% 81.7% 74.6% 81.7% Term Structure 7.0% -14.6% 78.4% -1.7% -14.6% VWIV 113.5% 24.7% 303.6% 289.6% 24.7% Skew 25d -3.9% -56.9% 141.8% -56.9% -50.8% Skew 10d 46.4% -3.8% 167.9% 11.1% 33.4% Call IV 25d 84.5% 59.5% 151.3% 108.3% 151.3% Put IV 25d 80.6% 38.1% 214.9% 51.5% 100.5% Bid-Ask Spread % 162.91 158.14 166.92 162.35 166.92 Gamma HHI 0.59 0.46 0.86 0.48 0.78 Net GEX 1.1K 925 1.6K 972 1.0K Net DEX -49.8K -92.5K -22.5K -47.1K -44.1K Net VEX -242 -320 -147 -318 -218 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 2.727 0 11 0 0 Total OI 223.182 134 272 266 149
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 2024-07-01 $9.14 $10.00 152.1% 43.6% 24.4% 44.1% 0.0% -56.9% -1.7% 972 -47.1K -318 0.00 162.35 N/A N/A 0 0 174 92 2024-07-02 $9.16 $10.00 158.2% 45.4% 24.0% 46.2% 289.6% 36.6% -0.5% 1.0K -48.2K -320 0.00 159.66 N/A N/A 0 1 174 92 2024-07-03 $9.10 $10.00 166.2% 47.7% 23.0% 48.9% 303.6% -56.2% -1.4% 1.0K -46.7K -317 0.00 161.64 N/A N/A 0 1 174 93 2024-07-05 $9.14 $7.50 67.0% 29.0% 22.9% 15.0% 0.0% -33.8% 14.2% 925 -34.0K -304 0.00 164.69 N/A N/A 1 0 174 94 2024-07-08 $9.17 $7.50 75.8% 29.7% 22.9% 18.0% 0.0% -30.4% 16.2% 930 -35.2K -289 0.00 164.17 N/A N/A 1 0 173 94 2024-07-09 $9.34 $7.50 85.3% 31.1% 16.4% 21.2% 28.3% 0.4% 6.9% 1.1K -43.7K -269 0.00 162.82 N/A N/A 8 0 174 94 2024-07-10 $9.30 $7.50 109.9% 31.5% 15.2% 29.7% 0.0% -8.4% 6.8% 986 -53.0K -291 0.00 161.69 N/A N/A 0 0 182 86 2024-07-11 $9.19 $7.50 91.8% 26.3% 15.4% 23.5% 0.0% -6.3% 9.2% 1.0K -49.5K -282 0.00 165.74 N/A N/A 0 0 182 86 2024-07-12 $9.29 $7.50 113.0% 32.4% 14.0% 30.7% 0.0% -6.1% 9.9% 966 -47.7K -273 0.00 164.48 N/A N/A 2 0 182 86 2024-07-15 $9.36 $7.50 119.2% 34.2% 14.0% 32.9% 0.0% -32.7% 5.1% 1.0K -54.2K -260 0.00 163.39 N/A N/A 1 0 184 86 2024-07-16 $9.29 $7.50 118.6% 34.0% 14.3% 32.7% 0.0% -42.4% 12.5% 1.2K -48.9K -240 0.00 161.76 N/A N/A 0 0 183 86 2024-07-17 $9.32 $7.50 67.8% 19.4% 13.7% 15.3% 29.8% -1.1% 8.4% 957 -48.5K -234 0.00 165.84 N/A N/A 8 0 183 86 2024-07-18 $9.41 $7.50 122.5% 35.1% 12.9% 34.0% 88.8% 0.3% 78.4% 1.3K -22.5K -220 0.00 166.38 N/A N/A 2 0 186 86 2024-07-19 $9.53 $7.50 131.7% 37.7% 13.1% 37.1% 29.6% 6.7% 27.3% 1.4K -78.5K -210 0.00 159.65 N/A N/A 1 0 185 30 2024-07-22 $9.67 $7.50 136.3% 39.1% 12.9% 38.7% 0.0% -22.3% 4.8% 1.6K -85.0K -174 0.00 158.14 N/A N/A 9 0 143 30 2024-07-23 $9.87 $7.50 59.2% 17.0% 14.1% 12.3% 24.7% 141.8% -2.9% 1.1K -92.5K -147 0.00 165.01 N/A N/A 3 0 152 30 2024-07-24 $9.97 $7.50 140.5% 40.3% 14.2% 40.1% 0.0% 33.0% 3.7% 1.3K -44.0K -166 0.00 166.89 N/A N/A 1 0 104 30 2024-07-25 $9.81 $7.50 149.5% 42.9% 15.8% 43.2% 0.0% 2.0% -10.4% 1.1K -41.8K -166 0.00 159.69 N/A N/A 11 0 104 30 2024-07-26 $9.66 $10.00 146.4% 42.0% 17.2% 42.2% 0.0% 15.4% -12.0% 1.1K -39.3K -186 0.00 160.21 N/A N/A 10 0 109 30 2024-07-29 $9.69 $10.00 157.7% 45.2% 16.8% 46.0% 0.0% 36.9% -3.2% 1.2K -47.9K -218 0.00 159.26 N/A N/A 0 0 119 30 2024-07-30 $9.45 $10.00 158.1% 45.3% 19.6% 46.1% 0.0% -11.4% -3.4% 1.1K -42.9K -213 0.00 163.59 N/A N/A 0 0 119 30 2024-07-31 $9.36 $10.00 169.7% 48.7% 20.0% 50.1% 0.0% -50.8% -14.6% 1.0K -44.1K -218 0.00 166.92 N/A N/A 0 0 119 30
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