CYD Options History — August 2024

In August 2024, CYD traded between $9.21 and $11.36. ATM implied volatility averaged 151.1%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 103.1% (HV 20d: 48.0%). 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 4 of 22 days. Put/call ratio averaged 0.57.

Notable Days

2024-08-12: Highest Volume — 44 contracts
2024-08-23: Largest IV spike — 110.8% change
2024-08-05: Highest IV Rank — 93.1%
2024-08-02: Largest Expected Move — 60.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.40	$9.21	$11.36	$9.57	$11.01
Max Pain	$8.68	$7.50	$10.00	$10.00	$10.00
ATM IV	151.1%	34.6%	295.6%	174.7%	131.6%
Expected Move	33.3%	9.9%	60.9%	50.1%	37.7%
HV 20d	48.0%	21.1%	60.8%	21.1%	57.8%
HV 60d	32.1%	19.3%	38.6%	19.3%	38.3%
IV Rank	43.8%	3.9%	93.1%	51.8%	37.1%
IV Percentile	66.6%	8.3%	99.6%	82.5%	62.7%
Term Structure	-54.9%	-152.0%	98.4%	-11.7%	-77.3%
VWIV	38.1%	29.7%	48.1%	48.1%	35.6%
Skew 25d	-10.5%	-55.6%	63.4%	9.3%	-55.6%
Skew 10d	3.7%	-91.3%	124.6%	26.3%	-91.3%
Call IV 25d	72.9%	38.7%	127.8%	116.5%	99.1%
Put IV 25d	62.5%	34.6%	141.8%	125.8%	43.5%
Bid-Ask Spread %	158.99	150.98	165.65	165.65	158.38
Gamma HHI	0.71	0.54	0.86	0.79	0.54
Net GEX	1.1K	801	1.6K	1.1K	1.3K
Net DEX	-66.4K	-98.7K	-40.5K	-46.7K	-79.0K
Net VEX	-202	-224	-172	-218	-224
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.00	3.67	0.00	0.00
Total Volume	6	0	44	0	0
Total OI	154.636	134	201	149	151

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
2024-08-01	$9.57	$10.00	174.7%	50.1%	21.1%	51.8%	0.0%	9.3%	-11.7%	1.1K	-46.7K	-218	0.00	165.65	N/A	N/A	0	0	119	30
2024-08-02	$9.25	$10.00	212.6%	60.9%	24.7%	64.8%	0.0%	-31.7%	-69.6%	1.0K	-40.5K	-208	0.00	162.78	N/A	N/A	4	0	119	30
2024-08-05	$9.21	$0.00	295.6%	42.3%	24.8%	93.1%	0.0%	63.4%	-64.7%	801	-48.6K	-211	1.00	159.39	N/A	N/A	1	1	123	30
2024-08-06	$9.56	$0.00	273.5%	35.2%	27.4%	85.6%	0.0%	-43.4%	-28.1%	1.1K	-54.4K	-221	0.00	159.45	N/A	N/A	0	0	122	31
2024-08-07	$9.54	$0.00	216.8%	30.5%	27.3%	66.2%	0.0%	22.3%	13.3%	868	-49.5K	-209	0.00	161.23	N/A	N/A	0	0	122	31
2024-08-08	$9.29	$0.00	241.0%	29.7%	28.7%	74.5%	0.0%	-22.7%	10.6%	885	-42.7K	-194	0.00	160.73	N/A	N/A	1	0	122	31
2024-08-09	$9.44	$0.00	253.5%	19.3%	29.0%	78.7%	48.1%	-2.2%	-7.7%	966	-45.6K	-197	3.67	155.60	N/A	N/A	3	11	123	31
2024-08-12	$10.71	$7.50	118.3%	30.4%	53.2%	32.6%	39.1%	-39.5%	-146.1%	1.2K	-78.7K	-198	1.75	156.53	N/A	N/A	16	28	126	40
2024-08-13	$10.96	$7.50	135.7%	31.8%	53.2%	38.5%	0.0%	-1.3%	-145.6%	1.3K	-85.8K	-210	0.50	155.83	N/A	N/A	8	4	140	57
2024-08-14	$10.71	$7.50	114.6%	32.8%	54.3%	31.3%	0.0%	-7.1%	-152.0%	947	-82.0K	-206	0.00	158.52	N/A	N/A	0	0	137	60
2024-08-15	$11.36	$7.50	107.4%	30.8%	57.4%	28.8%	0.0%	-18.1%	-20.0%	1.6K	-98.7K	-172	0.00	150.98	N/A	N/A	18	0	137	60
2024-08-16	$11.26	$7.50	97.2%	27.9%	57.7%	25.3%	0.0%	-15.6%	98.4%	1.5K	-98.5K	-177	0.04	159.89	N/A	N/A	24	1	141	60
2024-08-19	$11.07	$7.50	108.2%	31.0%	58.4%	29.1%	0.0%	-19.2%	-48.4%	1.1K	-74.6K	-201	0.00	160.72	N/A	N/A	0	1	104	31
2024-08-20	$10.64	$7.50	115.6%	33.2%	60.4%	31.6%	0.0%	-14.4%	-116.5%	987	-63.0K	-207	0.00	160.15	N/A	N/A	2	0	104	31
2024-08-21	$10.60	$7.50	122.4%	35.1%	60.4%	33.9%	0.0%	-17.8%	-124.5%	1.1K	-62.7K	-203	0.00	161.87	N/A	N/A	0	0	103	31
2024-08-22	$10.49	$7.50	34.6%	9.9%	60.2%	3.9%	29.7%	-4.2%	44.3%	1.2K	-63.3K	-198	0.50	162.95	N/A	N/A	2	1	103	31
2024-08-23	$10.49	$10.00	73.0%	20.9%	59.8%	17.1%	0.0%	-16.2%	-26.1%	1.0K	-62.4K	-201	0.00	161.85	N/A	N/A	0	0	105	32
2024-08-26	$10.87	$10.00	123.5%	35.4%	60.8%	34.3%	0.0%	-18.1%	-65.9%	1.1K	-71.5K	-198	0.00	159.23	N/A	N/A	0	0	105	33
2024-08-27	$10.76	$10.00	123.5%	35.4%	60.0%	34.3%	0.0%	4.7%	-127.4%	1.1K	-67.1K	-194	0.00	156.90	N/A	N/A	1	0	105	33
2024-08-28	$10.97	$10.00	126.2%	36.2%	59.9%	35.2%	0.0%	0.0%	-70.7%	1.1K	-74.0K	-193	0.00	154.68	N/A	N/A	3	0	106	33
2024-08-29	$11.05	$10.00	125.2%	35.9%	59.6%	34.9%	35.6%	-2.9%	-73.0%	1.0K	-72.5K	-199	0.00	154.46	N/A	N/A	2	0	106	33
2024-08-30	$11.01	$10.00	131.6%	37.7%	57.8%	37.1%	0.0%	-55.6%	-77.3%	1.3K	-79.0K	-224	0.00	158.38	N/A	N/A	0	0	118	33