CYD Options History — September 2024

In September 2024, CYD traded between $11.23 and $12.79. ATM implied volatility averaged 79.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 43.2% (HV 20d: 36.0%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.02.

Notable Days

2024-09-27: Highest Volume — 50 contracts
2024-09-25: Largest IV spike — 59.1% change
2024-09-10: Highest IV Rank — 50.8%
2024-09-03: Largest Expected Move — 40.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.01	$11.23	$12.79	$11.23	$12.55
Max Pain	$5.50	$5.00	$10.00	$10.00	$5.00
ATM IV	79.2%	32.5%	171.8%	141.3%	45.1%
Expected Move	18.0%	9.3%	40.5%	40.5%	12.9%
HV 20d	36.0%	25.3%	57.7%	57.7%	29.4%
HV 60d	38.2%	37.4%	39.8%	38.5%	39.8%
IV Rank	19.0%	2.8%	50.8%	40.4%	7.1%
IV Percentile	37.6%	5.2%	80.2%	67.5%	20.6%
Term Structure	-11.4%	-91.8%	8.6%	-91.8%	-5.1%
VWIV	66.1%	30.4%	130.4%	130.4%	52.3%
Skew 25d	-1.2%	-50.2%	25.7%	-50.2%	10.8%
Skew 10d	-3.2%	-53.2%	25.2%	-9.7%	25.2%
Call IV 25d	51.0%	31.0%	126.9%	119.2%	45.7%
Put IV 25d	49.8%	33.0%	82.0%	69.0%	56.6%
Bid-Ask Spread %	151.78	135.49	161.68	161.68	152.93
Gamma HHI	0.43	0.34	0.62	0.48	0.62
Net GEX	1.6K	1.1K	3.6K	1.1K	3.6K
Net DEX	-109.0K	-153.5K	-81.9K	-81.9K	-153.5K
Net VEX	-187	-230	-151	-230	-209
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.20	0.00	0.00
Total Volume	4.7	0	50	0	2
Total OI	166.6	151	211	151	211

Daily Data (20 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
2024-09-03	$11.23	$10.00	141.3%	40.5%	57.7%	40.4%	0.0%	-50.2%	-91.8%	1.1K	-81.9K	-230	0.00	161.68	N/A	N/A	0	0	118	33
2024-09-04	$11.43	$10.00	129.5%	37.1%	56.9%	36.4%	130.4%	-44.9%	-3.9%	1.2K	-87.9K	-211	0.00	161.66	N/A	N/A	2	0	118	33
2024-09-05	$11.27	$5.00	145.3%	25.6%	57.4%	41.8%	0.0%	10.8%	-4.1%	1.2K	-85.4K	-221	0.00	155.14	N/A	N/A	0	0	120	33
2024-09-06	$11.57	$5.00	133.7%	24.9%	56.2%	37.8%	0.0%	10.5%	2.5%	1.2K	-92.6K	-209	0.00	154.62	N/A	N/A	1	0	120	33
2024-09-09	$11.76	$5.00	170.3%	17.9%	56.2%	50.3%	0.0%	2.3%	-3.4%	1.3K	-98.9K	-202	0.00	153.38	N/A	N/A	3	0	121	33
2024-09-10	$11.87	$5.00	171.8%	15.3%	36.1%	50.8%	0.0%	6.4%	-4.9%	1.4K	-99.6K	-203	0.00	158.65	N/A	N/A	12	0	124	33
2024-09-11	$11.71	$5.00	80.6%	23.1%	36.0%	19.7%	0.0%	6.2%	-0.1%	1.5K	-94.7K	-222	0.00	155.12	N/A	N/A	0	0	136	33
2024-09-12	$12.00	$5.00	52.1%	14.9%	35.3%	9.9%	0.0%	11.5%	-10.5%	1.5K	-106.4K	-197	0.00	153.26	N/A	N/A	0	0	136	33
2024-09-13	$11.96	$5.00	63.9%	18.3%	29.3%	14.0%	0.0%	25.7%	-6.7%	1.5K	-105.7K	-185	0.00	158.34	N/A	N/A	0	0	136	33
2024-09-16	$12.14	$5.00	35.9%	10.3%	29.3%	3.9%	0.0%	-2.5%	-7.0%	1.6K	-109.0K	-184	0.00	155.74	N/A	N/A	0	2	136	33
2024-09-17	$12.18	$5.00	44.7%	12.8%	28.2%	7.0%	0.0%	-8.7%	-22.9%	1.4K	-113.9K	-168	0.20	141.25	N/A	N/A	5	1	136	33
2024-09-18	$12.68	$5.00	41.6%	11.9%	25.7%	5.9%	0.0%	-1.7%	-14.8%	1.6K	-125.6K	-185	0.00	150.41	N/A	N/A	0	0	141	34
2024-09-19	$12.79	$5.00	46.5%	13.3%	25.3%	7.6%	0.0%	16.0%	-10.6%	1.5K	-128.3K	-178	0.00	156.72	N/A	N/A	8	0	141	34
2024-09-20	$12.57	$5.00	32.5%	9.3%	26.1%	2.8%	30.4%	9.2%	8.6%	1.9K	-125.3K	-154	0.00	150.39	N/A	N/A	2	0	149	34
2024-09-23	$12.32	$5.00	40.5%	11.6%	27.9%	5.5%	0.0%	-8.9%	-18.5%	1.5K	-119.0K	-151	0.00	145.43	N/A	N/A	0	0	141	22
2024-09-24	$12.15	$5.00	34.3%	9.8%	27.0%	3.4%	0.0%	-6.8%	2.6%	1.6K	-114.4K	-153	0.00	135.49	N/A	N/A	0	0	141	22
2024-09-25	$12.03	$5.00	54.6%	15.7%	27.0%	10.4%	0.0%	-17.4%	-10.4%	1.4K	-112.4K	-164	0.00	152.45	N/A	N/A	3	0	141	22
2024-09-26	$12.01	$5.00	59.7%	17.1%	26.6%	12.1%	51.3%	3.2%	-12.5%	1.6K	-112.2K	-157	0.00	138.06	N/A	N/A	3	0	144	22
2024-09-27	$12.04	$5.00	61.0%	17.5%	26.6%	12.6%	52.3%	3.8%	-15.0%	1.7K	-113.1K	-161	0.00	144.94	N/A	N/A	50	0	147	22
2024-09-30	$12.55	$5.00	45.1%	12.9%	29.4%	7.1%	0.0%	10.8%	-5.1%	3.6K	-153.5K	-209	0.00	152.93	N/A	N/A	0	2	189	22