CYD Options History — October 2024

In October 2024, CYD traded between $11.46 and $12.53. ATM implied volatility averaged 49.9%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 25.6% (HV 20d: 24.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.25.

Notable Days

2024-10-09: Highest Volume — 81 contracts
2024-10-07: Largest IV spike — 73.5% change
2024-10-30: Highest IV Rank — 22.3%
2024-10-30: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.13	$11.46	$12.53	$12.37	$11.46
Max Pain	$7.28	$5.00	$7.50	$5.00	$7.50
ATM IV	49.9%	27.2%	89.4%	31.4%	70.3%
Expected Move	13.9%	7.8%	25.6%	9.0%	20.2%
HV 20d	24.3%	16.3%	29.9%	29.9%	18.0%
HV 60d	39.8%	38.4%	40.4%	40.0%	38.7%
IV Rank	8.8%	1.0%	22.3%	2.4%	15.8%
IV Percentile	24.4%	2.8%	48.4%	4.0%	42.1%
Term Structure	-1.7%	-34.6%	23.6%	-0.2%	5.0%
VWIV	53.4%	48.5%	58.3%	58.3%	48.5%
Skew 25d	12.0%	-8.3%	59.7%	2.6%	40.7%
Skew 10d	18.1%	-15.6%	97.1%	4.7%	97.1%
Call IV 25d	46.1%	29.1%	91.5%	35.7%	46.0%
Put IV 25d	58.2%	31.6%	102.1%	38.3%	86.6%
Bid-Ask Spread %	138.20	127.58	150.97	150.97	139.13
Gamma HHI	0.57	0.43	0.82	0.66	0.46
Net GEX	5.7K	3.2K	10.3K	5.0K	4.7K
Net DEX	-184.5K	-227.6K	-142.1K	-142.1K	-149.1K
Net VEX	-382	-506	-223	-228	-369
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	0.33	0.00
Total Volume	8.652	0	81	4	0
Total OI	316.565	210	381	210	330

Daily Data (23 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
2024-10-01	$12.37	$5.00	31.4%	9.0%	29.9%	2.4%	0.0%	2.6%	-0.2%	5.0K	-142.1K	-228	0.33	150.97	N/A	N/A	3	1	189	21
2024-10-02	$12.38	$5.00	40.8%	11.7%	29.5%	5.6%	0.0%	41.0%	-3.2%	4.0K	-145.1K	-223	0.40	148.72	N/A	N/A	25	10	192	22
2024-10-03	$12.29	$7.50	46.0%	10.4%	29.1%	7.4%	0.0%	3.2%	-13.0%	4.1K	-156.3K	-318	0.00	145.36	N/A	N/A	0	0	217	32
2024-10-04	$12.38	$7.50	30.8%	11.8%	27.9%	2.2%	0.0%	-2.6%	-21.8%	5.7K	-163.7K	-286	1.00	136.15	N/A	N/A	1	1	217	32
2024-10-07	$12.53	$7.50	53.4%	13.2%	27.7%	10.0%	0.0%	-1.0%	-34.6%	4.2K	-169.8K	-299	0.00	132.93	N/A	N/A	0	0	218	33
2024-10-08	$12.18	$7.50	73.4%	13.8%	29.8%	16.8%	58.3%	2.8%	-28.7%	3.2K	-157.0K	-304	0.00	129.79	N/A	N/A	60	0	218	33
2024-10-09	$12.26	$7.50	45.9%	13.2%	29.3%	7.4%	48.5%	-3.7%	-3.3%	5.0K	-179.1K	-381	0.00	133.99	N/A	N/A	81	0	256	33
2024-10-10	$12.21	$7.50	47.7%	13.7%	28.1%	8.0%	0.0%	-5.1%	0.7%	7.3K	-225.2K	-506	0.00	138.77	N/A	N/A	0	1	336	33
2024-10-11	$12.15	$7.50	29.3%	8.4%	28.2%	1.7%	0.0%	5.7%	23.6%	10.3K	-214.0K	-463	0.00	137.54	N/A	N/A	0	0	336	34
2024-10-14	$12.26	$7.50	27.2%	7.8%	27.9%	1.0%	0.0%	16.8%	3.4%	9.6K	-227.6K	-432	0.00	142.34	N/A	N/A	0	0	336	34
2024-10-15	$12.18	$7.50	34.6%	9.9%	28.0%	3.5%	0.0%	-8.3%	-14.3%	8.6K	-218.3K	-437	0.00	139.58	N/A	N/A	11	0	336	34
2024-10-16	$12.13	$7.50	46.7%	13.4%	23.6%	7.7%	0.0%	-7.0%	-6.6%	7.3K	-219.9K	-445	0.00	130.47	N/A	N/A	0	0	347	34
2024-10-17	$12.17	$7.50	45.0%	12.9%	23.3%	7.1%	0.0%	10.2%	-0.4%	7.2K	-222.2K	-438	0.00	141.15	N/A	N/A	0	0	347	34
2024-10-18	$12.13	$7.50	56.6%	16.2%	22.7%	11.0%	0.0%	0.4%	-8.9%	4.9K	-191.9K	-434	0.00	132.84	N/A	N/A	0	0	347	34
2024-10-21	$12.05	$7.50	52.4%	15.0%	21.7%	9.6%	0.0%	38.3%	1.0%	5.0K	-186.3K	-423	0.00	127.58	N/A	N/A	0	0	291	34
2024-10-22	$12.05	$7.50	46.4%	13.3%	21.2%	7.5%	0.0%	30.9%	8.8%	5.3K	-186.4K	-408	0.00	137.46	N/A	N/A	0	1	291	34
2024-10-23	$12.11	$7.50	48.4%	13.9%	20.9%	8.2%	0.0%	19.0%	4.6%	5.3K	-189.2K	-404	0.00	138.36	N/A	N/A	1	0	291	35
2024-10-24	$12.07	$7.50	48.4%	13.9%	21.0%	8.3%	0.0%	8.4%	4.7%	5.3K	-189.3K	-428	0.00	142.26	N/A	N/A	0	1	292	35
2024-10-25	$12.20	$7.50	43.1%	12.4%	21.3%	6.4%	0.0%	24.9%	22.0%	5.8K	-195.5K	-397	0.00	141.18	N/A	N/A	0	0	292	36
2024-10-28	$11.91	$7.50	52.2%	15.0%	16.9%	9.5%	0.0%	4.8%	5.9%	5.4K	-175.9K	-376	0.00	138.76	N/A	N/A	0	0	292	36
2024-10-29	$11.88	$7.50	88.0%	25.2%	16.3%	21.8%	0.0%	-5.0%	14.8%	4.3K	-174.3K	-401	0.00	141.22	N/A	N/A	0	1	292	36
2024-10-30	$11.71	$7.50	89.4%	25.6%	16.8%	22.3%	0.0%	59.7%	2.4%	4.3K	-164.5K	-385	0.00	132.00	N/A	N/A	0	1	292	37
2024-10-31	$11.46	$7.50	70.3%	20.2%	18.0%	15.8%	0.0%	40.7%	5.0%	4.7K	-149.1K	-369	0.00	139.13	N/A	N/A	0	0	292	38