CYD Options History — November 2024

In November 2024, CYD traded between $9.05 and $11.42. ATM implied volatility averaged 92.9%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 58.1% (HV 20d: 34.9%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.13.

Notable Days

2024-11-14: Highest Volume — 25 contracts
2024-11-12: Largest IV spike — 203.1% change
2024-11-12: Highest IV Rank — 63.1%
2024-11-26: Largest Expected Move — 44.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.85	$9.05	$11.42	$11.42	$9.50
Max Pain	$12.25	$7.50	$12.50	$7.50	$12.50
ATM IV	92.9%	50.0%	208.3%	136.6%	69.1%
Expected Move	26.6%	16.8%	44.4%	39.2%	19.8%
HV 20d	34.9%	17.6%	47.3%	17.6%	47.3%
HV 60d	32.9%	26.6%	38.9%	38.2%	34.3%
IV Rank	23.5%	8.8%	63.1%	38.5%	15.3%
IV Percentile	47.2%	28.2%	88.9%	65.5%	38.1%
Term Structure	-1.9%	-52.9%	137.8%	15.8%	18.9%
VWIV	42.4%	42.4%	42.4%	42.4%	42.4%
Skew 25d	-1.0%	-32.3%	31.0%	-9.5%	31.0%
Skew 10d	20.5%	-20.7%	58.6%	0.4%	13.1%
Call IV 25d	94.5%	33.1%	157.9%	99.6%	78.8%
Put IV 25d	93.4%	51.8%	157.8%	90.1%	109.9%
Bid-Ask Spread %	150.71	141.00	154.17	141.00	152.53
Gamma HHI	0.44	0.38	0.85	0.41	0.46
Net GEX	1.9K	517	4.6K	3.9K	688
Net DEX	-44.6K	-147.4K	-673	-147.4K	-3.7K
Net VEX	-200	-364	-126	-364	-135
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	1.40	0.00	0.00
Total Volume	4.35	0	25	1	2
Total OI	247.65	130	346	330	137

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
2024-11-01	$11.42	$7.50	136.6%	39.2%	17.6%	38.5%	0.0%	-9.5%	15.8%	3.9K	-147.4K	-364	0.00	141.00	N/A	N/A	1	0	292	38
2024-11-04	$11.03	$12.50	62.3%	29.9%	19.6%	13.0%	0.0%	6.5%	-52.9%	4.6K	-121.1K	-324	0.00	149.20	N/A	N/A	0	0	293	38
2024-11-05	$10.86	$12.50	50.0%	24.2%	18.2%	8.8%	0.0%	15.4%	-51.6%	4.0K	-108.5K	-278	0.00	149.87	N/A	N/A	7	0	293	38
2024-11-06	$10.68	$12.50	55.8%	17.7%	18.0%	10.8%	42.4%	25.9%	-6.1%	4.1K	-100.1K	-282	1.40	144.07	N/A	N/A	5	7	298	38
2024-11-07	$10.95	$12.50	56.3%	23.8%	21.3%	10.9%	0.0%	3.3%	-28.2%	4.0K	-115.4K	-319	0.00	151.66	N/A	N/A	0	0	301	45
2024-11-08	$10.86	$12.50	51.7%	25.1%	21.3%	9.4%	0.0%	-2.8%	-28.7%	3.4K	-108.6K	-290	0.00	151.98	N/A	N/A	0	0	301	45
2024-11-11	$10.02	$12.50	68.7%	18.6%	33.4%	15.2%	0.0%	0.3%	-41.2%	4.3K	-55.6K	-217	0.00	150.48	N/A	N/A	0	1	301	45
2024-11-12	$9.52	$12.50	208.3%	17.7%	36.4%	63.1%	0.0%	5.1%	-33.6%	2.5K	-54.4K	-215	0.00	152.09	N/A	N/A	2	0	301	44
2024-11-13	$9.13	$12.50	81.5%	23.4%	37.7%	19.6%	0.0%	-20.5%	-4.1%	569	-13.0K	-157	0.00	150.54	N/A	N/A	0	7	302	40
2024-11-14	$9.26	$12.50	97.7%	28.0%	38.6%	25.2%	0.0%	2.7%	108.3%	602	-15.3K	-168	0.00	151.69	N/A	N/A	25	0	302	40
2024-11-15	$9.40	$12.50	117.1%	33.6%	39.7%	31.8%	0.0%	-17.9%	137.8%	591	-14.8K	-154	0.00	153.10	N/A	N/A	20	0	302	40
2024-11-18	$9.14	$12.50	97.9%	28.1%	40.0%	25.2%	0.0%	1.3%	-10.9%	517	-2.8K	-134	0.00	152.27	N/A	N/A	5	0	110	20
2024-11-19	$9.32	$12.50	138.5%	39.7%	41.5%	39.2%	0.0%	-7.6%	-29.3%	542	-3.2K	-131	0.00	151.34	N/A	N/A	3	0	113	20
2024-11-20	$9.05	$12.50	58.5%	16.8%	41.3%	11.7%	0.0%	-21.9%	8.2%	577	-673	-126	0.00	151.70	N/A	N/A	0	0	116	20
2024-11-21	$9.21	$12.50	102.7%	29.4%	42.7%	26.9%	0.0%	-32.3%	-14.3%	577	-3.8K	-136	0.00	151.38	N/A	N/A	0	0	116	20
2024-11-22	$9.50	$12.50	70.7%	20.3%	44.8%	15.9%	0.0%	15.3%	1.5%	599	-4.5K	-135	0.00	153.66	N/A	N/A	1	0	116	20
2024-11-25	$9.57	$12.50	67.2%	19.3%	45.1%	14.7%	0.0%	-26.7%	4.8%	625	-4.2K	-133	0.00	154.17	N/A	N/A	0	0	116	20
2024-11-26	$9.25	$12.50	154.9%	44.4%	45.7%	44.8%	0.0%	-0.2%	-14.1%	586	-4.6K	-138	0.00	148.85	N/A	N/A	0	0	116	20
2024-11-27	$9.41	$12.50	113.3%	32.5%	46.9%	30.5%	0.0%	11.8%	-17.3%	691	-9.9K	-173	0.00	152.59	N/A	N/A	1	0	116	20
2024-11-29	$9.50	$12.50	69.1%	19.8%	47.3%	15.3%	0.0%	31.0%	18.9%	688	-3.7K	-135	0.00	152.53	N/A	N/A	2	0	117	20