CYD Options History — December 2024

In December 2024, CYD traded between $8.79 and $11.22. ATM implied volatility averaged 95.4%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 48.2% (HV 20d: 47.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.69.

Notable Days

2024-12-24: Highest Volume — 383 contracts
2024-12-18: Largest IV spike — 335.8% change
2024-12-06: Highest IV Rank — 60.8%
2024-12-04: Largest Expected Move — 38.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.46	$8.79	$11.22	$9.66	$9.67
Max Pain	$10.71	$10.00	$12.50	$12.50	$10.00
ATM IV	95.4%	29.1%	201.4%	82.2%	62.1%
Expected Move	22.3%	8.4%	38.5%	23.6%	17.8%
HV 20d	47.3%	35.6%	74.0%	48.1%	74.0%
HV 60d	37.8%	34.0%	51.4%	34.0%	51.4%
IV Rank	24.4%	1.6%	60.8%	19.8%	13.0%
IV Percentile	45.5%	3.2%	87.7%	43.3%	32.1%
Term Structure	-2.6%	-46.1%	41.3%	13.8%	41.3%
VWIV	97.1%	39.7%	150.9%	150.9%	74.2%
Skew 25d	16.5%	-78.6%	68.8%	37.4%	54.4%
Skew 10d	24.5%	-42.1%	112.0%	65.7%	68.9%
Call IV 25d	77.4%	26.9%	162.0%	128.0%	53.2%
Put IV 25d	93.9%	40.6%	184.7%	165.4%	107.6%
Bid-Ask Spread %	142.25	109.68	154.33	151.74	128.22
Gamma HHI	0.54	0.33	0.77	0.33	0.75
Net GEX	1.3K	556	3.7K	623	3.7K
Net DEX	-19.8K	-149.4K	5.3K	-9.1K	-4.5K
Net VEX	-200	-558	-115	-156	-383
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.69	0.00	10.00	0.00	1.20
Total Volume	37.476	0	383	1	22
Total OI	211.095	139	493	139	493

Daily Data (21 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
2024-12-02	$9.66	$12.50	82.2%	23.6%	48.1%	19.8%	150.9%	37.4%	13.8%	623	-9.1K	-156	0.00	151.74	N/A	N/A	1	0	119	20
2024-12-03	$9.25	$12.50	94.0%	27.0%	48.9%	23.9%	0.0%	28.1%	22.6%	688	-3.6K	-133	0.00	151.10	N/A	N/A	1	0	120	20
2024-12-04	$9.37	$12.50	134.3%	38.5%	49.4%	37.7%	0.0%	22.6%	-36.0%	673	-7.6K	-149	0.00	149.87	N/A	N/A	0	0	121	20
2024-12-05	$9.19	$10.00	122.0%	17.3%	49.4%	33.5%	0.0%	-9.7%	-19.7%	577	-4.1K	-126	0.00	149.29	N/A	N/A	0	0	121	20
2024-12-06	$9.16	$10.00	201.4%	21.0%	48.0%	60.8%	0.0%	11.7%	13.2%	629	-5.0K	-134	0.00	154.33	N/A	N/A	0	0	121	20
2024-12-09	$9.51	$10.00	153.3%	15.6%	50.7%	44.3%	0.0%	15.0%	-22.4%	762	-4.8K	-127	0.00	147.66	N/A	N/A	1	0	121	20
2024-12-10	$9.29	$10.00	140.9%	17.4%	43.2%	40.0%	0.0%	24.9%	17.1%	796	-5.9K	-140	0.00	151.29	N/A	N/A	0	0	128	20
2024-12-11	$9.11	$10.00	62.6%	17.9%	39.9%	13.1%	39.7%	16.3%	8.8%	727	-7.9K	-152	0.00	145.77	N/A	N/A	1	0	128	20
2024-12-12	$9.04	$10.00	49.7%	14.3%	37.2%	8.7%	0.0%	7.3%	-10.3%	732	-3.2K	-122	0.00	147.03	N/A	N/A	0	0	129	20
2024-12-13	$9.29	$10.00	67.8%	19.4%	38.1%	14.9%	0.0%	7.5%	-20.4%	782	-9.6K	-150	0.00	147.12	N/A	N/A	0	0	129	20
2024-12-16	$8.99	$10.00	86.0%	24.7%	39.4%	21.1%	0.0%	40.5%	-0.6%	678	-4.4K	-132	0.00	130.59	N/A	N/A	0	0	129	20
2024-12-17	$8.93	$10.00	29.1%	8.4%	38.3%	1.6%	0.0%	19.9%	17.2%	665	-2.1K	-119	1.50	153.41	N/A	N/A	2	3	129	20
2024-12-18	$8.83	$10.00	127.0%	36.4%	37.6%	35.2%	149.0%	25.2%	-14.7%	659	-407	-115	10.00	146.82	N/A	N/A	1	10	130	23
2024-12-19	$8.82	$12.50	118.2%	33.9%	36.3%	32.2%	0.0%	-77.5%	-0.6%	556	5.2K	-119	0.00	150.39	N/A	N/A	0	12	131	33
2024-12-20	$8.79	$12.50	98.6%	28.3%	35.6%	25.5%	0.0%	-78.6%	0.8%	558	5.3K	-121	0.00	140.22	N/A	N/A	4	0	131	42
2024-12-23	$9.25	$12.50	81.8%	23.5%	38.7%	19.7%	41.0%	36.0%	1.5%	876	-2.5K	-157	0.00	143.70	N/A	N/A	40	0	130	29
2024-12-24	$9.76	$10.00	41.2%	11.8%	43.3%	5.8%	48.3%	62.2%	-5.3%	2.4K	-26.7K	-218	1.46	144.50	N/A	N/A	156	227	170	29
2024-12-26	$11.22	$10.00	92.0%	26.4%	63.7%	23.2%	96.4%	-7.8%	-46.1%	3.3K	-149.4K	-466	0.43	111.88	N/A	N/A	187	80	307	73
2024-12-27	$11.07	$10.00	91.0%	26.1%	64.1%	22.9%	139.6%	43.4%	-40.5%	2.8K	-117.7K	-558	0.08	109.68	N/A	N/A	13	1	376	114
2024-12-30	$10.44	$10.00	68.2%	19.6%	68.3%	15.0%	135.0%	68.8%	25.6%	3.3K	-56.8K	-433	7.33	132.55	N/A	N/A	3	22	373	114
2024-12-31	$9.67	$10.00	62.1%	17.8%	74.0%	13.0%	74.2%	54.4%	41.3%	3.7K	-4.5K	-383	1.20	128.22	N/A	N/A	10	12	376	117