CYD Options History — March 2025

In March 2025, CYD traded between $16.77 and $22.56. ATM implied volatility averaged 125.7%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 35.6%. IV traded below realized volatility by 17.1% (HV 20d: 142.8%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2025-03-17: Highest Volume — 776 contracts
  • 2025-03-10: Largest IV spike — 18.7% change
  • 2025-03-10: Highest IV Rank — 45.5%
  • 2025-03-11: Largest Expected Move — 47.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.86$16.77$22.56$18.20$17.11
Max Pain$15.24$12.50$20.00$20.00$12.50
ATM IV125.7%103.7%149.0%122.0%113.2%
Expected Move35.6%27.6%47.8%35.0%30.0%
HV 20d142.8%109.9%163.9%144.7%109.9%
HV 60d110.6%102.8%115.8%102.8%113.0%
IV Rank36.8%28.7%45.5%35.5%32.2%
IV Percentile65.5%52.0%80.6%62.7%54.0%
Term Structure-12.4%-30.6%1.0%-17.5%-8.7%
VWIV127.8%94.9%196.3%124.0%107.6%
Skew 25d-19.7%-33.6%-10.1%-12.6%-20.1%
Skew 10d-22.0%-59.9%44.0%-39.8%44.0%
Call IV 25d136.0%121.9%156.3%130.8%131.7%
Put IV 25d116.3%99.8%129.1%118.2%111.6%
Bid-Ask Spread %58.5345.0972.4956.9450.26
Gamma HHI0.370.240.500.300.49
Net GEX37.9K19.6K70.1K21.8K20.9K
Net DEX-1.6M-3.9M781.8K209.0K725.8K
Net VEX-30.4K-37.9K-21.0K-29.1K-21.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.002.131.240.00
Total Volume224.8572577663933
Total OI9,025.4297,24610,1439,3847,371

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$18.20$20.00122.0%35.0%144.7%35.5%124.0%-12.6%-17.5%21.8K209.0K-29.1K1.2456.94N/AN/A2853545,8343,550
2025-03-04$19.46$20.00128.5%36.9%144.5%37.9%127.0%-10.1%-14.4%37.1K-1.3M-32.8K1.5847.11N/AN/A1161835,9793,514
2025-03-05$22.04$20.00130.2%37.3%148.0%38.5%134.6%-18.5%-2.7%54.1K-3.5M-37.9K0.2351.03N/AN/A4491056,0503,488
2025-03-06$21.56$17.50133.0%38.1%149.0%39.6%135.5%-22.7%1.0%50.8K-3.2M-36.9K0.1947.46N/AN/A115226,0433,490
2025-03-07$19.39$17.50125.6%36.0%156.8%36.8%127.0%-16.1%-11.8%37.9K-1.2M-32.4K1.2572.49N/AN/A40506,0453,501
2025-03-10$19.69$17.50149.0%42.7%156.9%45.5%147.7%-28.1%-13.8%35.7K-1.7M-32.4K0.3071.67N/AN/A44136,0573,485
2025-03-11$22.09$17.50130.9%47.8%159.3%38.8%164.7%-22.1%-18.9%51.8K-3.9M-36.2K0.2563.77N/AN/A298746,0703,477
2025-03-12$21.69$17.50128.6%43.0%159.8%37.9%145.1%-15.4%-10.0%52.5K-3.2M-35.4K0.1161.18N/AN/A90106,1123,510
2025-03-13$20.24$17.50128.6%41.3%163.9%37.9%147.0%-17.3%-8.5%44.0K-2.3M-32.9K0.9369.10N/AN/A40376,0763,513
2025-03-14$21.67$17.50135.3%43.1%163.5%40.4%196.3%-26.7%-10.1%51.0K-3.1M-34.0K0.0169.33N/AN/A59766,1013,521
2025-03-17$21.87$12.50137.4%36.5%163.5%41.2%123.8%-23.4%-15.0%63.8K-3.6M-34.5K0.0753.55N/AN/A722546,6193,524
2025-03-18$22.56$12.50136.2%35.3%161.0%40.8%125.5%-19.3%-11.9%70.1K-3.8M-34.4K0.0765.16N/AN/A136106,5913,523
2025-03-19$21.10$12.50126.6%34.6%155.1%37.2%121.6%-33.6%-8.9%41.9K-2.5M-31.6K0.4568.23N/AN/A83376,5303,531
2025-03-20$19.38$12.50126.1%36.2%142.2%37.0%0.0%-11.0%-6.7%19.6K-1.2M-28.9K0.6859.77N/AN/A47326,5053,510
2025-03-21$19.07$12.50116.3%30.9%141.5%33.4%106.7%-14.8%-8.0%25.2K-660.8K-27.2K0.5853.81N/AN/A2001176,4963,468
2025-03-24$19.00$12.50122.7%29.5%118.6%35.7%106.0%-18.8%-23.4%27.3K-132.6K-26.2K0.0451.62N/AN/A2814,5272,719
2025-03-25$17.23$12.50103.7%29.0%122.1%28.7%112.0%-24.9%-1.5%21.0K369.4K-23.0K0.5466.25N/AN/A39214,5522,719
2025-03-26$18.55$12.50116.7%27.6%114.1%33.5%94.9%-19.4%-30.6%26.0K26.4K-25.0K2.1354.16N/AN/A8174,5582,730
2025-03-27$18.30$12.50113.9%27.8%113.7%32.5%102.8%-17.8%-27.5%24.6K162.3K-24.5K0.0651.14N/AN/A5434,5632,733
2025-03-28$16.77$12.50114.2%29.3%110.3%32.5%105.5%-20.9%-12.2%19.8K781.8K-21.0K0.1545.09N/AN/A132204,6172,732
2025-03-31$17.11$12.50113.2%30.0%109.9%32.2%107.6%-20.1%-8.7%20.9K725.8K-21.4K0.0050.26N/AN/A3304,6302,741