CYD Options History — September 2025

In September 2025, CYD traded between $32.81 and $40.97. ATM implied volatility averaged 82.4%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 40.3% (HV 20d: 42.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2025-09-11: Highest Volume — 66 contracts
  • 2025-09-10: Largest IV drop — 20.7% change
  • 2025-09-03: Highest IV Rank — 34.5%
  • 2025-09-03: Largest Expected Move — 29.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.01$32.81$40.97$32.81$40.97
Max Pain$30.24$30.00$35.00$30.00$35.00
ATM IV82.4%74.3%103.0%92.2%79.0%
Expected Move23.1%20.9%29.5%26.4%22.6%
HV 20d42.1%32.2%59.7%58.9%41.8%
HV 60d54.8%51.7%59.4%59.4%51.7%
IV Rank25.1%21.4%34.5%29.5%23.5%
IV Percentile37.4%27.8%66.3%48.4%31.7%
Term Structure3.5%-32.7%17.6%-16.3%1.5%
VWIV75.9%65.4%83.3%77.2%78.7%
Skew 25d0.9%-37.1%29.4%-0.8%-0.3%
Skew 10d-2.9%-33.6%33.7%12.7%-6.5%
Call IV 25d73.0%44.6%86.9%80.4%79.5%
Put IV 25d73.9%42.7%87.5%79.6%79.2%
Bid-Ask Spread %83.0766.87101.7983.2381.58
Gamma HHI0.240.220.300.220.26
Net GEX13.1K5.5K17.6K5.5K17.6K
Net DEX-1.8M-2.2M-1.2M-1.2M-2.2M
Net VEX-3.4K-4.3K-2.8K-3.0K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.001.860.130.83
Total Volume3011663411
Total OI893.3817901,013832910

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$32.81$30.0092.2%26.4%58.9%29.5%77.2%-0.8%-16.3%5.5K-1.2M-3.0K0.1383.23N/AN/A304567265
2025-09-03$33.88$30.00103.0%29.5%59.0%34.5%0.0%12.0%-32.7%6.1K-1.3M-2.8K0.04101.79N/AN/A251597269
2025-09-04$33.67$30.0087.5%22.5%59.7%27.4%0.0%19.8%3.4%6.1K-1.2M-3.0K1.8693.88N/AN/A713581269
2025-09-05$33.71$30.0080.7%24.0%46.6%24.3%77.6%14.1%9.4%7.1K-1.3M-3.2K0.0885.64N/AN/A262587259
2025-09-08$33.48$30.0082.2%21.4%34.5%25.0%78.1%1.0%10.0%7.7K-1.3M-3.1K0.5569.77N/AN/A3117612257
2025-09-09$35.36$30.0096.5%20.9%36.6%31.5%72.0%-3.3%9.8%10.5K-1.5M-2.9K0.8666.87N/AN/A76624267
2025-09-10$37.26$30.0076.5%21.9%39.1%22.4%69.0%29.4%0.8%11.0K-1.7M-2.9K0.1682.02N/AN/A193626270
2025-09-11$37.99$30.0080.4%23.1%38.9%24.2%78.3%-9.2%2.2%12.9K-1.8M-2.9K0.0372.02N/AN/A642626274
2025-09-12$38.70$30.0080.4%23.1%36.9%24.2%78.2%-6.8%5.1%15.7K-1.9M-3.2K0.0072.97N/AN/A130671276
2025-09-15$39.13$30.0088.2%25.3%36.7%27.7%74.1%-11.5%-4.8%15.5K-2.0M-3.1K0.0776.07N/AN/A584677276
2025-09-16$40.45$30.0077.2%22.1%33.6%22.7%77.5%-9.4%8.5%16.4K-2.1M-3.2K0.0076.06N/AN/A130690275
2025-09-17$40.92$30.0076.8%22.0%32.2%22.6%77.0%-4.4%11.3%15.9K-2.2M-3.0K0.4482.08N/AN/A167693275
2025-09-18$39.08$30.0083.7%24.0%38.2%25.7%70.4%26.6%1.7%17.3K-2.1M-3.2K0.3092.62N/AN/A4614707278
2025-09-19$39.00$30.0078.1%22.4%38.5%23.1%65.4%-37.1%5.2%14.5K-2.1M-3.3K0.5489.11N/AN/A2413743270
2025-09-22$40.64$30.0077.0%22.1%39.5%22.6%75.4%-21.5%12.5%15.1K-1.9M-3.3K0.0489.38N/AN/A251642148
2025-09-23$40.90$30.0074.3%21.3%38.8%21.4%75.4%-4.2%5.8%15.9K-2.0M-3.6K0.3885.69N/AN/A218658150
2025-09-24$39.09$30.0080.8%23.2%43.8%24.4%78.1%8.5%17.6%14.5K-1.8M-3.5K1.4388.53N/AN/A1420650156
2025-09-25$40.12$30.0078.9%22.6%44.0%23.5%78.7%15.6%8.1%15.9K-2.0M-4.2K0.1088.02N/AN/A303713161
2025-09-26$40.34$30.0078.7%22.6%43.9%23.4%78.3%1.9%5.7%16.6K-2.1M-4.3K0.2185.69N/AN/A143729164
2025-09-29$40.77$30.0078.1%22.4%43.7%23.1%83.3%-1.7%9.2%17.4K-2.1M-4.3K0.5081.51N/AN/A105732167
2025-09-30$40.97$35.0079.0%22.6%41.8%23.5%78.7%-0.3%1.5%17.6K-2.2M-4.3K0.8381.58N/AN/A65738172