CBU Options History — November 2008

Name: CBU Options Analytics - November 2008
Creator: Options Analysis Suite

In November 2008, CBU traded between $19.63 and $24.53. ATM implied volatility averaged 83.5%. The 30-day expected move averaged 23.5%. Net GEX was positive for 1 of 15 trading days. Term structure was in contango for 2 of 15 days. Put/call ratio averaged 0.00.

Notable Days

2008-11-26: Highest Volume — 20 contracts
2008-11-12: Largest IV spike — 21.5% change
2008-11-17: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.48	$19.63	$24.53	$24.53	$23.06
ATM IV	83.5%	64.5%	101.4%	90.9%	66.6%
Expected Move	23.5%	18.5%	26.2%	26.1%	19.1%
Term Structure	-6.4%	-10.6%	2.7%	-8.7%	2.7%
Bid-Ask Spread %	73.35	63.09	88.54	76.00	67.08
Gamma HHI	0.50	0.50	0.50	0.50	0.50
Net GEX	27	0	398	0	398
Net DEX	-1.3K	-19.1K	0	0	-19.1K
Net VEX	-8	-117	0	0	-117
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.333	0	20	0	0
Total OI	1.333	0	20	0	20

Daily Data (15 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI
2008-11-04	$24.53	$0.00	90.9%	26.1%	0.0%	0.0%	0.0%	0.0%	-8.7%	0	0	0	76.00	0	0
2008-11-05	$23.21	$0.00	87.2%	25.0%	0.0%	0.0%	0.0%	0.0%	-6.5%	0	0	0	77.64	0	0
2008-11-06	$23.47	$0.00	80.6%	23.1%	0.0%	0.0%	0.0%	0.0%	-7.5%	0	0	0	84.60	0	0
2008-11-10	$22.96	$0.00	87.5%	23.2%	0.0%	0.0%	0.0%	0.0%	-6.9%	0	0	0	65.18	0	0
2008-11-11	$23.00	$0.00	83.5%	22.8%	0.0%	0.0%	0.0%	0.0%	-5.4%	0	0	0	66.00	0	0
2008-11-12	$21.47	$0.00	101.4%	25.3%	0.0%	0.0%	0.0%	0.0%	-9.6%	0	0	0	70.49	0	0
2008-11-13	$23.74	$0.00	80.5%	23.1%	0.0%	0.0%	0.0%	0.0%	-7.2%	0	0	0	63.09	0	0
2008-11-17	$22.00	$0.00	91.3%	26.2%	0.0%	0.0%	0.0%	0.0%	-10.6%	0	0	0	70.14	0	0
2008-11-18	$21.75	$0.00	88.8%	25.5%	0.0%	0.0%	0.0%	0.0%	-8.9%	0	0	0	72.19	0	0
2008-11-19	$20.48	$0.00	85.9%	24.6%	0.0%	0.0%	0.0%	0.0%	-9.6%	0	0	0	83.77	0	0
2008-11-20	$19.63	$0.00	83.3%	23.9%	0.0%	0.0%	0.0%	0.0%	-8.8%	0	0	0	88.54	0	0
2008-11-24	$22.46	$0.00	83.0%	23.8%	0.0%	0.0%	0.0%	0.0%	-9.1%	0	0	0	69.94	0	0
2008-11-25	$22.26	$0.00	77.5%	22.2%	0.0%	0.0%	0.0%	0.0%	-2.8%	0	0	0	71.88	0	0
2008-11-26	$23.20	$0.00	64.5%	18.5%	0.0%	0.0%	0.0%	0.0%	2.4%	0	0	0	73.75	20	0
2008-11-28	$23.06	$0.00	66.6%	19.1%	0.0%	0.0%	0.0%	0.0%	2.7%	398	-19.1K	-117	67.08	0	20