CBU Options History — June 2019 In June 2019, CBU traded between $62.06 and $65.72. ATM implied volatility averaged 35.2%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 13.4% (HV 20d: 21.8%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-19 : Highest Volume — 60 contracts2019-06-12 : Largest IV drop — 37.8% change2019-06-11 : Highest IV Rank — 79.1%2019-06-03 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $64.17 $62.06 $65.72 $62.06 $65.72 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 35.2% 21.9% 57.2% 47.8% 26.0% Expected Move 9.4% 6.3% 13.7% 13.7% 7.4% HV 20d 21.8% 16.3% 27.2% 24.3% 16.3% HV 60d 24.6% 22.6% 26.5% 25.8% 22.9% IV Rank 40.6% 16.6% 79.1% 62.2% 24.3% IV Percentile 68.2% 29.0% 98.4% 93.7% 48.0% Term Structure -1.0% -14.1% 11.8% -1.0% 6.9% VWIV 24.9% 17.3% 29.5% 27.2% 21.7% Skew 25d 7.5% -16.8% 61.6% -9.7% 4.1% Skew 10d 6.0% -44.4% 90.6% -25.1% -2.8% Call IV 25d 36.0% 24.8% 60.4% 43.5% 28.4% Put IV 25d 43.5% 29.0% 91.2% 33.8% 32.5% Bid-Ask Spread % 117.78 104.54 127.72 112.72 119.59 Gamma HHI 0.59 0.48 0.68 0.57 0.56 Net GEX 68.9K 49.0K 102.5K 49.0K 77.6K Net DEX -529.2K -786.1K -326.2K -349.7K -786.1K Net VEX -2.4K -3.0K -2.0K -2.5K -2.5K 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 12.2 0 60 0 40 Total OI 452.75 295 576 486 305
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 Vol Put Vol Call OI Put OI 2019-06-03 $62.06 $65.00 47.8% 13.7% 24.3% 62.2% 0.0% -9.7% -1.0% 49.0K -349.7K -2.5K 0.00 112.72 0 0 422 64 2019-06-04 $64.02 $65.00 43.8% 12.6% 27.2% 55.0% 0.0% -16.8% -14.1% 74.8K -604.3K -3.0K 0.00 112.15 10 0 422 64 2019-06-05 $63.79 $65.00 43.4% 12.4% 26.0% 54.3% 0.0% -9.5% -12.7% 73.4K -531.3K -2.9K 0.00 104.54 10 0 432 64 2019-06-06 $63.92 $0.00 47.0% 9.7% 25.9% 60.8% 0.0% 10.5% -5.5% 57.7K -369.5K -2.4K 0.00 115.96 10 0 432 64 2019-06-07 $63.88 $0.00 37.9% 9.7% 25.9% 44.4% 0.0% 6.5% -3.1% 66.1K -435.3K -2.6K 0.00 115.78 10 0 432 64 2019-06-10 $64.48 $0.00 47.0% 9.6% 26.1% 60.8% 0.0% 8.1% -4.7% 72.2K -536.6K -2.7K 0.00 116.40 2 0 432 64 2019-06-11 $64.11 $0.00 57.2% 10.2% 22.9% 79.1% 0.0% 1.2% -4.3% 68.3K -626.6K -2.7K 0.00 114.39 2 0 432 64 2019-06-12 $64.13 $0.00 35.6% 10.2% 21.5% 40.2% 0.0% 3.1% -5.6% 57.5K -361.0K -2.2K 0.00 117.87 2 0 432 64 2019-06-13 $64.14 $0.00 34.6% 9.9% 21.1% 40.8% 0.0% 1.3% -7.6% 49.8K -326.2K -2.0K 0.00 119.31 2 0 432 64 2019-06-14 $64.42 $0.00 34.2% 9.8% 20.9% 40.1% 0.0% 7.3% -8.1% 76.4K -622.5K -2.5K 0.00 118.44 2 0 432 64 2019-06-17 $63.55 $0.00 35.4% 10.1% 21.5% 42.2% 0.0% 16.0% -7.1% 64.4K -457.3K -2.1K 0.00 121.94 0 0 432 64 2019-06-18 $64.52 $0.00 29.8% 8.5% 22.2% 31.5% 0.0% 22.8% 0.9% 75.2K -531.4K -2.1K 0.00 121.81 0 0 432 64 2019-06-19 $64.12 $0.00 27.2% 7.8% 22.1% 26.6% 27.2% 8.2% 0.9% 71.8K -644.5K -2.1K 0.00 120.34 60 0 432 64 2019-06-20 $64.78 $65.00 28.3% 8.1% 22.1% 28.7% 28.3% 9.8% 5.5% 102.0K -682.1K -2.3K 0.00 116.38 20 0 492 64 2019-06-21 $64.74 $65.00 21.9% 6.3% 19.2% 16.6% 22.2% 2.5% 11.8% 102.5K -479.4K -2.3K 0.00 119.69 30 0 512 64 2019-06-24 $64.15 $65.00 24.5% 7.0% 18.1% 21.4% 26.3% 2.7% 7.5% 59.2K -593.8K -2.4K 0.00 125.06 1 0 252 43 2019-06-25 $63.89 $65.00 25.6% 7.3% 17.8% 23.6% 17.3% 8.7% 10.9% 51.7K -534.1K -2.2K 0.00 127.72 1 0 252 43 2019-06-26 $64.00 $65.00 28.0% 8.0% 17.8% 28.3% 26.6% 12.5% 6.1% 60.4K -528.3K -2.3K 0.00 119.10 21 0 252 43 2019-06-27 $64.90 $65.00 29.8% 8.5% 17.1% 31.6% 29.5% 61.6% 2.7% 67.2K -583.1K -2.3K 0.00 116.40 21 0 262 43 2019-06-28 $65.72 $65.00 26.0% 7.4% 16.3% 24.3% 21.7% 4.1% 6.9% 77.6K -786.1K -2.5K 0.00 119.59 40 0 262 43
« May 2019 | All History | Jul 2019 » Home CBU History June 2019