CBU Options History — February 2024 In February 2024, CBU traded between $42.78 and $46.23. ATM implied volatility averaged 55.8%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 19.7% (HV 20d: 36.1%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-23 : Highest Volume — 30 contracts2024-02-26 : Largest IV spike — 47.9% change2024-02-01 : Highest IV Rank — 25.8%2024-02-28 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.71 $42.78 $46.23 $45.47 $45.34 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 55.8% 39.9% 70.5% 70.0% 62.7% Expected Move 15.0% 11.4% 18.4% 13.9% 18.0% HV 20d 36.1% 27.3% 44.4% 28.7% 37.1% HV 60d 32.9% 28.5% 33.8% 33.0% 31.7% IV Rank 16.6% 6.7% 25.8% 25.8% 20.8% IV Percentile 69.2% 21.4% 91.7% 90.5% 83.3% Term Structure -14.0% -30.0% 1.9% -5.7% -17.8% VWIV 53.4% 50.6% 56.1% 56.1% 50.6% Skew 25d -11.2% -52.3% 14.9% 5.4% -52.3% Skew 10d -19.4% -71.9% 36.7% 30.5% -20.6% Call IV 25d 70.5% 54.2% 90.1% 66.6% 88.0% Put IV 25d 59.3% 29.8% 94.2% 72.0% 35.7% Bid-Ask Spread % 117.13 103.83 124.89 119.64 121.38 Gamma HHI 0.51 0.30 0.66 0.66 0.44 Net GEX 3.7K -5.3K 13.1K 12.8K -3.9K Net DEX -17.0K -119.9K 69.8K -100.0K 48.0K Net VEX -743 -828 -651 -700 -721 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 4.65 0 30 1 0 Total OI 327 107 484 431 151
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 2024-02-01 $45.47 $45.00 70.0% 13.9% 28.7% 25.8% 0.0% 5.4% -5.7% 12.8K -100.0K -700 0.00 119.64 0 1 204 227 2024-02-02 $45.24 $45.00 56.7% 14.4% 28.7% 17.2% 0.0% 10.3% -4.5% 12.7K -107.3K -738 0.00 118.99 4 0 204 228 2024-02-05 $44.47 $45.00 64.5% 13.7% 28.1% 22.0% 0.0% 4.8% -14.4% 11.2K -91.4K -722 0.00 115.31 0 0 208 228 2024-02-06 $43.96 $45.00 70.5% 14.2% 27.6% 25.7% 0.0% 10.9% -15.4% 9.8K -60.0K -763 0.00 122.84 0 3 208 238 2024-02-07 $43.50 $45.00 50.2% 14.4% 27.3% 13.2% 0.0% 5.1% -14.6% 7.1K -20.4K -682 0.00 114.21 0 0 208 240 2024-02-08 $43.91 $45.00 52.3% 15.0% 28.0% 14.5% 0.0% 8.2% -14.4% 8.5K -60.1K -732 0.00 113.29 0 0 208 240 2024-02-09 $44.83 $45.00 47.4% 13.6% 29.6% 11.5% 0.0% 14.9% -9.9% 11.4K -81.0K -699 0.00 114.00 0 15 208 240 2024-02-12 $45.89 $45.00 53.8% 15.4% 31.2% 15.4% 56.1% 2.1% -14.4% 12.1K -101.3K -828 0.00 116.85 10 0 208 255 2024-02-13 $42.78 $45.00 53.0% 15.2% 39.0% 15.0% 0.0% -8.0% -22.3% 3.9K 1.9K -765 0.00 123.20 0 0 218 255 2024-02-14 $44.53 $45.00 54.3% 15.6% 42.1% 15.7% 50.6% 4.0% -22.8% 11.3K -108.1K -798 0.00 123.88 0 11 218 255 2024-02-15 $46.23 $45.00 60.0% 17.2% 44.4% 19.1% 0.0% 0.2% -26.2% 13.1K -119.9K -796 0.00 118.93 0 0 218 266 2024-02-16 $45.84 $45.00 51.6% 14.8% 43.4% 13.9% 0.0% -5.3% -10.0% -4.2K 25.4K -668 0.00 121.08 0 5 218 266 2024-02-20 $45.23 $45.00 40.6% 11.6% 42.0% 7.1% 0.0% -25.4% 0.1% -5.3K 62.6K -651 0.00 120.88 14 0 26 81 2024-02-21 $44.86 $45.00 39.9% 11.4% 41.3% 6.7% 0.0% -35.3% 1.9% -4.5K 57.1K -766 0.00 112.83 0 0 40 81 2024-02-22 $44.45 $45.00 58.2% 16.7% 41.2% 18.0% 0.0% -47.5% -16.8% -3.6K 57.5K -803 0.00 110.78 0 0 40 81 2024-02-23 $44.47 $45.00 42.5% 12.2% 41.2% 8.3% 0.0% -30.6% -3.7% -5.0K 66.1K -771 0.00 103.83 0 30 40 81 2024-02-26 $44.17 $45.00 62.9% 18.0% 40.6% 20.9% 0.0% -38.8% -30.0% -3.8K 60.9K -730 0.00 110.05 0 0 40 111 2024-02-27 $44.47 $45.00 60.5% 17.3% 40.6% 19.4% 0.0% -49.9% -21.0% -3.9K 59.7K -717 0.00 115.83 0 0 40 111 2024-02-28 $44.64 $45.00 64.3% 18.4% 40.6% 21.7% 0.0% 4.1% -18.9% -4.9K 69.8K -818 0.00 124.89 0 0 40 111 2024-02-29 $45.34 $45.00 62.7% 18.0% 37.1% 20.8% 0.0% -52.3% -17.8% -3.9K 48.0K -721 0.00 121.38 0 0 40 111
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