CBU Options History — June 2024

In June 2024, CBU traded between $43.13 and $46.77. ATM implied volatility averaged 55.7%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 34.5% (HV 20d: 21.2%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.67.

Notable Days

2024-06-13: Highest Volume — 27 contracts
2024-06-12: Largest IV drop — 48.9% change
2024-06-11: Highest IV Rank — 45.9%
2024-06-05: Largest Expected Move — 18.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.53	$43.13	$46.77	$45.16	$46.77
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	55.7%	40.3%	83.3%	59.8%	55.3%
Expected Move	13.9%	10.1%	18.2%	17.1%	15.8%
HV 20d	21.2%	18.7%	23.3%	21.2%	22.5%
HV 60d	28.2%	26.4%	30.4%	30.3%	26.9%
IV Rank	24.4%	12.4%	45.9%	27.6%	24.0%
IV Percentile	58.7%	21.4%	93.3%	73.8%	67.1%
Term Structure	-14.0%	-31.5%	7.2%	-31.5%	-15.7%
VWIV	37.1%	27.0%	47.3%	47.3%	27.0%
Skew 25d	5.5%	-37.9%	43.7%	42.0%	2.4%
Skew 10d	-2.5%	-41.7%	19.6%	19.6%	10.5%
Call IV 25d	61.8%	43.4%	76.9%	43.4%	76.9%
Put IV 25d	67.3%	28.5%	90.7%	85.4%	79.3%
Bid-Ask Spread %	129.34	117.88	131.94	126.40	131.94
Gamma HHI	0.32	0.23	0.41	0.34	0.41
Net GEX	3.3K	-3.6K	9.7K	3.5K	9.7K
Net DEX	-21.2K	-137.3K	40.5K	9.9K	-137.3K
Net VEX	-1.3K	-1.7K	-687	-1.4K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	3.33	0.00	3.33
Total Volume	4.684	0	27	0	0
Total OI	382.737	363	400	363	400

Daily Data (19 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
2024-06-03	$45.16	$45.00	59.8%	17.1%	21.2%	27.6%	0.0%	42.0%	-31.5%	3.5K	9.9K	-1.4K	0.00	126.40	0	0	180	183
2024-06-04	$44.71	$45.00	62.4%	17.9%	18.7%	29.6%	0.0%	40.2%	-26.1%	2.8K	35.5K	-1.7K	0.00	130.37	0	0	180	183
2024-06-05	$45.05	$45.00	63.5%	18.2%	19.0%	30.4%	0.0%	43.7%	-25.4%	2.6K	30.6K	-1.5K	0.00	117.88	2	0	180	183
2024-06-06	$45.21	$0.00	65.4%	11.1%	19.1%	31.9%	0.0%	-23.7%	-5.7%	402	25.0K	-1.3K	0.00	129.71	10	0	182	183
2024-06-07	$44.78	$0.00	68.7%	10.1%	18.9%	34.5%	0.0%	0.5%	-8.0%	3.1K	-2.2K	-1.4K	0.00	129.17	0	0	192	183
2024-06-10	$43.51	$0.00	79.4%	12.2%	21.0%	42.9%	0.0%	2.7%	-11.7%	2.7K	12.4K	-1.5K	0.00	130.70	0	5	192	183
2024-06-11	$43.56	$0.00	83.3%	12.3%	21.0%	45.9%	0.0%	2.5%	-12.4%	-3.6K	40.5K	-805	0.00	130.73	0	2	192	188
2024-06-12	$44.14	$0.00	42.6%	12.2%	21.5%	14.1%	47.3%	1.3%	-13.5%	3.0K	-633	-1.1K	0.00	129.59	10	0	192	190
2024-06-13	$43.97	$45.00	42.3%	12.1%	21.2%	13.9%	0.0%	2.3%	-2.4%	1.0K	-42.9K	-687	0.00	130.12	0	27	202	190
2024-06-14	$43.13	$45.00	44.7%	12.8%	21.3%	15.8%	0.0%	2.1%	-13.6%	2.3K	-2.6K	-1.5K	0.00	131.34	0	0	202	198
2024-06-17	$43.18	$45.00	46.3%	13.3%	21.0%	17.0%	0.0%	2.6%	-14.0%	2.2K	-8.2K	-1.5K	0.00	131.53	0	0	202	198
2024-06-18	$43.96	$45.00	48.4%	13.9%	22.6%	18.7%	0.0%	2.3%	-12.2%	4.3K	-47.0K	-1.7K	0.00	130.16	0	0	202	198
2024-06-20	$44.27	$45.00	47.9%	13.7%	22.6%	18.3%	0.0%	1.8%	-15.1%	4.8K	-49.4K	-1.5K	0.00	129.57	0	0	202	198
2024-06-21	$43.96	$45.00	48.9%	14.0%	21.6%	19.0%	0.0%	1.6%	-17.3%	3.6K	-27.2K	-1.4K	0.00	131.02	0	0	202	198
2024-06-24	$45.13	$45.00	51.1%	14.7%	23.3%	20.8%	0.0%	-37.9%	-16.2%	4.8K	-46.1K	-1.2K	0.00	130.95	0	0	180	195
2024-06-25	$44.86	$45.00	54.0%	15.5%	23.3%	23.1%	0.0%	2.4%	-16.2%	3.8K	-41.3K	-1.1K	0.00	130.86	0	10	180	195
2024-06-26	$45.10	$45.00	40.3%	11.6%	22.7%	12.4%	27.0%	12.8%	7.2%	5.7K	-41.5K	-1.2K	0.00	124.09	10	0	180	197
2024-06-27	$45.55	$45.00	54.2%	15.5%	21.3%	23.2%	0.0%	2.5%	-16.1%	6.2K	-110.8K	-1.7K	3.33	131.40	3	10	190	197
2024-06-28	$46.77	$45.00	55.3%	15.8%	22.5%	24.0%	0.0%	2.4%	-15.7%	9.7K	-137.3K	-1.3K	0.00	131.94	0	0	193	207