CBU Options History — August 2024

In August 2024, CBU traded between $56.13 and $61.56. ATM implied volatility averaged 48.6%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 8.9% (HV 20d: 39.7%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.42.

Notable Days

  • 2024-08-23: Highest Volume — 160 contracts
  • 2024-08-09: Largest IV spike — 103.1% change
  • 2024-08-13: Highest IV Rank — 69.6%
  • 2024-08-02: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.88$56.13$61.56$59.49$60.95
Max Pain$59.55$55.00$60.00$55.00$60.00
ATM IV48.6%30.9%113.7%32.5%41.5%
Expected Move10.7%8.9%12.8%9.3%11.9%
HV 20d39.7%29.4%49.6%45.9%29.4%
HV 60d34.4%32.6%35.1%32.6%34.8%
IV Rank18.8%5.0%69.6%6.2%13.3%
IV Percentile35.0%4.8%97.6%6.3%31.7%
Term Structure-4.8%-15.8%7.3%7.3%-5.4%
VWIV35.9%26.0%50.6%50.6%28.5%
Skew 25d-3.0%-25.1%9.0%-25.1%0.5%
Skew 10d-6.3%-46.2%36.0%-46.2%-22.1%
Call IV 25d49.0%30.7%62.1%57.6%59.0%
Put IV 25d46.0%29.5%68.4%32.5%59.4%
Bid-Ask Spread %120.86108.08126.28108.08120.44
Gamma HHI0.370.200.640.400.20
Net GEX33.4K-58.1K51.8K32.3K33.1K
Net DEX-1.1M-1.5M-808.2K-1.4M-1.0M
Net VEX-4.7K-5.9K-4.0K-5.1K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.0015.000.000.00
Total Volume16.773016030
Total OI600.773320765751505

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$59.49$55.0032.5%9.3%45.9%6.2%0.0%-25.1%7.3%32.3K-1.4M-5.1K0.00108.0830451300
2024-08-02$58.62$55.0044.8%12.8%46.2%15.8%50.6%6.3%0.0%35.2K-1.3M-5.1K0.00115.33015452300
2024-08-05$56.79$60.0068.5%11.7%48.8%34.3%0.0%1.4%2.9%40.1K-1.0M-5.0K0.00121.66020452294
2024-08-06$57.85$60.0036.7%9.7%48.8%9.5%0.0%3.4%-2.6%39.7K-1.2M-4.9K0.00121.7700452313
2024-08-07$56.86$60.0072.7%10.4%49.6%37.6%0.0%1.1%-0.8%45.4K-987.1K-4.7K0.00121.7300452313
2024-08-08$57.83$60.0038.4%10.0%43.2%10.8%0.0%1.3%-1.2%41.5K-1.2M-4.7K0.00123.3600452313
2024-08-09$57.11$60.0077.9%10.9%43.6%41.6%0.0%1.1%-7.7%50.1K-1.1M-4.5K0.00121.4601452305
2024-08-12$56.13$60.00104.1%11.8%42.5%62.1%0.0%0.4%-15.8%49.8K-898.6K-4.2K0.00121.7220452305
2024-08-13$57.16$60.00113.7%10.2%39.5%69.6%0.0%-0.5%-0.2%49.3K-1.1M-4.3K1.00122.1922451305
2024-08-14$56.60$60.0039.8%11.4%38.5%12.0%0.0%0.8%-10.4%51.8K-989.5K-4.2K0.00122.0610453306
2024-08-15$58.11$60.0034.2%9.8%39.7%7.6%0.0%0.7%-9.5%32.8K-1.3M-4.2K0.00124.4600454306
2024-08-16$59.48$60.0033.3%9.6%40.6%6.9%0.0%-0.3%-6.5%-58.1K-1.5M-4.1K0.00126.281280454306
2024-08-19$59.72$60.0034.1%9.8%40.3%7.5%26.0%0.5%-6.9%29.1K-852.8K-4.1K0.00125.912029822
2024-08-20$58.62$60.0035.3%10.1%38.3%8.5%38.2%2.9%-9.4%29.7K-808.2K-4.0K0.00115.4712029822
2024-08-21$58.87$60.0033.0%9.5%36.9%6.7%0.0%0.5%-7.3%31.2K-825.8K-4.1K0.00121.230030922
2024-08-22$58.84$60.0030.9%8.9%32.2%5.0%28.5%9.0%0.8%31.0K-834.2K-4.1K0.00118.002030922
2024-08-23$61.47$60.0039.6%11.3%36.2%11.8%0.0%-1.7%-7.0%32.0K-1.0M-4.1K1.00125.09808030722
2024-08-26$61.56$60.0038.5%11.0%34.6%11.0%0.0%3.3%0.0%35.5K-1.1M-5.7K0.00120.9320386102
2024-08-27$60.86$60.0038.9%11.2%34.7%11.3%0.0%-24.4%-8.3%36.0K-1.0M-5.7K15.00123.24115388102
2024-08-28$61.43$60.0040.3%11.5%34.4%12.3%0.0%-22.8%-6.8%34.3K-1.1M-5.9K0.00118.4600388117
2024-08-29$61.03$60.0041.0%11.8%30.0%12.9%0.0%-25.0%-10.0%33.7K-1.1M-5.9K0.00120.0610388117
2024-08-30$60.95$60.0041.5%11.9%29.4%13.3%0.0%0.5%-5.4%33.1K-1.0M-5.9K0.00120.4400388117