CBU Options History — October 2024

In October 2024, CBU traded between $56.58 and $62.65. ATM implied volatility averaged 41.8%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 13.4% (HV 20d: 28.4%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-10-08: Highest Volume — 11 contracts
  • 2024-10-28: Largest IV spike — 69.4% change
  • 2024-10-30: Highest IV Rank — 23.4%
  • 2024-10-30: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.25$56.58$62.65$56.58$61.45
Max Pain$50.87$50.00$60.00$60.00$50.00
ATM IV41.8%31.7%54.5%38.4%51.5%
Expected Move11.3%8.6%15.6%11.0%14.8%
HV 20d28.4%22.4%40.7%22.7%40.7%
HV 60d30.6%27.3%35.3%35.3%30.6%
IV Rank13.5%5.6%23.4%10.9%21.1%
IV Percentile34.2%6.7%67.1%23.8%59.1%
Term Structure-8.5%-20.5%-0.4%-10.2%-8.5%
VWIV62.4%32.1%155.9%37.0%47.6%
Skew 25d-16.3%-29.3%-0.5%-12.0%-19.5%
Skew 10d-8.1%-45.6%4.7%4.7%-40.6%
Call IV 25d54.6%43.9%69.8%67.8%67.8%
Put IV 25d38.3%27.1%56.7%55.9%48.2%
Bid-Ask Spread %115.79106.63124.93124.93116.54
Gamma HHI0.210.200.230.210.21
Net GEX38.4K32.7K48.2K33.4K42.1K
Net DEX-923.8K-1.3M-657.3K-669.8K-1.2M
Net VEX-4.3K-4.7K-3.9K-4.3K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.002.000.000.00
Total Volume2.8701101
Total OI496.739484509484509

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$56.58$60.0038.4%11.0%22.7%10.9%0.0%-12.0%-10.2%33.4K-669.8K-4.3K0.00124.9300378106
2024-10-02$56.72$60.0039.4%11.3%22.8%11.7%0.0%-13.1%-5.9%33.1K-657.3K-4.4K0.00123.8510378106
2024-10-03$57.31$50.0039.9%8.6%22.4%12.0%37.0%-9.2%-0.4%32.7K-742.7K-4.7K0.00113.8110379106
2024-10-04$58.38$50.0051.5%9.2%23.1%21.1%0.0%-15.0%-3.2%35.2K-822.7K-4.7K0.00118.7110379106
2024-10-07$57.34$50.0046.6%11.2%23.2%17.2%0.0%-0.5%-8.1%32.9K-723.6K-4.5K0.00109.5700379106
2024-10-08$57.17$50.0049.1%8.8%23.2%19.2%155.9%-9.9%-8.1%33.6K-709.7K-4.3K0.00117.09011379106
2024-10-09$58.14$50.0035.8%10.3%23.7%8.8%0.0%-14.8%-6.5%34.3K-778.2K-4.4K0.00114.5900379116
2024-10-10$57.59$50.0037.6%10.8%24.0%10.3%75.5%-11.8%-8.1%33.8K-726.7K-4.4K0.00114.6604379116
2024-10-11$59.63$50.0034.5%9.9%26.0%7.8%0.0%-18.8%-2.6%38.5K-944.7K-4.4K0.00114.0600379116
2024-10-14$60.95$50.0035.9%10.3%26.9%8.9%87.0%-17.5%-4.5%38.8K-1.1M-4.7K2.00118.7212379116
2024-10-15$61.51$50.0036.5%10.5%27.0%9.4%38.5%-15.5%-4.9%41.1K-1.1M-4.5K1.50115.0323379117
2024-10-16$62.65$50.0038.6%11.1%27.5%11.0%0.0%-4.1%-9.2%37.9K-1.2M-4.6K0.00118.5510379119
2024-10-17$62.55$50.0037.1%10.7%26.0%9.9%0.0%-9.5%-12.8%43.0K-1.3M-4.4K0.00115.8301379119
2024-10-18$61.00$50.0038.4%11.0%26.3%10.9%0.0%-17.5%-4.2%43.3K-1.1M-4.3K0.00113.8100379118
2024-10-21$58.86$50.0039.8%11.4%29.3%12.0%32.1%-24.7%-11.2%39.8K-888.8K-4.0K0.00106.6370378118
2024-10-22$57.83$50.0042.2%12.1%29.0%13.9%47.7%-22.4%-16.6%37.1K-750.7K-4.0K0.10117.79101379118
2024-10-23$58.16$50.0043.2%12.4%28.8%14.6%0.0%-26.5%-12.7%41.1K-816.6K-4.0K0.00118.1910388119
2024-10-24$58.34$50.0044.1%12.7%28.8%15.3%0.0%-29.3%-17.4%39.9K-812.4K-4.0K0.00115.5920388119
2024-10-25$56.64$50.0031.7%9.1%30.7%5.6%0.0%-15.6%-4.4%35.9K-676.9K-3.9K0.00108.9900388119
2024-10-28$61.04$50.0053.7%15.4%40.6%22.8%46.6%-21.7%-7.6%43.2K-1.1M-4.2K0.00115.5350388119
2024-10-29$60.64$50.0040.8%11.7%39.6%12.7%56.4%-23.4%-8.1%44.4K-1.1M-4.1K0.00111.0970390119
2024-10-30$62.20$50.0054.5%15.6%40.3%23.4%0.0%-21.6%-20.5%48.2K-1.3M-4.2K0.00119.6640390119
2024-10-31$61.45$50.0051.5%14.8%40.7%21.1%47.6%-19.5%-8.5%42.1K-1.2M-4.4K0.00116.5410390119