CBU Options History — December 2024 In December 2024, CBU traded between $60.73 and $69.80. ATM implied volatility averaged 41.6%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 7.1% (HV 20d: 34.5%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2024-12-18 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 47.0% change2024-12-10 : Highest IV Rank — 23.9%2024-12-30 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $65.47 $60.73 $69.80 $69.80 $61.70 Max Pain $66.36 $65.00 $70.00 $70.00 $65.00 ATM IV 41.6% 29.2% 55.1% 39.6% 48.2% Expected Move 10.9% 8.4% 13.9% 11.4% 13.8% HV 20d 34.5% 23.6% 58.4% 57.5% 33.8% HV 60d 43.6% 42.2% 45.2% 42.2% 45.1% IV Rank 13.4% 3.7% 23.9% 11.8% 18.5% IV Percentile 39.2% 3.2% 70.6% 35.7% 56.3% Term Structure -7.2% -19.8% 2.7% -10.9% -10.7% VWIV 29.7% 29.7% 29.7% 29.7% 29.7% Skew 25d -1.4% -15.8% 1.2% -11.8% 1.1% Skew 10d 2.0% -39.4% 7.8% 7.8% 6.1% Call IV 25d 50.4% 37.4% 65.4% 54.7% 65.4% Put IV 25d 49.0% 38.1% 66.4% 42.8% 66.4% Bid-Ask Spread % 121.60 113.91 124.76 122.42 124.76 Gamma HHI 0.27 0.25 0.28 0.27 0.27 Net GEX 43.9K 35.7K 50.8K 43.6K 41.3K Net DEX -927.5K -1.3M -521.9K -1.3M -521.9K Net VEX -3.7K -4.4K -2.9K -4.4K -2.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 443.476 443 445 443 444
Daily Data (21 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 2024-12-02 $69.80 $70.00 39.6% 11.4% 57.5% 11.8% 0.0% -11.8% -10.9% 43.6K -1.3M -4.4K 0.00 122.42 0 0 322 121 2024-12-03 $68.09 $70.00 42.4% 12.1% 58.4% 14.0% 0.0% -11.1% -17.1% 42.0K -1.2M -4.3K 0.00 117.38 0 0 322 121 2024-12-04 $69.18 $70.00 42.0% 12.1% 58.1% 13.7% 0.0% -15.8% -18.7% 43.0K -1.3M -4.3K 0.00 113.91 0 0 322 121 2024-12-05 $68.74 $0.00 42.5% 8.6% 32.5% 14.1% 0.0% 0.7% 1.0% 44.2K -1.2M -4.2K 0.00 121.37 0 0 322 121 2024-12-06 $68.61 $0.00 47.3% 9.3% 27.4% 17.8% 0.0% 0.9% -0.6% 44.8K -1.2M -4.2K 0.00 120.99 0 0 322 121 2024-12-09 $67.66 $0.00 51.2% 8.4% 27.1% 20.9% 0.0% 0.8% -1.6% 47.9K -1.2M -4.0K 0.00 121.20 0 0 322 121 2024-12-10 $68.17 $0.00 55.1% 9.0% 24.5% 23.9% 0.0% 0.8% -0.4% 46.7K -1.2M -4.0K 0.00 121.28 0 0 322 121 2024-12-11 $68.83 $0.00 29.2% 8.4% 23.6% 3.7% 0.0% 0.7% 1.6% 45.2K -1.3M -4.0K 0.00 121.96 0 0 322 121 2024-12-12 $67.44 $0.00 33.8% 9.7% 24.4% 7.3% 0.0% -0.5% 2.7% 44.5K -1.1M -4.0K 0.00 120.66 0 0 322 121 2024-12-13 $66.43 $0.00 32.8% 9.4% 24.9% 6.5% 0.0% 0.5% 1.6% 45.6K -1.0M -4.0K 0.00 122.08 0 0 322 121 2024-12-16 $67.14 $0.00 34.1% 9.8% 25.3% 7.5% 0.0% 0.7% 1.6% 50.8K -1.1M -3.7K 0.00 122.63 0 0 322 121 2024-12-17 $65.24 $0.00 36.8% 10.5% 27.0% 9.6% 0.0% 0.2% -7.9% 45.2K -934.6K -3.8K 0.00 121.63 0 0 322 121 2024-12-18 $60.73 $0.00 46.6% 13.4% 36.5% 17.3% 29.7% -2.6% -19.8% 35.7K -559.4K -3.5K 0.00 117.70 0 1 322 121 2024-12-19 $61.59 $65.00 39.2% 11.2% 37.0% 11.5% 0.0% 0.7% -5.1% 37.4K -635.0K -3.6K 0.00 122.11 0 0 322 123 2024-12-20 $62.87 $65.00 37.9% 10.9% 36.5% 10.4% 0.0% 1.0% -7.2% 39.9K -670.8K -3.6K 0.00 122.42 0 0 322 123 2024-12-23 $62.41 $65.00 43.1% 12.4% 34.5% 14.6% 0.0% 0.9% -6.0% 40.8K -618.6K -3.4K 0.00 123.19 0 0 321 123 2024-12-24 $62.66 $65.00 38.8% 11.1% 33.9% 11.2% 0.0% 1.0% -18.4% 50.0K -669.2K -3.0K 0.00 123.34 0 0 321 123 2024-12-26 $63.27 $65.00 40.7% 11.7% 33.1% 12.7% 0.0% 1.1% -17.0% 47.8K -705.8K -3.1K 0.00 124.42 0 0 321 123 2024-12-27 $61.91 $65.00 43.6% 12.5% 33.7% 14.9% 0.0% 1.0% -6.7% 41.8K -549.7K -3.0K 0.00 123.48 0 0 321 123 2024-12-30 $62.32 $65.00 48.6% 13.9% 33.9% 18.8% 0.0% 1.2% -11.1% 43.5K -576.7K -3.0K 0.00 124.74 0 0 321 123 2024-12-31 $61.70 $65.00 48.2% 13.8% 33.8% 18.5% 0.0% 1.1% -10.7% 41.3K -521.9K -2.9K 0.00 124.76 0 0 321 123
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