CBU Options History — February 2025 In February 2025, CBU traded between $62.56 and $67.79. ATM implied volatility averaged 32.1%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.5% (HV 20d: 24.6%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-04 : Highest Volume — 10 contracts2025-02-06 : Largest IV spike — 96.0% change2025-02-27 : Highest IV Rank — 20.2%2025-02-27 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $64.99 $62.56 $67.79 $64.52 $63.13 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 32.1% 18.3% 45.5% 28.9% 39.8% Expected Move 9.6% 6.3% 13.0% 8.3% 11.4% HV 20d 24.6% 20.8% 29.9% 28.8% 21.4% HV 60d 31.0% 28.5% 42.1% 42.1% 28.5% IV Rank 9.9% 0.0% 20.2% 6.0% 16.0% IV Percentile 21.1% 0.0% 54.4% 7.1% 42.5% Term Structure -6.4% -22.2% 2.8% 1.0% -22.2% VWIV 23.1% 17.4% 28.9% 17.4% 28.9% Skew 25d -5.9% -34.7% 18.4% -25.1% 18.4% Skew 10d -11.6% -42.7% 55.5% -38.1% 55.5% Call IV 25d 47.7% 38.4% 60.6% 49.3% 60.6% Put IV 25d 41.8% 18.1% 79.0% 24.2% 79.0% Bid-Ask Spread % 120.93 104.42 124.58 104.42 124.58 Gamma HHI 0.43 0.30 0.89 0.30 0.31 Net GEX 47.8K -4.0K 90.2K 63.1K -3.4K Net DEX -731.1K -1.3M 21.0K -870.6K 5.8K Net VEX -1.3K -2.0K -840 -2.0K -872 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 1.368 0 10 0 0 Total OI 384.158 83 503 503 85
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 2025-02-03 $64.52 $60.00 28.9% 8.3% 28.8% 6.0% 0.0% -25.1% 1.0% 63.1K -870.6K -2.0K 0.00 104.42 0 0 360 143 2025-02-04 $66.27 $60.00 22.3% 6.4% 29.9% 1.0% 17.4% -31.7% 2.8% 68.4K -1.1M -2.0K 0.00 111.24 0 10 360 143 2025-02-05 $66.83 $60.00 22.1% 6.3% 29.8% 0.9% 28.9% -34.7% 1.8% 73.8K -1.2M -1.8K 0.00 112.35 5 0 360 133 2025-02-06 $67.79 $0.00 43.3% 8.5% 27.2% 17.0% 0.0% 0.9% -1.5% 75.3K -1.3M -1.8K 0.00 121.79 0 0 355 133 2025-02-07 $67.00 $0.00 18.3% 8.6% 27.9% 0.0% 0.0% -0.7% 2.7% 75.0K -1.2M -1.7K 0.00 121.78 0 0 355 133 2025-02-10 $66.75 $0.00 19.9% 9.0% 24.2% 1.1% 0.0% 0.5% -5.4% 73.3K -1.1M -1.4K 0.00 122.24 0 0 355 133 2025-02-11 $67.28 $0.00 18.7% 9.0% 24.1% 0.3% 0.0% -7.8% -3.4% 75.9K -1.2M -1.5K 0.00 121.50 1 0 355 133 2025-02-12 $65.01 $0.00 31.1% 8.9% 25.9% 9.5% 0.0% 1.3% -5.3% 65.4K -890.3K -1.3K 0.00 123.85 0 4 356 133 2025-02-13 $65.12 $0.00 31.1% 8.9% 25.3% 9.6% 0.0% 1.1% -1.6% 66.5K -903.1K -1.3K 0.00 124.10 0 0 356 134 2025-02-14 $64.98 $0.00 31.2% 8.9% 25.4% 9.6% 0.0% 0.5% -6.5% 67.4K -876.7K -1.2K 0.00 124.56 0 0 356 134 2025-02-18 $65.44 $0.00 33.1% 9.5% 25.4% 11.0% 0.0% -1.2% -7.2% 70.3K -940.7K -1.1K 0.00 124.11 0 0 356 134 2025-02-19 $65.64 $0.00 33.8% 9.7% 20.8% 11.5% 0.0% -0.0% -1.5% 90.2K -996.1K -1.0K 0.00 124.58 0 0 356 134 2025-02-20 $64.22 $0.00 33.1% 9.5% 22.0% 11.0% 0.0% -0.0% -4.3% 63.3K -771.6K -1.0K 0.00 123.72 0 0 356 134 2025-02-21 $63.31 $0.00 38.0% 10.9% 22.5% 14.6% 0.0% 0.4% -8.5% -4.0K -587.0K -840 0.00 119.79 4 0 356 134 2025-02-24 $62.56 $0.00 39.5% 11.3% 21.8% 15.8% 0.0% -10.2% -14.4% -3.0K 21.0K -904 0.00 123.57 0 0 40 43 2025-02-25 $62.92 $0.00 38.9% 11.1% 21.7% 15.3% 0.0% -8.2% -10.7% -2.8K 16.2K -903 0.00 122.58 0 0 40 43 2025-02-26 $62.85 $0.00 41.7% 12.0% 21.7% 17.4% 0.0% -9.0% -15.4% -2.8K 18.9K -899 0.00 123.35 2 0 40 43 2025-02-27 $63.14 $0.00 45.5% 13.0% 21.4% 20.2% 0.0% -7.3% -21.5% -3.4K 2.7K -873 0.00 123.50 0 0 42 43 2025-02-28 $63.13 $0.00 39.8% 11.4% 21.4% 16.0% 0.0% 18.4% -22.2% -3.4K 5.8K -872 0.00 124.58 0 0 42 43
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