CBU Options History — March 2025 In March 2025, CBU traded between $56.47 and $63.87. ATM implied volatility averaged 44.1%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 19.2% (HV 20d: 24.8%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-03-03 : Highest Volume — 42 contracts2025-03-28 : Largest IV spike — 20.6% change2025-03-31 : Highest IV Rank — 27.2%2025-03-14 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $58.28 $56.47 $63.87 $63.87 $56.89 Max Pain $61.88 $55.00 $65.00 $55.00 $65.00 ATM IV 44.1% 36.8% 52.3% 46.6% 52.3% Expected Move 12.3% 7.1% 22.5% 13.4% 7.3% HV 20d 24.8% 21.8% 26.2% 21.9% 25.4% HV 60d 28.0% 25.5% 30.4% 28.6% 25.6% IV Rank 19.9% 14.8% 27.2% 21.1% 27.2% IV Percentile 51.9% 29.0% 72.2% 57.9% 72.2% Term Structure -12.1% -25.2% 1.8% -12.5% -21.3% VWIV 33.5% 26.5% 41.9% 41.9% 26.5% Skew 25d -7.8% -24.3% 3.1% 1.1% -20.4% Skew 10d -15.2% -37.8% 4.6% -18.3% -32.9% Call IV 25d 54.7% 42.9% 69.9% 60.5% 69.9% Put IV 25d 46.9% 31.7% 61.6% 61.6% 49.6% Bid-Ask Spread % 118.48 111.33 126.27 123.84 113.82 Gamma HHI 0.30 0.21 0.40 0.32 0.40 Net GEX -517 -3.4K 1.1K -3.4K -669 Net DEX 30.8K -53.6K 83.3K -14.8K 72.6K Net VEX -1.0K -1.3K -835 -868 -877 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 2.952 0 42 42 0 Total OI 113.762 85 117 85 116
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 2025-03-03 $63.87 $0.00 46.6% 13.4% 21.9% 21.1% 0.0% 1.1% -12.5% -3.4K -14.8K -868 0.00 123.84 42 0 42 43 2025-03-04 $61.58 $0.00 49.1% 14.1% 24.9% 22.9% 0.0% -18.1% -12.0% 1.1K -53.6K -1.3K 0.00 123.94 0 0 69 43 2025-03-05 $60.16 $0.00 48.0% 13.8% 23.5% 22.1% 0.0% 1.1% -0.9% 675 -27.6K -1.3K 0.00 125.05 0 0 69 43 2025-03-06 $59.68 $0.00 50.7% 14.6% 23.0% 24.1% 0.0% 0.6% -1.2% 691 -20.6K -1.3K 0.00 124.98 0 5 69 43 2025-03-07 $59.54 $0.00 51.5% 14.8% 21.8% 24.7% 41.9% 0.3% 1.8% 701 -7.2K -1.2K 0.00 122.49 0 9 69 44 2025-03-10 $56.88 $55.00 47.7% 13.7% 25.8% 21.9% 0.0% 3.1% -19.8% -88 47.8K -1.1K 0.00 123.64 0 1 69 45 2025-03-11 $56.91 $55.00 39.7% 19.7% 26.0% 15.9% 0.0% 0.6% -5.0% -461 54.1K -1.1K 0.00 124.67 0 1 69 46 2025-03-12 $57.24 $55.00 42.8% 19.8% 25.8% 18.2% 0.0% -16.2% -14.8% -838 49.3K -1.1K 0.00 126.27 0 0 69 47 2025-03-13 $56.47 $55.00 39.3% 20.8% 24.0% 15.6% 0.0% -18.6% -9.5% -793 73.8K -981 0.00 125.27 0 0 69 47 2025-03-14 $56.78 $55.00 41.2% 22.5% 24.2% 17.0% 0.0% -15.1% -13.8% -894 54.5K -1.0K 0.00 125.24 0 0 69 47 2025-03-17 $57.40 $65.00 42.6% 8.1% 25.0% 19.4% 0.0% -11.4% -11.4% -719 52.4K -1.0K 0.00 111.33 0 0 69 47 2025-03-18 $57.72 $65.00 39.7% 8.5% 24.9% 17.1% 0.0% -9.8% -13.0% -752 36.2K -1.1K 0.00 112.79 0 0 69 47 2025-03-19 $58.48 $65.00 38.2% 9.0% 25.6% 15.9% 32.1% -2.2% -12.8% -705 22.7K -1.1K 0.00 111.91 0 2 69 47 2025-03-20 $57.60 $65.00 39.1% 8.6% 25.2% 16.6% 0.0% -10.1% -15.4% -948 35.4K -1.0K 0.00 113.63 0 0 69 48 2025-03-21 $57.26 $65.00 36.8% 8.2% 25.0% 14.8% 0.0% -10.0% -9.7% -673 59.8K -966 0.00 112.10 0 0 69 48 2025-03-24 $58.34 $65.00 40.2% 8.2% 26.2% 17.5% 0.0% -4.3% -16.9% -820 25.4K -1.0K 0.00 113.32 0 1 69 47 2025-03-25 $58.32 $65.00 42.2% 7.6% 26.0% 19.1% 26.5% 0.4% -10.3% -562 38.7K -984 0.00 113.87 0 1 69 47 2025-03-26 $57.99 $65.00 43.1% 9.0% 26.0% 19.8% 0.0% -0.1% -10.4% -359 24.0K -1.0K 0.00 113.05 0 0 69 47 2025-03-27 $57.84 $65.00 42.9% 8.8% 25.8% 19.6% 0.0% -9.5% -19.7% -624 39.8K -977 0.00 114.42 0 0 69 47 2025-03-28 $56.89 $65.00 51.7% 7.1% 26.1% 26.7% 0.0% -24.3% -25.2% -763 83.3K -835 0.00 112.55 0 0 69 47 2025-03-31 $56.89 $65.00 52.3% 7.3% 25.4% 27.2% 0.0% -20.4% -21.3% -669 72.6K -877 0.00 113.82 0 0 69 47
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