CBU Options History — April 2025

In April 2025, CBU traded between $50.25 and $56.95. ATM implied volatility averaged 45.3%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 0.1% (HV 20d: 45.1%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days.

Notable Days

  • 2025-04-22: Highest Volume — 28 contracts
  • 2025-04-10: Largest IV spike — 74.0% change
  • 2025-04-11: Highest IV Rank — 50.6%
  • 2025-04-11: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.59$50.25$56.95$56.72$54.52
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV45.3%27.4%81.5%54.2%28.0%
Expected Move11.0%7.1%23.4%7.4%8.0%
HV 20d45.1%21.6%54.6%22.7%54.6%
HV 60d33.3%25.4%36.5%25.6%36.5%
IV Rank21.6%7.2%50.6%28.7%7.8%
IV Percentile43.0%8.3%96.0%75.4%9.9%
Term Structure0.9%-37.8%16.0%-23.4%8.6%
VWIV45.5%32.5%57.1%35.4%32.5%
Skew 25d-1.0%-22.3%18.1%-22.3%-9.2%
Skew 10d17.3%-31.9%45.5%-31.9%-23.8%
Call IV 25d51.1%37.7%72.1%72.1%53.8%
Put IV 25d50.1%26.7%64.8%49.8%44.5%
Bid-Ask Spread %117.66110.63129.74112.53117.33
Gamma HHI0.450.350.560.390.56
Net GEX-2.6K-5.2K-252-683-5.2K
Net DEX164.6K74.6K244.2K86.0K232.9K
Net VEX-779-931-619-806-804
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume3.14302800
Total OI133.762116150116144

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$56.72$65.0054.2%7.4%22.7%28.7%0.0%-22.3%-23.4%-68386.0K-8060.00112.53006947
2025-04-02$56.95$65.0055.7%7.1%21.6%29.9%0.0%-2.9%10.2%-72074.6K-8510.00113.93006947
2025-04-03$52.97$65.0061.6%9.8%32.9%34.7%35.4%3.4%6.6%-252115.1K-7150.00115.86036947
2025-04-04$51.83$65.0073.2%16.1%33.3%43.9%52.1%4.7%-11.7%-305111.3K-7890.00114.30096950
2025-04-07$51.00$65.0080.2%18.3%30.3%49.5%51.9%5.9%-15.6%-1.2K136.4K-8140.00113.31016959
2025-04-08$50.25$65.0081.2%16.6%30.4%50.3%0.0%3.2%-29.6%-1.2K155.8K-7650.00128.83016960
2025-04-09$54.42$65.0034.0%9.7%43.0%12.5%57.1%2.5%16.0%-3.1K126.8K-8910.00129.74016961
2025-04-10$50.50$65.0059.2%17.0%50.0%32.7%0.0%9.3%-29.9%-1.5K170.0K-7210.00129.32016962
2025-04-11$51.21$65.0081.5%23.4%50.3%50.6%0.0%18.1%-37.8%-1.7K170.2K-7630.00129.44006963
2025-04-14$52.56$65.0030.9%8.9%51.2%10.1%0.0%11.8%11.4%-2.7K185.6K-6710.00116.330176963
2025-04-15$53.01$65.0030.0%8.6%51.3%9.4%0.0%9.9%12.7%-3.1K184.8K-6870.00116.49016980
2025-04-16$53.40$65.0035.3%10.1%51.1%13.6%0.0%-12.5%12.5%-3.3K162.9K-7480.00113.10006981
2025-04-17$53.57$65.0027.9%8.0%51.0%7.7%0.0%-17.4%13.4%-2.5K188.1K-6760.00116.13016981
2025-04-21$52.40$65.0045.7%13.1%51.4%21.9%44.3%5.0%-3.6%-1.9K176.3K-6190.00110.73016958
2025-04-22$54.41$65.0030.3%8.7%53.0%9.6%32.5%5.5%12.8%-2.9K157.5K-6780.00113.600286959
2025-04-23$55.28$65.0028.9%8.3%53.4%8.4%0.0%1.1%15.5%-4.4K196.0K-9130.00117.10006973
2025-04-24$56.00$65.0027.6%7.9%53.7%7.4%0.0%-12.5%13.5%-4.8K182.6K-9310.00117.43006973
2025-04-25$54.91$65.0027.4%7.8%54.1%7.2%0.0%-8.1%13.9%-4.4K208.4K-8560.00117.31006973
2025-04-28$55.37$65.0030.4%8.7%53.9%9.7%0.0%-10.4%12.2%-4.2K191.8K-8970.00110.63026973
2025-04-29$54.06$65.0027.4%7.9%54.5%7.3%0.0%-5.8%11.6%-5.0K244.2K-7610.00117.46006975
2025-04-30$54.52$65.0028.0%8.0%54.6%7.8%0.0%-9.2%8.6%-5.2K232.9K-8040.00117.33006975