CBU Options History — May 2025 In May 2025, CBU traded between $55.55 and $58.18. ATM implied volatility averaged 43.6%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 11.3% (HV 20d: 32.3%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-05-16 : Highest Volume — 25 contracts2025-05-12 : Largest IV spike — 101.6% change2025-05-12 : Highest IV Rank — 62.3%2025-05-27 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $56.84 $55.55 $58.18 $55.55 $56.23 Max Pain $60.56 $60.00 $65.00 $65.00 $60.00 ATM IV 43.6% 25.9% 96.1% 26.6% 45.1% Expected Move 10.7% 7.4% 12.9% 7.6% 12.9% HV 20d 32.3% 22.1% 55.1% 55.1% 22.1% HV 60d 36.6% 35.9% 37.0% 36.2% 35.9% IV Rank 22.7% 6.1% 62.3% 6.6% 28.1% IV Percentile 47.0% 7.1% 97.6% 7.1% 65.5% Term Structure -5.4% -11.9% 12.3% 12.3% -7.0% VWIV 36.8% 31.6% 40.3% 31.6% 38.4% Skew 25d -16.0% -35.8% 5.5% -15.6% -23.9% Skew 10d -22.9% -43.8% -4.7% -6.7% -43.8% Call IV 25d 50.5% 35.2% 66.0% 59.2% 62.8% Put IV 25d 34.5% 23.7% 43.6% 43.6% 38.9% Bid-Ask Spread % 123.99 113.89 126.67 117.49 125.07 Gamma HHI 0.50 0.34 0.76 0.56 0.44 Net GEX -643 -23.3K 7.4K -5.3K 5.9K Net DEX 81.8K -83.5K 211.3K 209.6K -46.6K Net VEX -919 -1.1K -807 -847 -925 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 2.048 0 25 1 0 Total OI 131.571 107 154 144 107
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 2025-05-01 $55.55 $65.00 26.6% 7.6% 55.1% 6.6% 0.0% -15.6% 12.3% -5.3K 209.6K -847 0.00 117.49 0 1 69 75 2025-05-02 $56.87 $65.00 37.9% 10.9% 48.8% 15.6% 0.0% -35.8% -10.8% -4.8K 178.6K -892 0.00 113.89 0 0 69 76 2025-05-05 $56.35 $0.00 25.9% 10.5% 48.2% 6.1% 0.0% -16.5% -5.6% -23.3K 170.8K -807 0.00 124.97 1 0 69 76 2025-05-06 $56.24 $0.00 31.0% 7.4% 47.6% 10.1% 0.0% -18.8% 4.1% -5.5K 189.6K -864 0.00 125.13 0 0 70 76 2025-05-07 $55.80 $0.00 28.9% 10.4% 47.3% 8.5% 31.6% -18.9% -4.4% -6.7K 204.8K -815 0.00 124.83 0 8 70 76 2025-05-08 $57.08 $60.00 44.6% 10.5% 39.0% 21.0% 0.0% -14.2% -0.7% -5.8K 192.0K -937 0.00 125.09 0 0 70 84 2025-05-09 $56.17 $60.00 47.7% 10.3% 27.5% 23.5% 0.0% -17.3% -2.4% -9.2K 211.3K -897 0.00 125.83 0 0 70 84 2025-05-12 $58.18 $60.00 96.1% 9.5% 29.3% 62.3% 0.0% -6.9% -5.3% -3.0K 164.1K -928 0.00 125.61 0 0 70 84 2025-05-13 $58.03 $60.00 95.4% 10.1% 28.5% 61.7% 0.0% -0.4% -7.7% -2.7K 178.9K -858 0.00 126.66 0 0 70 84 2025-05-14 $57.64 $60.00 35.7% 10.2% 28.8% 13.9% 0.0% -5.3% -8.0% -3.9K 181.4K -859 0.00 124.97 0 0 70 84 2025-05-15 $57.77 $60.00 36.2% 10.4% 28.8% 14.3% 0.0% -9.6% -10.5% -2.8K 180.6K -852 0.00 125.74 0 0 70 84 2025-05-16 $57.98 $60.00 36.8% 10.5% 28.8% 14.7% 40.3% 5.5% -7.7% 3.3K 150.8K -824 0.00 125.52 25 0 70 80 2025-05-19 $57.83 $60.00 38.4% 11.0% 27.2% 21.0% 0.0% -13.1% -11.9% 7.0K -77.5K -1.1K 0.00 125.94 0 0 81 26 2025-05-20 $58.03 $60.00 38.6% 11.1% 24.3% 21.3% 0.0% -12.1% -11.4% 7.4K -83.5K -1.1K 0.00 123.00 0 0 81 26 2025-05-21 $56.74 $60.00 40.2% 11.5% 25.5% 23.0% 0.0% -18.6% -5.1% 6.2K -61.1K -1.0K 0.00 119.17 0 0 81 26 2025-05-22 $56.24 $60.00 38.4% 11.0% 25.3% 21.1% 0.0% -21.7% -8.2% 5.9K -47.2K -999 0.00 126.67 0 0 81 26 2025-05-23 $55.69 $60.00 39.4% 11.3% 24.5% 22.1% 38.4% -24.3% -1.7% 5.4K -30.9K -928 0.00 124.09 0 8 81 26 2025-05-27 $56.50 $60.00 45.1% 12.9% 24.9% 28.1% 0.0% -15.3% -7.9% 6.0K -50.0K -970 0.00 123.70 0 0 81 26 2025-05-28 $56.47 $60.00 43.9% 12.6% 23.1% 26.8% 0.0% -25.5% -7.3% 6.3K -50.6K -956 0.00 124.92 0 0 81 26 2025-05-29 $56.33 $60.00 44.0% 12.6% 23.0% 27.0% 0.0% -26.7% -6.8% 6.1K -47.2K -941 0.00 125.43 0 0 81 26 2025-05-30 $56.23 $60.00 45.1% 12.9% 22.1% 28.1% 0.0% -23.9% -7.0% 5.9K -46.6K -925 0.00 125.07 0 0 81 26
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