CBU Options History — June 2025 In June 2025, CBU traded between $53.97 and $57.95. ATM implied volatility averaged 45.2%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 23.1% (HV 20d: 22.0%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-06-02 : Highest Volume — 160 contracts2025-06-11 : Largest IV drop — 41.1% change2025-06-10 : Highest IV Rank — 45.5%2025-06-03 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $56.04 $53.97 $57.95 $55.27 $56.95 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 45.2% 33.1% 61.7% 49.3% 48.8% Expected Move 11.6% 9.3% 14.4% 14.1% 14.0% HV 20d 22.0% 17.7% 25.8% 21.2% 25.8% HV 60d 35.9% 35.0% 36.8% 36.1% 36.8% IV Rank 28.2% 15.6% 45.5% 32.5% 31.9% IV Percentile 61.1% 21.4% 88.5% 74.2% 75.8% Term Structure -7.0% -15.0% 2.2% -15.0% -5.7% VWIV 29.7% 29.7% 29.7% 29.7% 29.7% Skew 25d -9.8% -32.9% 12.8% -32.9% -17.0% Skew 10d -10.7% -51.5% 14.9% -21.5% -31.3% Call IV 25d 54.5% 33.4% 69.9% 68.4% 67.4% Put IV 25d 44.7% 25.6% 56.2% 35.4% 50.4% Bid-Ask Spread % 127.16 121.88 130.37 121.88 130.37 Gamma HHI 0.41 0.31 0.48 0.48 0.47 Net GEX 6.0K 2.7K 8.7K 5.7K 8.7K Net DEX -36.9K -123.3K 17.4K -16.6K -65.3K Net VEX -1.2K -1.5K -814 -814 -1.2K 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 14.2 0 160 160 1 Total OI 357.15 107 383 107 382
Daily Data (20 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 2025-06-02 $55.27 $60.00 49.3% 14.1% 21.2% 32.5% 0.0% -32.9% -15.0% 5.7K -16.6K -814 0.00 121.88 0 160 81 26 2025-06-03 $56.22 $60.00 50.1% 14.4% 22.0% 33.4% 0.0% -26.8% -13.4% 4.8K -11.3K -1.1K 0.00 125.48 0 92 81 185 2025-06-04 $55.96 $60.00 45.9% 13.2% 22.0% 28.9% 0.0% -27.2% -13.2% 3.1K -25.5K -857 0.00 121.88 0 0 81 277 2025-06-05 $55.63 $0.00 52.6% 9.3% 22.0% 36.0% 0.0% 1.0% 2.2% 2.7K 2.6K -1.1K 0.00 126.08 0 0 81 277 2025-06-06 $56.23 $0.00 55.2% 9.6% 20.7% 38.7% 0.0% 0.7% 1.9% 3.3K -13.3K -1.0K 0.00 126.99 0 0 81 277 2025-06-09 $57.59 $0.00 59.3% 10.5% 21.6% 43.0% 0.0% 6.4% -11.2% 5.0K -26.7K -1.2K 0.00 125.64 24 0 81 277 2025-06-10 $57.95 $0.00 61.7% 10.1% 17.7% 45.5% 0.0% 1.0% -8.5% 7.3K -123.3K -1.4K 0.00 126.78 0 0 105 277 2025-06-11 $57.49 $0.00 36.4% 10.4% 17.9% 18.9% 0.0% 12.8% -3.3% 7.1K -103.7K -1.4K 0.00 127.10 0 0 105 277 2025-06-12 $57.10 $0.00 37.5% 10.8% 17.9% 20.2% 0.0% 1.2% -5.2% 6.9K -89.3K -1.4K 0.00 125.99 0 0 105 277 2025-06-13 $55.05 $0.00 33.1% 9.5% 21.9% 15.6% 29.7% 3.0% -0.7% 5.8K -25.7K -1.5K 0.00 127.57 0 3 103 277 2025-06-16 $54.85 $60.00 37.1% 10.6% 21.8% 19.6% 0.0% 0.7% -4.4% 5.9K -13.8K -1.4K 0.00 128.25 0 0 103 276 2025-06-17 $54.09 $60.00 37.8% 10.8% 22.2% 20.5% 0.0% 0.6% -9.1% 5.1K 9.6K -1.3K 0.00 128.34 0 0 103 276 2025-06-18 $54.05 $60.00 38.5% 11.0% 22.1% 21.1% 0.0% 0.5% -10.2% 5.4K 7.4K -1.3K 0.00 128.36 0 4 103 276 2025-06-20 $53.97 $60.00 39.8% 11.4% 20.9% 22.6% 0.0% -30.5% -12.6% 5.0K 17.4K -1.3K 0.00 128.27 0 0 103 280 2025-06-23 $55.55 $60.00 41.6% 11.9% 23.5% 24.4% 0.0% -23.0% -4.2% 6.3K -20.0K -1.3K 0.00 128.44 0 0 102 280 2025-06-24 $56.53 $60.00 42.6% 12.2% 24.1% 25.5% 0.0% -17.6% -6.1% 7.8K -56.0K -1.3K 0.00 129.75 0 0 102 280 2025-06-25 $55.76 $60.00 43.2% 12.4% 24.0% 26.1% 0.0% -22.5% -6.1% 7.0K -32.1K -1.3K 0.00 129.69 0 0 102 280 2025-06-26 $57.20 $60.00 45.7% 13.1% 25.8% 28.7% 0.0% -13.5% -6.5% 8.6K -74.4K -1.3K 0.00 128.48 0 0 102 280 2025-06-27 $57.30 $60.00 47.1% 13.5% 25.7% 30.2% 0.0% -13.3% -8.4% 8.6K -77.0K -1.3K 0.00 127.89 0 0 102 280 2025-06-30 $56.95 $60.00 48.8% 14.0% 25.8% 31.9% 0.0% -17.0% -5.7% 8.7K -65.3K -1.2K 0.00 130.37 0 1 102 280
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