Customers Bancorp, Inc. (CUBI) Options History
Historical options analytics archive for CUBI with monthly max pain, implied volatility, gamma exposure, and put/call data.
144 months of complete options data available.
CUBI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CUBI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 31.9% | 3.8% | $77.50 | $40.8K | -$429.9K | 1.27 |
| 2026-08 | 21 | 67.3% | 11.9% | $75.00 | $86.4K | -$1.1M | 0.32 |
| 2026-07 | 22 | 56.6% | 16.6% | $72.50 | $98.4K | -$1.2M | 1.63 |
| 2026-06 | 21 | 39.5% | 21.8% | $77.50 | $53.4K | -$1.2M | 0.86 |
| 2026-05 | 20 | 40.9% | 24.5% | $70.00 | $62.9K | -$1.1M | 0.86 |
| 2026-04 | 21 | 44.3% | 27.2% | $67.50 | $133.5K | -$1.2M | 0.38 |
This archive aggregates CUBI's daily end-of-day options snapshots into monthly summaries, spanning 2014-10 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CUBI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 31.9%, a month-end max-pain strike around $77.50, an average put/call ratio of 1.27.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked CUBI history questions
- How much options history is available for CUBI?
- This archive holds 144 months of CUBI options analytics, spanning 2014-10 through 2026-09. Each entry is a monthly rollup of CUBI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CUBI archive.
- What data does each monthly CUBI aggregate contain?
- Every monthly row summarizes that month of CUBI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 31.9%, an average IV rank of 3.8%, a month-end max-pain strike around $77.50, an average put/call ratio of 1.27.
- How is the CUBI options-history archive built and how often does it update?
- The archive is derived from CUBI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CUBI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.