Community West Bancshares (CWBC) Options History
Historical options analytics archive for CWBC with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
CWBC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CWBC. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 44.2% | 28.0% | $25.00 | $5.5K | -$319.3K | 0.60 |
| 2026-05 | 20 | 55.1% | 33.6% | - | -$48.5K | $592.4K | 0.00 |
| 2026-04 | 21 | 57.5% | 37.1% | $25.00 | -$42.5K | $685.8K | 0.83 |
| 2026-03 | 22 | 52.4% | 32.8% | $20.00 | -$17.4K | $488.0K | 6.38 |
| 2026-02 | 19 | 44.9% | 26.0% | $20.00 | -$7.9K | $157.5K | 1.73 |
| 2026-01 | 20 | 54.7% | 28.8% | $22.50 | $8.5K | -$331.7K | 0.04 |
This archive aggregates CWBC's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 through 2026-06. 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 CWBC 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 (2026-06) shows an average ATM implied volatility near 44.2%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.60.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CWBC history questions
- How much options history is available for CWBC?
- This archive holds 27 months of CWBC options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of CWBC'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 CWBC archive.
- What data does each monthly CWBC aggregate contain?
- Every monthly row summarizes that month of CWBC 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, 2026-06 recorded an average ATM implied volatility near 44.2%, an average IV rank of 28.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.60.
- How is the CWBC options-history archive built and how often does it update?
- The archive is derived from CWBC'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 CWBC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.