Champions Oncology, Inc. (CSBR) Options History
Historical options analytics archive for CSBR with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
CSBR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CSBR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-08 | 21 | 48.0% | 6.9% | $2.50 | $46 | -$18.1K | 0.70 |
| 2026-07 | 22 | 137.6% | 27.1% | $5.00 | $53 | -$1.1K | 0.00 |
| 2026-06 | 21 | 164.8% | 33.2% | $2.50 | $11 | -$5.2K | 0.00 |
| 2026-05 | 20 | 166.0% | 31.2% | $2.50 | $96 | -$10.2K | 2.52 |
| 2026-04 | 21 | 159.5% | 29.7% | $5.00 | $178 | -$18.9K | 0.00 |
| 2026-03 | 22 | 208.4% | 46.5% | $2.50 | $30 | -$7.8K | 51.00 |
This archive aggregates CSBR's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 through 2026-08. 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 CSBR 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 (2026-08) shows an average ATM implied volatility near 48.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.70.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CSBR history questions
- How much options history is available for CSBR?
- This archive holds 63 months of CSBR options analytics, spanning 2021-06 through 2026-08. Each entry is a monthly rollup of CSBR'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 CSBR archive.
- What data does each monthly CSBR aggregate contain?
- Every monthly row summarizes that month of CSBR 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, 2026-08 recorded an average ATM implied volatility near 48.0%, an average IV rank of 6.9%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.70.
- How is the CSBR options-history archive built and how often does it update?
- The archive is derived from CSBR'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 CSBR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.