CSBR Options History — June 2021 In June 2021, CSBR traded between $8.72 and $10.55. ATM implied volatility averaged 155.4%. The 30-day expected move averaged 44.2%. Max pain ranged from $7.50 to $7.50. Net GEX was positive for 5 of 14 trading days. Term structure was in contango for 0 of 14 days. Put/call ratio averaged 0.33.
Notable Days 2021-06-29 : Highest Volume — 2 contracts2021-06-21 : Largest IV spike — 33.4% change2021-06-15 : Largest Expected Move — 48.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.45 $8.72 $10.55 $9.49 $10.40 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 155.4% 122.6% 171.4% 167.0% 153.2% Expected Move 44.2% 35.1% 48.3% 47.9% 43.9% Term Structure -45.3% -82.1% -5.5% -82.1% -43.9% VWIV 125.2% 125.2% 125.2% 125.2% 125.2% Skew 25d -23.8% -35.2% 19.0% -26.3% -19.7% Skew 10d 2.0% -43.6% 32.7% 29.9% -15.0% Call IV 25d 160.1% 129.0% 175.7% 158.5% 143.6% Put IV 25d 136.2% 121.1% 149.4% 132.3% 123.9% Bid-Ask Spread % 150.89 141.70 157.09 154.86 146.11 Gamma HHI 0.99 0.89 1.00 1.00 0.89 Net GEX -1 -6 1 1 -6 Net DEX -912 -1.0K -855 -910 -905 Net VEX -0 -1 0 -1 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.00 0.00 1.00 Total Volume 0.357 0 2 0 0 Total OI 1.143 1 2 1 2
Daily Data (14 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-11 $9.49 $0.00 167.0% 47.9% 0.0% 0.0% 0.0% -26.3% -82.1% 1 -910 -1 0.00 154.86 N/A N/A 0 0 1 0 2021-06-14 $9.45 $0.00 167.6% 48.1% 0.0% 0.0% 0.0% -24.5% -76.3% 1 -913 0 0.00 153.65 N/A N/A 0 0 1 0 2021-06-15 $9.40 $0.00 168.4% 48.3% 0.0% 0.0% 0.0% -25.7% -79.2% 0 -928 0 0.00 152.16 N/A N/A 0 0 1 0 2021-06-16 $9.18 $0.00 144.1% 41.3% 0.0% 0.0% 0.0% -26.9% -14.9% 0 -904 0 0.00 151.93 N/A N/A 0 0 1 0 2021-06-17 $8.96 $0.00 147.3% 42.2% 0.0% 0.0% 0.0% -28.5% -11.9% 1 -881 0 0.00 152.63 N/A N/A 0 0 1 0 2021-06-18 $8.72 $0.00 122.6% 35.1% 0.0% 0.0% 0.0% -25.1% -39.8% 1 -855 0 0.00 151.94 N/A N/A 0 0 1 0 2021-06-21 $8.93 $0.00 163.5% 46.9% 0.0% 0.0% 0.0% -35.2% -13.0% 0 -879 0 0.00 151.30 N/A N/A 1 0 1 0 2021-06-22 $9.20 $0.00 167.2% 47.9% 0.0% 0.0% 0.0% -30.9% -5.5% 0 -908 0 0.00 151.33 N/A N/A 0 0 1 0 2021-06-23 $8.78 $0.00 138.0% 39.6% 0.0% 0.0% 0.0% -31.0% -56.1% 1 -863 0 0.00 151.00 N/A N/A 1 0 1 0 2021-06-24 $9.65 $0.00 165.4% 47.4% 0.0% 0.0% 0.0% -24.3% -53.9% 0 -957 0 0.00 149.08 N/A N/A 0 0 1 0 2021-06-25 $9.28 $0.00 155.2% 44.5% 0.0% 0.0% 0.0% -29.2% -73.2% 0 -921 0 0.00 147.68 N/A N/A 0 0 1 0 2021-06-28 $10.55 $0.00 171.4% 0.0% 0.0% 0.0% 125.2% 19.0% 0.0% 0 -1.0K 0 0.00 157.09 N/A N/A 0 1 1 0 2021-06-29 $10.25 $7.50 145.5% 41.7% 0.0% 0.0% 0.0% -25.6% -39.6% -6 -897 -1 1.00 141.70 N/A N/A 1 1 1 1 2021-06-30 $10.40 $7.50 153.2% 43.9% 0.0% 0.0% 0.0% -19.7% -43.9% -6 -905 -1 0.00 146.11 N/A N/A 0 0 1 1
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