CSBR Options History — August 2021

In August 2021, CSBR traded between $9.47 and $10.78. ATM implied volatility averaged 141.9%. The 30-day expected move averaged 41.2%. IV traded above realized volatility by 112.9% (HV 20d: 29.0%). Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-08-09: Highest Volume — 20 contracts
  • 2021-08-10: Largest IV spike — 72.5% change
  • 2021-08-09: Largest Expected Move — 53.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.34$9.47$10.78$10.62$9.47
ATM IV141.9%85.5%180.0%111.5%162.8%
Expected Move41.2%31.4%53.2%32.0%46.7%
HV 20d29.0%21.2%36.2%36.2%31.0%
HV 60d52.6%50.6%55.1%55.1%51.9%
Term Structure-20.2%-52.8%16.7%-43.4%-52.8%
Skew 25d-17.3%-37.1%20.7%-22.8%-37.1%
Skew 10d-10.8%-41.0%29.0%-16.1%-26.6%
Call IV 25d156.0%59.1%192.7%149.2%159.0%
Put IV 25d138.7%65.5%176.2%126.4%121.8%
Bid-Ask Spread %155.31133.41160.37154.68159.32
Gamma HHI0.970.671.001.000.88
Net GEX0-6584-513
Net DEX-15.3K-18.3K-11.8K-17.6K-11.8K
Net VEX-62-71-41-71-60
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.818020015
Total OI37.04536393938

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$10.62$0.00111.5%32.0%36.2%0.0%0.0%-22.8%-43.4%-5-17.6K-710.00154.68N/AN/A002415
2021-08-03$10.53$0.00109.5%31.4%36.1%0.0%0.0%-24.2%-35.9%0-17.0K-700.00153.51N/AN/A002415
2021-08-04$10.59$0.00115.4%33.1%35.5%0.0%0.0%-25.9%-44.5%-7-17.2K-700.00154.63N/AN/A002415
2021-08-05$10.64$0.00118.8%32.4%35.2%0.0%0.0%-25.9%-14.1%9-17.7K-700.00152.39N/AN/A002415
2021-08-06$10.73$0.00118.7%32.9%34.6%0.0%0.0%-23.9%-2.3%-10-17.9K-690.00152.79N/AN/A002415
2021-08-09$10.57$0.0085.5%53.2%35.3%0.0%0.0%2.9%-40.3%-6-17.0K-690.00160.37N/AN/A2002415
2021-08-10$10.78$0.00147.5%38.0%32.4%0.0%0.0%-29.2%6.9%-65-18.3K-630.00157.86N/AN/A302415
2021-08-11$10.64$0.00137.3%39.4%33.2%0.0%0.0%-36.6%-37.5%17-16.0K-610.00157.66N/AN/A002115
2021-08-12$10.64$0.00137.1%39.3%30.2%0.0%0.0%-36.1%-33.3%15-15.4K-640.00159.01N/AN/A002115
2021-08-13$10.68$0.00138.7%39.8%30.0%0.0%0.0%-32.3%4.6%-12-13.9K-600.00159.69N/AN/A002115
2021-08-16$10.31$0.00139.1%39.9%33.3%0.0%0.0%5.3%-40.3%15-14.6K-620.00157.59N/AN/A002115
2021-08-17$10.20$0.00144.9%41.5%26.8%0.0%0.0%-4.3%-32.8%-6-14.3K-610.00157.92N/AN/A002115
2021-08-18$10.01$0.00146.2%41.9%25.1%0.0%0.0%-7.1%-24.8%-7-13.6K-610.00157.80N/AN/A002115
2021-08-19$9.97$0.00149.0%42.7%25.0%0.0%0.0%-7.3%16.7%-5-13.4K-610.00158.27N/AN/A002115
2021-08-20$9.99$0.00153.6%44.0%23.9%0.0%0.0%-12.9%11.0%7-12.7K-640.00158.38N/AN/A002115
2021-08-23$10.13$0.00153.7%44.1%23.9%0.0%0.0%6.5%11.9%-1-13.2K-630.00133.41N/AN/A002115
2021-08-24$10.18$0.00176.8%0.0%22.2%0.0%0.0%20.7%0.0%84-16.7K-410.00159.06N/AN/A002115
2021-08-25$10.37$0.00180.0%51.6%22.4%0.0%0.0%9.7%-18.9%5-16.7K-500.00135.57N/AN/A002115
2021-08-26$10.35$0.00159.2%45.6%21.2%0.0%0.0%-34.8%2.6%-47-13.9K-570.00160.21N/AN/A002115
2021-08-27$10.08$0.00159.9%45.8%22.8%0.0%0.0%-33.1%-37.7%17-13.9K-590.00158.61N/AN/A022115
2021-08-30$10.08$0.00177.2%50.8%22.6%0.0%0.0%-32.6%-52.8%-9-13.6K-590.00158.16N/AN/A002115
2021-08-31$9.47$0.00162.8%46.7%31.0%0.0%0.0%-37.1%0.0%13-11.8K-600.00159.32N/AN/A0152117