CSBR Options History — September 2021 In September 2021, CSBR traded between $9.99 and $10.78. ATM implied volatility averaged 123.9%. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 68.4% (HV 20d: 55.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.46.
Notable Days 2021-09-13 : Highest Volume — 54 contracts2021-09-27 : Largest IV spike — 142.2% change2021-09-30 : Largest Expected Move — 54.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.34 $9.99 $10.78 $10.59 $10.18 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 123.9% 45.1% 190.7% 162.3% 190.7% Expected Move 33.3% 12.9% 54.7% 46.5% 54.7% HV 20d 55.5% 34.7% 58.6% 51.9% 34.7% HV 60d 51.7% 41.1% 57.4% 56.6% 41.1% Term Structure -22.3% -138.7% 132.3% -39.1% -111.8% VWIV 78.5% 54.3% 93.9% 74.5% 54.3% Skew 25d -67.2% -284.4% 24.3% -50.8% -270.4% Skew 10d -29.9% -295.6% 51.4% -16.3% -265.6% Call IV 25d 191.0% 91.6% 347.7% 157.0% 347.7% Put IV 25d 123.8% 54.3% 201.7% 106.2% 77.4% Bid-Ask Spread % 146.48 141.64 153.32 153.32 150.77 Gamma HHI 0.89 0.48 1.00 1.00 0.94 Net GEX -143 -642 3.6K -97 -618 Net DEX -14.0K -51.7K -2.8K -15.5K -2.8K Net VEX -72 -86 -42 -51 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.46 0.00 5.00 2.00 0.00 Total Volume 7.048 0 54 0 0 Total OI 68.667 38 141 38 73
Daily Data (21 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 2021-09-01 $10.59 $0.00 162.3% 46.5% 51.9% 0.0% 0.0% -50.8% -39.1% -97 -15.5K -51 0.00 153.32 N/A N/A 0 0 21 17 2021-09-02 $10.60 $10.00 175.5% 27.6% 51.8% 0.0% 0.0% -61.7% -14.3% -245 -9.5K -79 0.00 143.14 N/A N/A 0 0 21 32 2021-09-03 $10.78 $10.00 179.7% 27.3% 52.1% 0.0% 0.0% -59.6% -5.2% -228 -9.6K -80 0.00 144.12 N/A N/A 0 0 21 32 2021-09-07 $10.25 $10.00 101.8% 29.2% 54.9% 0.0% 74.5% -58.5% 1.4% -286 -7.5K -74 2.00 142.13 N/A N/A 1 2 21 32 2021-09-08 $10.09 $10.00 106.4% 30.5% 54.5% 0.0% 91.2% -55.9% -6.3% -210 -8.7K -75 0.00 143.46 N/A N/A 0 1 21 32 2021-09-09 $10.46 $10.00 101.3% 29.0% 56.1% 0.0% 0.0% -67.2% -12.2% -341 -7.9K -77 0.00 149.07 N/A N/A 0 0 21 34 2021-09-10 $9.99 $10.00 106.3% 30.5% 58.4% 0.0% 0.0% -25.9% -20.3% -323 -6.0K -77 0.00 143.25 N/A N/A 4 0 21 35 2021-09-13 $10.04 $10.00 115.9% 33.2% 58.4% 0.0% 93.9% 17.5% 3.4% -168 -9.0K -72 5.00 142.76 N/A N/A 9 45 21 35 2021-09-14 $10.05 $10.00 45.1% 12.9% 57.1% 0.0% 0.0% 0.0% 132.3% 3.6K -19.9K -86 1.76 145.55 N/A N/A 17 30 45 35 2021-09-15 $10.41 $10.00 104.8% 30.1% 58.4% 0.0% 0.0% -87.0% 12.5% 21 -51.7K -77 0.00 144.85 N/A N/A 7 0 69 72 2021-09-16 $10.53 $10.00 106.9% 30.6% 58.1% 0.0% 0.0% -22.2% -24.3% -362 -38.1K -77 0.00 147.06 N/A N/A 0 6 53 58 2021-09-17 $10.40 $10.00 105.1% 30.1% 58.3% 0.0% 0.0% -30.1% -28.9% -404 -32.1K -75 0.00 148.02 N/A N/A 13 0 48 58 2021-09-20 $10.23 $10.00 113.2% 32.4% 58.6% 0.0% 0.0% -26.6% -32.9% -366 -7.2K -75 0.00 146.17 N/A N/A 0 0 25 36 2021-09-21 $10.36 $10.00 75.8% 21.7% 58.6% 0.0% 0.0% 24.3% 0.0% -371 -7.7K -74 0.00 141.64 N/A N/A 0 0 25 36 2021-09-22 $10.40 $10.00 117.2% 33.6% 58.6% 0.0% 0.0% -29.2% -37.2% -368 -8.2K -72 0.00 145.22 N/A N/A 0 0 25 36 2021-09-23 $10.47 $10.00 99.7% 28.6% 58.3% 0.0% 0.0% 20.1% -70.8% -49 -18.2K -42 0.00 146.56 N/A N/A 0 1 25 36 2021-09-24 $10.45 $10.00 68.9% 19.8% 58.3% 0.0% 0.0% -8.3% 52.9% -421 -8.8K -74 0.00 146.52 N/A N/A 0 10 25 36 2021-09-27 $10.47 $10.00 167.0% 47.9% 57.4% 0.0% 0.0% -147.4% -58.7% -491 -11.8K -54 0.00 150.01 N/A N/A 0 0 25 38 2021-09-28 $10.26 $10.00 173.0% 49.6% 57.9% 0.0% 0.0% -121.0% -46.9% -642 -10.4K -54 0.00 152.00 N/A N/A 0 0 25 48 2021-09-29 $10.12 $10.00 184.8% 53.0% 53.3% 0.0% 54.3% -284.4% -138.7% -629 -4.2K -79 0.00 150.45 N/A N/A 0 2 25 48 2021-09-30 $10.18 $10.00 190.7% 54.7% 34.7% 0.0% 0.0% -270.4% -111.8% -618 -2.8K -78 0.00 150.77 N/A N/A 0 0 25 48
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