CSBR Options History — October 2021 In October 2021, CSBR traded between $9.58 and $10.17. ATM implied volatility averaged 127.1%. The 30-day expected move averaged 34.6%. IV traded above realized volatility by 107.8% (HV 20d: 19.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 4.59.
Notable Days 2021-10-25 : Highest Volume — 21 contracts2021-10-21 : Largest IV spike — 95.0% change2021-10-04 : Largest Expected Move — 59.5%Monthly Statistics Metric Avg Min Max Open Close Price $10.00 $9.58 $10.17 $10.11 $9.76 Max Pain $8.57 $7.50 $10.00 $10.00 $10.00 ATM IV 127.1% 64.4% 223.1% 193.7% 108.1% Expected Move 34.6% 18.5% 59.5% 55.5% 31.0% HV 20d 19.3% 12.0% 34.7% 34.7% 18.8% HV 60d 38.0% 36.0% 41.1% 41.1% 37.0% Term Structure -32.6% -166.8% 44.2% -66.2% -29.6% VWIV 117.9% 51.9% 191.2% 51.9% 191.2% Skew 25d -44.8% -280.5% 25.8% -280.5% -79.1% Skew 10d -9.5% -277.8% 88.6% -277.8% -29.6% Call IV 25d 172.0% 60.8% 359.2% 359.2% 217.9% Put IV 25d 127.2% 57.5% 264.3% 78.8% 138.8% Bid-Ask Spread % 142.48 111.40 159.10 155.21 149.36 Gamma HHI 0.73 0.50 0.97 0.80 0.92 Net GEX -537 -3.9K -28 -810 -127 Net DEX -8.3K -16.1K 738 -176 -11.1K Net VEX -53 -77 -36 -76 -47 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.59 0.00 6.00 0.00 5.67 Total Volume 7.238 0 21 0 20 Total OI 61.571 44 75 75 45
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 2021-10-01 $10.11 $10.00 193.7% 55.5% 34.7% 0.0% 0.0% -280.5% -66.2% -810 -176 -76 0.00 155.21 N/A N/A 0 0 25 50 2021-10-04 $10.01 $7.50 223.1% 59.5% 34.1% 0.0% 0.0% -68.6% -166.8% -895 738 -74 0.00 156.52 N/A N/A 0 1 25 50 2021-10-05 $9.97 $7.50 136.1% 37.1% 29.3% 0.0% 0.0% -33.5% -27.6% -881 -998 -77 0.00 159.10 N/A N/A 0 0 25 50 2021-10-06 $10.00 $7.50 82.0% 26.3% 28.8% 0.0% 0.0% -81.6% -39.6% -886 -1.4K -71 0.00 126.89 N/A N/A 0 0 24 50 2021-10-07 $10.12 $7.50 132.0% 25.7% 25.9% 0.0% 0.0% -21.7% -28.5% -373 -1.3K -75 0.00 154.79 N/A N/A 0 0 24 50 2021-10-08 $10.16 $7.50 138.4% 45.2% 19.9% 0.0% 0.0% -47.4% -59.1% -537 -2.2K -66 0.00 154.97 N/A N/A 0 0 24 50 2021-10-11 $10.10 $7.50 168.7% 25.4% 20.0% 0.0% 0.0% -30.1% -44.4% -467 -911 -66 0.00 145.73 N/A N/A 0 0 24 50 2021-10-12 $10.11 $7.50 190.9% 48.3% 20.0% 0.0% 0.0% -14.5% -69.8% -656 -6.9K -42 0.00 146.54 N/A N/A 0 0 24 50 2021-10-13 $10.16 $7.50 68.1% 19.5% 15.4% 0.0% 0.0% 25.8% 39.8% -558 -5.0K -54 0.00 134.25 N/A N/A 0 0 24 50 2021-10-14 $10.12 $7.50 81.8% 23.5% 14.6% 0.0% 0.0% -99.6% -4.0% -3.9K -12.8K -36 0.00 147.61 N/A N/A 0 0 24 50 2021-10-15 $10.13 $7.50 95.3% 27.3% 14.1% 0.0% 0.0% -37.4% 21.7% -101 -15.8K -40 0.00 147.47 N/A N/A 2 0 24 51 2021-10-18 $10.14 $7.50 95.7% 27.4% 12.9% 0.0% 51.9% -6.3% 15.2% -51 -14.2K -39 0.00 111.40 N/A N/A 0 1 20 27 2021-10-19 $10.11 $7.50 64.4% 18.5% 12.0% 0.0% 0.0% 16.4% 44.2% -51 -15.5K -41 0.00 111.96 N/A N/A 0 0 21 27 2021-10-20 $10.17 $10.00 95.5% 27.4% 12.1% 0.0% 85.2% -55.4% -27.1% -28 -16.1K -38 4.00 147.69 N/A N/A 3 12 21 28 2021-10-21 $10.02 $10.00 186.2% 53.4% 12.7% 0.0% 180.3% -31.3% -62.0% -453 -15.6K -36 4.67 146.74 N/A N/A 3 14 21 28 2021-10-22 $10.00 $10.00 93.5% 26.8% 12.7% 0.0% 84.4% -65.1% -24.5% -108 -14.1K -41 4.00 147.85 N/A N/A 3 12 21 30 2021-10-25 $9.65 $10.00 95.8% 27.5% 17.3% 0.0% 112.5% 22.2% -25.8% -165 -12.3K -40 6.00 143.13 N/A N/A 3 18 21 31 2021-10-26 $9.74 $10.00 120.4% 34.5% 16.8% 0.0% 188.4% -41.9% 41.9% -80 -9.8K -51 5.67 153.49 N/A N/A 3 17 21 23 2021-10-27 $9.77 $10.00 183.7% 52.7% 16.3% 0.0% 88.4% 8.6% -78.9% -95 -9.9K -50 5.67 124.16 N/A N/A 3 17 21 24 2021-10-28 $9.58 $10.00 115.9% 33.2% 17.2% 0.0% 78.7% -19.8% -92.8% -90 -9.8K -48 5.67 127.26 N/A N/A 3 17 21 24 2021-10-29 $9.76 $10.00 108.1% 31.0% 18.8% 0.0% 191.2% -79.1% -29.6% -127 -11.1K -47 5.67 149.36 N/A N/A 3 17 21 24
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