CSBR Options History — November 2021 In November 2021, CSBR traded between $8.09 and $10.36. ATM implied volatility averaged 156.4%. The 30-day expected move averaged 45.5%. IV traded above realized volatility by 122.6% (HV 20d: 33.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 4.30.
Notable Days 2021-11-11 : Highest Volume — 22 contracts2021-11-16 : Largest IV spike — 204.8% change2021-11-18 : Largest Expected Move — 72.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.58 $8.09 $10.36 $9.69 $8.09 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 156.4% 76.6% 251.3% 106.0% 221.4% Expected Move 45.5% 22.0% 72.0% 30.4% 63.5% HV 20d 33.8% 18.7% 51.1% 18.7% 51.1% HV 60d 38.7% 34.4% 40.0% 37.0% 37.0% Term Structure -48.4% -149.9% 4.9% -46.0% -149.9% VWIV 170.0% 45.5% 250.3% 199.2% 173.7% Skew 25d -18.2% -188.2% 94.7% -78.6% 46.3% Skew 10d 7.7% -203.1% 94.4% 4.9% 12.1% Call IV 25d 182.2% 68.3% 331.9% 247.5% 125.4% Put IV 25d 164.0% 70.9% 363.3% 168.9% 171.6% Bid-Ask Spread % 143.23 120.16 156.59 149.99 138.52 Gamma HHI 0.73 0.51 0.96 0.79 0.63 Net GEX -181 -1.6K 67 -121 63 Net DEX -10.5K -14.6K -3.5K -9.4K -11.0K Net VEX -36 -48 -24 -48 -24 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.30 0.50 6.33 5.67 0.50 Total Volume 15.45 3 22 20 3 Total OI 40.4 25 51 45 25
Daily Data (20 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 2021-11-01 $9.69 $10.00 106.0% 30.4% 18.7% 0.0% 199.2% -78.6% -46.0% -121 -9.4K -48 5.67 149.99 N/A N/A 3 17 21 24 2021-11-02 $10.15 $10.00 133.8% 38.4% 25.2% 0.0% 112.1% 47.3% -15.3% -128 -13.5K -42 5.67 141.35 N/A N/A 3 17 21 24 2021-11-03 $9.90 $10.00 108.8% 31.2% 26.8% 0.0% 206.9% -89.1% -47.3% -102 -9.4K -45 5.67 156.59 N/A N/A 3 17 21 24 2021-11-04 $10.36 $0.00 107.1% 36.5% 31.2% 0.0% 0.0% -35.2% -25.2% -131 -12.3K -45 5.67 153.30 N/A N/A 3 17 21 24 2021-11-05 $10.16 $0.00 112.9% 36.3% 32.0% 0.0% 0.0% -31.4% -32.5% -294 -13.8K -36 5.67 151.26 N/A N/A 3 17 21 24 2021-11-08 $10.13 $0.00 120.6% 36.0% 31.9% 0.0% 0.0% -20.4% -37.9% -410 -14.6K -31 5.67 147.47 N/A N/A 3 17 21 24 2021-11-09 $10.10 $0.00 105.4% 33.3% 31.9% 0.0% 0.0% 59.8% -23.5% -235 -13.8K -31 5.67 128.01 N/A N/A 3 17 21 24 2021-11-10 $10.13 $0.00 138.1% 39.6% 31.9% 0.0% 0.0% -28.4% -29.1% -411 -13.2K -35 5.67 148.91 N/A N/A 3 17 21 25 2021-11-11 $10.10 $0.00 93.5% 26.8% 31.9% 0.0% 45.5% -66.1% -32.0% -164 -11.0K -41 6.33 149.09 N/A N/A 3 19 21 25 2021-11-12 $9.98 $10.00 152.3% 43.6% 32.2% 0.0% 181.0% 43.1% -43.7% -236 -11.9K -34 6.33 131.90 N/A N/A 3 19 21 27 2021-11-15 $9.87 $10.00 76.6% 22.0% 32.4% 0.0% 71.0% -25.7% -20.6% -174 -7.4K -43 6.33 120.16 N/A N/A 3 19 21 29 2021-11-16 $9.86 $10.00 233.3% 66.9% 32.4% 0.0% 229.5% 31.4% -98.8% -1.6K -6.7K -38 6.33 155.99 N/A N/A 3 19 21 30 2021-11-18 $9.55 $10.00 251.3% 72.0% 34.0% 0.0% 250.3% 31.4% -81.8% 48 -3.9K -34 6.33 155.64 N/A N/A 3 19 21 30 2021-11-19 $9.20 $10.00 205.7% 59.0% 35.9% 0.0% 152.6% 94.7% -108.6% 67 -3.5K -32 6.00 135.78 N/A N/A 3 18 21 30 2021-11-22 $8.95 $10.00 202.0% 57.9% 36.8% 0.0% 185.7% -188.2% 4.9% 24 -11.9K -32 0.50 138.22 N/A N/A 2 1 20 5 2021-11-23 $8.74 $10.00 133.6% 38.3% 35.8% 0.0% 148.5% -32.7% -7.7% 41 -9.5K -33 0.50 127.52 N/A N/A 2 1 20 5 2021-11-24 $8.71 $10.00 191.1% 54.8% 35.4% 0.0% 177.3% -56.9% -54.5% 54 -10.3K -34 0.50 153.54 N/A N/A 2 1 20 5 2021-11-26 $9.23 $10.00 244.5% 70.1% 41.9% 0.0% 244.1% 33.1% -57.7% 17 -11.9K -32 0.50 135.52 N/A N/A 2 1 20 5 2021-11-29 $8.68 $10.00 189.3% 54.3% 46.5% 0.0% 172.9% -98.4% -61.7% 63 -10.0K -33 0.50 145.93 N/A N/A 2 1 20 5 2021-11-30 $8.09 $10.00 221.4% 63.5% 51.1% 0.0% 173.7% 46.3% -149.9% 63 -11.0K -24 0.50 138.52 N/A N/A 2 1 20 5
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