CSBR Options History — February 2022

In February 2022, CSBR traded between $7.31 and $8.11. ATM implied volatility averaged 166.0%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 42.5%. IV traded above realized volatility by 129.4% (HV 20d: 36.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-02-04: Highest Volume — 3,358 contracts
  • 2022-02-09: Largest IV drop — 42.9% change
  • 2022-02-08: Highest IV Rank — 62.7%
  • 2022-02-22: Largest Expected Move — 63.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.80$7.31$8.11$7.91$8.11
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV166.0%98.1%231.1%222.6%121.5%
Expected Move42.5%27.3%63.9%63.8%34.8%
HV 20d36.5%23.3%42.6%36.3%42.5%
HV 60d44.2%41.6%46.6%44.4%42.7%
IV Rank40.7%17.9%62.7%59.8%25.8%
IV Percentile63.6%15.1%93.3%91.2%36.2%
Term Structure-42.5%-119.0%20.1%-62.9%-56.4%
VWIV149.4%98.0%222.1%174.7%98.5%
Skew 25d-43.3%-291.2%102.7%-32.1%-85.7%
Skew 10d12.1%-98.0%107.4%-24.9%-7.4%
Call IV 25d206.4%76.9%346.9%314.2%259.1%
Put IV 25d163.0%55.7%282.0%282.0%173.5%
Bid-Ask Spread %142.08118.03164.55158.98139.90
Gamma HHI0.370.330.420.360.40
Net GEX12.0K5.7K17.6K5.7K13.4K
Net DEX-941.0K-1.5M-529.8K-985.9K-1.5M
Net VEX-6.2K-8.5K-3.4K-4.5K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.010.010.00
Total Volume1,151.263733,35873929
Total OI3,083.5261,6483,8482,0643,848

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$7.91$7.50222.6%63.8%36.3%59.8%174.7%-32.1%-62.9%5.7K-985.9K-4.5K0.01158.98N/AN/A7212,0631
2022-02-02$7.82$7.50179.2%51.4%36.2%45.2%154.2%21.9%-119.0%6.6K-619.8K-4.1K0.01130.54N/AN/A7212,0431
2022-02-03$7.80$0.00192.2%27.3%35.3%49.6%0.0%-64.3%-28.5%8.4K-529.8K-4.2K0.00156.63N/AN/A2,25712,0421
2022-02-04$7.77$0.00218.8%31.1%31.2%58.5%0.0%-80.5%-18.2%7.9K-593.2K-4.3K0.00140.82N/AN/A3,35711,9901
2022-02-07$7.70$0.00169.3%48.5%30.1%41.9%0.0%-291.2%-108.1%7.9K-714.2K-3.4K0.00164.55N/AN/A3,25111,6471
2022-02-08$7.89$0.00231.1%28.8%25.2%62.7%0.0%-70.1%-26.1%15.2K-1.1M-7.5K0.00155.00N/AN/A1,22813,7001
2022-02-09$7.82$0.00131.9%37.8%25.4%29.3%0.0%68.0%-3.3%17.6K-1.1M-7.6K0.01122.93N/AN/A10413,7091
2022-02-10$7.92$0.0098.1%28.1%23.3%17.9%0.0%-70.4%-32.5%14.6K-1.0M-7.0K0.00120.58N/AN/A2,41513,6691
2022-02-11$7.31$0.00132.6%38.0%36.3%29.5%0.0%-65.6%-92.2%12.2K-770.0K-6.1K0.00140.34N/AN/A2,41513,4171
2022-02-14$7.41$0.00154.3%44.2%37.0%36.8%0.0%-33.9%-34.9%12.2K-793.4K-6.2K0.00154.70N/AN/A2,41513,4171
2022-02-15$7.81$0.00159.9%45.8%41.6%38.7%159.5%-31.8%-42.0%14.8K-965.8K-7.2K0.00159.41N/AN/A83613,6141
2022-02-16$7.74$7.50185.1%53.1%41.6%47.2%185.4%43.4%-59.4%13.0K-910.0K-6.6K0.00118.03N/AN/A21413,6261
2022-02-17$7.74$7.50177.5%50.9%41.6%44.6%167.6%-19.9%7.2%13.3K-1.1M-7.3K0.00145.28N/AN/A26713,4721
2022-02-18$7.91$7.50178.6%51.2%42.0%45.0%178.5%-22.3%-19.1%13.2K-944.3K-6.7K0.00150.80N/AN/A26713,2571
2022-02-22$7.92$7.50222.8%63.9%42.0%59.9%222.1%102.7%-49.6%13.9K-858.7K-6.3K0.00135.17N/AN/A30603,2350
2022-02-23$7.75$7.50145.6%41.7%42.6%33.9%99.0%-74.4%20.1%12.5K-1.0M-6.6K0.00138.85N/AN/A30603,2740
2022-02-24$7.79$7.50131.4%37.7%41.3%29.1%106.2%-19.3%-41.3%11.7K-1.0M-6.7K0.00142.31N/AN/A30603,2750
2022-02-25$7.99$7.50100.7%28.9%42.2%18.7%98.0%-98.0%-41.4%13.2K-1.4M-7.0K0.00124.76N/AN/A84303,2750
2022-02-28$8.11$7.50121.5%34.8%42.5%25.8%98.5%-85.7%-56.4%13.4K-1.5M-8.5K0.00139.90N/AN/A92903,8480