CSBR Options History — March 2022

In March 2022, CSBR traded between $7.46 and $8.63. ATM implied volatility averaged 198.5%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 50.2%. IV traded above realized volatility by 147.3% (HV 20d: 51.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-03-23: Highest Volume — 1,365 contracts
  • 2022-03-16: Largest IV spike — 83.6% change
  • 2022-03-16: Highest IV Rank — 100.0%
  • 2022-03-09: Largest Expected Move — 81.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.24$7.46$8.63$8.10$8.28
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV198.5%131.1%343.1%151.5%217.2%
Expected Move50.2%37.6%81.4%43.4%42.1%
HV 20d51.2%40.8%58.4%40.8%56.4%
HV 60d43.6%40.0%47.0%40.2%45.5%
IV Rank51.6%29.0%100.0%35.9%57.8%
IV Percentile79.2%39.1%100.0%56.7%87.5%
Term Structure-52.1%-132.0%2.2%-92.2%-90.2%
VWIV195.1%52.8%279.2%145.1%166.5%
Skew 25d-9.6%-129.1%62.8%62.8%7.5%
Skew 10d42.2%-87.1%98.0%51.2%62.5%
Call IV 25d227.2%99.7%448.4%99.7%168.3%
Put IV 25d217.6%93.4%403.7%162.5%175.8%
Bid-Ask Spread %140.04119.62154.93138.90136.53
Gamma HHI0.380.350.390.380.38
Net GEX11.9K8.8K16.3K16.3K12.3K
Net DEX-1.2M-1.7M-613.3K-1.0M-1.7M
Net VEX-6.6K-8.5K-4.6K-7.3K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.020.000.00
Total Volume418.478641,3653851,024
Total OI3,2092,8383,8753,8493,872

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$8.10$7.50151.5%43.4%40.8%35.9%145.1%62.8%-92.2%16.3K-1.0M-7.3K0.00138.90N/AN/A38503,8490
2022-03-02$8.25$7.50131.1%37.6%40.9%29.0%118.9%-5.6%-21.0%15.8K-1.1M-7.4K0.00136.02N/AN/A29103,5890
2022-03-03$8.60$7.50170.7%48.9%42.8%42.3%169.3%-15.1%-28.4%14.0K-1.1M-6.9K0.00144.87N/AN/A53203,1110
2022-03-04$8.33$7.50221.9%63.6%44.7%59.6%227.4%-7.8%-22.3%11.3K-1.1M-6.5K0.00149.55N/AN/A8703,1100
2022-03-07$8.63$7.50212.7%61.0%46.1%56.5%233.2%13.1%-26.3%12.4K-1.0M-6.4K0.00154.93N/AN/A21103,0740
2022-03-08$8.23$7.50184.8%44.2%49.5%47.1%52.8%-129.1%-11.8%9.3K-1.3M-6.3K0.00145.79N/AN/A21102,9140
2022-03-09$8.20$7.50183.4%81.4%48.9%46.6%279.2%-100.1%-72.9%11.0K-1.0M-6.0K0.00154.13N/AN/A47202,9140
2022-03-10$7.95$7.50157.2%52.4%50.2%37.8%266.6%-22.3%-43.0%11.2K-1.0M-6.2K0.00142.46N/AN/A30303,0850
2022-03-11$8.04$7.50167.9%60.7%50.2%41.4%276.6%-35.6%-29.1%12.1K-933.8K-6.0K0.00151.96N/AN/A30303,0840
2022-03-14$7.88$7.50188.0%46.6%41.0%48.2%186.8%-31.6%-59.9%12.3K-901.5K-5.9K0.00136.78N/AN/A6403,0840
2022-03-15$7.46$7.50186.9%40.8%45.7%47.8%200.6%-112.0%-50.5%9.1K-1.2M-6.0K0.00147.40N/AN/A6403,0790
2022-03-16$8.23$7.50343.1%67.4%54.6%100.0%238.9%59.2%-98.5%8.8K-1.5M-6.4K0.00128.73N/AN/A6403,0790
2022-03-17$8.49$7.50168.6%41.7%55.4%41.4%158.5%31.5%-26.3%12.9K-1.2M-6.6K0.00136.92N/AN/A6403,0790
2022-03-18$8.50$7.50143.9%39.5%55.4%33.1%162.1%-2.6%2.2%13.8K-1.1M-6.5K0.02128.66N/AN/A6513,0790
2022-03-21$8.51$7.50204.7%45.5%55.0%53.5%199.5%5.2%-55.7%12.5K-1.0M-6.1K0.02133.91N/AN/A6413,0771
2022-03-22$8.31$7.50189.3%49.4%55.9%48.4%191.9%17.2%1.6%10.2K-1.1M-5.9K0.00119.62N/AN/A27612,8371
2022-03-23$8.05$7.50227.4%47.9%56.5%61.2%232.1%-43.0%-56.0%13.2K-613.3K-4.6K0.00152.10N/AN/A1,36412,8371
2022-03-24$7.99$7.50229.6%53.6%56.6%61.9%223.5%30.5%-60.6%9.2K-1.2M-5.9K0.00130.96N/AN/A43313,0331
2022-03-25$8.24$7.50229.7%51.0%57.0%62.0%190.2%17.7%-47.0%9.6K-1.5M-6.5K0.00133.86N/AN/A25313,1541
2022-03-28$8.48$7.50238.5%50.7%57.6%64.9%213.3%20.1%-89.6%10.8K-1.4M-6.7K0.00137.49N/AN/A1,04013,1141
2022-03-29$8.50$7.50206.8%39.4%57.6%54.3%162.8%-2.9%-88.5%13.5K-1.7M-8.5K0.00142.76N/AN/A1,02133,8741
2022-03-30$8.24$7.50210.5%44.7%58.4%55.5%191.0%22.8%-132.0%13.1K-1.6M-8.4K0.00136.63N/AN/A1,02133,8693
2022-03-31$8.28$7.50217.2%42.1%56.4%57.8%166.5%7.5%-90.2%12.3K-1.7M-8.2K0.00136.53N/AN/A1,02133,8693