CSBR Options History — June 2022

In June 2022, CSBR traded between $7.27 and $7.95. ATM implied volatility averaged 177.3%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 46.3%. IV traded above realized volatility by 139.7% (HV 20d: 37.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.01.

Notable Days

  • 2022-06-28: Highest Volume — 820 contracts
  • 2022-06-15: Largest IV spike — 167.9% change
  • 2022-06-06: Highest IV Rank — 52.5%
  • 2022-06-16: Largest Expected Move — 77.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.54$7.27$7.95$7.41$7.95
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV177.3%82.4%273.3%191.7%105.4%
Expected Move46.3%23.6%77.2%54.9%30.2%
HV 20d37.6%30.7%45.4%31.4%40.1%
HV 60d37.4%32.1%41.4%41.4%35.6%
IV Rank30.4%8.6%52.5%33.7%13.9%
IV Percentile59.1%5.2%93.9%76.3%19.4%
Term Structure-12.5%-123.8%91.5%-123.8%-35.8%
VWIV109.4%47.9%164.4%164.4%115.9%
Skew 25d-50.8%-273.3%123.9%42.9%48.6%
Skew 10d-25.9%-325.5%181.9%-35.0%60.0%
Call IV 25d270.9%86.9%399.1%208.5%120.3%
Put IV 25d220.1%106.3%340.3%251.4%168.9%
Bid-Ask Spread %143.71107.13164.04144.51127.06
Gamma HHI0.370.350.390.380.35
Net GEX15.2K9.7K20.6K14.0K20.6K
Net DEX-1.5M-2.1M-922.8K-1.7M-1.2M
Net VEX-6.9K-7.9K-5.8K-7.9K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.010.010.010.01
Total Volume635.667561820602640
Total OI4,425.4764,2954,5234,5224,299

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$7.41$0.00191.7%54.9%31.4%33.7%0.0%42.9%-123.8%14.0K-1.7M-7.9K0.01144.51N/AN/A59754,5157
2022-06-02$7.41$0.00175.1%26.5%31.1%29.9%0.0%-116.9%91.5%13.1K-1.8M-7.7K0.01141.90N/AN/A59754,5157
2022-06-03$7.33$0.00211.3%27.4%31.2%38.2%0.0%38.3%53.4%17.0K-1.0M-6.8K0.01123.81N/AN/A58754,5157
2022-06-06$7.45$0.00273.3%42.4%31.5%52.5%0.0%-215.0%-9.0%17.8K-922.8K-6.3K0.01135.76N/AN/A58754,5167
2022-06-07$7.45$0.00121.0%31.5%30.7%17.4%0.0%-218.3%77.4%12.5K-1.9M-7.6K0.01150.48N/AN/A58754,5167
2022-06-08$7.27$0.00151.0%43.3%32.0%24.3%0.0%-53.3%26.1%13.2K-1.7M-7.5K0.01153.20N/AN/A58754,5167
2022-06-09$7.41$0.0089.5%25.7%32.5%10.2%0.0%-251.0%66.0%13.8K-1.8M-7.6K0.01146.21N/AN/A58754,5167
2022-06-10$7.40$0.00118.3%33.9%32.3%16.8%0.0%-273.3%80.0%10.1K-2.1M-7.3K0.01155.13N/AN/A58754,5167
2022-06-13$7.30$0.00112.2%32.2%32.4%15.4%0.0%123.9%-7.6%17.9K-970.2K-6.3K0.01107.13N/AN/A69654,5167
2022-06-14$7.90$0.0082.4%23.6%42.7%8.6%0.0%-38.2%37.0%20.6K-1.0M-6.6K0.01115.03N/AN/A69654,4567
2022-06-15$7.51$0.00220.8%63.3%45.4%40.4%0.0%-74.3%-87.6%14.9K-1.5M-7.1K0.01164.04N/AN/A55654,4567
2022-06-16$7.39$0.00269.2%77.2%44.3%51.5%0.0%23.5%-30.8%9.7K-2.1M-6.8K0.01154.19N/AN/A55654,3967
2022-06-17$7.52$0.00216.3%62.0%44.6%39.3%0.0%-14.9%-63.1%13.0K-1.9M-7.2K0.01156.40N/AN/A56274,3967
2022-06-21$7.37$0.00235.1%67.4%44.5%43.7%0.0%-17.0%-56.2%13.0K-1.7M-7.0K0.01152.63N/AN/A70674,4009
2022-06-22$7.50$0.00198.3%56.9%42.2%35.2%0.0%-25.0%-87.9%16.0K-1.4M-6.8K0.01146.21N/AN/A67374,3009
2022-06-23$7.57$0.00223.7%64.1%40.1%41.0%0.0%-42.7%-52.4%14.7K-1.6M-7.0K0.01162.91N/AN/A60674,2869
2022-06-24$7.70$0.00222.3%63.7%40.1%40.7%0.0%-41.9%-89.0%12.3K-1.9M-6.9K0.01160.32N/AN/A60674,2879
2022-06-27$7.76$0.00226.4%64.9%40.0%41.7%0.0%-46.0%-61.4%18.9K-1.3M-6.4K0.01162.02N/AN/A79874,2879
2022-06-28$7.77$0.00152.1%43.6%39.9%24.6%164.4%78.9%-50.5%18.1K-1.5M-6.4K0.01132.78N/AN/A81374,2879
2022-06-29$7.90$7.50128.1%36.7%40.2%19.1%47.9%5.0%61.1%18.5K-953.3K-5.8K0.01126.19N/AN/A60974,2909
2022-06-30$7.95$7.50105.4%30.2%40.1%13.9%115.9%48.6%-35.8%20.6K-1.2M-6.6K0.01127.06N/AN/A63374,2909