CSBR Options History — July 2022

In July 2022, CSBR traded between $7.76 and $9.15. ATM implied volatility averaged 192.6%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 47.9%. IV traded above realized volatility by 140.7% (HV 20d: 51.8%). 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 8 of 19 days. Put/call ratio averaged 0.01.

Notable Days

2022-07-06: Highest Volume — 700 contracts
2022-07-22: Largest IV spike — 142.9% change
2022-07-22: Highest IV Rank — 70.7%
2022-07-22: Largest Expected Move — 101.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.24	$7.76	$9.15	$7.89	$8.82
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	192.6%	112.5%	352.8%	123.3%	311.3%
Expected Move	47.9%	31.3%	101.1%	35.3%	89.2%
HV 20d	51.8%	29.2%	69.4%	40.3%	69.4%
HV 60d	41.1%	34.4%	50.1%	34.8%	49.2%
IV Rank	33.9%	15.5%	70.7%	18.0%	61.2%
IV Percentile	61.9%	25.4%	99.2%	32.9%	96.8%
Term Structure	-25.0%	-139.9%	93.8%	35.2%	-139.2%
VWIV	160.4%	83.6%	297.4%	122.9%	295.6%
Skew 25d	21.3%	-150.0%	199.3%	25.1%	-53.7%
Skew 10d	32.4%	-230.2%	305.3%	12.7%	-208.2%
Call IV 25d	179.1%	94.2%	391.9%	155.7%	385.0%
Put IV 25d	200.3%	111.4%	433.4%	180.8%	331.3%
Bid-Ask Spread %	131.81	119.76	148.47	133.34	148.47
Gamma HHI	0.36	0.34	0.41	0.35	0.41
Net GEX	21.0K	16.7K	26.1K	18.3K	19.9K
Net DEX	-1.3M	-2.1M	-1.0M	-1.3M	-2.1M
Net VEX	-6.1K	-6.8K	-5.1K	-6.3K	-6.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.01	0.01	0.01	0.01
Total Volume	607.053	509	700	640	592
Total OI	4,312.158	4,299	4,327	4,299	4,327

Daily Data (19 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
2022-07-01	$7.89	$7.50	123.3%	35.3%	40.3%	18.0%	122.9%	25.1%	35.2%	18.3K	-1.3M	-6.3K	0.01	133.34	N/A	N/A	633	7	4,290	9
2022-07-05	$7.76	$7.50	204.8%	36.9%	40.6%	36.7%	118.0%	53.2%	15.5%	19.4K	-1.2M	-6.1K	0.01	121.13	N/A	N/A	609	7	4,290	9
2022-07-06	$8.04	$7.50	173.9%	31.3%	42.0%	29.6%	99.6%	20.0%	49.1%	22.0K	-1.1M	-6.0K	0.01	119.76	N/A	N/A	693	7	4,290	9
2022-07-07	$7.82	$7.50	208.0%	39.4%	43.4%	37.4%	140.5%	71.0%	-23.4%	20.5K	-1.1M	-6.1K	0.01	145.09	N/A	N/A	597	7	4,290	9
2022-07-08	$7.82	$7.50	194.0%	32.6%	42.3%	34.2%	120.1%	-8.9%	-21.1%	19.3K	-1.1M	-6.0K	0.01	130.33	N/A	N/A	542	7	4,290	9
2022-07-12	$7.95	$7.50	321.0%	37.2%	42.2%	63.4%	114.0%	80.3%	36.5%	19.7K	-1.1M	-5.7K	0.01	125.93	N/A	N/A	539	7	4,297	9
2022-07-13	$7.78	$7.50	153.4%	44.0%	43.1%	24.9%	92.9%	34.0%	-63.4%	19.9K	-1.3M	-6.1K	0.01	124.84	N/A	N/A	526	7	4,307	9
2022-07-14	$7.76	$7.50	122.1%	35.0%	42.7%	17.7%	167.5%	-41.8%	-50.4%	16.7K	-1.1M	-5.5K	0.01	130.37	N/A	N/A	515	7	4,312	9
2022-07-15	$8.05	$7.50	182.2%	52.2%	34.6%	31.5%	214.9%	56.1%	-139.9%	20.5K	-1.3M	-6.1K	0.01	134.29	N/A	N/A	515	7	4,312	9
2022-07-18	$8.20	$7.50	147.7%	42.3%	29.2%	23.6%	83.6%	31.2%	-49.9%	26.1K	-1.0M	-5.1K	0.01	129.14	N/A	N/A	502	7	4,301	9
2022-07-19	$9.15	$7.50	122.5%	35.1%	46.5%	17.8%	116.0%	65.4%	29.6%	25.5K	-1.3M	-6.5K	0.01	121.88	N/A	N/A	678	7	4,301	9
2022-07-20	$8.24	$7.50	236.2%	67.7%	61.8%	43.9%	137.7%	71.1%	-76.9%	21.4K	-1.4M	-6.3K	0.01	146.79	N/A	N/A	678	6	4,301	9
2022-07-21	$8.00	$7.50	145.2%	41.6%	62.4%	23.0%	201.5%	-65.7%	-7.3%	18.6K	-1.4M	-6.1K	0.01	135.78	N/A	N/A	678	6	4,305	10
2022-07-22	$8.70	$7.50	352.8%	101.1%	68.5%	70.7%	272.5%	41.5%	-70.4%	17.4K	-2.0M	-6.8K	0.01	140.43	N/A	N/A	679	6	4,305	11
2022-07-25	$8.79	$7.50	125.0%	35.8%	68.5%	18.4%	135.1%	199.3%	93.8%	23.2K	-1.3M	-6.2K	0.01	123.10	N/A	N/A	679	6	4,310	11
2022-07-26	$8.60	$7.50	151.0%	43.3%	69.1%	24.3%	185.4%	-150.0%	20.4%	22.7K	-1.3M	-5.8K	0.01	135.35	N/A	N/A	587	6	4,310	11
2022-07-27	$8.54	$7.50	112.5%	32.3%	69.3%	15.5%	131.6%	2.4%	19.4%	24.4K	-1.1M	-5.5K	0.01	121.79	N/A	N/A	587	6	4,310	11
2022-07-28	$8.67	$7.50	272.3%	78.1%	69.4%	52.2%	297.4%	-26.3%	-132.2%	23.2K	-1.6M	-6.3K	0.01	136.49	N/A	N/A	586	6	4,310	11
2022-07-29	$8.82	$7.50	311.3%	89.2%	69.4%	61.2%	295.6%	-53.7%	-139.2%	19.9K	-2.1M	-6.5K	0.01	148.47	N/A	N/A	586	6	4,315	12