CSBR Options History — August 2022

In August 2022, CSBR traded between $8.03 and $9.47. ATM implied volatility averaged 258.6%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 67.3%. IV traded above realized volatility by 203.6% (HV 20d: 55.0%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.14.

Notable Days

  • 2022-08-02: Highest Volume — 593 contracts
  • 2022-08-16: Largest IV spike — 65.3% change
  • 2022-08-05: Highest IV Rank — 85.0%
  • 2022-08-30: Largest Expected Move — 106.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.93$8.03$9.47$8.79$8.03
Max Pain$5.98$2.50$7.50$7.50$2.50
ATM IV258.6%126.0%414.9%227.9%129.3%
Expected Move67.3%36.1%106.2%65.3%37.1%
HV 20d55.0%35.0%72.6%69.4%40.1%
HV 60d50.4%49.0%51.4%49.1%51.3%
IV Rank49.1%18.6%85.0%42.0%19.4%
IV Percentile78.6%31.0%99.2%84.1%31.0%
Term Structure-61.8%-146.6%69.6%-146.6%38.0%
VWIV286.0%153.0%396.2%308.8%396.2%
Skew 25d-70.5%-289.0%77.1%-8.6%-289.0%
Skew 10d37.1%-341.1%191.4%89.2%-341.1%
Call IV 25d313.4%97.6%491.9%266.6%423.4%
Put IV 25d242.9%71.2%371.2%258.0%134.4%
Bid-Ask Spread %154.75131.12167.78136.30139.91
Gamma HHI0.380.340.450.370.34
Net GEX18.2K10.2K28.1K23.5K16.4K
Net DEX-1.4M-2.0M-706.3K-1.6M-706.3K
Net VEX-5.1K-6.2K-3.4K-5.8K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.500.010.02
Total Volume178.9130593592475
Total OI3,801.3482,7984,3424,3272,800

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$8.79$7.50227.9%65.3%69.4%42.0%308.8%-8.6%-146.6%23.5K-1.6M-5.8K0.01136.30N/AN/A58664,31512
2022-08-02$8.71$7.50325.0%93.2%69.5%64.3%153.0%-109.6%-88.0%24.7K-1.4M-5.3K0.01140.10N/AN/A58674,31513
2022-08-03$8.79$7.50265.8%76.2%69.0%50.7%396.2%-209.1%-140.7%18.0K-2.0M-6.2K0.01156.81N/AN/A58674,31514
2022-08-04$8.60$7.50369.1%66.6%68.8%74.4%0.0%-65.5%-0.8%19.2K-1.5M-5.5K0.01148.57N/AN/A58574,31514
2022-08-05$8.70$7.50414.9%80.6%67.8%85.0%0.0%-26.6%-29.7%20.6K-1.7M-5.7K0.01161.50N/AN/A58474,31614
2022-08-08$9.41$7.50404.5%62.5%72.6%82.6%0.0%-42.0%-124.1%23.3K-1.6M-5.6K0.01145.83N/AN/A58474,31614
2022-08-09$9.41$7.50262.7%49.6%72.6%50.0%0.0%-169.8%11.6%21.9K-2.0M-6.2K0.00156.61N/AN/A7804,31614
2022-08-10$9.41$7.50214.2%61.4%71.8%38.9%0.0%-16.8%-74.6%22.4K-1.9M-6.1K0.00163.71N/AN/A104,32614
2022-08-11$9.39$7.50217.5%62.3%71.8%39.6%0.0%-24.2%-84.2%23.0K-1.3M-5.3K0.00167.16N/AN/A104,32714
2022-08-12$9.47$7.50216.8%62.2%71.1%39.5%0.0%-21.8%-80.2%26.8K-1.3M-5.3K0.00167.68N/AN/A004,32714
2022-08-15$9.46$7.50126.0%36.1%71.0%18.6%0.0%-45.6%20.6%25.8K-1.5M-5.5K0.00137.15N/AN/A004,32714
2022-08-16$9.42$7.50208.2%59.7%59.9%37.5%0.0%-45.6%-57.5%17.2K-1.2M-5.0K0.00155.90N/AN/A014,32714
2022-08-17$9.38$7.50150.6%43.2%45.0%24.2%0.0%44.9%-21.4%28.1K-1.3M-5.2K0.00131.12N/AN/A004,32715
2022-08-18$9.38$7.50160.5%46.0%43.1%26.5%0.0%-58.2%17.4%14.1K-1.2M-5.1K0.00152.70N/AN/A004,32715
2022-08-19$9.07$7.50257.8%73.9%35.0%48.9%0.0%-69.2%-95.5%14.6K-1.0M-4.8K1.50162.61N/AN/A234,32715
2022-08-22$8.78$7.50176.4%50.6%36.9%30.2%0.0%77.1%69.6%11.9K-1.1M-4.7K0.00147.85N/AN/A022,78612
2022-08-23$8.92$2.50211.0%60.5%36.4%38.1%0.0%-67.3%-61.3%12.7K-1.3M-4.6K0.00162.37N/AN/A002,78614
2022-08-24$8.73$2.50302.7%86.8%37.2%59.2%0.0%-73.1%-108.7%10.4K-1.2M-4.6K0.00162.72N/AN/A002,78614
2022-08-25$8.76$2.50296.9%85.1%36.9%57.9%0.0%-63.9%-129.3%11.8K-1.1M-4.6K0.00165.25N/AN/A002,78614
2022-08-26$8.37$2.50326.1%93.5%39.7%64.6%0.0%-104.8%-128.8%11.0K-1.1M-4.3K0.00167.78N/AN/A002,78614
2022-08-29$8.28$2.50313.6%89.9%39.8%61.7%0.0%-111.6%-60.3%10.7K-1.1M-4.2K0.00164.06N/AN/A002,78614
2022-08-30$8.11$2.50370.3%106.2%40.3%74.7%0.0%-120.7%-146.5%10.2K-1.0M-4.1K0.00165.55N/AN/A002,78614
2022-08-31$8.03$2.50129.3%37.1%40.1%19.4%0.0%-289.0%38.0%16.4K-706.3K-3.4K0.02139.91N/AN/A46692,78614