CSBR Options History — October 2022

In October 2022, CSBR traded between $6.95 and $7.80. ATM implied volatility averaged 268.1%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 70.6%. IV traded above realized volatility by 206.4% (HV 20d: 61.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.51.

Notable Days

  • 2022-10-20: Highest Volume — 313 contracts
  • 2022-10-11: Largest IV spike — 120.0% change
  • 2022-10-11: Highest IV Rank — 100.0%
  • 2022-10-25: Largest Expected Move — 122.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.41$6.95$7.80$7.80$6.95
Max Pain$4.64$2.50$5.00$2.50$5.00
ATM IV268.1%100.8%490.9%215.5%216.2%
Expected Move70.6%23.9%122.0%61.8%62.0%
HV 20d61.7%31.4%108.9%108.3%31.4%
HV 60d72.8%69.0%78.5%77.9%69.8%
IV Rank51.3%14.4%100.0%40.5%39.7%
IV Percentile71.7%11.5%100.0%69.0%64.7%
Term Structure-60.9%-231.5%139.1%-231.5%-99.4%
VWIV152.3%89.6%246.9%168.6%182.4%
Skew 25d102.9%-112.9%340.1%-36.1%213.8%
Skew 10d58.7%-258.4%385.1%-205.4%249.8%
Call IV 25d181.6%60.2%421.9%143.5%60.2%
Put IV 25d284.5%86.2%419.2%107.4%274.0%
Bid-Ask Spread %138.5699.77159.01120.42146.46
Gamma HHI0.370.320.520.330.33
Net GEX12.1K5.2K18.3K13.2K13.8K
Net DEX-883.6K-1.8M-108.7K-324.6K-525.4K
Net VEX-2.4K-3.6K-397-1.7K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.062.112.110.06
Total Volume252.619109313305121
Total OI3,850.5243,7043,9093,9053,719

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$7.80$2.50215.5%61.8%108.3%40.5%168.6%-36.1%-231.5%13.2K-324.6K-1.7K2.11120.42N/AN/A982073,693212
2022-10-04$7.55$2.50117.8%33.8%108.3%18.6%167.0%45.9%44.5%15.1K-775.3K-3.2K2.1199.77N/AN/A982073,693212
2022-10-05$7.55$2.50165.5%47.4%108.2%29.3%155.6%-5.9%-40.3%12.0K-303.3K-1.6K2.11122.06N/AN/A982073,693212
2022-10-06$7.75$5.00227.4%47.9%108.5%43.2%89.6%234.7%50.6%16.6K-699.5K-2.9K2.11130.76N/AN/A982073,693212
2022-10-07$7.50$5.00175.5%23.9%108.9%31.5%95.7%-23.4%17.8%9.1K-181.7K-9172.11122.80N/AN/A982073,693212
2022-10-10$7.50$5.00223.1%27.7%108.8%42.2%97.0%-21.6%70.3%11.0K-244.2K-1.2K2.11121.95N/AN/A982073,693212
2022-10-11$7.53$5.00490.9%90.0%108.7%100.0%122.4%257.5%-151.9%10.4K-1.4M-3.6K2.11153.09N/AN/A982073,693212
2022-10-12$7.52$5.00358.8%102.9%60.8%71.0%229.9%-66.0%-94.2%8.6K-1.8M-3.2K2.11156.89N/AN/A982073,693212
2022-10-13$7.60$5.00216.4%62.0%57.1%39.8%225.1%-36.2%-56.2%18.3K-945.1K-3.0K2.11121.92N/AN/A982073,693212
2022-10-14$7.50$5.00144.9%41.5%38.3%24.1%230.5%55.1%38.4%17.5K-672.6K-2.5K2.11123.03N/AN/A982073,693212
2022-10-17$7.55$5.00215.6%61.8%38.5%39.6%246.9%-112.1%-35.9%16.3K-1.2M-3.2K2.11127.43N/AN/A982073,694212
2022-10-18$7.65$5.00344.5%98.8%39.2%67.9%145.9%267.0%-121.5%16.7K-1.1M-3.2K2.11152.74N/AN/A982073,692212
2022-10-19$7.52$5.00366.2%105.0%39.3%72.6%122.4%312.8%-139.9%10.1K-1.6M-3.1K2.11157.99N/AN/A982073,692212
2022-10-20$7.52$5.00351.9%100.9%32.5%69.5%125.8%320.7%-66.8%10.9K-1.5M-3.1K1.95159.01N/AN/A1062073,692212
2022-10-21$7.40$5.00344.3%98.7%32.8%67.8%126.3%335.0%-108.9%11.0K-1.2M-2.9K1.95145.20N/AN/A1062073,697212
2022-10-24$6.99$5.00371.8%106.6%32.8%73.9%131.8%238.7%-113.1%10.3K-1.2M-2.7K0.07146.61N/AN/A10273,69212
2022-10-25$6.95$5.00425.4%122.0%32.2%85.6%113.1%340.1%-170.7%9.2K-1.3M-2.6K0.06153.32N/AN/A11473,69212
2022-10-26$7.08$5.00388.4%111.4%33.2%77.5%138.4%14.9%-125.4%10.4K-1.2M-2.7K0.06155.41N/AN/A11473,70712
2022-10-27$7.15$5.00169.7%48.6%33.4%29.5%156.7%-60.3%-84.7%8.4K-215.8K-8060.06150.69N/AN/A11473,70712
2022-10-28$7.01$5.00100.8%28.9%33.8%14.4%127.1%-112.9%139.1%5.2K-108.7K-3970.06142.18N/AN/A11473,70712
2022-10-31$6.95$5.00216.2%62.0%31.4%39.7%182.4%213.8%-99.4%13.8K-525.4K-1.5K0.06146.46N/AN/A11473,70712