CSBR Options History — December 2022

In December 2022, CSBR traded between $4.26 and $6.83. ATM implied volatility averaged 228.2%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 61.3%. IV traded above realized volatility by 164.1% (HV 20d: 64.1%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.22.

Notable Days

2022-12-27: Highest Volume — 50 contracts
2022-12-16: Largest IV spike — 182.2% change
2022-12-14: Highest IV Rank — 78.1%
2022-12-14: Largest Expected Move — 112.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.61	$4.26	$6.83	$6.83	$4.38
Max Pain	$6.31	$5.00	$7.50	$7.50	$5.00
ATM IV	228.2%	78.1%	391.2%	248.3%	303.3%
Expected Move	61.3%	22.4%	112.1%	71.2%	86.9%
HV 20d	64.1%	31.3%	106.8%	35.7%	106.8%
HV 60d	56.7%	33.7%	67.8%	67.0%	67.8%
IV Rank	42.4%	9.4%	78.1%	46.8%	58.8%
IV Percentile	61.3%	1.6%	95.2%	76.6%	86.1%
Term Structure	68.8%	-154.4%	379.6%	-154.4%	158.9%
VWIV	182.1%	80.5%	292.7%	133.8%	80.5%
Skew 25d	-117.4%	-215.5%	104.7%	-182.6%	-141.4%
Skew 10d	-127.0%	-325.1%	72.1%	-80.9%	-267.9%
Call IV 25d	306.0%	147.0%	467.5%	340.5%	400.0%
Put IV 25d	188.6%	59.4%	293.4%	158.0%	258.6%
Bid-Ask Spread %	150.21	129.22	168.82	148.19	155.98
Gamma HHI	0.33	0.20	0.76	0.33	0.41
Net GEX	81	-68	142	112	-26
Net DEX	-7.2K	-19.8K	6.1K	-10.7K	-1.4K
Net VEX	-59	-82	-20	-74	-47
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	0.83	0.00	0.00
Total Volume	4.952	0	50	0	0
Total OI	91.286	62	164	62	158

Daily Data (21 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
2022-12-01	$6.83	$7.50	248.3%	71.2%	35.7%	46.8%	0.0%	-182.6%	-154.4%	112	-10.7K	-74	0.00	148.19	N/A	N/A	0	0	50	12
2022-12-02	$6.83	$7.50	220.0%	63.1%	34.9%	40.6%	0.0%	-50.1%	-75.2%	128	-5.4K	-66	0.00	138.80	N/A	N/A	0	0	50	12
2022-12-05	$6.80	$7.50	237.6%	59.2%	34.6%	44.4%	0.0%	-215.5%	-43.6%	119	-5.3K	-65	0.00	150.23	N/A	N/A	0	0	50	12
2022-12-06	$6.73	$7.50	158.3%	43.9%	33.8%	27.0%	0.0%	-117.6%	35.2%	103	-8.1K	-69	0.00	155.34	N/A	N/A	0	0	50	12
2022-12-07	$6.70	$7.50	160.8%	64.1%	33.8%	27.6%	0.0%	-65.9%	-95.5%	142	-5.9K	-63	0.00	140.47	N/A	N/A	0	0	50	12
2022-12-08	$6.69	$7.50	259.6%	40.1%	32.8%	49.2%	0.0%	-87.6%	-65.3%	98	-683	-47	0.00	130.89	N/A	N/A	0	0	50	12
2022-12-09	$6.52	$7.50	115.6%	34.2%	32.5%	17.6%	0.0%	-160.5%	-20.2%	93	928	-40	0.00	143.22	N/A	N/A	0	0	50	12
2022-12-12	$6.39	$7.50	245.1%	31.2%	31.3%	46.1%	0.0%	-133.9%	20.1%	72	1.4K	-37	0.00	129.22	N/A	N/A	0	0	50	12
2022-12-13	$6.60	$7.50	193.9%	33.9%	32.8%	34.8%	0.0%	104.7%	20.7%	121	-3.7K	-56	0.00	137.59	N/A	N/A	5	0	50	12
2022-12-14	$6.18	$7.50	391.2%	112.1%	40.5%	78.1%	0.0%	-182.9%	-96.3%	94	-13.8K	-69	0.00	152.32	N/A	N/A	0	0	55	12
2022-12-15	$5.91	$7.50	127.8%	36.6%	42.7%	20.3%	133.8%	-28.4%	89.9%	92	-4.9K	-56	0.83	145.18	N/A	N/A	12	10	55	12
2022-12-16	$5.74	$5.00	360.6%	103.4%	41.0%	71.4%	292.7%	-140.1%	-58.8%	85	-17.0K	-74	0.00	168.82	N/A	N/A	0	1	67	22
2022-12-19	$4.42	$5.00	221.2%	63.4%	97.0%	40.8%	221.5%	0.0%	325.2%	98	-10.5K	-49	0.04	154.78	N/A	N/A	24	1	65	22
2022-12-20	$4.38	$5.00	183.4%	52.6%	95.3%	32.5%	80.5%	-109.1%	317.3%	76	-19.8K	-77	0.00	163.60	N/A	N/A	1	0	90	23
2022-12-21	$4.26	$5.00	265.6%	76.2%	94.6%	50.6%	0.0%	-181.0%	314.9%	89	-14.9K	-78	0.00	155.09	N/A	N/A	0	0	91	23
2022-12-22	$4.71	$5.00	78.1%	22.4%	104.7%	9.4%	0.0%	-186.6%	20.8%	108	-4.1K	-44	0.00	150.17	N/A	N/A	0	0	91	23
2022-12-23	$4.52	$5.00	196.4%	56.3%	104.9%	35.4%	0.0%	-141.4%	379.6%	96	-16.7K	-82	0.00	167.87	N/A	N/A	0	0	91	23
2022-12-27	$4.61	$5.00	251.3%	72.0%	105.0%	47.4%	0.0%	0.0%	149.3%	115	-11.1K	-72	0.00	153.97	N/A	N/A	0	50	91	23
2022-12-28	$4.30	$5.00	280.5%	80.4%	105.5%	53.8%	0.0%	0.0%	153.9%	-68	6.1K	-20	0.00	159.72	N/A	N/A	0	0	91	73
2022-12-29	$4.36	$5.00	293.7%	84.2%	106.3%	56.7%	0.0%	0.0%	158.9%	-38	-4.7K	-47	0.00	152.90	N/A	N/A	0	0	91	67
2022-12-30	$4.38	$5.00	303.3%	86.9%	106.8%	58.8%	0.0%	0.0%	0.0%	-26	-1.4K	-47	0.00	155.98	N/A	N/A	0	0	91	67