CSBR Options History — January 2023 In January 2023, CSBR traded between $4.13 and $4.51. ATM implied volatility averaged 170.5%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 48.3%. IV traded above realized volatility by 92.9% (HV 20d: 77.6%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-19 : Highest Volume — 100 contracts2023-01-13 : Largest IV spike — 250.0% change2023-01-17 : Highest IV Rank — 61.1%2023-01-17 : Largest Expected Move — 89.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.28 $4.13 $4.51 $4.51 $4.18 Max Pain $5.25 $2.50 $7.50 $5.00 $2.50 ATM IV 170.5% 83.1% 313.4% 235.1% 152.6% Expected Move 48.3% 23.8% 89.9% 67.4% 43.8% HV 20d 77.6% 27.4% 110.0% 108.1% 27.6% HV 60d 67.9% 67.5% 68.5% 67.9% 67.6% IV Rank 29.7% 10.5% 61.1% 43.9% 25.8% IV Percentile 36.7% 1.6% 86.5% 70.6% 28.2% Term Structure 3.8% -321.7% 368.1% 35.9% 91.4% Skew 25d -29.5% -218.9% 204.1% -186.4% -56.6% Skew 10d -52.9% -339.6% 236.4% -327.7% -166.3% Call IV 25d 207.8% 77.4% 342.2% 281.9% 159.0% Put IV 25d 178.3% 83.9% 336.1% 95.5% 102.4% Bid-Ask Spread % 128.53 99.30 157.40 153.66 119.59 Gamma HHI 0.37 0.21 0.55 0.25 0.54 Net GEX 8 -91 135 44 -72 Net DEX -626 -7.9K 3.7K -1.8K 476 Net VEX -29 -46 -9 -43 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 8.15 0 100 0 0 Total OI 181.4 156 319 156 178
Daily Data (20 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 2023-01-03 $4.51 $5.00 235.1% 67.4% 108.1% 43.9% 0.0% 0.0% 35.9% 44 -1.8K -43 0.00 153.66 N/A N/A 0 0 91 65 2023-01-04 $4.46 $5.00 105.0% 30.1% 108.0% 15.3% 0.0% -186.4% -17.9% 77 -1.3K -25 0.00 135.33 N/A N/A 0 0 91 65 2023-01-05 $4.31 $7.50 96.9% 24.8% 108.0% 13.5% 0.0% -184.7% 39.5% 79 -1.6K -25 0.00 125.37 N/A N/A 0 0 91 65 2023-01-06 $4.28 $7.50 221.8% 47.3% 107.9% 40.9% 0.0% 204.1% 72.5% -3 -784 -36 0.00 108.71 N/A N/A 0 0 91 65 2023-01-09 $4.32 $7.50 142.5% 53.4% 108.3% 23.6% 0.0% 35.9% -49.3% 71 -3.2K -39 0.00 130.06 N/A N/A 0 0 91 65 2023-01-10 $4.27 $7.50 185.1% 49.0% 108.3% 32.9% 0.0% 79.8% -150.5% 48 -762 -26 0.00 112.17 N/A N/A 0 0 91 65 2023-01-11 $4.41 $7.50 162.8% 46.7% 110.0% 28.0% 0.0% 157.8% -129.4% 135 -1.4K -22 0.00 106.76 N/A N/A 1 0 91 65 2023-01-12 $4.31 $7.50 86.0% 24.7% 108.3% 11.2% 0.0% -145.9% 62.6% 19 -798 -26 0.00 117.96 N/A N/A 0 0 92 65 2023-01-13 $4.32 $7.50 301.1% 86.3% 107.3% 58.4% 0.0% 46.2% -87.0% 113 -7.9K -46 0.00 156.56 N/A N/A 62 0 92 65 2023-01-17 $4.38 $7.50 313.4% 89.9% 107.4% 61.1% 0.0% -113.0% 45.4% 29 -3.9K -26 0.00 157.40 N/A N/A 0 0 154 65 2023-01-18 $4.41 $7.50 90.0% 25.8% 107.5% 12.0% 0.0% -61.4% 20.1% 34 813 -12 0.00 108.20 N/A N/A 0 0 154 65 2023-01-19 $4.30 $7.50 172.6% 49.5% 55.1% 30.2% 0.0% -218.9% -12.4% 59 -688 -21 0.00 116.30 N/A N/A 0 100 154 65 2023-01-20 $4.20 $2.50 86.5% 24.8% 55.6% 11.3% 0.0% 0.0% 368.1% -54 2.1K -15 0.00 130.44 N/A N/A 0 0 154 165 2023-01-23 $4.16 $2.50 152.9% 43.8% 54.9% 25.8% 0.0% 0.0% -59.6% -91 2.0K -31 0.00 134.52 N/A N/A 0 0 77 101 2023-01-24 $4.13 $2.50 119.6% 34.3% 39.6% 18.5% 0.0% 59.2% 166.1% -84 -807 -39 0.00 125.82 N/A N/A 0 0 77 101 2023-01-25 $4.17 $2.50 83.1% 23.8% 37.8% 10.5% 0.0% -56.6% 21.2% -20 -41 -9 0.00 127.70 N/A N/A 0 0 77 101 2023-01-26 $4.13 $2.50 272.9% 78.2% 36.8% 52.2% 0.0% 0.0% -142.2% -72 3.7K -35 0.00 151.85 N/A N/A 0 0 77 101 2023-01-27 $4.15 $2.50 181.7% 52.1% 28.0% 32.2% 0.0% 0.0% 123.8% -86 3.5K -32 0.00 152.87 N/A N/A 0 0 77 101 2023-01-30 $4.14 $2.50 247.4% 70.9% 27.4% 46.6% 0.0% 0.0% -321.7% -73 -20 -43 0.00 99.30 N/A N/A 0 0 77 101 2023-01-31 $4.18 $2.50 152.6% 43.8% 27.6% 25.8% 0.0% 0.0% 91.4% -72 476 -21 0.00 119.59 N/A N/A 0 0 77 101
« Dec 2022 | All History | Feb 2023 » Home CSBR History January 2023