CSBR Options History — February 2023

In February 2023, CSBR traded between $4.12 and $4.68. ATM implied volatility averaged 188.7%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 52.3%. IV traded above realized volatility by 166.1% (HV 20d: 22.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.09.

Notable Days

2023-02-21: Highest Volume — 93 contracts
2023-02-16: Largest IV spike — 280.6% change
2023-02-03: Highest IV Rank — 71.8%
2023-02-22: Largest Expected Move — 96.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.30	$4.12	$4.68	$4.23	$4.63
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	188.7%	83.4%	362.6%	187.1%	171.0%
Expected Move	52.3%	23.9%	96.6%	53.6%	49.0%
HV 20d	22.6%	17.9%	25.8%	25.6%	24.3%
HV 60d	67.0%	65.8%	67.7%	67.6%	66.7%
IV Rank	33.7%	10.6%	71.8%	33.3%	29.8%
IV Percentile	42.1%	2.0%	92.9%	45.6%	37.7%
Term Structure	-57.2%	-273.2%	173.1%	-0.8%	-29.8%
VWIV	153.8%	141.3%	166.3%	141.3%	166.3%
Skew 25d	-94.6%	-334.8%	62.4%	13.5%	-3.3%
Skew 10d	-26.3%	-209.2%	52.7%	-38.4%	41.2%
Call IV 25d	249.2%	74.0%	398.3%	81.0%	161.3%
Put IV 25d	154.6%	63.5%	224.8%	94.5%	158.0%
Bid-Ask Spread %	149.25	121.50	185.65	132.86	135.98
Gamma HHI	0.50	0.30	1.00	0.51	0.40
Net GEX	-39	-285	37	-87	-31
Net DEX	-93	-6.6K	11.4K	2.8K	-6.6K
Net VEX	-47	-180	-1	-27	-180
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.16	0.00	0.16
Total Volume	12.947	0	93	0	0
Total OI	208.842	26	283	178	211

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
2023-02-01	$4.23	$2.50	187.1%	53.6%	25.6%	33.3%	0.0%	13.5%	-0.8%	-87	2.8K	-27	0.00	132.86	N/A	N/A	0	0	77	101
2023-02-02	$4.27	$0.00	129.2%	46.4%	25.8%	20.6%	0.0%	23.6%	-100.4%	-62	616	-15	0.00	129.76	N/A	N/A	0	0	77	101
2023-02-03	$4.28	$0.00	362.6%	52.1%	22.9%	71.8%	0.0%	-43.6%	-195.9%	-87	1.8K	-18	0.00	121.50	N/A	N/A	0	0	77	101
2023-02-06	$4.28	$0.00	108.4%	38.0%	22.8%	16.1%	0.0%	-32.6%	-125.2%	5	-658	-12	0.00	135.28	N/A	N/A	0	30	77	101
2023-02-07	$4.27	$0.00	207.3%	60.1%	22.5%	37.8%	0.0%	0.0%	83.9%	-159	579	-32	0.00	135.79	N/A	N/A	0	10	77	186
2023-02-08	$4.12	$0.00	96.6%	27.7%	25.5%	13.5%	0.0%	-205.1%	-75.6%	37	-3.6K	-21	0.00	124.65	N/A	N/A	0	0	77	196
2023-02-09	$4.16	$0.00	166.7%	47.8%	22.6%	28.9%	0.0%	0.0%	-5.7%	33	-3.6K	-22	0.00	157.15	N/A	N/A	0	0	77	196
2023-02-10	$4.20	$0.00	273.6%	78.4%	21.7%	52.3%	0.0%	0.0%	-68.1%	-6	382	-1	0.00	172.67	N/A	N/A	0	0	77	196
2023-02-13	$4.14	$0.00	132.7%	38.0%	22.2%	21.4%	0.0%	-322.5%	156.2%	34	-2.8K	-19	0.00	151.90	N/A	N/A	0	10	77	196
2023-02-14	$4.13	$0.00	149.7%	42.9%	21.3%	25.1%	0.0%	-334.8%	-138.5%	30	-4.4K	-22	0.00	159.15	N/A	N/A	0	0	77	206
2023-02-15	$4.15	$0.00	83.4%	23.9%	21.2%	10.6%	0.0%	-180.0%	173.1%	27	-5.2K	-22	0.00	148.73	N/A	N/A	0	0	77	206
2023-02-16	$4.15	$0.00	317.5%	91.0%	19.6%	62.0%	0.0%	0.0%	0.0%	26	-5.4K	-22	0.00	185.65	N/A	N/A	0	0	77	206
2023-02-17	$4.17	$0.00	263.6%	75.6%	17.9%	50.1%	0.0%	-43.5%	-57.5%	34	-3.3K	-20	0.00	173.39	N/A	N/A	0	0	77	206
2023-02-21	$4.29	$0.00	119.7%	34.3%	20.2%	18.6%	141.3%	-137.7%	0.0%	31	-5.0K	-22	0.00	178.11	N/A	N/A	0	93	25	1
2023-02-22	$4.42	$2.50	336.9%	96.6%	22.3%	66.2%	0.0%	-56.3%	-128.5%	-88	7.1K	-109	0.00	176.26	N/A	N/A	1	0	25	94
2023-02-23	$4.54	$2.50	211.3%	60.6%	23.7%	38.7%	166.3%	-156.3%	-273.2%	-89	9.3K	-105	0.10	147.67	N/A	N/A	30	3	25	94
2023-02-24	$4.59	$2.50	91.8%	26.3%	23.2%	12.4%	0.0%	-3.3%	10.8%	-101	4.9K	-105	0.00	125.19	N/A	N/A	0	10	45	97
2023-02-27	$4.68	$2.50	176.6%	50.6%	23.7%	31.0%	0.0%	62.4%	-197.3%	-285	11.4K	-124	0.16	144.12	N/A	N/A	51	8	45	107
2023-02-28	$4.63	$2.50	171.0%	49.0%	24.3%	29.8%	0.0%	-3.3%	-29.8%	-31	-6.6K	-180	0.00	135.98	N/A	N/A	0	0	96	115