CSBR Options History — April 2023 In April 2023, CSBR traded between $4.15 and $5.54. ATM implied volatility averaged 83.6%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 42.1% (HV 20d: 41.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 38.11.
Notable Days 2023-04-26 : Highest Volume — 2,549 contracts2023-04-10 : Largest IV spike — 219.1% change2023-04-10 : Highest IV Rank — 46.5%2023-04-12 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.86 $4.15 $5.54 $4.15 $4.96 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 83.6% 38.8% 247.3% 117.0% 38.8% Expected Move 22.0% 11.1% 38.9% 33.6% 11.1% HV 20d 41.5% 29.0% 49.7% 30.9% 48.9% HV 60d 32.6% 26.9% 37.3% 26.9% 37.2% IV Rank 10.6% 0.8% 46.5% 18.0% 0.8% IV Percentile 8.5% 0.4% 69.0% 16.7% 0.4% Term Structure 0.7% -101.1% 210.2% -94.8% 15.7% VWIV 68.8% 15.0% 145.4% 100.2% 37.6% Skew 25d 17.2% -214.9% 120.2% 71.7% 99.0% Skew 10d 38.3% -218.7% 178.0% 27.9% 100.1% Call IV 25d 158.5% 66.1% 324.8% 113.2% 144.0% Put IV 25d 175.7% 76.4% 260.5% 184.9% 242.9% Bid-Ask Spread % 106.73 73.23 147.61 116.49 82.08 Gamma HHI 0.78 0.51 0.98 0.89 0.98 Net GEX -6.4K -62.0K 2.1K -184 -62.0K Net DEX 54.8K -120.6K 712.8K 29.4K 712.8K Net VEX -582 -1.8K -209 -209 -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 38.11 0.00 423.83 1.00 1.00 Total Volume 175.105 0 2,549 0 2 Total OI 849.579 270 3,290 270 3,290
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 2023-04-03 $4.15 $5.00 117.0% 33.6% 30.9% 18.0% 0.0% 71.7% -94.8% -184 29.4K -209 0.00 116.49 N/A N/A 0 0 104 166 2023-04-04 $4.19 $5.00 100.2% 28.7% 31.3% 14.3% 100.2% -28.1% 112.3% -237 16.7K -223 1.00 125.26 N/A N/A 1 1 105 166 2023-04-05 $4.38 $5.00 96.0% 27.5% 35.8% 13.3% 97.7% 42.0% -47.0% -196 25.7K -229 0.00 119.22 N/A N/A 70 0 106 167 2023-04-06 $4.50 $5.00 77.5% 16.1% 37.2% 9.3% 0.0% 81.0% -0.4% 56 17.6K -297 0.00 127.75 N/A N/A 0 0 172 167 2023-04-10 $4.67 $5.00 247.3% 34.6% 39.0% 46.5% 0.0% 0.0% -16.6% 91 14.5K -285 0.00 147.61 N/A N/A 0 1 172 167 2023-04-11 $4.74 $5.00 46.9% 18.5% 38.6% 2.6% 0.0% 76.3% -0.7% 251 11.4K -303 0.00 129.15 N/A N/A 0 92 172 168 2023-04-12 $4.71 $5.00 135.8% 38.9% 37.8% 22.1% 145.4% 120.2% -61.3% -1.2K 23.8K -330 0.52 134.97 N/A N/A 205 106 172 259 2023-04-13 $4.76 $5.00 82.4% 23.6% 35.3% 10.4% 0.0% 15.4% -9.4% -2.2K 33.4K -511 0.75 100.56 N/A N/A 20 15 355 365 2023-04-14 $4.77 $5.00 64.3% 18.4% 29.0% 6.4% 0.0% 48.6% 3.8% -2.4K 38.2K -528 0.10 101.11 N/A N/A 20 2 375 380 2023-04-17 $5.19 $5.00 75.9% 21.8% 39.5% 8.9% 75.0% 3.4% -0.9% -5.5K -36.2K -575 0.00 95.10 N/A N/A 34 0 395 382 2023-04-18 $5.54 $5.00 66.5% 19.1% 43.3% 6.9% 0.0% 51.6% 2.9% -1.7K -78.2K -587 0.00 86.80 N/A N/A 33 0 427 383 2023-04-19 $5.25 $5.00 64.5% 18.5% 48.3% 6.4% 0.0% -7.0% -4.5% -2.6K -42.6K -610 0.07 90.15 N/A N/A 15 1 450 383 2023-04-20 $5.19 $5.00 71.5% 20.5% 47.9% 8.0% 72.3% -99.9% -12.9% -3.7K -53.8K -632 0.14 73.23 N/A N/A 14 2 460 384 2023-04-21 $5.14 $5.00 57.8% 16.6% 48.4% 5.0% 0.0% 20.0% 2.4% 1.6K -70.2K -588 0.00 95.49 N/A N/A 5 0 461 385 2023-04-24 $5.05 $5.00 70.7% 20.3% 49.4% 7.8% 15.0% 27.4% 8.5% 1.3K -54.8K -558 0.00 104.22 N/A N/A 0 1 448 169 2023-04-25 $5.08 $5.00 42.5% 12.2% 49.4% 1.6% 0.0% -214.9% 210.2% 1.3K -120.6K -556 0.00 110.34 N/A N/A 0 0 448 169 2023-04-26 $5.04 $5.00 89.8% 25.7% 49.2% 12.0% 35.0% -32.2% -101.1% 2.1K -56.9K -548 423.83 102.56 N/A N/A 6 2,543 448 169 2023-04-27 $4.96 $5.00 42.9% 12.3% 49.7% 1.7% 41.2% 34.7% 6.7% -45.6K 630.5K -1.8K 68.00 85.83 N/A N/A 2 136 453 2,700 2023-04-28 $4.96 $5.00 38.8% 11.1% 48.9% 0.8% 37.6% 99.0% 15.7% -62.0K 712.8K -1.7K 1.00 82.08 N/A N/A 1 1 453 2,837
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