CSBR Options History — June 2023

In June 2023, CSBR traded between $5.09 and $6.61. ATM implied volatility averaged 151.8%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 33.4%. IV traded above realized volatility by 104.6% (HV 20d: 47.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-01: Highest Volume — 3,467 contracts
  • 2023-06-23: Largest IV spike — 265.5% change
  • 2023-06-29: Highest IV Rank — 79.5%
  • 2023-06-29: Largest Expected Move — 114.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.71$5.09$6.61$5.10$6.34
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV151.8%43.8%397.6%61.1%380.9%
Expected Move33.4%10.3%114.0%17.5%109.2%
HV 20d47.2%42.1%62.9%62.1%47.0%
HV 60d50.0%48.1%52.9%49.3%52.9%
IV Rank25.6%1.9%79.5%5.7%75.9%
IV Percentile36.8%1.6%96.8%4.8%94.8%
Term Structure-87.6%-448.2%115.1%-18.0%-337.6%
VWIV61.7%61.7%61.7%61.7%61.7%
Skew 25d4.6%-269.1%141.3%2.9%141.3%
Skew 10d71.8%-320.4%235.0%0.2%23.8%
Call IV 25d72.8%35.2%313.1%48.0%73.0%
Put IV 25d77.4%44.0%214.3%50.9%214.3%
Bid-Ask Spread %156.55118.43184.49169.31180.77
Gamma HHI0.890.500.980.500.81
Net GEX-24.4K-46.4K899899-11.2K
Net DEX368.0K-38.1K704.4K-38.1K322.1K
Net VEX-2.2K-2.9K-404-404-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume17103,4673,4670
Total OI3,783.3335113,9805113,980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$5.10$5.0061.1%17.5%62.1%5.7%61.7%2.9%-18.0%899-38.1K-4040.00169.31N/AN/A03,467348163
2023-06-02$5.09$5.0056.9%16.3%62.0%4.8%0.0%10.9%-9.7%-38.4K704.4K-2.9K0.00161.24N/AN/A003483,608
2023-06-05$5.25$5.0087.1%11.6%62.9%11.4%0.0%69.5%11.6%-44.9K581.9K-2.8K0.00121.58N/AN/A003483,608
2023-06-06$5.37$5.0065.8%12.2%52.5%6.7%0.0%65.8%-5.8%-46.4K509.4K-2.6K0.00119.67N/AN/A003483,608
2023-06-07$5.55$5.00220.8%10.3%43.5%40.7%0.0%21.1%-1.2%-36.7K290.1K-2.1K0.00118.43N/AN/A003483,608
2023-06-08$5.42$5.00225.6%10.5%43.8%41.8%0.0%60.7%-0.7%-42.0K395.8K-2.4K0.00122.70N/AN/A003483,608
2023-06-09$5.35$5.00248.7%11.4%44.6%46.9%0.0%9.5%38.3%-40.6K414.2K-2.4K0.00129.19N/AN/A013483,608
2023-06-12$5.34$5.00130.3%13.1%44.5%20.9%0.0%77.8%-6.7%-46.1K532.4K-2.5K0.00119.71N/AN/A083483,609
2023-06-13$5.58$5.0077.8%22.3%45.7%9.3%0.0%-18.2%21.7%-20.8K473.9K-2.5K0.00171.47N/AN/A003483,601
2023-06-14$5.53$5.0043.8%12.6%45.5%1.9%0.0%1.6%20.7%-35.2K329.9K-2.1K0.00183.30N/AN/A003483,601
2023-06-15$5.57$5.00105.7%30.3%44.7%15.5%0.0%22.4%-132.9%-17.1K512.7K-2.5K0.00177.70N/AN/A003483,601
2023-06-16$5.58$5.00116.1%33.3%44.7%17.8%0.0%11.4%-157.2%-15.5K504.1K-2.5K0.00184.49N/AN/A603483,601
2023-06-20$5.99$5.00120.0%34.4%48.3%18.6%0.0%0.0%-114.8%-16.9K188.9K-1.7K0.00150.90N/AN/A5003683,507
2023-06-21$5.81$5.00141.8%40.7%42.1%23.4%0.0%-269.1%-9.9%-10.5K436.0K-2.5K0.00179.62N/AN/A304183,507
2023-06-22$5.71$5.0050.6%14.5%42.7%3.4%0.0%0.0%115.1%-28.1K246.4K-2.0K0.00169.49N/AN/A004213,507
2023-06-23$5.86$5.00184.9%53.0%42.3%32.9%0.0%13.0%-273.3%-10.1K405.9K-2.3K0.00175.38N/AN/A1204213,507
2023-06-26$5.94$5.0063.2%18.1%42.3%6.2%0.0%12.2%-30.5%-21.1K253.0K-1.8K0.00161.89N/AN/A504293,507
2023-06-27$6.29$5.00133.6%38.3%42.8%21.6%0.0%-131.7%-71.5%-16.6K218.6K-2.0K0.00176.10N/AN/A1604343,507
2023-06-28$6.53$5.00275.2%78.9%43.5%52.7%0.0%-18.5%-429.3%-9.3K215.7K-1.6K0.00142.33N/AN/A2304503,507
2023-06-29$6.61$5.00397.6%114.0%42.9%79.5%0.0%141.3%-448.2%-6.3K231.7K-1.6K0.00172.23N/AN/A004733,507
2023-06-30$6.34$5.00380.9%109.2%47.0%75.9%0.0%0.0%-337.6%-11.2K322.1K-2.2K0.00180.77N/AN/A004733,507