CSBR Options History — October 2023 In October 2023, CSBR traded between $5.53 and $6.64. ATM implied volatility averaged 147.5%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded above realized volatility by 100.9% (HV 20d: 46.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-24 : Highest Volume — 40 contracts2023-10-26 : Largest IV spike — 165.7% change2023-10-03 : Highest IV Rank — 78.8%2023-10-03 : Largest Expected Move — 113.2%Monthly Statistics Metric Avg Min Max Open Close Price $6.26 $5.53 $6.64 $6.08 $5.53 Max Pain $5.34 $5.00 $7.50 $7.50 $5.00 ATM IV 147.5% 52.1% 394.9% 320.8% 91.2% Expected Move 36.8% 14.9% 113.2% 92.0% 26.1% HV 20d 46.6% 30.3% 65.2% 64.1% 41.0% HV 60d 47.4% 45.1% 49.9% 49.7% 49.4% IV Rank 24.7% 3.2% 78.8% 62.4% 12.7% IV Percentile 43.5% 7.1% 96.0% 89.7% 32.9% Term Structure 27.8% -271.6% 293.1% -267.7% 168.6% VWIV 126.9% 38.0% 317.0% 317.0% 89.0% Skew 25d -22.8% -113.3% 51.8% -28.1% -10.3% Skew 10d -18.4% -143.8% 144.5% -23.8% 144.5% Call IV 25d 110.6% 41.1% 293.8% 157.9% 293.8% Put IV 25d 87.8% 41.1% 283.5% 129.8% 283.5% Bid-Ask Spread % 166.78 131.90 187.34 164.34 142.14 Gamma HHI 0.54 0.45 0.64 0.63 0.55 Net GEX 1.3K 604 1.9K 832 874 Net DEX -84.3K -113.2K -43.2K -89.3K -43.2K Net VEX -343 -419 -251 -401 -251 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 2.455 0 40 1 1 Total OI 388.455 373 413 383 408
Daily Data (22 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 2023-10-02 $6.08 $7.50 320.8% 92.0% 64.1% 62.4% 317.0% -28.1% -267.7% 832 -89.3K -401 0.00 164.34 N/A N/A 0 1 311 72 2023-10-03 $6.20 $7.50 394.9% 113.2% 64.6% 78.8% 0.0% 0.0% -271.6% 847 -98.3K -392 0.00 163.88 N/A N/A 0 0 311 72 2023-10-04 $6.38 $7.50 262.5% 75.3% 65.1% 49.5% 0.0% -12.3% -116.7% 632 -105.6K -392 0.00 168.00 N/A N/A 0 0 311 72 2023-10-05 $6.31 $5.00 271.9% 40.2% 65.1% 51.6% 0.0% 0.0% 163.5% 604 -111.4K -418 0.00 186.67 N/A N/A 0 0 311 72 2023-10-06 $6.38 $5.00 286.6% 39.5% 65.2% 54.8% 0.0% 0.0% 161.0% 618 -113.2K -419 0.00 187.34 N/A N/A 0 0 311 72 2023-10-09 $6.40 $5.00 111.3% 16.1% 65.2% 16.0% 63.6% -2.7% 170.7% 1.8K -75.8K -290 0.00 155.94 N/A N/A 6 0 311 72 2023-10-10 $6.46 $5.00 149.4% 18.3% 65.2% 24.5% 0.0% -113.3% -23.6% 1.7K -82.7K -311 0.00 177.55 N/A N/A 0 0 312 72 2023-10-11 $6.25 $5.00 125.1% 35.9% 44.9% 19.1% 0.0% -54.7% -31.1% 1.4K -77.4K -361 0.00 183.05 N/A N/A 0 0 312 72 2023-10-12 $6.21 $5.00 84.9% 24.3% 43.5% 10.2% 0.0% -6.1% -41.3% 1.4K -73.8K -337 0.00 182.76 N/A N/A 0 0 312 72 2023-10-13 $6.31 $5.00 114.4% 32.8% 42.5% 18.3% 0.0% -97.0% 122.3% 1.4K -81.6K -358 0.00 183.61 N/A N/A 0 0 312 72 2023-10-16 $6.34 $5.00 103.0% 29.5% 42.5% 15.5% 0.0% -30.7% -4.2% 1.6K -77.7K -332 0.00 175.35 N/A N/A 0 0 312 72 2023-10-17 $6.39 $5.00 59.4% 17.0% 38.6% 5.0% 0.0% -13.3% 9.4% 1.7K -77.8K -309 0.00 180.08 N/A N/A 0 0 312 72 2023-10-18 $6.36 $5.00 56.6% 16.2% 36.1% 4.3% 0.0% -1.1% 6.6% 1.7K -81.1K -320 0.00 131.90 N/A N/A 0 0 312 72 2023-10-19 $6.42 $5.00 58.1% 16.6% 35.5% 4.6% 0.0% -4.0% 263.6% 1.7K -87.3K -317 0.00 146.18 N/A N/A 0 0 312 65 2023-10-20 $6.37 $5.00 52.1% 14.9% 36.0% 3.2% 0.0% 10.3% 293.1% 1.7K -82.1K -298 0.00 152.81 N/A N/A 0 1 312 65 2023-10-23 $6.33 $5.00 86.9% 24.9% 36.3% 11.6% 0.0% -0.1% 21.6% 1.6K -83.6K -307 0.00 142.78 N/A N/A 0 0 311 62 2023-10-24 $6.54 $5.00 54.5% 15.6% 30.3% 3.8% 38.0% 22.1% 60.1% 1.7K -93.1K -338 0.00 175.76 N/A N/A 40 0 311 62 2023-10-25 $6.64 $5.00 89.3% 25.6% 30.4% 12.2% 0.0% 51.8% 20.4% 1.9K -102.7K -363 0.00 172.01 N/A N/A 0 0 351 62 2023-10-26 $6.25 $5.00 237.2% 68.0% 34.1% 48.0% 0.0% 0.0% -36.8% 1.5K -88.3K -381 0.00 178.32 N/A N/A 0 0 351 62 2023-10-27 $5.89 $5.00 154.1% 44.2% 39.4% 27.9% 0.0% -97.5% -28.4% 1.3K -67.3K -321 0.00 154.39 N/A N/A 0 0 351 62 2023-10-30 $5.71 $5.00 81.8% 23.4% 40.7% 10.4% 89.0% 0.0% -26.9% 996 -61.3K -325 0.00 164.36 N/A N/A 5 0 351 62 2023-10-31 $5.53 $5.00 91.2% 26.1% 41.0% 12.7% 0.0% -10.3% 168.6% 874 -43.2K -251 0.00 142.14 N/A N/A 0 1 346 62
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