CSBR Options History — November 2023 In November 2023, CSBR traded between $5.22 and $5.74. ATM implied volatility averaged 104.6%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 62.7% (HV 20d: 41.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2023-11-29 : Highest Volume — 53 contracts2023-11-29 : Largest IV spike — 376.4% change2023-11-29 : Highest IV Rank — 58.4%2023-11-29 : Largest Expected Move — 80.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.45 $5.22 $5.74 $5.54 $5.28 Max Pain $7.08 $5.00 $7.50 $5.00 $7.50 ATM IV 104.6% 52.5% 280.4% 105.7% 266.8% Expected Move 29.3% 15.1% 80.4% 30.3% 76.5% HV 20d 41.9% 35.0% 45.0% 39.1% 39.4% HV 60d 48.4% 47.3% 49.8% 49.3% 48.8% IV Rank 15.9% 3.3% 58.4% 16.2% 55.2% IV Percentile 33.6% 7.9% 90.5% 38.9% 87.3% Term Structure 4.1% -123.6% 241.6% -77.5% -61.4% VWIV 296.4% 252.2% 321.7% 252.2% 321.7% Skew 25d 1.1% -204.9% 156.8% -16.9% 78.1% Skew 10d 41.9% -201.1% 256.0% -20.3% 246.8% Call IV 25d 89.6% 40.5% 268.5% 72.4% 102.2% Put IV 25d 90.7% 52.6% 243.5% 55.5% 180.3% Bid-Ask Spread % 134.50 110.27 165.00 165.00 155.75 Gamma HHI 0.44 0.27 0.68 0.47 0.27 Net GEX 588 115 1.1K 1.1K 484 Net DEX -35.1K -61.8K -16.2K -43.9K -46.1K Net VEX -257 -370 -158 -258 -313 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.00 3.50 0.00 3.50 Total Volume 6 0 53 0 2 Total OI 400.095 311 459 409 324
Daily Data (21 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 2023-11-01 $5.54 $5.00 105.7% 30.3% 39.1% 16.2% 0.0% -16.9% -77.5% 1.1K -43.9K -258 0.00 165.00 N/A N/A 0 0 346 63 2023-11-02 $5.40 $0.00 170.8% 50.9% 39.6% 31.9% 0.0% -113.1% -70.2% 940 -61.8K -330 0.00 157.64 N/A N/A 0 50 346 63 2023-11-03 $5.56 $0.00 106.1% 40.1% 41.2% 16.3% 0.0% -204.9% -28.9% 815 -52.9K -370 0.00 152.43 N/A N/A 6 0 346 113 2023-11-06 $5.74 $0.00 111.1% 16.3% 43.4% 17.5% 0.0% 2.4% -11.3% 870 -36.7K -289 0.00 141.56 N/A N/A 0 0 345 113 2023-11-07 $5.62 $0.00 97.3% 16.5% 43.3% 14.1% 0.0% -9.8% -15.4% 765 -33.9K -253 0.00 121.94 N/A N/A 0 0 345 113 2023-11-08 $5.40 $0.00 53.6% 15.4% 43.9% 3.6% 0.0% 3.4% -8.0% 251 -21.3K -238 0.00 114.62 N/A N/A 0 0 345 113 2023-11-09 $5.42 $0.00 54.1% 15.5% 44.1% 3.7% 0.0% -9.6% -10.5% 149 -27.5K -276 0.00 114.98 N/A N/A 0 0 345 110 2023-11-10 $5.50 $0.00 55.8% 16.0% 44.0% 4.1% 0.0% -17.9% 78.2% 706 -46.9K -337 0.00 147.28 N/A N/A 0 0 345 110 2023-11-13 $5.42 $0.00 59.6% 17.1% 43.9% 5.0% 0.0% -8.6% -14.8% 115 -24.9K -226 0.00 124.12 N/A N/A 0 0 345 110 2023-11-14 $5.42 $0.00 60.5% 17.3% 43.6% 5.2% 0.0% 29.8% -18.0% 128 -25.5K -219 0.00 129.57 N/A N/A 0 1 345 110 2023-11-15 $5.50 $0.00 53.7% 15.4% 44.3% 3.6% 0.0% 10.9% -7.9% 790 -31.3K -209 0.00 118.08 N/A N/A 0 0 345 111 2023-11-16 $5.47 $0.00 155.4% 44.6% 43.9% 28.2% 0.0% -31.4% 151.1% 206 -41.6K -158 0.00 142.31 N/A N/A 2 0 345 111 2023-11-17 $5.42 $0.00 103.1% 29.6% 43.9% 15.5% 0.0% -3.7% 241.6% 460 -48.9K -301 0.00 154.78 N/A N/A 1 0 345 111 2023-11-20 $5.53 $0.00 80.0% 22.9% 45.0% 10.0% 0.0% 66.1% -12.2% 876 -31.9K -238 3.50 110.31 N/A N/A 2 7 247 64 2023-11-21 $5.36 $0.00 52.5% 15.1% 43.3% 3.3% 0.0% -125.9% -9.9% 742 -24.4K -226 0.00 110.27 N/A N/A 0 0 249 71 2023-11-22 $5.33 $0.00 151.4% 43.4% 42.3% 27.2% 252.2% 156.8% 116.6% 521 -21.4K -206 0.00 138.79 N/A N/A 0 2 249 71 2023-11-24 $5.42 $7.50 57.6% 16.5% 39.1% 4.5% 0.0% 77.3% -14.8% 594 -21.3K -191 0.00 122.45 N/A N/A 0 0 249 73 2023-11-27 $5.53 $7.50 63.0% 18.1% 35.0% 5.8% 0.0% 9.9% -19.8% 715 -28.0K -218 0.00 122.21 N/A N/A 0 0 249 73 2023-11-28 $5.22 $7.50 58.9% 16.9% 38.9% 4.8% 0.0% 129.5% 2.2% 634 -16.2K -211 0.00 121.78 N/A N/A 0 0 249 73 2023-11-29 $5.37 $7.50 280.4% 80.4% 39.1% 58.4% 315.3% 0.0% -123.6% 489 -50.6K -320 0.00 158.61 N/A N/A 0 53 249 73 2023-11-30 $5.28 $7.50 266.8% 76.5% 39.4% 55.2% 321.7% 78.1% -61.4% 484 -46.1K -313 0.00 155.75 N/A N/A 0 2 249 75
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