CSBR Options History — December 2023

In December 2023, CSBR traded between $4.63 and $5.50. ATM implied volatility averaged 235.7%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 56.3%. IV traded above realized volatility by 198.5% (HV 20d: 37.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 12.03.

Notable Days

2023-12-20: Highest Volume — 109 contracts
2023-12-07: Largest IV spike — 57.8% change
2023-12-08: Highest IV Rank — 88.2%
2023-12-29: Largest Expected Move — 71.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.01	$4.63	$5.50	$5.21	$5.50
Max Pain	$5.13	$5.00	$7.50	$7.50	$5.00
ATM IV	235.7%	146.6%	403.6%	240.3%	250.0%
Expected Move	56.3%	41.0%	71.7%	68.9%	71.7%
HV 20d	37.3%	34.0%	41.8%	38.7%	37.8%
HV 60d	41.7%	37.9%	49.3%	48.8%	38.6%
IV Rank	47.6%	26.1%	88.2%	48.7%	51.1%
IV Percentile	78.0%	56.7%	99.6%	80.6%	84.9%
Term Structure	-34.7%	-96.9%	33.2%	-42.4%	-71.5%
VWIV	179.4%	141.0%	248.0%	162.1%	248.0%
Skew 25d	60.9%	29.3%	103.8%	57.0%	44.0%
Skew 10d	187.5%	74.9%	251.3%	227.6%	156.2%
Call IV 25d	135.2%	82.4%	152.5%	121.9%	124.5%
Put IV 25d	196.1%	156.2%	219.1%	179.0%	168.4%
Bid-Ask Spread %	168.56	144.44	174.76	144.44	171.25
Gamma HHI	0.31	0.27	0.39	0.28	0.39
Net GEX	256	-113	576	576	-113
Net DEX	-27.7K	-48.1K	-666	-46.9K	-21.6K
Net VEX	-318	-390	-273	-306	-379
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	12.03	0.00	71.00	0.00	1.00
Total Volume	17.95	0	109	0	0
Total OI	422.75	326	550	326	550

Daily Data (20 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
2023-12-01	$5.21	$7.50	240.3%	68.9%	38.7%	48.7%	0.0%	57.0%	-42.4%	576	-46.9K	-306	0.00	144.44	N/A	N/A	0	0	249	77
2023-12-04	$5.14	$5.00	277.3%	47.0%	37.1%	57.7%	0.0%	73.8%	-9.5%	489	-48.1K	-301	0.00	172.37	N/A	N/A	2	0	249	77
2023-12-05	$4.96	$5.00	228.4%	49.5%	36.2%	45.9%	0.0%	70.1%	-17.4%	435	-41.4K	-296	0.00	169.31	N/A	N/A	0	0	250	77
2023-12-06	$5.02	$5.00	230.4%	41.0%	36.4%	46.3%	0.0%	103.8%	33.2%	446	-42.8K	-296	71.00	171.77	N/A	N/A	1	71	250	77
2023-12-07	$5.02	$5.00	363.4%	46.5%	34.1%	78.5%	162.1%	0.0%	-7.0%	383	-36.5K	-300	2.00	170.53	N/A	N/A	2	4	250	95
2023-12-08	$5.03	$5.00	403.6%	51.4%	34.1%	88.2%	0.0%	56.8%	-7.7%	417	-34.2K	-294	0.00	172.20	N/A	N/A	0	13	252	99
2023-12-11	$4.92	$5.00	334.5%	53.7%	34.0%	71.5%	0.0%	60.4%	-49.8%	363	-29.0K	-282	2.00	172.96	N/A	N/A	1	2	252	113
2023-12-12	$4.82	$5.00	146.6%	55.0%	34.2%	26.1%	141.0%	63.4%	-34.8%	86	-25.7K	-280	0.22	170.34	N/A	N/A	27	6	253	115
2023-12-13	$4.88	$5.00	203.0%	58.2%	34.8%	39.7%	0.0%	0.0%	-12.9%	178	-26.5K	-288	4.75	174.76	N/A	N/A	4	19	289	120
2023-12-14	$4.89	$5.00	186.1%	53.3%	34.1%	35.6%	0.0%	61.9%	-35.8%	336	-24.2K	-287	0.00	169.08	N/A	N/A	0	48	290	120
2023-12-15	$4.63	$5.00	190.2%	54.5%	38.3%	36.6%	0.0%	66.6%	-42.3%	465	-666	-273	0.00	166.03	N/A	N/A	0	0	290	166
2023-12-18	$4.69	$5.00	196.5%	56.3%	39.0%	38.2%	175.3%	58.6%	-67.4%	468	-44.2K	-275	29.00	165.58	N/A	N/A	1	29	279	73
2023-12-19	$4.78	$5.00	149.8%	42.9%	38.9%	26.8%	0.0%	68.2%	-0.4%	325	-36.1K	-294	1.00	166.78	N/A	N/A	1	1	278	107
2023-12-20	$4.88	$5.00	188.3%	54.0%	39.0%	36.2%	170.7%	65.5%	-54.5%	239	-31.1K	-327	20.80	169.56	N/A	N/A	5	104	279	156
2023-12-21	$4.87	$5.00	225.3%	64.6%	39.0%	45.1%	0.0%	0.0%	-96.9%	101	-5.0K	-371	0.00	167.82	N/A	N/A	0	0	282	259
2023-12-22	$5.08	$5.00	170.6%	48.9%	41.8%	31.9%	0.0%	59.6%	-4.5%	-17	-4.9K	-372	0.00	167.60	N/A	N/A	0	0	282	260
2023-12-26	$5.09	$5.00	247.5%	71.0%	41.0%	50.5%	248.0%	52.6%	-62.3%	35	-11.9K	-368	0.60	167.88	N/A	N/A	10	6	282	260
2023-12-27	$5.29	$5.00	245.0%	70.2%	38.4%	49.9%	0.0%	43.7%	-58.0%	-58	-21.1K	-390	1.00	172.86	N/A	N/A	1	1	282	266
2023-12-28	$5.42	$5.00	237.8%	68.2%	38.1%	48.1%	0.0%	29.3%	-51.9%	-30	-23.0K	-389	0.00	168.18	N/A	N/A	0	0	283	267
2023-12-29	$5.50	$5.00	250.0%	71.7%	37.8%	51.1%	0.0%	44.0%	-71.5%	-113	-21.6K	-379	0.00	171.25	N/A	N/A	0	0	283	267