CSBR Options History — January 2024 In January 2024, CSBR traded between $5.94 and $6.94. ATM implied volatility averaged 235.0%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 60.5%. IV traded above realized volatility by 193.0% (HV 20d: 42.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.33.
Notable Days 2024-01-03 : Highest Volume — 5 contracts2024-01-09 : Largest IV spike — 51.9% change2024-01-09 : Highest IV Rank — 82.1%2024-01-31 : Largest Expected Move — 82.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.31 $5.94 $6.94 $5.94 $6.00 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 235.0% 117.9% 378.0% 189.1% 288.7% Expected Move 60.5% 33.8% 82.8% 54.2% 82.8% HV 20d 42.0% 34.0% 45.7% 45.7% 35.1% HV 60d 42.2% 39.8% 44.5% 41.8% 39.8% IV Rank 47.4% 19.1% 82.1% 36.3% 60.4% IV Percentile 78.8% 46.8% 97.6% 70.6% 92.9% Term Structure -41.8% -148.2% 143.2% 101.6% -82.2% VWIV 253.1% 253.1% 253.1% 253.1% 253.1% Skew 25d -9.2% -94.1% 89.6% 7.1% -59.2% Skew 10d 139.9% -9.1% 197.0% 177.0% 155.8% Call IV 25d 147.7% 40.9% 334.3% 126.1% 270.0% Put IV 25d 138.5% 90.6% 240.2% 133.2% 210.8% Bid-Ask Spread % 175.46 167.55 178.75 170.41 172.94 Gamma HHI 0.31 0.28 0.38 0.38 0.28 Net GEX 431 -128 879 -128 695 Net DEX -65.9K -94.1K -37.8K -38.1K -68.4K Net VEX -297 -387 -209 -384 -229 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.00 0.00 0.00 Total Volume 1.19 0 5 0 0 Total OI 474.81 338 569 550 338
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 2024-01-02 $5.94 $5.00 189.1% 54.2% 45.7% 36.3% 0.0% 7.1% 101.6% -128 -38.1K -384 0.00 170.41 N/A N/A 0 0 283 267 2024-01-03 $6.06 $5.00 283.2% 81.2% 45.3% 59.1% 0.0% 17.9% -108.5% 26 -37.8K -380 0.00 172.32 N/A N/A 5 0 283 267 2024-01-04 $6.08 $5.00 291.8% 55.3% 42.3% 61.2% 0.0% -7.3% -48.4% 43 -44.2K -387 0.00 177.62 N/A N/A 0 0 288 267 2024-01-05 $6.08 $5.00 316.1% 53.6% 42.5% 67.1% 0.0% 12.6% -39.0% 43 -44.4K -381 1.00 177.65 N/A N/A 1 1 288 267 2024-01-08 $6.19 $5.00 248.8% 41.3% 42.4% 50.8% 0.0% 39.5% -10.9% -1 -41.8K -348 1.00 169.44 N/A N/A 1 1 289 268 2024-01-09 $6.17 $5.00 378.0% 60.1% 42.6% 82.1% 0.0% 8.1% -79.2% 60 -47.4K -364 0.00 177.63 N/A N/A 0 0 290 269 2024-01-10 $6.22 $5.00 202.1% 58.0% 40.9% 39.5% 0.0% 6.8% -57.0% 718 -76.3K -292 0.00 176.41 N/A N/A 0 0 290 269 2024-01-11 $6.38 $5.00 168.6% 48.3% 39.3% 31.4% 0.0% 2.9% -128.0% 41 -53.4K -351 0.00 178.00 N/A N/A 0 0 290 269 2024-01-12 $6.81 $5.00 117.9% 33.8% 43.2% 19.1% 0.0% 89.6% 17.2% 108 -65.1K -312 0.00 174.41 N/A N/A 5 0 290 269 2024-01-16 $6.91 $5.00 167.3% 48.0% 42.9% 31.1% 0.0% 0.0% -128.7% 116 -74.3K -282 0.00 178.03 N/A N/A 2 0 293 269 2024-01-17 $6.94 $5.00 171.4% 49.1% 34.0% 32.1% 0.0% 8.9% -94.5% 524 -94.1K -209 0.00 177.23 N/A N/A 5 0 295 269 2024-01-18 $6.78 $5.00 172.7% 49.5% 37.3% 32.4% 0.0% 14.1% 113.0% 879 -91.6K -284 0.00 177.67 N/A N/A 0 0 300 269 2024-01-19 $6.71 $5.00 180.0% 51.6% 38.7% 34.2% 0.0% -94.1% 118.2% 858 -89.8K -281 0.00 178.75 N/A N/A 0 0 300 269 2024-01-22 $6.52 $5.00 184.8% 53.0% 41.9% 35.3% 0.0% 0.0% -148.2% 837 -81.3K -268 0.00 175.56 N/A N/A 0 0 269 69 2024-01-23 $6.30 $5.00 205.2% 58.8% 45.0% 40.2% 0.0% -32.5% 143.2% 773 -75.5K -255 0.00 175.94 N/A N/A 0 0 269 69 2024-01-24 $6.20 $5.00 262.6% 75.3% 44.7% 54.1% 0.0% 3.5% -75.1% 751 -74.3K -258 0.00 178.69 N/A N/A 0 0 269 69 2024-01-25 $6.13 $5.00 265.0% 76.0% 45.3% 54.7% 0.0% -23.4% -93.6% 686 -74.2K -253 0.00 177.98 N/A N/A 0 0 269 69 2024-01-26 $6.13 $5.00 271.2% 77.8% 44.0% 56.2% 0.0% -53.8% -90.3% 654 -75.9K -251 0.00 177.80 N/A N/A 0 0 269 69 2024-01-29 $6.06 $5.00 282.6% 81.0% 44.0% 59.0% 0.0% -46.0% -91.8% 714 -69.6K -234 0.00 167.55 N/A N/A 0 0 269 69 2024-01-30 $5.98 $5.00 287.2% 82.3% 44.4% 60.1% 253.1% -68.9% -96.1% 657 -66.6K -225 0.00 172.59 N/A N/A 0 4 269 69 2024-01-31 $6.00 $5.00 288.7% 82.8% 35.1% 60.4% 0.0% -59.2% -82.2% 695 -68.4K -229 0.00 172.94 N/A N/A 0 0 269 69
« Dec 2023 | All History | Feb 2024 » Home CSBR History January 2024