CSBR Options History — February 2024 In February 2024, CSBR traded between $5.63 and $6.21. ATM implied volatility averaged 292.3%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 76.0%. IV traded above realized volatility by 256.0% (HV 20d: 36.2%). Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.20.
Notable Days 2024-02-16 : Highest Volume — 11 contracts2024-02-07 : Largest IV drop — 47.7% change2024-02-29 : Highest IV Rank — 100.0%2024-02-29 : Largest Expected Move — 136.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.88 $5.63 $6.21 $5.72 $5.65 ATM IV 292.3% 206.9% 477.1% 298.4% 477.1% Expected Move 76.0% 55.5% 136.8% 55.5% 136.8% HV 20d 36.2% 32.1% 43.7% 38.2% 33.2% HV 60d 40.2% 38.3% 41.5% 40.7% 38.3% IV Rank 61.0% 40.7% 100.0% 62.8% 100.0% IV Percentile 87.1% 71.0% 100.0% 94.0% 100.0% Term Structure -67.3% -139.3% 106.0% -73.3% -118.0% Skew 25d -82.2% -198.4% -14.6% -40.0% -198.4% Skew 10d 45.5% -198.4% 171.1% 116.5% -198.4% Call IV 25d 244.8% 137.0% 378.6% 195.1% 376.6% Put IV 25d 162.6% 108.3% 210.2% 155.1% 178.2% Bid-Ask Spread % 168.06 163.62 173.87 163.62 169.91 Gamma HHI 0.36 0.28 0.57 0.28 0.33 Net GEX 179 -152 830 645 57 Net DEX -38.6K -71.2K -1.6K -61.3K -8.7K Net VEX -146 -219 -101 -218 -119 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.20 0.20 0.20 0.20 Total Volume 0.85 0 11 0 0 Total OI 251.6 122 338 338 122
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 2024-02-01 $5.72 $0.00 298.4% 55.5% 38.2% 62.8% 0.0% -40.0% -73.3% 645 -61.3K -218 0.00 163.62 N/A N/A 0 0 269 69 2024-02-02 $5.83 $0.00 311.7% 57.2% 39.0% 66.0% 0.0% -42.0% -86.5% 655 -64.9K -219 0.00 164.07 N/A N/A 0 0 269 69 2024-02-05 $6.15 $0.00 345.4% 56.4% 43.7% 74.2% 0.0% -68.9% -56.7% 764 -70.5K -209 0.00 166.80 N/A N/A 0 0 269 69 2024-02-06 $6.16 $0.00 395.8% 62.1% 43.2% 86.4% 0.0% -53.0% -88.3% 776 -71.2K -208 0.00 169.59 N/A N/A 0 0 269 69 2024-02-07 $6.21 $0.00 206.9% 59.3% 43.3% 40.7% 0.0% -61.7% -82.1% 830 -69.5K -197 0.00 165.53 N/A N/A 0 0 269 69 2024-02-08 $6.11 $0.00 212.5% 60.9% 43.6% 42.0% 0.0% -59.6% -69.9% -11 -54.7K -126 0.00 166.03 N/A N/A 0 0 269 69 2024-02-09 $6.13 $0.00 221.9% 63.6% 42.5% 44.3% 0.0% -84.9% -77.6% -48 -53.8K -121 0.00 169.10 N/A N/A 0 0 269 69 2024-02-12 $6.09 $0.00 233.2% 66.9% 34.3% 47.0% 0.0% -14.6% -98.4% -152 -52.1K -101 0.20 169.45 N/A N/A 5 1 269 69 2024-02-13 $5.98 $0.00 235.2% 67.4% 33.7% 47.5% 0.0% 0.0% -95.1% -21 -57.8K -131 0.00 165.70 N/A N/A 0 0 274 64 2024-02-14 $5.86 $0.00 256.3% 73.5% 33.7% 52.6% 0.0% -26.4% -91.4% 2 -58.7K -132 0.00 168.65 N/A N/A 0 0 274 64 2024-02-15 $5.82 $0.00 240.3% 68.9% 33.2% 48.7% 0.0% -27.7% 106.0% -4 -57.5K -132 0.00 166.83 N/A N/A 0 0 274 64 2024-02-16 $5.85 $0.00 251.7% 72.2% 33.5% 51.5% 0.0% -33.5% 81.2% 1 -58.3K -131 0.00 170.15 N/A N/A 0 11 274 64 2024-02-20 $5.70 $0.00 265.3% 76.1% 33.3% 54.8% 0.0% 0.0% -67.2% -15 -1.6K -123 0.00 168.02 N/A N/A 0 0 59 63 2024-02-21 $5.78 $0.00 277.4% 79.5% 32.4% 57.7% 0.0% 0.0% -93.2% 3 -3.4K -129 0.00 166.80 N/A N/A 0 0 59 63 2024-02-22 $5.79 $0.00 314.4% 90.1% 32.1% 66.7% 0.0% 0.0% -59.9% 47 -10.8K -126 0.00 173.87 N/A N/A 0 0 59 63 2024-02-23 $5.71 $0.00 305.3% 87.5% 32.2% 64.5% 0.0% -155.2% -57.3% 28 -5.6K -128 0.00 168.95 N/A N/A 0 0 59 63 2024-02-26 $5.77 $0.00 323.9% 92.9% 32.6% 69.0% 0.0% -176.2% -73.1% 18 -4.3K -126 0.00 169.32 N/A N/A 0 0 59 63 2024-02-27 $5.63 $0.00 335.4% 96.2% 33.4% 71.7% 0.0% -190.9% -139.3% 8 -4.1K -124 0.00 168.90 N/A N/A 0 0 59 63 2024-02-28 $5.66 $0.00 337.2% 96.7% 33.3% 72.2% 0.0% -198.4% -105.3% 2 -4.0K -124 0.00 169.94 N/A N/A 0 0 59 63 2024-02-29 $5.65 $0.00 477.1% 136.8% 33.2% 100.0% 0.0% 0.0% -118.0% 57 -8.7K -119 0.00 169.91 N/A N/A 0 0 59 63
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