CSBR Options History — March 2024

In March 2024, CSBR traded between $5.00 and $5.76. ATM implied volatility averaged 313.7%, placing in the 60.7% IV rank vs the trailing year. The 30-day expected move averaged 89.9%. IV traded above realized volatility by 286.7% (HV 20d: 27.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.04.

Notable Days

2024-03-07: Highest Volume — 165 contracts
2024-03-15: Largest IV spike — 107.1% change
2024-03-01: Highest IV Rank — 100.0%
2024-03-01: Largest Expected Move — 140.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.39	$5.00	$5.76	$5.54	$5.00
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	313.7%	151.4%	491.6%	491.6%	381.6%
Expected Move	89.9%	43.4%	140.9%	140.9%	109.4%
HV 20d	27.0%	19.4%	30.5%	29.5%	30.0%
HV 60d	37.3%	32.6%	39.2%	38.4%	32.6%
IV Rank	60.7%	24.9%	100.0%	100.0%	75.7%
IV Percentile	87.1%	50.4%	100.0%	100.0%	96.4%
Term Structure	-97.8%	-236.6%	1.0%	-129.8%	-131.1%
Skew 25d	-90.7%	-153.8%	29.5%	-148.5%	-152.8%
Skew 10d	-74.4%	-153.8%	39.8%	-148.5%	36.0%
Call IV 25d	289.0%	131.6%	411.2%	344.7%	411.2%
Put IV 25d	198.2%	161.1%	258.4%	196.2%	258.4%
Bid-Ask Spread %	174.94	164.27	183.31	170.39	179.33
Gamma HHI	0.47	0.32	0.61	0.35	0.47
Net GEX	-352	-742	46	24	-356
Net DEX	36.7K	-11.2K	80.3K	-6.6K	38.2K
Net VEX	-314	-430	-113	-119	-343
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.00	3.13	3.13	0.00
Total Volume	13.8	0	165	0	3
Total OI	311.85	122	397	122	358

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
2024-03-01	$5.54	$0.00	491.6%	140.9%	29.5%	100.0%	0.0%	0.0%	-129.8%	24	-6.6K	-119	0.00	170.39	N/A	N/A	0	0	59	63
2024-03-04	$5.52	$0.00	386.1%	110.7%	28.5%	76.7%	0.0%	0.0%	-236.6%	46	-11.2K	-113	0.00	182.55	N/A	N/A	0	0	59	63
2024-03-05	$5.52	$0.00	345.1%	98.9%	19.4%	67.7%	0.0%	0.0%	-46.9%	31	-10.5K	-114	0.00	181.02	N/A	N/A	0	0	59	63
2024-03-06	$5.63	$0.00	279.7%	80.2%	21.2%	53.2%	0.0%	-148.5%	-43.9%	42	-3.6K	-116	0.00	174.40	N/A	N/A	0	72	59	63
2024-03-07	$5.53	$0.00	281.2%	80.6%	21.2%	53.5%	0.0%	0.0%	-103.5%	-143	16.4K	-181	3.13	167.99	N/A	N/A	40	125	59	135
2024-03-08	$5.64	$10.00	255.2%	73.2%	22.6%	47.8%	0.0%	-145.6%	-75.8%	-333	40.8K	-379	0.00	170.97	N/A	N/A	0	30	99	269
2024-03-11	$5.62	$10.00	260.4%	74.6%	22.5%	48.9%	0.0%	0.0%	-98.7%	-528	64.0K	-410	0.00	171.41	N/A	N/A	0	0	99	294
2024-03-12	$5.76	$10.00	259.8%	74.5%	24.7%	48.8%	0.0%	-153.8%	1.0%	-654	62.2K	-430	0.00	180.01	N/A	N/A	0	1	99	294
2024-03-13	$5.49	$10.00	277.3%	79.5%	29.0%	52.7%	0.0%	0.0%	-113.3%	-567	67.6K	-394	0.00	167.01	N/A	N/A	0	2	99	295
2024-03-14	$5.38	$10.00	151.4%	43.4%	29.0%	24.9%	0.0%	29.5%	-32.9%	-742	80.3K	-375	0.00	166.34	N/A	N/A	1	0	99	297
2024-03-15	$5.34	$10.00	313.5%	89.9%	29.0%	60.7%	0.0%	0.0%	-62.2%	-293	41.0K	-372	0.00	183.31	N/A	N/A	0	0	100	297
2024-03-18	$5.25	$10.00	167.6%	48.0%	29.1%	28.4%	0.0%	26.8%	-35.6%	-653	61.7K	-381	0.00	164.27	N/A	N/A	0	0	80	276
2024-03-19	$5.28	$10.00	329.0%	94.3%	28.3%	64.1%	0.0%	-152.8%	-98.4%	-369	35.9K	-379	0.00	180.37	N/A	N/A	0	0	80	276
2024-03-20	$5.38	$10.00	317.0%	90.9%	28.8%	61.4%	0.0%	0.0%	-76.7%	-315	30.7K	-371	0.00	173.47	N/A	N/A	0	0	80	276
2024-03-21	$5.38	$10.00	335.4%	96.1%	28.7%	65.5%	0.0%	0.0%	-76.5%	-309	29.2K	-371	0.00	177.62	N/A	N/A	2	0	80	276
2024-03-22	$5.36	$10.00	335.5%	96.2%	28.5%	65.5%	0.0%	0.0%	-174.3%	-468	45.4K	-382	0.00	181.02	N/A	N/A	0	0	82	276
2024-03-25	$5.16	$10.00	364.8%	104.6%	30.5%	72.0%	0.0%	0.0%	-122.8%	-552	51.5K	-347	0.00	179.72	N/A	N/A	0	0	82	276
2024-03-26	$5.07	$10.00	369.5%	105.9%	30.1%	73.0%	0.0%	0.0%	-151.7%	-472	48.7K	-361	0.00	170.50	N/A	N/A	0	0	82	276
2024-03-27	$5.00	$10.00	373.2%	107.0%	29.9%	73.9%	0.0%	0.0%	-145.6%	-436	52.3K	-341	0.00	177.07	N/A	N/A	0	0	82	276
2024-03-28	$5.00	$10.00	381.6%	109.4%	30.0%	75.7%	0.0%	0.0%	-131.1%	-356	38.2K	-343	0.00	179.33	N/A	N/A	0	3	82	276