CSBR Options History — April 2024

In April 2024, CSBR traded between $4.86 and $5.24. ATM implied volatility averaged 262.3%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 68.9%. IV traded above realized volatility by 232.9% (HV 20d: 29.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 19.67.

Notable Days

  • 2024-04-12: Highest Volume — 121 contracts
  • 2024-04-08: Largest IV drop — 63.2% change
  • 2024-04-05: Highest IV Rank — 98.0%
  • 2024-04-03: Largest Expected Move — 133.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.05$4.86$5.24$4.98$5.04
Max Pain$7.84$7.50$10.00$10.00$7.50
ATM IV262.3%177.5%482.3%431.6%226.9%
Expected Move68.9%50.5%133.0%123.8%65.0%
HV 20d29.4%23.8%37.6%29.6%37.6%
HV 60d30.8%28.8%32.4%32.2%31.8%
IV Rank49.4%30.6%98.0%86.8%41.5%
IV Percentile69.5%54.4%99.6%98.8%63.9%
Term Structure-146.3%-275.9%167.7%-162.3%-169.7%
VWIV43.9%25.8%53.3%52.5%25.8%
Skew 25d-151.0%-151.0%-151.0%-151.0%-151.0%
Skew 10d-99.8%-99.8%-99.8%-99.8%-99.8%
Call IV 25d224.0%224.0%224.0%224.0%224.0%
Put IV 25d73.0%73.0%73.0%73.0%73.0%
Bid-Ask Spread %160.53146.82173.62170.02155.63
Gamma HHI0.630.440.820.520.73
Net GEX-2.1K-5.6K-289-448-3.4K
Net DEX106.9K30.2K181.5K47.5K120.1K
Net VEX-350-403-268-347-317
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.670.00102.001.000.20
Total Volume14.182012106
Total OI518.364361658361537

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$4.98$10.00431.6%123.8%29.6%86.8%0.0%0.0%-162.3%-44847.5K-3470.00170.02N/AN/A0082279
2024-04-02$4.97$10.00444.7%127.5%29.6%89.7%0.0%0.0%-148.6%-28930.2K-3270.00173.62N/AN/A0182279
2024-04-03$4.88$10.00464.0%133.0%29.8%93.9%0.0%0.0%-188.8%-37341.3K-3241.00172.58N/AN/A1182280
2024-04-04$4.88$7.50468.1%83.3%28.4%94.8%0.0%0.0%-102.2%-33738.7K-3152.00167.27N/AN/A1283281
2024-04-05$4.93$7.50482.3%50.5%28.7%98.0%52.5%0.0%-63.9%-77753.5K-26831.50166.65N/AN/A26384283
2024-04-08$5.02$7.50177.5%50.9%28.5%30.6%53.3%0.0%-158.8%-1.6K89.1K-315102.00157.28N/AN/A110286341
2024-04-09$5.04$7.50183.8%52.7%28.7%32.0%0.0%0.0%-162.6%-2.8K96.9K-3910.00162.07N/AN/A0087440
2024-04-10$4.89$7.50194.4%55.7%27.7%34.4%0.0%0.0%-233.2%-1.2K104.9K-3751.00156.38N/AN/A1187440
2024-04-11$4.95$7.50180.7%51.8%24.2%31.3%25.8%0.0%-251.2%-5.6K130.3K-3560.00146.82N/AN/A0788441
2024-04-12$4.97$7.50194.4%55.7%23.8%34.4%0.0%0.0%-237.7%-2.6K120.0K-3750.00156.68N/AN/A012188448
2024-04-15$5.20$7.50205.1%58.8%29.4%36.7%0.0%0.0%-93.1%-2.3K144.9K-3800.00162.81N/AN/A1088569
2024-04-16$5.24$7.50205.0%58.8%29.0%36.7%0.0%0.0%-147.2%-2.5K157.6K-4030.00159.14N/AN/A0089569
2024-04-17$5.06$7.50205.6%58.9%31.4%36.8%0.0%0.0%-217.2%-2.1K181.5K-3650.00161.94N/AN/A0089569
2024-04-18$5.06$7.50182.2%52.2%30.4%31.7%0.0%0.0%0.0%-3.0K171.5K-3790.00161.11N/AN/A0089569
2024-04-19$5.16$7.50183.8%52.7%31.5%32.0%0.0%0.0%108.2%-2.8K178.5K-3620.00158.70N/AN/A0089569
2024-04-22$5.18$7.50191.7%55.0%31.5%33.8%0.0%0.0%167.7%-3.0K116.2K-3520.00158.67N/AN/A0089447
2024-04-23$5.16$7.50210.0%60.2%28.5%37.8%0.0%0.0%-244.1%-3.0K111.1K-3580.00159.21N/AN/A0089447
2024-04-24$5.21$7.50246.1%70.6%27.9%45.8%0.0%0.0%-102.2%-1.6K87.2K-3840.00165.10N/AN/A0089447
2024-04-25$5.18$7.50211.6%60.7%27.5%38.2%0.0%-151.0%-248.3%-2.8K102.3K-3680.00152.57N/AN/A0089447
2024-04-26$5.16$7.50243.0%69.7%27.5%45.1%0.0%0.0%-275.9%-2.2K115.6K-3460.00158.44N/AN/A0189447
2024-04-29$4.86$7.50237.8%68.2%35.1%43.9%0.0%0.0%-140.7%-1.3K113.1K-3010.00148.86N/AN/A0089448
2024-04-30$5.04$7.50226.9%65.0%37.6%41.5%0.0%0.0%-169.7%-3.4K120.1K-3170.20155.63N/AN/A5189448