CSBR Options History — May 2024 In May 2024, CSBR traded between $4.59 and $5.00. ATM implied volatility averaged 262.8%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 77.8%. IV traded above realized volatility by 227.5% (HV 20d: 35.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-17 : Highest Volume — 50 contracts2024-05-07 : Largest IV spike — 163.5% change2024-05-30 : Highest IV Rank — 74.9%2024-05-30 : Largest Expected Move — 108.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.75 $4.59 $5.00 $5.00 $4.59 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 262.8% 88.5% 379.3% 246.6% 243.5% Expected Move 77.8% 31.6% 108.7% 70.7% 108.7% HV 20d 35.3% 26.6% 39.6% 37.1% 26.6% HV 60d 31.0% 29.5% 31.7% 29.6% 31.0% IV Rank 48.9% 10.0% 74.9% 45.3% 44.6% IV Percentile 70.3% 26.6% 93.7% 71.0% 65.5% Term Structure -178.1% -274.9% -80.9% -136.1% -135.5% Bid-Ask Spread % 173.91 156.06 183.75 162.51 181.45 Gamma HHI 0.84 0.50 0.99 0.70 0.99 Net GEX -2.3K -9.3K 90 -2.7K 90 Net DEX 94.8K 17.8K 175.0K 112.7K 76.6K Net VEX -214 -346 -27 -328 -27 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.273 0 50 0 0 Total OI 412.864 216 543 543 216
Daily Data (22 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 2024-05-01 $5.00 $7.50 246.6% 70.7% 37.1% 45.3% 0.0% 0.0% -136.1% -2.7K 112.7K -328 0.00 162.51 N/A N/A 0 0 94 449 2024-05-02 $4.98 $7.50 328.8% 94.3% 37.1% 63.6% 0.0% 0.0% -176.7% -1.3K 94.1K -346 0.00 169.74 N/A N/A 0 0 94 449 2024-05-03 $4.98 $7.50 309.4% 88.7% 36.9% 59.3% 0.0% 0.0% -178.2% -1.7K 95.0K -338 0.00 162.84 N/A N/A 0 0 94 449 2024-05-06 $4.80 $0.00 88.5% 81.4% 38.6% 10.0% 0.0% 0.0% -80.9% -6.7K 124.9K -253 0.00 183.75 N/A N/A 0 0 94 449 2024-05-07 $4.86 $0.00 233.2% 78.1% 38.9% 42.3% 0.0% 0.0% -188.4% -8.7K 141.8K -281 0.00 178.07 N/A N/A 0 0 94 449 2024-05-08 $4.73 $0.00 100.3% 57.6% 38.6% 12.6% 0.0% 0.0% -206.2% -3.9K 171.7K -203 0.00 179.04 N/A N/A 0 0 94 449 2024-05-09 $4.86 $0.00 179.0% 56.3% 39.6% 30.2% 0.0% 0.0% -203.1% -9.3K 150.3K -257 0.00 177.35 N/A N/A 0 0 94 449 2024-05-10 $4.85 $0.00 133.9% 57.1% 39.6% 20.1% 0.0% 0.0% -201.2% -9.1K 154.8K -249 0.00 176.52 N/A N/A 0 0 94 449 2024-05-13 $4.71 $0.00 326.8% 31.6% 36.7% 63.2% 0.0% 0.0% -274.9% -998 173.9K -193 0.00 164.53 N/A N/A 0 0 94 449 2024-05-14 $4.64 $0.00 203.6% 47.9% 36.6% 35.7% 0.0% 0.0% -135.5% -452 175.0K -177 0.00 156.06 N/A N/A 0 0 94 449 2024-05-15 $4.75 $0.00 110.1% 31.6% 36.3% 14.8% 0.0% 0.0% 0.0% -3.4K 146.2K -184 0.00 166.91 N/A N/A 0 0 94 449 2024-05-16 $4.76 $0.00 192.1% 55.1% 36.4% 33.1% 0.0% 0.0% 0.0% -451 173.5K -201 0.00 158.75 N/A N/A 0 0 94 449 2024-05-17 $4.77 $0.00 305.2% 87.5% 35.5% 58.4% 0.0% 0.0% 0.0% -208 143.4K -198 0.00 177.49 N/A N/A 0 50 94 449 2024-05-20 $4.73 $0.00 318.0% 91.2% 35.4% 61.2% 0.0% 0.0% 0.0% -204 20.5K -193 0.00 180.47 N/A N/A 0 0 34 192 2024-05-21 $4.71 $0.00 322.5% 92.4% 35.4% 62.2% 0.0% 0.0% 0.0% -201 20.2K -191 0.00 176.95 N/A N/A 0 0 34 192 2024-05-22 $4.75 $0.00 343.1% 98.4% 35.3% 66.8% 0.0% 0.0% 0.0% -201 20.0K -190 0.00 179.78 N/A N/A 0 0 34 192 2024-05-23 $4.62 $0.00 330.8% 94.8% 36.2% 64.1% 0.0% 0.0% 0.0% -188 18.9K -183 0.00 173.87 N/A N/A 0 0 34 192 2024-05-24 $4.62 $0.00 351.5% 100.8% 36.3% 68.7% 0.0% 0.0% 0.0% -180 18.0K -180 0.00 179.74 N/A N/A 0 0 34 192 2024-05-28 $4.65 $0.00 364.2% 104.4% 30.3% 71.6% 0.0% 0.0% 0.0% -184 18.4K -178 0.00 178.02 N/A N/A 0 0 34 192 2024-05-29 $4.62 $0.00 371.0% 106.4% 26.6% 73.1% 0.0% 0.0% 0.0% -178 17.8K -174 0.00 181.45 N/A N/A 0 0 34 192 2024-05-30 $4.62 $0.00 379.3% 108.7% 26.6% 74.9% 0.0% 0.0% 0.0% -185 18.7K -175 0.00 180.72 N/A N/A 0 0 34 192 2024-05-31 $4.59 $0.00 243.5% 0.0% 26.6% 44.6% 0.0% 0.0% 0.0% 90 76.6K -27 0.00 181.45 N/A N/A 0 0 34 182
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