CSBR Options History — June 2024 In June 2024, CSBR traded between $4.70 and $5.11. ATM implied volatility averaged 362.6%, placing in the 71.2% IV rank vs the trailing year. The 30-day expected move averaged 95.9%. IV traded above realized volatility by 336.4% (HV 20d: 26.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2024-06-18 : Highest Volume — 1 contracts2024-06-12 : Largest IV drop — 29.7% change2024-06-07 : Highest IV Rank — 92.9%2024-06-04 : Largest Expected Move — 124.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.94 $4.70 $5.11 $4.77 $5.07 ATM IV 362.6% 291.5% 459.8% 424.0% 363.3% Expected Move 95.9% 76.0% 124.3% 121.5% 104.2% HV 20d 26.2% 24.4% 30.6% 30.6% 26.4% HV 60d 30.8% 29.8% 32.0% 32.0% 30.4% IV Rank 71.2% 55.3% 92.9% 84.9% 71.4% IV Percentile 87.5% 77.0% 98.0% 96.8% 87.7% Term Structure -73.6% -266.9% 31.5% -18.7% -92.6% Bid-Ask Spread % 188.30 177.89 193.94 180.27 192.63 Gamma HHI 0.90 0.89 0.95 0.90 0.90 Net GEX -276 -393 -177 -206 -357 Net DEX 27.8K 17.3K 38.6K 20.6K 35.7K Net VEX -170 -179 -154 -174 -161 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.053 0 1 0 0 Total OI 216.105 216 217 216 216
Daily Data (19 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 2024-06-03 $4.77 $0.00 424.0% 121.5% 30.6% 84.9% 0.0% 0.0% 0.0% -206 20.6K -174 0.00 180.27 N/A N/A 0 0 34 182 2024-06-04 $4.70 $0.00 433.7% 124.3% 28.2% 87.1% 0.0% 0.0% 0.0% -177 17.3K -165 0.00 180.01 N/A N/A 0 0 34 182 2024-06-05 $4.71 $0.00 428.5% 122.8% 27.8% 85.9% 0.0% 0.0% 0.0% -199 21.0K -172 0.00 177.89 N/A N/A 0 0 34 182 2024-06-06 $4.77 $0.00 390.0% 76.0% 26.5% 77.3% 0.0% 0.0% -18.7% -308 33.2K -177 0.00 189.67 N/A N/A 0 0 34 182 2024-06-07 $4.76 $0.00 459.8% 83.4% 24.6% 92.9% 0.0% 0.0% -266.9% -226 23.5K -175 0.00 192.86 N/A N/A 0 0 34 182 2024-06-10 $4.79 $0.00 426.9% 86.7% 24.7% 85.6% 0.0% 0.0% 31.5% -239 25.0K -175 0.00 190.51 N/A N/A 0 0 34 182 2024-06-11 $4.93 $0.00 414.4% 85.0% 24.4% 82.8% 0.0% 0.0% -54.3% -264 26.7K -179 0.00 187.44 N/A N/A 0 0 34 182 2024-06-12 $5.08 $0.00 291.5% 83.6% 25.3% 55.3% 0.0% 0.0% -50.7% -258 24.8K -177 0.00 189.08 N/A N/A 0 0 34 182 2024-06-13 $5.08 $0.00 295.5% 84.7% 24.4% 56.2% 0.0% 0.0% -52.8% -263 25.7K -178 0.00 188.46 N/A N/A 0 0 34 182 2024-06-14 $5.11 $0.00 298.2% 85.5% 24.4% 56.8% 0.0% 0.0% -56.8% -393 38.6K -178 0.00 189.56 N/A N/A 0 0 34 182 2024-06-17 $5.04 $0.00 308.5% 88.4% 25.1% 59.1% 0.0% 0.0% -65.9% -341 34.3K -176 0.00 192.00 N/A N/A 0 0 34 182 2024-06-18 $4.97 $0.00 316.5% 90.7% 25.5% 60.9% 0.0% 0.0% -70.4% -248 24.7K -167 0.00 187.33 N/A N/A 0 1 34 182 2024-06-20 $4.85 $0.00 318.4% 91.3% 27.2% 61.3% 0.0% 0.0% -62.6% -316 33.8K -167 0.00 187.33 N/A N/A 0 0 34 183 2024-06-21 $4.97 $0.00 325.8% 93.4% 28.3% 63.0% 0.0% 0.0% -74.3% -345 34.0K -168 0.00 191.55 N/A N/A 0 0 34 183 2024-06-24 $5.04 $0.00 341.5% 97.9% 26.2% 66.5% 0.0% 0.0% -76.9% -259 25.4K -161 0.00 192.50 N/A N/A 0 0 34 182 2024-06-25 $5.07 $0.00 347.1% 99.5% 26.2% 67.7% 0.0% 0.0% -80.7% -235 22.1K -154 0.00 187.33 N/A N/A 0 0 34 182 2024-06-26 $5.05 $0.00 355.5% 101.9% 26.4% 69.6% 0.0% 0.0% -97.1% -262 25.8K -159 0.00 187.33 N/A N/A 0 0 34 182 2024-06-27 $5.02 $0.00 349.9% 100.3% 26.3% 68.4% 0.0% 0.0% -88.5% -350 35.5K -162 0.00 193.94 N/A N/A 0 0 34 182 2024-06-28 $5.07 $0.00 363.3% 104.2% 26.4% 71.4% 0.0% 0.0% -92.6% -357 35.7K -161 0.00 192.63 N/A N/A 0 0 34 182
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