CSBR Options History — July 2024 In July 2024, CSBR traded between $4.82 and $5.10. ATM implied volatility averaged 263.7%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 75.7%. IV traded above realized volatility by 242.4% (HV 20d: 21.3%). 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 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-30 : Highest Volume — 37 contracts2024-07-29 : Largest IV spike — 227.3% change2024-07-17 : Highest IV Rank — 96.5%2024-07-17 : Largest Expected Move — 136.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.99 $4.82 $5.10 $5.03 $4.82 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 263.7% 81.6% 475.8% 382.2% 91.6% Expected Move 75.7% 23.4% 136.4% 109.6% 26.3% HV 20d 21.3% 14.9% 26.4% 26.4% 25.0% HV 60d 28.1% 24.9% 30.5% 30.5% 26.3% IV Rank 49.0% 8.2% 96.5% 75.6% 10.5% IV Percentile 60.6% 14.3% 98.8% 91.7% 17.5% Term Structure -135.1% -366.4% 234.5% -114.2% -42.7% Bid-Ask Spread % 186.25 153.72 200.00 198.69 171.96 Gamma HHI 0.77 0.51 1.00 0.90 0.60 Net GEX -796 -3.7K 244 -266 244 Net DEX 47.4K 26.4K 84.4K 26.4K 68.5K Net VEX -112 -151 -26 -151 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.136 0 37 0 0 Total OI 226.545 216 254 216 254
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 2024-07-01 $5.03 $0.00 382.2% 109.6% 26.4% 75.6% 0.0% 0.0% -114.2% -266 26.4K -151 0.00 198.69 N/A N/A 0 0 34 182 2024-07-02 $4.98 $0.00 379.2% 108.7% 23.7% 74.9% 0.0% 0.0% -99.3% -284 28.8K -147 0.00 175.68 N/A N/A 0 0 34 182 2024-07-03 $4.99 $0.00 397.3% 113.9% 22.8% 78.9% 0.0% 0.0% -137.8% -330 33.8K -151 0.00 177.72 N/A N/A 0 0 34 182 2024-07-05 $4.96 $7.50 236.5% 76.6% 23.0% 43.0% 0.0% 0.0% -192.0% -361 37.4K -143 0.00 192.33 N/A N/A 0 2 34 182 2024-07-08 $4.95 $7.50 312.9% 84.6% 22.8% 60.1% 0.0% 0.0% -236.6% -321 29.9K -145 0.00 200.00 N/A N/A 0 0 34 198 2024-07-09 $5.09 $7.50 271.4% 77.3% 24.5% 50.8% 0.0% 0.0% -207.2% -362 31.7K -147 0.00 192.86 N/A N/A 0 0 34 198 2024-07-10 $5.08 $7.50 285.4% 81.8% 24.5% 54.0% 0.0% 0.0% -234.5% -949 30.6K -144 0.00 200.00 N/A N/A 0 0 34 198 2024-07-11 $5.04 $7.50 290.9% 83.4% 22.8% 55.2% 0.0% 0.0% -229.0% -1.1K 39.9K -144 0.00 187.58 N/A N/A 0 0 34 198 2024-07-12 $5.03 $7.50 194.2% 55.7% 20.1% 33.6% 0.0% 0.0% -238.2% -1.4K 67.8K -91 0.00 193.78 N/A N/A 0 0 34 198 2024-07-15 $5.00 $7.50 273.1% 78.3% 20.2% 51.2% 0.0% 0.0% -211.6% -1.6K 47.3K -127 0.00 193.15 N/A N/A 0 6 34 198 2024-07-16 $4.96 $7.50 304.6% 87.3% 20.2% 58.2% 0.0% 0.0% -183.7% -2.0K 39.8K -130 0.00 197.44 N/A N/A 0 0 34 204 2024-07-17 $4.96 $7.50 475.8% 136.4% 19.7% 96.5% 0.0% 0.0% -366.4% -13 84.4K -26 0.00 198.69 N/A N/A 1 0 34 204 2024-07-18 $4.99 $7.50 198.3% 56.8% 19.2% 34.3% 0.0% 0.0% 234.5% -3.7K 50.6K -121 0.00 157.14 N/A N/A 0 1 35 204 2024-07-19 $4.98 $7.50 200.4% 57.5% 16.8% 34.8% 0.0% 0.0% -249.9% -2.1K 54.8K -112 0.00 185.09 N/A N/A 0 0 35 205 2024-07-22 $5.05 $7.50 202.2% 58.0% 15.3% 35.2% 0.0% 0.0% 0.0% -476 49.0K -107 0.00 171.59 N/A N/A 0 0 34 183 2024-07-23 $5.10 $7.50 211.6% 60.7% 14.9% 37.3% 0.0% 0.0% -85.8% -484 48.8K -111 0.00 197.44 N/A N/A 0 0 34 183 2024-07-24 $4.91 $7.50 214.4% 61.5% 20.0% 37.9% 0.0% 0.0% 24.5% -456 50.1K -102 0.00 180.25 N/A N/A 0 0 34 183 2024-07-25 $4.94 $7.50 183.5% 52.6% 20.2% 31.0% 0.0% 0.0% -9.5% -495 59.8K -83 0.00 153.72 N/A N/A 0 0 34 183 2024-07-26 $5.00 $7.50 81.6% 23.4% 20.6% 8.2% 0.0% 0.0% 112.9% -175 77.0K -37 0.00 181.22 N/A N/A 0 0 34 183 2024-07-29 $5.08 $7.50 266.9% 76.5% 21.1% 49.7% 0.0% 0.0% -27.7% -467 47.3K -97 0.00 191.15 N/A N/A 0 0 34 183 2024-07-30 $4.90 $7.50 348.0% 99.8% 24.6% 67.9% 0.0% 0.0% -343.5% -373 39.9K -95 0.00 200.00 N/A N/A 37 0 34 183 2024-07-31 $4.82 $7.50 91.6% 26.3% 25.0% 10.5% 0.0% 0.0% -42.7% 244 68.5K -52 0.00 171.96 N/A N/A 0 0 71 183
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