CSBR Options History — August 2024 In August 2024, CSBR traded between $4.06 and $4.86. ATM implied volatility averaged 196.4%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 53.4%. IV traded above realized volatility by 167.5% (HV 20d: 28.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-29 : Highest Volume — 53 contracts2024-08-05 : Largest IV spike — 208.7% change2024-08-29 : Highest IV Rank — 82.9%2024-08-29 : Largest Expected Move — 119.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.55 $4.06 $4.86 $4.86 $4.06 Max Pain $5.23 $5.00 $7.50 $7.50 $5.00 ATM IV 196.4% 73.6% 416.6% 100.8% 249.2% Expected Move 53.4% 21.1% 119.4% 28.9% 71.4% HV 20d 28.9% 24.0% 41.7% 25.2% 41.6% HV 60d 25.7% 23.8% 31.5% 25.3% 31.5% IV Rank 33.5% 6.4% 82.9% 12.5% 44.9% IV Percentile 40.6% 11.1% 94.4% 18.7% 56.3% Term Structure -17.7% -120.4% 175.8% -70.5% -28.3% VWIV 416.6% 416.6% 416.6% 416.6% 416.6% Bid-Ask Spread % 166.83 144.73 181.80 166.04 171.10 Gamma HHI 0.89 0.52 1.00 0.52 0.95 Net GEX 255 -44 675 138 -44 Net DEX 36.2K -9.6K 76.1K 66.3K 3.5K Net VEX -30 -89 -7 -58 -42 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 2.455 0 53 0 1 Total OI 162.318 47 254 254 100
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 2024-08-01 $4.86 $7.50 100.8% 28.9% 25.2% 12.5% 0.0% 0.0% -70.5% 138 66.3K -58 0.00 166.04 N/A N/A 0 0 71 183 2024-08-02 $4.86 $7.50 97.7% 28.0% 25.2% 11.8% 0.0% 0.0% -46.5% 265 68.6K -50 0.00 168.89 N/A N/A 0 0 71 183 2024-08-05 $4.73 $5.00 301.5% 0.0% 26.8% 57.4% 0.0% 0.0% 0.0% 312 47.5K -89 0.00 179.87 N/A N/A 0 0 71 183 2024-08-06 $4.60 $5.00 190.2% 0.0% 25.8% 32.5% 0.0% 0.0% -78.6% 615 75.9K -25 0.00 161.83 N/A N/A 0 0 71 183 2024-08-07 $4.63 $5.00 154.0% 0.0% 26.1% 24.4% 0.0% 0.0% -44.2% 671 76.0K -25 0.00 169.05 N/A N/A 0 0 71 183 2024-08-08 $4.63 $5.00 163.3% 0.0% 26.1% 26.5% 0.0% 0.0% -45.2% 661 76.1K -25 0.00 176.44 N/A N/A 0 0 71 183 2024-08-09 $4.60 $5.00 153.7% 28.1% 26.1% 24.4% 0.0% 0.0% -0.8% 135 65.6K -42 0.00 144.73 N/A N/A 0 0 71 183 2024-08-12 $4.61 $5.00 246.9% 79.2% 26.2% 45.2% 0.0% 0.0% -120.4% 72 67.9K -30 0.00 179.05 N/A N/A 0 0 71 183 2024-08-13 $4.66 $5.00 217.7% 58.9% 26.7% 38.7% 0.0% 0.0% -79.0% 103 69.9K -31 0.00 156.58 N/A N/A 0 0 71 183 2024-08-14 $4.59 $5.00 73.6% 21.1% 27.0% 6.4% 0.0% 0.0% 15.2% 251 71.5K -30 0.00 172.80 N/A N/A 0 0 71 183 2024-08-15 $4.54 $5.00 76.9% 22.0% 26.8% 7.1% 0.0% 0.0% 175.8% 231 70.9K -30 0.00 148.68 N/A N/A 0 0 71 183 2024-08-16 $4.56 $5.00 204.1% 58.5% 27.0% 35.0% 0.0% 0.0% 0.0% 107 68.6K -29 0.00 167.32 N/A N/A 0 0 71 183 2024-08-19 $4.48 $5.00 214.3% 61.5% 26.5% 37.3% 0.0% 0.0% 0.0% 92 -9.6K -28 0.00 168.14 N/A N/A 0 0 41 6 2024-08-20 $4.40 $5.00 218.7% 62.7% 26.1% 38.3% 0.0% 0.0% -0.0% 120 -6.7K -25 0.00 157.79 N/A N/A 0 0 41 6 2024-08-21 $4.45 $5.00 151.7% 0.0% 24.3% 23.2% 0.0% 0.0% -35.8% 159 -377 -11 0.00 163.34 N/A N/A 0 0 41 6 2024-08-22 $4.45 $5.00 133.7% 38.3% 24.0% 19.1% 0.0% 0.0% -47.7% 150 -7.2K -27 0.00 156.69 N/A N/A 0 0 41 6 2024-08-23 $4.70 $5.00 211.1% 60.5% 31.6% 36.2% 0.0% 0.0% 16.3% 675 -4.7K -24 0.00 175.63 N/A N/A 0 0 41 6 2024-08-26 $4.54 $5.00 247.2% 0.0% 32.7% 44.4% 0.0% 0.0% 112.7% 267 -815 -12 0.00 175.10 N/A N/A 0 0 41 6 2024-08-27 $4.63 $5.00 282.8% 0.0% 31.8% 52.5% 0.0% 0.0% -49.9% 508 -2.3K -14 0.00 181.80 N/A N/A 0 0 41 6 2024-08-28 $4.32 $5.00 215.6% 61.8% 39.4% 37.2% 0.0% 0.0% -40.6% 128 -447 -10 0.00 157.34 N/A N/A 0 0 41 6 2024-08-29 $4.12 $5.00 416.6% 119.4% 41.7% 82.9% 416.6% 0.0% 31.1% 1 -201 -7 0.00 171.97 N/A N/A 0 53 41 6 2024-08-30 $4.06 $5.00 249.2% 71.4% 41.6% 44.9% 0.0% 0.0% -28.3% -44 3.5K -42 0.00 171.10 N/A N/A 1 0 41 59
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