CSBR Options History — September 2024

In September 2024, CSBR traded between $3.79 and $5.23. ATM implied volatility averaged 165.0%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 49.7%. IV traded above realized volatility by 90.7% (HV 20d: 74.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.28.

Notable Days

2024-09-12: Highest Volume — 208 contracts
2024-09-09: Largest IV spike — 131.2% change
2024-09-09: Highest IV Rank — 61.4%
2024-09-09: Largest Expected Move — 95.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.57	$3.79	$5.23	$4.16	$4.84
Max Pain	$4.11	$2.50	$5.00	$5.00	$2.50
ATM IV	165.0%	81.6%	321.7%	193.4%	118.9%
Expected Move	49.7%	23.4%	95.8%	55.4%	34.1%
HV 20d	74.3%	42.7%	91.8%	42.7%	85.4%
HV 60d	47.6%	31.5%	57.0%	31.8%	57.0%
IV Rank	25.7%	6.7%	61.4%	32.1%	15.2%
IV Percentile	30.9%	7.9%	77.8%	36.1%	18.7%
Term Structure	-0.1%	-174.7%	188.9%	-109.5%	40.5%
VWIV	135.8%	122.6%	156.9%	122.6%	127.9%
Bid-Ask Spread %	164.35	141.52	188.06	169.63	141.52
Gamma HHI	0.94	0.61	1.00	0.97	0.99
Net GEX	-476	-1.2K	-1	-6	-773
Net DEX	29.9K	12.0K	64.2K	21.8K	32.7K
Net VEX	-93	-180	-3	-8	-134
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.28	0.00	5.12	5.12	0.00
Total Volume	13.65	0	208	0	1
Total OI	197.55	101	306	101	215

Daily Data (20 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
2024-09-03	$4.16	$5.00	193.4%	55.4%	42.7%	32.1%	0.0%	0.0%	-109.5%	-6	21.8K	-8	0.00	169.63	N/A	N/A	0	0	42	59
2024-09-04	$4.30	$5.00	275.9%	79.1%	44.1%	50.9%	0.0%	0.0%	-100.5%	-27	22.3K	-10	0.00	154.40	N/A	N/A	0	10	42	59
2024-09-05	$4.33	$0.00	278.0%	79.7%	44.1%	51.4%	0.0%	0.0%	-28.2%	-8	24.2K	-4	0.00	178.68	N/A	N/A	0	0	42	69
2024-09-06	$4.32	$0.00	139.2%	84.2%	44.1%	19.8%	0.0%	0.0%	-29.1%	-17	24.2K	-5	0.00	176.96	N/A	N/A	0	0	42	69
2024-09-09	$4.24	$0.00	321.7%	95.8%	44.4%	61.4%	0.0%	0.0%	-174.7%	-9	23.9K	-3	0.00	188.06	N/A	N/A	0	0	42	69
2024-09-10	$3.79	$0.00	261.6%	75.0%	58.6%	47.7%	0.0%	0.0%	25.0%	-2	19.9K	-6	0.00	176.96	N/A	N/A	0	10	42	69
2024-09-11	$4.08	$0.00	292.9%	84.0%	65.4%	54.8%	0.0%	0.0%	-80.9%	-1	21.3K	-7	0.00	178.60	N/A	N/A	0	0	42	59
2024-09-12	$4.42	$0.00	104.1%	29.8%	72.1%	11.8%	122.6%	0.0%	117.6%	-134	12.0K	-27	5.12	161.04	N/A	N/A	34	174	43	59
2024-09-13	$5.04	$5.00	186.1%	53.4%	86.1%	30.5%	156.9%	0.0%	69.0%	-1.0K	19.3K	-180	0.00	183.25	N/A	N/A	10	0	73	233
2024-09-16	$5.23	$5.00	100.3%	28.7%	86.8%	11.0%	127.9%	0.0%	-14.2%	-965	23.6K	-178	0.00	156.40	N/A	N/A	21	0	69	233
2024-09-17	$4.87	$5.00	85.8%	24.6%	90.8%	7.7%	0.0%	0.0%	68.5%	-707	34.2K	-169	0.00	161.98	N/A	N/A	0	0	69	233
2024-09-18	$4.71	$5.00	117.0%	33.5%	91.5%	14.8%	0.0%	0.0%	-20.0%	-687	36.8K	-160	0.00	166.63	N/A	N/A	0	3	69	233
2024-09-19	$4.65	$5.00	117.3%	33.6%	91.6%	14.8%	0.0%	0.0%	-58.7%	-1.0K	64.2K	-145	0.00	166.28	N/A	N/A	0	0	69	236
2024-09-20	$4.75	$5.00	119.5%	34.3%	91.8%	15.3%	0.0%	0.0%	-18.6%	-624	59.8K	-146	0.00	146.96	N/A	N/A	0	0	69	236
2024-09-23	$4.54	$5.00	198.1%	56.8%	91.2%	33.2%	0.0%	0.0%	130.0%	-388	28.4K	-135	0.00	153.15	N/A	N/A	0	10	26	179
2024-09-24	$4.72	$2.50	139.3%	39.9%	91.5%	19.9%	0.0%	0.0%	40.8%	-759	33.9K	-141	0.00	151.64	N/A	N/A	0	0	26	189
2024-09-25	$4.83	$2.50	81.6%	23.4%	91.6%	6.7%	0.0%	0.0%	188.9%	-98	20.5K	-128	0.00	162.11	N/A	N/A	0	0	26	189
2024-09-26	$4.83	$2.50	83.4%	23.9%	87.6%	7.1%	0.0%	0.0%	-22.5%	-1.1K	36.0K	-140	0.00	155.23	N/A	N/A	0	0	26	189
2024-09-27	$4.76	$2.50	85.7%	24.6%	85.7%	7.7%	0.0%	0.0%	-25.2%	-1.2K	38.3K	-135	0.00	157.44	N/A	N/A	0	0	26	189
2024-09-30	$4.84	$2.50	118.9%	34.1%	85.4%	15.2%	0.0%	0.0%	40.5%	-773	32.7K	-134	0.00	141.52	N/A	N/A	1	0	26	189