CSBR Options History — November 2024

In November 2024, CSBR traded between $3.95 and $4.63. ATM implied volatility averaged 235.6%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 77.8%. IV traded above realized volatility by 194.8% (HV 20d: 40.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-11-05: Highest Volume — 10 contracts
  • 2024-11-21: Largest IV spike — 353.8% change
  • 2024-11-19: Highest IV Rank — 64.2%
  • 2024-11-19: Largest Expected Move — 95.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.40$3.95$4.63$3.95$4.30
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV235.6%64.1%334.2%155.8%163.3%
Expected Move77.8%18.4%95.8%44.7%46.8%
HV 20d40.9%32.7%46.3%40.6%34.5%
HV 60d60.3%58.0%61.8%60.0%58.1%
IV Rank41.5%2.6%64.2%23.5%23.2%
IV Percentile49.3%1.6%81.0%24.2%19.0%
Term Structure75.8%-44.4%250.1%21.8%-44.4%
Bid-Ask Spread %188.21159.09193.44159.09186.86
Gamma HHI0.630.400.990.910.43
Net GEX-79-1.3K13-36-3
Net DEX39.7K-4381.4K75.9K2.0K
Net VEX-26-73-14-14-23
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.6501000
Total OI132.953522921935

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$3.95$5.00155.8%44.7%40.6%23.5%0.0%0.0%0.0%-3675.9K-140.00159.09N/AN/A0022197
2024-11-04$4.15$5.00167.9%91.1%43.2%26.3%0.0%0.0%0.0%-4379.1K-170.00189.67N/AN/A0022197
2024-11-05$4.18$5.00144.2%88.1%43.1%20.9%0.0%0.0%0.0%174.8K-210.00189.74N/AN/A01022197
2024-11-06$4.33$5.00172.8%94.2%45.2%27.4%0.0%0.0%0.0%-877.8K-260.00192.05N/AN/A0022207
2024-11-07$4.42$5.00174.5%91.6%46.0%27.8%0.0%0.0%0.0%-3579.1K-270.00193.44N/AN/A0022207
2024-11-08$4.48$5.00163.8%85.2%46.3%25.3%0.0%0.0%0.0%-1.3K51.3K-730.00190.63N/AN/A0022207
2024-11-11$4.62$5.00206.7%85.5%45.8%35.1%0.0%0.0%0.0%-14581.3K-280.00193.44N/AN/A0022207
2024-11-12$4.60$5.00328.8%94.3%45.7%62.9%0.0%0.0%0.0%1381.2K-270.00190.63N/AN/A0022207
2024-11-13$4.61$5.00319.3%91.5%45.6%60.8%0.0%0.0%0.0%1281.4K-270.00192.47N/AN/A0022207
2024-11-14$4.51$5.00307.5%88.2%45.6%58.1%0.0%0.0%0.0%780.5K-260.00192.47N/AN/A0022207
2024-11-15$4.54$5.00198.7%57.0%44.7%33.3%0.0%0.0%0.0%-513.7K-330.00188.09N/AN/A302262
2024-11-18$4.59$5.00328.0%94.0%44.5%62.7%0.0%0.0%21.8%1221-250.00183.56N/AN/A001619
2024-11-19$4.63$5.00334.2%95.8%44.5%64.2%0.0%0.0%250.1%13-43-260.00191.53N/AN/A001619
2024-11-20$4.44$5.0064.1%18.4%33.5%2.6%0.0%0.0%0.0%4704-220.00189.67N/AN/A001619
2024-11-21$4.42$5.00291.0%0.0%33.4%54.3%0.0%0.0%0.0%-11.4K-230.00190.63N/AN/A001619
2024-11-22$4.43$5.00268.7%0.0%32.7%48.6%0.0%0.0%0.0%31.3K-220.00192.13N/AN/A001619
2024-11-25$4.30$5.00290.9%0.0%34.1%53.8%0.0%0.0%0.0%-21.1K-210.00187.69N/AN/A001619
2024-11-26$4.23$5.00315.0%0.0%34.7%59.2%0.0%0.0%0.0%-505.8K-160.00188.28N/AN/A001619
2024-11-27$4.22$5.00317.8%0.0%34.3%59.8%0.0%0.0%0.0%-505.8K-160.00182.14N/AN/A001619
2024-11-29$4.30$5.00163.3%46.8%34.5%23.2%0.0%0.0%-44.4%-32.0K-230.00186.86N/AN/A001619