CSBR Options History — December 2024

In December 2024, CSBR traded between $4.42 and $8.73. ATM implied volatility averaged 206.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 56.8%. IV traded above realized volatility by 125.1% (HV 20d: 81.8%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-12-11: Highest Volume — 125 contracts
  • 2024-12-26: Largest IV spike — 79.9% change
  • 2024-12-05: Highest IV Rank — 73.7%
  • 2024-12-05: Largest Expected Move — 108.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.41$4.42$8.73$4.47$8.63
Max Pain$3.91$2.50$7.50$5.00$7.50
ATM IV206.9%62.7%379.3%296.7%82.8%
Expected Move56.8%18.0%108.7%108.7%23.7%
HV 20d81.8%31.4%112.0%36.5%109.9%
HV 60d64.3%41.6%74.9%58.7%74.6%
IV Rank33.5%0.0%73.7%54.4%4.7%
IV Percentile38.0%0.0%90.9%68.3%2.8%
Term Structure-72.0%-317.2%15.1%-119.7%-19.5%
VWIV141.2%71.8%400.4%132.7%92.9%
Skew 25d-20.3%-154.3%116.0%116.0%-129.7%
Skew 10d-20.1%-121.5%84.7%84.7%-16.0%
Call IV 25d140.3%61.3%234.3%61.3%210.1%
Put IV 25d120.0%73.1%177.4%177.4%80.4%
Bid-Ask Spread %170.42143.15192.03176.28161.28
Gamma HHI0.530.370.980.450.58
Net GEX2.0K-220.0K11.1K
Net DEX-65.7K-164.4K1.6K1.6K-164.4K
Net VEX-162-480-22-22-480
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.110.000.00
Total Volume31012526
Total OI200.3333533135331

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$4.47$5.00296.7%0.0%36.5%54.4%0.0%0.0%0.0%11.6K-220.00176.28N/AN/A201619
2024-12-03$4.47$5.00313.4%0.0%32.8%58.3%132.7%0.0%0.0%0657-240.00185.67N/AN/A0401819
2024-12-04$4.42$5.00315.8%0.0%33.2%58.9%0.0%0.0%0.0%-1585-230.00183.46N/AN/A001859
2024-12-05$4.53$0.00379.3%108.7%32.0%73.7%0.0%0.0%-119.7%1231-220.00179.68N/AN/A001859
2024-12-06$4.50$0.00355.6%101.9%31.4%68.2%0.0%0.0%-317.2%-11.4K-260.00181.58N/AN/A101859
2024-12-09$4.66$0.00183.9%70.2%33.4%28.0%0.0%0.0%-65.8%12349-260.00192.03N/AN/A001859
2024-12-10$5.19$0.00170.3%73.2%49.5%24.8%0.0%0.0%-189.4%-2-2.4K-330.00184.80N/AN/A4501859
2024-12-11$5.96$0.00272.3%78.1%68.0%48.7%0.0%0.0%-30.1%106-24.7K-760.01176.57N/AN/A12415859
2024-12-12$5.19$2.50296.9%85.1%86.7%54.5%400.4%0.0%-89.1%486-43.7K-1380.04172.69N/AN/A27118259
2024-12-13$6.27$2.50290.2%83.2%107.6%52.9%0.0%0.0%-95.7%242-56.0K-1330.20158.40N/AN/A46920059
2024-12-16$6.30$2.50201.7%57.8%107.6%32.2%0.0%116.0%15.1%466-68.2K-1520.00168.00N/AN/A3024366
2024-12-17$6.31$2.50144.3%41.4%107.7%18.8%0.0%0.0%-6.1%336-68.3K-1590.00172.49N/AN/A10024166
2024-12-18$7.00$2.50143.9%41.2%112.0%18.7%0.0%83.9%-8.3%439-81.0K-1510.00169.48N/AN/A26024066
2024-12-19$7.53$2.50144.7%41.5%111.0%18.9%73.9%56.8%-7.2%20.0K-139.0K-1900.00163.59N/AN/A74025366
2024-12-20$7.54$2.50197.9%56.7%110.8%31.3%0.0%-125.0%-46.4%14.0K-133.5K-1770.12174.33N/AN/A42521366
2024-12-23$8.16$2.50104.3%29.9%111.9%9.4%75.2%27.8%-85.5%520-100.7K-1590.13143.15N/AN/A941214713
2024-12-24$8.17$2.5062.7%18.0%110.2%0.0%0.0%44.0%-13.0%1.2K-115.7K-2990.00159.92N/AN/A11023825
2024-12-26$8.29$2.50112.9%32.4%108.9%11.7%71.8%-90.6%-86.8%1.1K-120.8K-3441.11161.91N/AN/A91024525
2024-12-27$8.31$7.50110.0%31.5%108.7%11.0%0.0%-154.3%-11.8%1.2K-122.6K-3480.00163.91N/AN/A25025235
2024-12-30$8.73$7.50165.6%47.5%108.7%24.0%0.0%-31.5%-120.0%1.3K-143.1K-4110.00149.68N/AN/A28026735
2024-12-31$8.63$7.5082.8%23.7%109.9%4.7%92.9%-129.7%-19.5%1.1K-164.4K-4800.00161.28N/AN/A6029635