CSBR Options History — January 2025

In January 2025, CSBR traded between $8.06 and $11.59. ATM implied volatility averaged 150.7%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 34.0%. IV traded above realized volatility by 39.8% (HV 20d: 110.9%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2025-01-07: Highest Volume — 226 contracts
  • 2025-01-22: Largest IV spike — 96.3% change
  • 2025-01-14: Highest IV Rank — 66.5%
  • 2025-01-03: Largest Expected Move — 63.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.14$8.06$11.59$8.06$10.91
Max Pain$6.63$5.00$7.50$7.50$7.50
ATM IV150.7%53.7%347.8%160.3%74.3%
Expected Move34.0%15.4%63.1%46.0%21.3%
HV 20d110.9%95.9%135.6%115.2%101.5%
HV 60d87.4%76.2%89.8%76.2%89.3%
IV Rank21.4%0.0%66.5%22.8%4.7%
IV Percentile23.5%0.0%85.7%21.0%2.4%
Term Structure-5.7%-158.9%99.6%-158.9%67.9%
VWIV131.5%59.6%214.5%122.5%59.6%
Skew 25d-125.6%-230.9%7.2%-35.8%-228.3%
Skew 10d-147.1%-242.5%75.9%-185.1%-233.6%
Call IV 25d210.4%65.6%291.9%162.3%291.9%
Put IV 25d84.8%43.1%162.6%126.5%63.6%
Bid-Ask Spread %148.47114.66165.66151.39154.75
Gamma HHI0.340.240.460.420.30
Net GEX2.1K1.1K2.9K1.1K2.7K
Net DEX-309.9K-426.1K-128.6K-128.6K-300.1K
Net VEX-661-972-427-468-972
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.007.330.000.00
Total Volume28.5502261234
Total OI486.15337636337515

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$8.06$7.50160.3%46.0%115.2%22.8%0.0%-35.8%-158.9%1.1K-128.6K-4680.00151.39N/AN/A12030235
2025-01-03$9.69$7.50220.0%63.1%126.4%36.7%122.5%-97.9%-2.1%1.9K-204.9K-4830.09152.29N/AN/A11130635
2025-01-06$9.39$5.00312.7%35.8%128.8%58.3%136.9%-85.9%-7.9%1.9K-191.4K-5260.50141.10N/AN/A10531535
2025-01-07$10.45$5.00125.0%31.8%130.0%14.5%0.0%-58.4%-11.6%2.0K-244.2K-5610.00136.93N/AN/A226032440
2025-01-08$9.78$5.00195.9%28.0%135.6%31.1%0.0%-132.1%-12.9%2.5K-423.9K-5150.00154.54N/AN/A2054840
2025-01-10$9.48$5.00163.6%39.4%135.0%23.5%0.0%-152.1%-128.1%2.1K-396.5K-5730.00149.28N/AN/A4054840
2025-01-13$9.18$5.00240.0%27.7%130.4%41.3%100.3%-135.6%8.0%2.2K-361.9K-5090.00114.66N/AN/A22054840
2025-01-14$9.56$5.00347.8%50.5%115.9%66.5%0.0%-96.7%-94.4%2.0K-382.0K-5050.00131.82N/AN/A0054240
2025-01-15$9.25$5.00131.9%37.8%101.5%16.1%126.6%-55.6%-42.5%2.0K-365.5K-4277.33138.50N/AN/A32254240
2025-01-16$9.97$7.5092.0%26.4%103.2%6.8%0.0%7.2%-6.3%1.9K-426.1K-6080.00153.98N/AN/A33054562
2025-01-17$9.87$7.5087.6%25.1%103.6%5.8%214.5%-183.4%29.1%1.4K-408.1K-6420.00165.66N/AN/A13057462
2025-01-21$10.36$7.5053.7%15.4%99.7%0.0%153.8%-94.9%99.6%1.3K-240.0K-5530.19141.03N/AN/A531031937
2025-01-22$10.73$7.50105.4%30.2%97.9%11.8%138.0%-203.1%-19.0%2.3K-263.9K-6840.00146.78N/AN/A3037147
2025-01-23$11.28$7.50187.5%53.8%98.3%30.6%0.0%-127.4%-55.9%2.1K-286.8K-7000.00146.96N/AN/A40036947
2025-01-24$11.59$7.50169.7%48.7%95.9%26.5%59.6%-156.6%14.0%2.4K-327.8K-8590.00155.44N/AN/A48040947
2025-01-27$11.08$7.5094.3%27.0%98.3%9.3%0.0%-198.0%29.4%2.6K-323.1K-9440.00156.62N/AN/A2045247
2025-01-28$10.68$7.50108.6%31.1%100.0%12.5%0.0%-101.6%10.7%2.9K-295.4K-8910.00158.99N/AN/A1045247
2025-01-29$11.01$7.5071.4%20.5%100.1%4.0%0.0%-144.1%71.9%2.7K-337.9K-8810.00158.19N/AN/A3045247
2025-01-30$10.52$7.5073.0%20.9%101.4%4.4%0.0%-230.9%95.8%2.4K-291.0K-9271.60160.56N/AN/A5845547
2025-01-31$10.91$7.5074.3%21.3%101.5%4.7%0.0%-228.3%67.9%2.7K-300.1K-9720.00154.75N/AN/A34046055