CSBR Options History — March 2025

In March 2025, CSBR traded between $8.79 and $10.45. ATM implied volatility averaged 221.6%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 69.7%. IV traded above realized volatility by 154.0% (HV 20d: 67.6%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2025-03-11: Highest Volume — 35 contracts
  • 2025-03-28: Largest IV spike — 60.6% change
  • 2025-03-10: Highest IV Rank — 65.0%
  • 2025-03-14: Largest Expected Move — 124.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.64$8.79$10.45$10.36$8.87
Max Pain$7.38$5.00$10.00$10.00$5.00
ATM IV221.6%111.6%332.2%280.7%111.6%
Expected Move69.7%44.0%124.3%80.5%57.1%
HV 20d67.6%54.5%78.6%65.3%78.6%
HV 60d88.1%80.9%98.6%95.5%82.8%
IV Rank39.0%13.5%65.0%51.8%13.5%
IV Percentile49.3%15.5%84.1%66.3%15.5%
Term Structure-37.3%-126.6%147.8%-105.1%147.8%
VWIV181.6%118.7%300.1%300.1%126.0%
Skew 25d-130.3%-294.6%47.1%26.1%-200.3%
Skew 10d-189.6%-351.8%-48.4%-172.9%-334.5%
Call IV 25d313.9%129.3%410.5%375.1%387.7%
Put IV 25d183.6%115.9%448.7%401.2%187.5%
Bid-Ask Spread %148.57141.38156.69149.61143.72
Gamma HHI0.320.240.750.270.32
Net GEX3.3K2.1K12.7K3.1K3.1K
Net DEX-261.5K-305.2K-199.9K-278.2K-199.9K
Net VEX-831-890-676-877-676
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.670.000.00
Total Volume6.57103500
Total OI533.238506572506536

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$10.36$10.00280.7%80.5%65.3%51.8%0.0%26.1%-105.1%3.1K-278.2K-8770.00149.61N/AN/A0046343
2025-03-04$10.11$10.00303.9%87.1%60.1%57.1%0.0%47.1%-116.5%2.4K-305.2K-8830.00156.69N/AN/A0046343
2025-03-05$10.45$10.00303.3%86.9%54.8%57.0%0.0%-70.5%-41.4%3.0K-290.7K-8840.00149.52N/AN/A0046343
2025-03-06$10.22$10.00316.3%90.7%54.5%61.3%0.0%-87.5%-58.0%3.0K-278.1K-8730.00151.06N/AN/A5046343
2025-03-07$9.82$10.00241.4%69.2%55.1%43.8%0.0%-147.0%-64.2%3.1K-245.7K-8130.00148.55N/AN/A0046343
2025-03-10$9.00$10.00332.2%95.2%60.2%65.0%300.1%-144.4%-126.6%2.6K-210.0K-7740.50141.38N/AN/A2146343
2025-03-11$8.81$10.00232.8%71.0%57.9%41.8%118.7%-170.9%-83.7%2.1K-210.6K-7930.00143.75N/AN/A35046544
2025-03-12$9.45$10.00201.4%93.1%57.1%34.5%0.0%-125.9%-43.7%2.8K-240.0K-8060.07149.03N/AN/A30249544
2025-03-13$8.79$10.00193.5%119.3%60.0%32.6%0.0%-167.2%34.4%2.2K-256.3K-8640.00151.11N/AN/A5051146
2025-03-14$9.22$10.00202.1%124.3%63.4%34.6%0.0%-143.9%-108.1%3.1K-247.3K-8090.00146.54N/AN/A4051446
2025-03-17$10.16$5.00199.2%46.8%73.6%33.9%0.0%-94.3%-11.7%3.7K-296.2K-8580.00151.38N/AN/A9051046
2025-03-18$9.70$5.00218.8%49.3%74.1%38.5%0.0%-126.9%-41.0%2.9K-297.0K-8470.00153.89N/AN/A0050946
2025-03-19$10.06$5.00190.8%48.3%75.4%32.0%0.0%-113.4%-27.8%3.6K-289.7K-8220.00150.93N/AN/A19050946
2025-03-20$9.96$5.00236.0%48.2%75.4%42.5%0.0%-145.9%-66.9%12.7K-286.1K-8530.00149.39N/AN/A3052646
2025-03-21$9.71$5.00156.5%49.9%75.8%24.0%0.0%-129.8%17.2%3.0K-268.1K-8280.00148.08N/AN/A2052346
2025-03-24$9.87$5.00162.0%49.5%74.4%25.3%0.0%14.0%8.5%3.2K-263.0K-8191.67143.01N/AN/A61048434
2025-03-25$9.38$5.00164.0%51.4%76.4%25.7%0.0%-220.7%4.0%3.0K-251.0K-8030.00146.05N/AN/A4048744
2025-03-26$9.64$5.00197.6%51.7%74.8%33.6%0.0%-224.6%-45.3%2.5K-269.3K-8900.00149.68N/AN/A0049144
2025-03-27$9.77$5.00156.8%51.2%74.4%24.1%0.0%-215.7%19.0%2.8K-261.9K-8550.00154.38N/AN/A0049144
2025-03-28$9.07$5.00251.9%44.0%78.6%46.2%126.0%-294.6%-73.9%2.4K-247.4K-8340.00142.13N/AN/A1049144
2025-03-31$8.87$5.00111.6%57.1%78.6%13.5%0.0%-200.3%147.8%3.1K-199.9K-6760.00143.72N/AN/A0049244