CSBR Options History — November 2025

In November 2025, CSBR traded between $6.42 and $7.05. ATM implied volatility averaged 348.8%, placing in the 71.0% IV rank vs the trailing year. The 30-day expected move averaged 95.1%. IV traded above realized volatility by 324.4% (HV 20d: 24.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 3.46.

Notable Days

  • 2025-11-24: Highest Volume — 53 contracts
  • 2025-11-24: Largest IV drop — 45.9% change
  • 2025-11-07: Highest IV Rank — 100.0%
  • 2025-11-05: Largest Expected Move — 128.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.72$6.42$7.05$6.79$6.46
Max Pain$3.75$2.50$5.00$5.00$2.50
ATM IV348.8%207.0%476.3%421.3%233.2%
Expected Move95.1%59.4%128.4%120.8%66.9%
HV 20d24.4%19.3%28.2%20.9%25.5%
HV 60d62.9%59.9%67.7%67.7%60.1%
IV Rank71.0%37.6%100.0%89.5%43.7%
IV Percentile75.4%33.7%100.0%92.9%42.9%
Term Structure-105.6%-311.2%259.0%-143.1%256.8%
VWIV60.6%60.6%60.6%60.6%60.6%
Skew 25d-74.5%-106.6%57.5%-70.3%-104.6%
Skew 10d-1.0%-1.0%-1.0%-1.0%-1.0%
Call IV 25d273.4%118.9%385.8%243.9%298.0%
Put IV 25d198.9%173.6%333.3%173.6%193.4%
Bid-Ask Spread %167.32152.67176.01152.67154.58
Gamma HHI0.530.360.840.770.44
Net GEX4531301.5K908216
Net DEX-29.7K-38.6K-11.8K-18.1K-35.5K
Net VEX-87-111-27-62-100
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.460.0016.670.000.00
Total Volume7.73705300
Total OI214.94787291202138

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$6.79$5.00421.3%120.8%20.9%89.5%0.0%-70.3%-143.1%908-18.1K-620.00152.67N/AN/A0016141
2025-11-04$6.81$5.00433.9%124.4%20.8%92.5%0.0%-69.5%-143.0%935-18.2K-620.00155.50N/AN/A0016141
2025-11-05$6.84$5.00447.9%128.4%20.1%95.8%0.0%-95.5%-151.7%988-19.8K-610.00157.06N/AN/A0016141
2025-11-06$6.79$0.00461.3%87.1%19.6%99.0%0.0%-71.4%-293.1%707-17.2K-560.00172.04N/AN/A0016141
2025-11-07$6.75$0.00476.3%88.6%19.7%100.0%0.0%57.5%-289.3%526-11.8K-270.00174.15N/AN/A2016141
2025-11-10$6.69$0.00322.8%92.5%19.3%64.4%0.0%-79.1%-311.2%130-16.4K-510.00171.08N/AN/A25016341
2025-11-11$7.05$0.00314.0%90.0%26.4%62.4%0.0%-58.3%-290.6%1.5K-30.6K-960.00172.51N/AN/A01018841
2025-11-12$6.92$0.00337.0%96.6%27.6%67.7%0.0%-52.4%-295.6%408-27.9K-880.00170.69N/AN/A2018851
2025-11-13$6.87$0.00328.9%94.3%27.5%65.9%0.0%-69.3%-142.4%342-30.5K-880.00176.01N/AN/A20019051
2025-11-14$6.76$0.00337.8%96.8%28.2%67.9%0.0%-76.4%-150.5%226-38.6K-1110.00170.72N/AN/A01021051
2025-11-17$6.67$0.00357.1%102.4%28.1%72.4%0.0%-83.6%-168.0%223-37.8K-1090.00171.97N/AN/A0021061
2025-11-18$6.63$0.00364.6%104.5%28.1%74.1%0.0%-86.7%-175.0%218-37.6K-1080.00169.75N/AN/A01021061
2025-11-19$6.72$0.00366.5%105.1%28.0%74.6%0.0%-81.2%-176.3%224-38.2K-1080.00170.94N/AN/A0021071
2025-11-20$6.71$0.00386.2%110.7%27.9%79.1%0.0%-94.1%-152.7%219-38.4K-10711.00173.13N/AN/A11121071
2025-11-21$6.65$0.00382.6%109.7%23.5%78.3%0.0%-86.7%-126.0%223-38.2K-1070.00173.75N/AN/A1021081
2025-11-24$6.56$0.00207.0%59.4%23.6%37.6%60.6%-94.7%259.0%210-36.0K-10316.67169.78N/AN/A350870
2025-11-25$6.59$2.50221.0%63.4%23.7%40.9%0.0%-93.1%239.3%226-37.5K-1050.00161.18N/AN/A009050
2025-11-26$6.42$2.50228.3%65.5%25.3%42.6%0.0%-106.6%247.4%215-36.3K-1020.00161.54N/AN/A209050
2025-11-28$6.46$2.50233.2%66.9%25.5%43.7%0.0%-104.6%256.8%216-35.5K-1000.00154.58N/AN/A008850