PBP Options History — April 2011 In April 2011, PBP traded between $21.12 and $21.21. ATM implied volatility averaged 175.2%, placing in the 87.1% IV rank vs the trailing year. The 30-day expected move averaged 50.2%. IV traded above realized volatility by 165.7% (HV 20d: 9.6%). Max pain ranged from $20.64 to $20.64. Net GEX was positive for 9 of 11 trading days.
Notable Days 2011-04-11 : Largest IV drop — 100.0% change2011-04-12 : Highest IV Rank — 98.6%2011-04-12 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.17 $21.12 $21.21 $21.12 $21.17 Max Pain $20.64 $20.64 $20.64 $20.64 $20.64 ATM IV 175.2% 150.1% 196.3% 150.1% 196.3% Expected Move 50.2% 43.0% 56.3% 43.0% 56.3% HV 20d 9.6% 4.0% 12.9% 12.9% 4.0% HV 60d 9.9% 9.9% 9.9% 9.9% 9.9% IV Rank 87.1% 73.4% 98.6% 73.4% 98.6% IV Percentile 97.1% 92.1% 99.6% 92.1% 99.6% Bid-Ask Spread % 200.00 200.00 200.00 200.00 200.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 181 0 387 54 0 Net DEX -2.4K -3.5K 0 -2.5K 0 Net VEX -2 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.636 0 2 2 0
Daily Data (11 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2011-04-01 $21.12 $20.64 150.1% 43.0% 12.9% 73.4% 0.0% 0.0% 0.0% 54 -2.5K -3 0.00 200.00 N/A N/A 0 0 2 0 2011-04-04 $21.17 $20.64 165.8% 47.5% 12.9% 82.0% 0.0% 0.0% 0.0% 55 -2.5K -3 0.00 200.00 N/A N/A 0 0 2 0 2011-04-05 $21.18 $20.64 173.1% 49.6% 12.6% 86.0% 0.0% 0.0% 0.0% 55 -2.5K -3 0.00 200.00 N/A N/A 0 0 2 0 2011-04-06 $21.15 $20.64 179.8% 51.6% 12.5% 89.6% 0.0% 0.0% 0.0% 55 -2.5K -3 0.00 200.00 N/A N/A 0 0 2 0 2011-04-07 $21.17 $20.64 174.9% 50.1% 10.8% 86.9% 0.0% 0.0% 0.0% 322 -3.1K -2 0.00 200.00 N/A N/A 0 0 2 0 2011-04-08 $21.13 $20.64 186.5% 53.5% 10.5% 93.3% 0.0% 0.0% 0.0% 344 -3.0K -2 0.00 200.00 N/A N/A 0 0 2 0 2011-04-11 $21.21 $20.64 0.0% 0.0% 10.3% 0.0% 0.0% 0.0% 0.0% 341 -3.3K -1 0.00 200.00 N/A N/A 0 0 2 0 2011-04-12 $21.20 $20.64 196.3% 56.3% 9.2% 98.6% 0.0% 0.0% 0.0% 377 -3.5K -1 0.00 200.00 N/A N/A 0 0 2 0 2011-04-13 $21.17 $20.64 0.0% 0.0% 5.4% 0.0% 0.0% 0.0% 0.0% 387 -3.4K -1 0.00 200.00 N/A N/A 0 0 2 0 2011-04-14 $21.16 $0.00 0.0% 0.0% 4.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2011-04-15 $21.17 $0.00 0.0% 0.0% 4.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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