PBP Options History — July 2021

Name: PBP Options Analytics - July 2021
Creator: Options Analysis Suite

In July 2021, PBP traded between $22.69 and $22.74. ATM implied volatility averaged 35.4%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 10.2% (HV 20d: 25.2%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 0 of 2 days.

Notable Days

2021-07-30: Largest IV drop — 25.8% change
2021-07-29: Highest IV Rank — 13.7%
2021-07-29: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.71	$22.69	$22.74	$22.74	$22.69
ATM IV	35.4%	30.2%	40.7%	40.7%	30.2%
Expected Move	10.2%	8.7%	11.7%	11.7%	8.7%
HV 20d	25.2%	25.2%	25.3%	25.2%	25.3%
HV 60d	17.6%	17.6%	17.6%	17.6%	17.6%
IV Rank	10.8%	8.0%	13.7%	13.7%	8.0%
IV Percentile	13.5%	12.5%	14.5%	14.5%	12.5%
Term Structure	-9.0%	-10.8%	-7.3%	-10.8%	-7.3%
Skew 25d	31.1%	23.1%	39.1%	39.1%	23.1%
Skew 10d	42.5%	33.3%	51.7%	51.7%	33.3%
Call IV 25d	16.1%	15.3%	16.8%	15.3%	16.8%
Put IV 25d	47.1%	39.9%	54.3%	54.3%	39.9%
Bid-Ask Spread %	151.30	143.87	158.72	158.72	143.87
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (2 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
2021-07-29	$22.74	$0.00	40.7%	11.7%	25.2%	13.7%	0.0%	39.1%	-10.8%	0	0	0	0.00	158.72	N/A	N/A	0	0	0	0
2021-07-30	$22.69	$0.00	30.2%	8.7%	25.3%	8.0%	0.0%	23.1%	-7.3%	0	0	0	0.00	143.87	N/A	N/A	0	0	0	0