PBP Options History — August 2021 In August 2021, PBP traded between $22.69 and $23.35. ATM implied volatility averaged 29.1%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 7.6% (HV 20d: 21.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2021-08-09 : Largest IV spike — 59.1% change2021-08-09 : Highest IV Rank — 21.1%2021-08-04 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.00 $22.69 $23.35 $22.69 $23.35 ATM IV 29.1% 20.6% 54.3% 31.4% 33.0% Expected Move 7.6% 5.9% 9.7% 9.0% 9.5% HV 20d 21.5% 3.8% 25.5% 25.3% 3.8% HV 60d 17.4% 17.1% 17.6% 17.6% 17.1% IV Rank 7.1% 2.7% 21.1% 8.6% 8.0% IV Percentile 10.2% 3.6% 16.9% 12.9% 15.7% Term Structure -6.6% -10.4% 7.8% -8.5% -10.4% Skew 25d 4.7% -16.6% 25.8% 13.1% 11.1% Skew 10d 12.4% -3.0% 37.7% 19.8% 10.0% Call IV 25d 23.6% 16.9% 31.3% 19.2% 30.3% Put IV 25d 28.3% 11.7% 44.0% 32.2% 41.5% Bid-Ask Spread % 149.04 135.30 161.32 141.19 152.21 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 (22 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 2021-08-02 $22.69 $0.00 31.4% 9.0% 25.3% 8.6% 0.0% 13.1% -8.5% 0 0 0 0.00 141.19 N/A N/A 0 0 0 0 2021-08-03 $22.72 $0.00 32.3% 9.3% 25.4% 9.1% 0.0% 13.1% -9.0% 0 0 0 0.00 142.55 N/A N/A 0 0 0 0 2021-08-04 $22.76 $0.00 33.9% 9.7% 25.4% 10.0% 0.0% 25.8% -10.0% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2021-08-05 $22.78 $0.00 34.3% 6.7% 25.3% 10.2% 0.0% 6.2% -5.6% 0 0 0 0.00 154.21 N/A N/A 0 0 0 0 2021-08-06 $22.88 $0.00 34.1% 6.7% 25.3% 10.1% 0.0% 6.8% -5.8% 0 0 0 0.00 154.03 N/A N/A 0 0 0 0 2021-08-09 $22.88 $0.00 54.3% 9.2% 25.4% 21.1% 0.0% -12.5% -9.3% 0 0 0 0.00 161.32 N/A N/A 0 0 0 0 2021-08-10 $22.90 $0.00 39.5% 6.8% 25.4% 13.1% 0.0% 6.9% -3.1% 0 0 0 0.00 153.02 N/A N/A 0 0 0 0 2021-08-11 $22.90 $0.00 24.4% 7.0% 25.4% 4.8% 0.0% 3.6% -6.0% 0 0 0 0.00 155.43 N/A N/A 0 0 0 0 2021-08-12 $22.92 $0.00 24.3% 7.0% 25.4% 4.8% 0.0% 5.3% -6.7% 0 0 0 0.00 153.59 N/A N/A 0 0 0 0 2021-08-13 $22.86 $0.00 23.8% 6.8% 25.5% 4.5% 0.0% 6.0% -6.8% 0 0 0 0.00 153.62 N/A N/A 0 0 0 0 2021-08-16 $22.95 $0.00 24.4% 7.0% 25.4% 4.8% 0.0% 6.8% -6.8% 0 0 0 0.00 153.52 N/A N/A 0 0 0 0 2021-08-17 $22.93 $0.00 20.6% 5.9% 25.4% 2.7% 0.0% 2.4% -7.7% 0 0 0 0.00 149.98 N/A N/A 0 0 0 0 2021-08-18 $22.94 $0.00 20.9% 6.0% 25.4% 2.9% 0.0% 2.5% -7.9% 0 0 0 0.00 149.98 N/A N/A 0 0 0 0 2021-08-19 $22.93 $0.00 21.8% 6.2% 25.4% 3.4% 0.0% 2.4% 7.8% 0 0 0 0.00 150.50 N/A N/A 0 0 0 0 2021-08-20 $23.05 $0.00 26.5% 7.6% 25.4% 6.0% 0.0% -6.3% 0.5% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0 2021-08-23 $23.22 $0.00 22.2% 6.4% 25.3% 3.6% 0.0% 5.8% -6.0% 0 0 0 0.00 141.79 N/A N/A 0 0 0 0 2021-08-24 $23.24 $0.00 24.2% 6.9% 25.3% 4.7% 0.0% 1.7% -8.0% 0 0 0 0.00 160.08 N/A N/A 0 0 0 0 2021-08-25 $23.22 $0.00 28.5% 8.2% 25.3% 7.1% 0.0% 6.0% -7.3% 0 0 0 0.00 135.30 N/A N/A 0 0 0 0 2021-08-26 $23.20 $0.00 24.8% 7.1% 4.0% 3.4% 0.0% 3.1% -10.4% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2021-08-27 $23.27 $0.00 29.3% 8.4% 3.8% 5.9% 0.0% 11.2% -8.7% 0 0 0 0.00 152.00 N/A N/A 0 0 0 0 2021-08-30 $23.30 $0.00 31.0% 8.9% 3.8% 6.8% 0.0% -16.6% -9.1% 0 0 0 0.00 139.57 N/A N/A 0 0 0 0 2021-08-31 $23.35 $0.00 33.0% 9.5% 3.8% 8.0% 0.0% 11.1% -10.4% 0 0 0 0.00 152.21 N/A N/A 0 0 0 0
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