PBP Options History — October 2021 In October 2021, PBP traded between $22.82 and $23.90. ATM implied volatility averaged 35.2%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 23.5% (HV 20d: 11.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-10-20 : Highest Volume — 2 contracts2021-10-13 : Largest IV drop — 64.9% change2021-10-12 : Highest IV Rank — 31.6%2021-10-01 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.50 $22.82 $23.90 $23.09 $23.85 ATM IV 35.2% 22.0% 70.3% 51.4% 27.8% Expected Move 7.4% 6.3% 14.7% 14.7% 8.0% HV 20d 11.7% 9.9% 13.8% 10.0% 9.9% HV 60d 14.2% 8.4% 16.8% 15.9% 8.4% IV Rank 13.1% 6.0% 31.6% 21.6% 9.2% IV Percentile 16.1% 4.4% 44.4% 25.0% 15.7% Term Structure -5.4% -20.4% -1.8% -20.4% -7.4% Skew 25d -3.8% -20.9% 12.6% 0.4% -14.8% Skew 10d 2.2% -14.6% 17.9% 1.6% 13.9% Call IV 25d 27.2% 15.3% 41.1% 41.1% 32.8% Put IV 25d 23.4% 10.7% 41.5% 41.5% 18.0% Bid-Ask Spread % 135.99 89.09 151.30 150.47 137.97 Gamma HHI 0.50 0.50 0.51 0.50 0.50 Net GEX -149 -166 -102 -116 -157 Net DEX 2.6K 2.2K 2.8K 2.7K 2.4K Net VEX -11 -12 -11 -12 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.762 0 2 0 2 Total OI 2 2 2 2 2
Daily Data (21 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 2021-10-01 $23.09 $0.00 51.4% 14.7% 10.0% 21.6% 0.0% 0.4% -20.4% -116 2.7K -12 0.00 150.47 N/A N/A 0 0 0 2 2021-10-04 $22.82 $0.00 56.7% 9.1% 10.7% 24.4% 0.0% 4.5% -4.2% -102 2.7K -12 0.00 151.30 N/A N/A 0 0 0 2 2021-10-05 $23.12 $0.00 39.3% 6.3% 11.8% 15.2% 0.0% -2.4% -3.1% -142 2.8K -11 0.00 133.67 N/A N/A 0 0 0 2 2021-10-06 $23.07 $0.00 41.5% 6.5% 11.8% 16.4% 0.0% 6.3% -3.0% -146 2.8K -11 0.00 138.45 N/A N/A 0 0 0 2 2021-10-07 $23.33 $0.00 47.3% 6.9% 12.5% 19.4% 0.0% 1.8% -3.5% -143 2.7K -12 0.00 140.10 N/A N/A 0 0 0 2 2021-10-08 $23.33 $0.00 50.5% 6.9% 12.5% 21.2% 0.0% 12.6% -3.6% -162 2.7K -11 0.00 89.09 N/A N/A 0 0 0 2 2021-10-11 $23.21 $0.00 64.5% 7.1% 12.6% 28.6% 0.0% 1.6% -4.8% -140 2.7K -11 0.00 138.71 N/A N/A 0 0 0 2 2021-10-12 $23.11 $0.00 70.3% 7.2% 12.7% 31.6% 0.0% 1.5% -4.3% -135 2.8K -11 0.00 140.69 N/A N/A 0 0 0 2 2021-10-13 $23.16 $0.00 24.7% 7.1% 12.6% 7.4% 0.0% 0.9% -3.4% -137 2.7K -11 0.00 141.08 N/A N/A 0 0 0 2 2021-10-14 $23.51 $0.00 22.0% 6.3% 13.8% 6.0% 0.0% 4.5% -1.8% -148 2.6K -11 0.00 140.06 N/A N/A 0 0 0 2 2021-10-15 $23.67 $0.00 23.2% 6.7% 13.8% 6.6% 0.0% 3.0% -3.8% -154 2.5K -12 0.00 140.03 N/A N/A 0 0 0 2 2021-10-18 $23.68 $0.00 23.4% 6.7% 11.9% 6.7% 0.0% -17.9% -4.3% -160 2.7K -11 0.00 137.32 N/A N/A 0 0 0 2 2021-10-19 $23.78 $0.00 23.8% 6.8% 11.8% 7.0% 0.0% -18.1% -4.5% -152 2.4K -11 0.00 137.84 N/A N/A 0 0 0 2 2021-10-20 $23.84 $0.00 23.2% 6.7% 11.7% 6.7% 0.0% 0.1% -4.6% -164 2.4K -11 0.00 134.57 N/A N/A 0 2 0 2 2021-10-21 $23.81 $0.00 23.6% 6.8% 11.5% 7.0% 0.0% -7.7% -4.9% -155 2.4K -11 0.00 138.01 N/A N/A 0 2 0 2 2021-10-22 $23.80 $0.00 22.2% 6.4% 11.5% 6.2% 0.0% -15.6% -4.2% -164 2.2K -11 0.00 120.30 N/A N/A 0 2 0 2 2021-10-25 $23.80 $0.00 26.0% 7.4% 11.5% 8.2% 0.0% -9.5% -5.4% -166 2.4K -11 0.00 138.50 N/A N/A 0 2 0 2 2021-10-26 $23.81 $0.00 25.5% 7.3% 10.6% 7.9% 0.0% -6.3% -5.3% -165 2.4K -11 0.00 137.86 N/A N/A 0 2 0 2 2021-10-27 $23.87 $0.00 26.0% 7.5% 10.6% 8.2% 0.0% -4.0% -6.5% -157 2.4K -11 0.00 135.75 N/A N/A 0 2 0 2 2021-10-28 $23.90 $0.00 26.6% 7.6% 10.0% 8.5% 0.0% -20.9% -11.1% -161 2.4K -11 0.00 134.07 N/A N/A 0 2 0 2 2021-10-29 $23.85 $0.00 27.8% 8.0% 9.9% 9.2% 0.0% -14.8% -7.4% -157 2.4K -11 0.00 137.97 N/A N/A 0 2 0 2
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