PBP Options History — November 2021 In November 2021, PBP traded between $23.54 and $24.06. ATM implied volatility averaged 25.8%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 19.6% (HV 20d: 6.2%). Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2021-11-18 : Highest Volume — 10 contracts2021-11-08 : Largest IV spike — 64.1% change2021-11-09 : Highest IV Rank — 15.0%2021-11-24 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.95 $23.54 $24.06 $23.96 $23.54 ATM IV 25.8% 10.7% 38.7% 29.4% 33.9% Expected Move 6.8% 3.1% 11.0% 8.4% 9.7% HV 20d 6.2% 4.1% 10.7% 8.6% 10.7% HV 60d 8.7% 8.4% 10.2% 8.4% 10.2% IV Rank 8.1% 0.0% 15.0% 10.0% 12.5% IV Percentile 13.6% 0.0% 30.2% 18.1% 27.0% Term Structure -6.3% -12.0% 1.3% -7.8% -12.0% Skew 25d -0.4% -20.1% 18.4% -20.1% 5.7% Skew 10d 6.1% -15.7% 22.2% 14.3% 1.1% Call IV 25d 24.6% 14.7% 37.7% 33.9% 27.5% Put IV 25d 24.3% 12.4% 51.3% 13.8% 33.2% Bid-Ask Spread % 145.25 115.25 165.61 138.39 149.57 Gamma HHI 0.58 0.50 0.76 0.50 0.73 Net GEX -8 -240 412 -161 368 Net DEX -86 -6.1K 2.4K 2.3K -1.5K Net VEX -28 -67 -9 -11 -48 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.25 0.25 0.25 0.25 Total Volume 2.381 2 10 2 2 Total OI 4.667 2 10 2 10
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 2021-11-01 $23.96 $0.00 29.4% 8.4% 8.6% 10.0% 0.0% -20.1% -7.8% -161 2.3K -11 0.00 138.39 N/A N/A 0 2 0 2 2021-11-02 $23.92 $0.00 19.9% 5.7% 7.8% 5.0% 0.0% -13.5% -8.1% -169 2.2K -11 0.00 115.25 N/A N/A 0 2 0 2 2021-11-03 $23.85 $0.00 30.6% 8.8% 7.8% 10.7% 0.0% -19.6% -10.3% -159 2.4K -11 0.00 139.03 N/A N/A 0 2 0 2 2021-11-04 $23.98 $0.00 30.2% 6.0% 7.1% 10.5% 0.0% 2.3% -4.9% -165 2.3K -11 0.00 151.14 N/A N/A 0 2 0 2 2021-11-05 $24.01 $0.00 22.0% 4.3% 7.1% 6.0% 0.0% -3.8% -6.6% -196 2.0K -10 0.00 131.20 N/A N/A 0 2 0 2 2021-11-08 $24.05 $0.00 36.0% 6.4% 6.7% 13.6% 0.0% 1.5% -6.2% -165 2.3K -11 0.00 153.91 N/A N/A 0 2 0 2 2021-11-09 $23.96 $0.00 38.7% 6.6% 6.6% 15.0% 0.0% 3.3% -6.3% -171 2.3K -10 0.00 153.97 N/A N/A 0 2 0 2 2021-11-10 $24.05 $0.00 22.9% 6.6% 6.6% 6.6% 0.0% 3.7% -6.2% -174 2.3K -10 0.00 151.94 N/A N/A 0 2 0 2 2021-11-11 $23.98 $0.00 14.5% 4.1% 4.7% 2.0% 0.0% -1.9% -4.0% -218 2.3K -10 0.00 138.37 N/A N/A 0 2 0 2 2021-11-12 $24.02 $0.00 22.8% 6.5% 4.2% 6.5% 0.0% 1.4% -6.8% -175 2.3K -10 0.00 152.63 N/A N/A 0 2 0 2 2021-11-15 $23.99 $0.00 23.8% 6.8% 4.3% 7.0% 0.0% -10.6% -3.3% -167 2.4K -10 0.00 146.00 N/A N/A 0 2 0 2 2021-11-16 $24.06 $0.00 16.5% 4.7% 4.1% 3.1% 0.0% -0.3% -4.1% -161 2.3K -10 0.00 142.15 N/A N/A 0 2 0 2 2021-11-17 $24.05 $0.00 10.7% 3.1% 4.1% 0.0% 0.0% -0.7% 1.3% -240 2.4K -9 0.00 134.46 N/A N/A 0 2 0 2 2021-11-18 $24.00 $0.00 17.2% 4.9% 4.2% 3.5% 0.0% -1.3% -1.3% -210 2.4K -10 0.25 132.20 N/A N/A 8 2 0 2 2021-11-19 $24.01 $0.00 17.4% 5.0% 4.1% 3.6% 0.0% -0.1% -7.2% 312 -5.7K -67 0.00 145.23 N/A N/A 0 2 8 2 2021-11-22 $24.03 $0.00 25.9% 7.4% 4.1% 8.2% 0.0% 9.2% -6.5% 295 -6.0K -67 0.00 151.96 N/A N/A 0 2 8 2 2021-11-23 $23.87 $0.00 27.5% 7.9% 4.9% 9.1% 0.0% 6.2% -7.8% 330 -5.1K -64 0.00 147.60 N/A N/A 0 2 8 2 2021-11-24 $24.05 $0.00 38.5% 11.0% 5.5% 15.0% 0.0% 18.4% -10.7% 323 -6.1K -66 0.00 165.61 N/A N/A 0 2 8 2 2021-11-26 $23.70 $0.00 35.9% 10.3% 7.6% 13.6% 0.0% 10.2% -10.8% 332 -4.8K -64 0.00 157.91 N/A N/A 0 2 8 2 2021-11-29 $23.97 $0.00 27.1% 7.8% 8.7% 8.8% 0.0% 2.6% -2.2% 412 -5.0K -63 0.00 151.67 N/A N/A 0 2 8 2 2021-11-30 $23.54 $0.00 33.9% 9.7% 10.7% 12.5% 0.0% 5.7% -12.0% 368 -1.5K -48 0.00 149.57 N/A N/A 0 2 8 2
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