PBP Options History — February 2022 In February 2022, PBP traded between $21.90 and $22.84. ATM implied volatility averaged 29.6%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 15.4% (HV 20d: 14.1%). Max pain ranged from $23.76 to $23.76. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2022-02-28 : Largest IV spike — 110.7% change2022-02-02 : Highest IV Rank — 15.9%2022-02-02 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.45 $21.90 $22.84 $22.62 $22.21 Max Pain $23.76 $23.76 $23.76 $23.76 $23.76 ATM IV 29.6% 17.9% 40.2% 27.5% 37.6% Expected Move 7.9% 5.1% 11.5% 7.9% 10.8% HV 20d 14.1% 12.4% 15.9% 12.4% 15.1% HV 60d 17.1% 16.5% 17.7% 16.5% 17.4% IV Rank 10.2% 3.9% 15.9% 9.0% 14.5% IV Percentile 27.8% 2.4% 48.0% 23.4% 48.0% Term Structure -0.1% -19.3% 15.4% -8.5% -4.5% Skew 25d 4.5% -4.2% 20.6% 1.4% 2.9% Skew 10d 8.5% -8.4% 31.4% 5.5% 18.0% Call IV 25d 27.7% 17.1% 41.8% 32.4% 41.8% Put IV 25d 32.2% 13.1% 62.2% 33.8% 44.7% Bid-Ask Spread % 146.02 134.23 169.59 134.78 149.41 Gamma HHI 0.69 0.53 0.80 0.70 0.68 Net GEX 320 173 433 329 280 Net DEX -2.4K -4.6K 760 -2.6K -1.3K Net VEX -37 -45 -22 -40 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
Daily Data (19 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 2022-02-01 $22.62 $0.00 27.5% 7.9% 12.4% 9.0% 0.0% 1.4% -8.5% 329 -2.6K -40 0.00 134.78 N/A N/A 0 0 8 2 2022-02-02 $22.69 $0.00 40.2% 11.5% 12.5% 15.9% 0.0% 7.2% -19.3% 402 -2.7K -40 0.00 137.98 N/A N/A 0 0 8 2 2022-02-03 $22.45 $23.76 35.4% 6.7% 12.9% 13.3% 0.0% 4.4% -2.0% 323 -4.3K -45 0.00 145.66 N/A N/A 0 0 8 2 2022-02-04 $22.68 $23.76 18.3% 5.2% 13.4% 4.1% 0.0% -4.2% 6.5% 173 -4.1K -42 0.00 134.23 N/A N/A 0 0 8 2 2022-02-07 $22.67 $23.76 32.5% 6.3% 13.4% 11.8% 0.0% 1.8% -2.9% 353 -2.6K -39 0.00 147.24 N/A N/A 0 0 8 2 2022-02-08 $22.67 $23.76 34.1% 5.8% 13.4% 12.6% 0.0% 4.0% -3.1% 326 -2.8K -39 0.00 146.78 N/A N/A 0 0 8 2 2022-02-09 $22.84 $23.76 19.4% 5.6% 13.7% 4.7% 0.0% 1.9% -2.9% 378 -3.2K -40 0.00 146.48 N/A N/A 0 0 8 2 2022-02-10 $22.65 $23.76 23.9% 6.8% 13.9% 7.1% 0.0% -0.5% -4.1% 433 -2.5K -40 0.00 140.10 N/A N/A 0 0 8 2 2022-02-11 $22.38 $23.76 36.3% 10.4% 14.4% 13.8% 0.0% 17.5% 8.7% 352 -2.3K -38 0.00 164.90 N/A N/A 0 0 8 2 2022-02-14 $22.43 $23.76 38.4% 11.0% 14.5% 14.9% 0.0% 20.6% 7.1% 384 -2.1K -36 0.00 169.59 N/A N/A 0 0 8 2 2022-02-15 $22.63 $23.76 26.5% 7.6% 14.9% 8.5% 0.0% 5.9% -3.0% 356 -2.4K -37 0.00 151.90 N/A N/A 0 0 8 2 2022-02-16 $22.77 $23.76 26.6% 7.6% 14.7% 8.6% 0.0% -0.2% -2.7% 327 -4.6K -43 0.00 148.91 N/A N/A 0 0 8 2 2022-02-17 $22.38 $23.76 29.1% 8.3% 15.9% 9.9% 0.0% -0.1% 15.3% 313 -3.5K -41 0.00 140.10 N/A N/A 0 0 8 2 2022-02-18 $22.15 $23.76 24.5% 7.0% 15.7% 7.5% 0.0% -0.8% -0.6% 256 -1.3K -33 0.00 147.82 N/A N/A 0 0 8 2 2022-02-22 $22.13 $23.76 33.3% 9.6% 14.1% 12.2% 0.0% 2.6% -0.3% 267 -1.2K -31 0.00 149.33 N/A N/A 0 0 8 2 2022-02-23 $21.90 $23.76 26.8% 7.7% 14.3% 8.7% 0.0% 6.7% -0.7% 271 -590 -31 0.00 134.59 N/A N/A 0 0 8 2 2022-02-24 $21.90 $23.76 33.3% 9.6% 14.2% 12.2% 0.0% 14.1% -0.8% 205 760 -22 0.00 148.95 N/A N/A 0 0 8 2 2022-02-25 $22.33 $23.76 17.9% 5.1% 15.7% 3.9% 0.0% -0.1% 15.4% 344 -2.5K -35 0.00 135.55 N/A N/A 0 0 8 2 2022-02-28 $22.21 $23.76 37.6% 10.8% 15.1% 14.5% 0.0% 2.9% -4.5% 280 -1.3K -30 0.00 149.41 N/A N/A 0 0 8 2
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