PBP Options History — March 2022

Name: PBP Options Analytics - March 2022
Creator: Options Analysis Suite

In March 2022, PBP traded between $21.79 and $23.28. ATM implied volatility averaged 39.3%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 23.2% (HV 20d: 16.0%). Max pain ranged from $23.76 to $23.76. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.

Notable Days

2022-03-21: Highest Volume — 1 contracts
2022-03-21: Largest IV spike — 334.3% change
2022-03-21: Highest IV Rank — 52.3%
2022-03-17: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.61	$21.79	$23.28	$22.08	$23.26
Max Pain	$23.76	$23.76	$23.76	$23.76	$23.76
ATM IV	39.3%	24.8%	107.7%	40.3%	37.2%
Expected Move	11.2%	5.7%	20.2%	11.6%	6.7%
HV 20d	16.0%	13.7%	18.5%	14.6%	13.7%
HV 60d	16.0%	13.9%	18.4%	17.4%	13.9%
IV Rank	15.4%	7.6%	52.3%	16.0%	14.3%
IV Percentile	46.9%	17.7%	85.5%	52.0%	53.2%
Term Structure	-10.5%	-40.0%	33.2%	-4.7%	-14.2%
Skew 25d	-4.0%	-22.5%	13.6%	1.5%	2.5%
Skew 10d	4.1%	-23.5%	39.7%	18.4%	-0.1%
Call IV 25d	38.1%	22.7%	147.5%	43.7%	28.8%
Put IV 25d	34.1%	14.0%	152.6%	45.2%	31.3%
Bid-Ask Spread %	144.50	129.07	161.15	148.64	133.85
Gamma HHI	0.76	0.63	1.00	0.67	0.84
Net GEX	568	205	1.2K	266	1.2K
Net DEX	-3.5K	-6.0K	9	9	-5.8K
Net VEX	-32	-36	-23	-25	-35
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.391	0	1	0	1
Total OI	9.522	8	10	10	9

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2022-03-01	$22.08	$23.76	40.3%	11.6%	14.6%	16.0%	0.0%	1.5%	-4.7%	266	9	-25	148.64	N/A	N/A	0	8	2
2022-03-02	$22.44	$23.76	36.3%	10.4%	15.6%	13.8%	0.0%	8.9%	-10.2%	317	-1.9K	-32	148.47	N/A	N/A	0	8	2
2022-03-03	$22.34	$23.76	38.2%	10.9%	15.6%	14.8%	0.0%	13.6%	-10.9%	285	-1.9K	-32	151.14	N/A	N/A	0	8	2
2022-03-04	$22.22	$23.76	35.8%	10.3%	15.3%	13.5%	0.0%	-10.5%	-11.7%	290	-1.6K	-31	154.44	N/A	N/A	0	8	2
2022-03-07	$21.92	$23.76	65.4%	18.8%	15.4%	29.5%	0.0%	-9.2%	-20.8%	245	-1.2K	-29	161.15	N/A	N/A	0	8	2
2022-03-08	$21.95	$23.76	30.5%	15.7%	15.4%	10.7%	0.0%	-11.2%	-10.4%	233	-1.0K	-28	153.21	N/A	N/A	0	8	2
2022-03-09	$22.27	$23.76	32.7%	14.9%	16.4%	11.9%	0.0%	-9.1%	-14.0%	310	-1.0K	-27	158.06	N/A	N/A	0	8	2
2022-03-10	$22.16	$23.76	27.2%	14.8%	16.2%	8.9%	0.0%	-13.5%	-8.3%	278	-185	-23	150.97	N/A	N/A	0	8	2
2022-03-11	$22.00	$23.76	36.3%	19.0%	16.1%	13.8%	0.0%	-9.2%	-19.7%	235	-1.2K	-28	153.09	N/A	N/A	0	8	2
2022-03-14	$21.79	$23.76	39.7%	9.6%	16.0%	15.6%	0.0%	4.6%	-6.8%	205	-3.0K	-32	129.07	N/A	N/A	0	8	2
2022-03-15	$22.26	$23.76	35.3%	9.2%	17.8%	13.2%	0.0%	-1.9%	-10.5%	252	-3.6K	-34	136.43	N/A	N/A	0	8	2
2022-03-16	$22.56	$23.76	30.8%	8.2%	18.2%	10.8%	0.0%	-9.3%	-12.6%	291	-4.1K	-34	131.10	N/A	N/A	0	8	2
2022-03-17	$22.81	$0.00	30.9%	20.2%	18.5%	10.9%	0.0%	-3.1%	33.2%	306	-4.6K	-35	148.52	N/A	N/A	0	8	2
2022-03-18	$22.98	$0.00	24.8%	5.7%	17.5%	7.6%	0.0%	-17.6%	-10.2%	725	-4.9K	-28	135.74	N/A	N/A	0	8	1
2022-03-21	$22.92	$0.00	107.7%	19.5%	17.0%	52.3%	0.0%	5.0%	-40.0%	913	-6.0K	-33	153.82	N/A	N/A	1	8	0
2022-03-22	$23.08	$0.00	29.8%	6.3%	17.1%	10.3%	0.0%	1.8%	-7.7%	906	-5.4K	-36	134.50	N/A	N/A	1	8	1
2022-03-23	$23.02	$0.00	41.6%	8.3%	16.6%	16.7%	0.0%	-6.4%	-12.8%	891	-5.2K	-35	145.53	N/A	N/A	1	8	1
2022-03-24	$23.05	$0.00	36.3%	7.3%	16.5%	13.8%	0.0%	1.3%	-10.7%	935	-5.1K	-35	139.73	N/A	N/A	1	8	1
2022-03-25	$23.11	$0.00	38.3%	10.3%	15.3%	14.9%	0.0%	-1.5%	-2.2%	944	-5.5K	-35	151.66	N/A	N/A	1	8	1
2022-03-28	$23.21	$0.00	39.5%	7.4%	15.1%	15.5%	0.0%	0.8%	-13.3%	1.0K	-5.8K	-35	138.90	N/A	N/A	1	8	1
2022-03-29	$23.28	$0.00	33.5%	6.4%	14.8%	12.3%	0.0%	-6.5%	-11.5%	897	-5.5K	-34	133.01	N/A	N/A	1	8	1
2022-03-30	$23.26	$0.00	34.6%	6.4%	13.9%	12.9%	0.0%	-22.5%	-12.5%	1.2K	-5.8K	-35	132.53	N/A	N/A	1	8	1
2022-03-31	$23.26	$0.00	37.2%	6.7%	13.7%	14.3%	0.0%	2.5%	-14.2%	1.2K	-5.8K	-35	133.85	N/A	N/A	1	8	1