PBP Options History — April 2022

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

In April 2022, PBP traded between $22.16 and $23.39. ATM implied volatility averaged 43.5%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 33.4% (HV 20d: 10.1%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2022-04-01: Highest Volume — 1 contracts
2022-04-11: Largest IV spike — 86.1% change
2022-04-12: Highest IV Rank — 50.4%
2022-04-29: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.04	$22.16	$23.39	$23.25	$22.16
ATM IV	43.5%	27.1%	104.2%	50.4%	37.8%
Expected Move	8.3%	5.9%	10.8%	6.6%	10.8%
HV 20d	10.1%	6.0%	16.7%	13.5%	16.7%
HV 60d	13.9%	13.2%	15.4%	13.9%	15.4%
IV Rank	17.7%	8.9%	50.4%	21.4%	14.6%
IV Percentile	50.4%	26.6%	86.7%	65.3%	59.3%
Term Structure	-8.1%	-16.8%	2.6%	-14.0%	-10.5%
Skew 25d	1.4%	-8.6%	12.3%	-8.6%	-0.4%
Skew 10d	-1.7%	-12.3%	14.4%	13.5%	1.6%
Call IV 25d	25.0%	18.1%	38.2%	38.2%	31.1%
Put IV 25d	26.4%	21.6%	37.3%	29.6%	30.7%
Bid-Ask Spread %	135.39	128.11	140.46	135.07	135.17
Gamma HHI	0.99	0.89	1.00	0.89	1.00
Net GEX	984	557	1.3K	1.2K	557
Net DEX	-6.2K	-7.9K	-4.9K	-5.7K	-4.9K
Net VEX	-28	-34	-22	-34	-22
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.5	0	1	1	0
Total OI	8.05	8	9	9	8

Daily Data (20 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
2022-04-01	$23.25	$0.00	50.4%	6.6%	13.5%	21.4%	0.0%	-8.6%	-14.0%	1.2K	-5.7K	-34	135.07	N/A	N/A	1	8	1
2022-04-04	$23.34	$0.00	51.3%	8.1%	12.1%	21.9%	0.0%	-0.7%	-13.8%	1.2K	-6.3K	-30	139.56	N/A	N/A	1	8	0
2022-04-05	$23.29	$0.00	51.6%	7.7%	12.3%	22.0%	0.0%	2.2%	-11.6%	1.1K	-5.9K	-29	139.49	N/A	N/A	1	8	0
2022-04-06	$23.25	$0.00	55.7%	8.2%	11.6%	24.2%	0.0%	-1.2%	-3.3%	1.3K	-6.6K	-30	140.46	N/A	N/A	1	8	0
2022-04-07	$23.27	$0.00	59.5%	8.2%	11.3%	26.3%	0.0%	3.2%	-12.6%	1.1K	-5.8K	-28	139.72	N/A	N/A	1	8	0
2022-04-08	$23.30	$0.00	47.2%	5.9%	10.7%	19.7%	0.0%	4.3%	-2.7%	1.1K	-6.2K	-29	133.14	N/A	N/A	1	8	0
2022-04-11	$23.25	$0.00	87.8%	8.5%	9.8%	41.6%	0.0%	4.2%	-4.2%	1.3K	-6.7K	-30	138.60	N/A	N/A	1	8	0
2022-04-12	$23.16	$0.00	104.2%	8.6%	7.5%	50.4%	0.0%	3.6%	-4.4%	1.2K	-6.4K	-29	139.72	N/A	N/A	1	8	0
2022-04-13	$23.33	$0.00	30.5%	8.7%	6.5%	10.7%	0.0%	2.1%	-14.2%	1.1K	-6.0K	-27	138.94	N/A	N/A	1	8	0
2022-04-14	$23.14	$0.00	30.3%	8.7%	6.4%	10.6%	0.0%	12.3%	-4.0%	1.2K	-6.3K	-28	137.96	N/A	N/A	1	8	0
2022-04-18	$23.06	$0.00	32.2%	9.2%	6.0%	11.6%	0.0%	-0.4%	-5.6%	695	-7.5K	-29	139.26	N/A	N/A	0	8	0
2022-04-19	$23.30	$0.00	27.3%	7.8%	6.9%	9.0%	0.0%	3.7%	-16.8%	893	-7.9K	-29	132.19	N/A	N/A	0	8	0
2022-04-20	$23.39	$0.00	27.7%	7.9%	6.7%	9.2%	0.0%	3.4%	-11.7%	1.2K	-6.4K	-27	132.51	N/A	N/A	0	8	0
2022-04-21	$23.16	$0.00	27.4%	7.9%	7.6%	9.0%	0.0%	2.4%	-4.5%	1.3K	-6.1K	-27	130.23	N/A	N/A	0	8	0
2022-04-22	$22.74	$0.00	27.1%	7.8%	10.0%	8.9%	0.0%	0.8%	2.6%	688	-6.3K	-26	128.11	N/A	N/A	0	8	0
2022-04-25	$22.77	$0.00	29.8%	8.5%	10.0%	10.3%	0.0%	-5.6%	-6.2%	689	-6.4K	-26	129.07	N/A	N/A	0	8	0
2022-04-26	$22.35	$0.00	31.3%	9.0%	11.6%	11.1%	0.0%	1.8%	-7.8%	641	-4.9K	-23	130.93	N/A	N/A	0	8	0
2022-04-27	$22.39	$0.00	30.7%	8.8%	11.6%	10.8%	0.0%	2.1%	-11.9%	575	-5.7K	-24	137.81	N/A	N/A	0	8	0
2022-04-28	$22.80	$0.00	31.1%	8.9%	13.6%	11.0%	0.0%	-1.8%	-4.0%	730	-6.3K	-25	129.82	N/A	N/A	0	8	0
2022-04-29	$22.16	$0.00	37.8%	10.8%	16.7%	14.6%	0.0%	-0.4%	-10.5%	557	-4.9K	-22	135.17	N/A	N/A	0	8	0