PBP Options History — June 2022 In June 2022, PBP traded between $20.17 and $21.35. ATM implied volatility averaged 46.0%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 24.0% (HV 20d: 22.0%). Max pain ranged from $20.76 to $20.76. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-01 : Highest Volume — 4 contracts2022-06-02 : Largest IV spike — 276.6% change2022-06-02 : Highest IV Rank — 72.5%2022-06-02 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $20.79 $20.17 $21.35 $21.30 $20.60 Max Pain $20.76 $20.76 $20.76 $20.76 $20.76 ATM IV 46.0% 31.9% 145.3% 38.6% 45.9% Expected Move 11.5% 9.1% 25.1% 11.1% 13.2% HV 20d 22.0% 19.7% 28.1% 28.1% 19.7% HV 60d 20.9% 19.4% 21.8% 20.3% 21.8% IV Rank 19.0% 11.4% 72.5% 15.0% 19.0% IV Percentile 69.1% 44.0% 97.2% 66.1% 81.0% Term Structure -3.2% -31.0% 113.0% -10.2% -14.5% VWIV 40.2% 40.2% 40.2% 40.2% 40.2% Skew 25d 4.7% -1.3% 10.6% 4.7% 7.9% Skew 10d 6.7% 0.5% 27.8% 10.6% 1.3% Call IV 25d 37.1% 23.3% 118.0% 31.4% 37.6% Put IV 25d 41.8% 27.9% 122.8% 36.1% 45.5% Bid-Ask Spread % 138.00 132.77 156.28 133.37 134.38 Gamma HHI 0.52 0.33 0.66 0.49 0.57 Net GEX 308 90 579 556 92 Net DEX -5.7K -12.0K -3.5K -7.3K -3.7K Net VEX -14 -30 -8 -18 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.6 3 4 4 3 Total OI 8.4 3 12 12 3
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-06-01 $21.30 $20.76 38.6% 11.1% 28.1% 15.0% 40.2% 4.7% -10.2% 556 -7.3K -18 0.00 133.37 N/A N/A 4 0 12 0 2022-06-02 $21.33 $0.00 145.3% 25.1% 26.7% 72.5% 0.0% 4.8% -31.0% 342 -12.0K -30 0.00 156.28 N/A N/A 4 0 12 0 2022-06-03 $21.30 $0.00 48.0% 9.1% 23.7% 20.1% 0.0% 4.6% -6.9% 568 -7.7K -20 0.00 139.75 N/A N/A 4 0 12 0 2022-06-06 $21.35 $0.00 52.5% 9.5% 23.7% 22.5% 0.0% 1.7% -8.4% 578 -7.9K -19 0.00 139.32 N/A N/A 4 0 12 0 2022-06-07 $21.35 $0.00 55.1% 9.6% 21.9% 23.9% 0.0% 1.7% -8.7% 579 -8.0K -19 0.00 136.35 N/A N/A 4 0 12 0 2022-06-09 $21.31 $0.00 33.5% 9.6% 21.9% 12.3% 0.0% 1.7% -8.6% 570 -7.8K -18 0.00 138.70 N/A N/A 4 0 12 0 2022-06-10 $21.21 $0.00 39.4% 11.3% 21.5% 15.5% 0.0% 4.4% -10.6% 549 -7.7K -18 0.00 141.89 N/A N/A 4 0 12 0 2022-06-13 $20.56 $0.00 31.9% 9.1% 23.9% 11.4% 0.0% 3.2% -8.9% 365 -5.2K -12 0.00 132.79 N/A N/A 4 0 12 0 2022-06-14 $20.43 $0.00 39.9% 11.4% 20.9% 15.7% 0.0% 3.8% -10.8% 385 -5.4K -14 0.00 136.98 N/A N/A 4 0 12 0 2022-06-15 $20.91 $0.00 40.3% 11.5% 22.8% 15.9% 0.0% 5.0% -12.4% 486 -6.8K -15 0.00 140.28 N/A N/A 4 0 12 0 2022-06-16 $20.17 $0.00 46.1% 13.2% 24.2% 19.1% 0.0% 6.0% 113.0% 361 -5.3K -14 0.00 142.25 N/A N/A 4 0 12 0 2022-06-17 $20.32 $0.00 38.7% 11.1% 20.5% 15.1% 0.0% 1.4% 36.4% 94 -3.5K -11 0.00 137.52 N/A N/A 4 0 12 0 2022-06-21 $20.36 $0.00 35.6% 10.2% 20.4% 13.4% 0.0% -1.3% -22.0% 90 -3.6K -8 0.00 136.85 N/A N/A 3 0 3 0 2022-06-22 $20.43 $0.00 36.2% 10.4% 20.4% 13.7% 0.0% 9.5% -9.8% 93 -3.6K -10 0.00 133.91 N/A N/A 3 0 3 0 2022-06-23 $20.48 $0.00 43.9% 12.6% 20.2% 17.9% 0.0% 10.6% -12.5% 92 -3.6K -11 0.00 139.35 N/A N/A 3 0 3 0 2022-06-24 $20.58 $0.00 35.0% 10.0% 20.3% 13.1% 0.0% 5.7% 1.1% 92 -3.7K -10 0.00 139.24 N/A N/A 3 0 3 0 2022-06-27 $20.62 $0.00 37.1% 10.6% 20.2% 14.2% 0.0% 4.9% -11.9% 91 -3.8K -9 0.00 134.16 N/A N/A 3 0 3 0 2022-06-28 $20.58 $0.00 38.1% 10.9% 19.8% 14.8% 0.0% 3.8% -12.9% 91 -3.7K -9 0.00 132.77 N/A N/A 3 0 3 0 2022-06-29 $20.57 $0.00 39.3% 11.3% 19.7% 15.4% 0.0% 10.3% -13.9% 92 -3.7K -10 0.00 133.90 N/A N/A 3 0 3 0 2022-06-30 $20.60 $0.00 45.9% 13.2% 19.7% 19.0% 0.0% 7.9% -14.5% 92 -3.7K -10 0.00 134.38 N/A N/A 3 0 3 0
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