PBP Options History — July 2022

In July 2022, PBP traded between $20.65 and $21.39. ATM implied volatility averaged 53.5%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 41.4% (HV 20d: 12.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-07-01: Highest Volume — 3 contracts
  • 2022-07-07: Largest IV spike — 299.1% change
  • 2022-07-07: Highest IV Rank — 100.0%
  • 2022-07-07: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.93$20.65$21.39$20.71$21.39
ATM IV53.5%29.7%205.5%49.0%39.9%
Expected Move11.2%7.9%25.4%14.0%11.4%
HV 20d12.0%4.9%20.0%19.9%5.7%
HV 60d21.5%20.0%21.8%21.8%20.1%
IV Rank22.1%9.7%100.0%20.6%15.0%
IV Percentile74.7%33.9%100.0%84.3%77.6%
Term Structure-8.1%-20.2%-3.5%-18.0%-9.8%
Skew 25d2.8%-1.3%8.3%6.4%8.3%
Skew 10d4.7%-58.9%42.4%1.8%1.6%
Call IV 25d38.0%24.3%124.4%38.5%26.3%
Put IV 25d40.9%28.1%128.3%45.0%34.5%
Bid-Ask Spread %141.69135.26156.61135.26138.97
Gamma HHI0.540.510.570.560.51
Net GEX8866929285
Net DEX-3.9K-4.2K-3.7K-3.8K-4.2K
Net VEX-9-14-7-10-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume33333
Total OI33333

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$20.71$0.0049.0%14.0%19.9%20.6%0.0%6.4%-18.0%92-3.8K-100.00135.26N/AN/A3030
2022-07-05$20.65$0.0057.1%9.1%19.9%25.0%0.0%4.0%-5.0%92-3.8K-90.00140.79N/AN/A3030
2022-07-06$20.66$0.0051.5%7.9%19.9%22.0%0.0%2.1%-3.5%92-3.8K-90.00138.05N/AN/A3030
2022-07-07$20.77$0.00205.5%25.4%20.0%100.0%0.0%3.9%-20.2%66-3.8K-140.00156.61N/AN/A3030
2022-07-08$20.73$0.0061.6%9.9%20.0%26.1%0.0%0.4%-6.4%86-3.7K-120.00154.90N/AN/A3030
2022-07-11$20.73$0.0070.0%7.9%20.0%30.4%0.0%2.1%-4.0%91-3.8K-90.00136.30N/AN/A3030
2022-07-12$20.71$0.0080.8%8.1%19.9%36.0%0.0%1.7%-4.2%91-3.8K-90.00136.15N/AN/A3030
2022-07-13$20.78$0.0029.7%8.5%16.5%9.7%0.0%2.2%-4.5%90-3.9K-90.00136.77N/AN/A3030
2022-07-14$20.75$0.0034.9%10.0%16.4%12.4%0.0%4.2%-6.0%91-3.8K-90.00141.69N/AN/A3030
2022-07-15$20.86$0.0038.7%11.1%14.2%14.4%0.0%1.4%-5.2%89-3.9K-110.00145.77N/AN/A3030
2022-07-18$20.81$0.0051.8%14.8%4.9%21.1%0.0%-1.3%-10.6%88-3.8K-110.00154.85N/AN/A3030
2022-07-19$21.02$0.0034.8%10.0%5.3%12.4%0.0%2.7%-6.0%89-4.0K-90.00140.38N/AN/A3030
2022-07-20$21.08$0.0036.4%10.4%5.4%13.2%0.0%3.0%-8.2%87-4.1K-80.00140.03N/AN/A3030
2022-07-21$21.11$0.0036.4%10.4%5.3%13.2%0.0%0.5%-7.4%88-4.1K-80.00139.05N/AN/A3030
2022-07-22$21.11$0.0036.0%10.3%5.3%13.0%0.0%1.5%-7.8%90-4.0K-90.00141.14N/AN/A3030
2022-07-25$21.13$0.0037.5%10.8%5.2%13.8%0.0%0.5%-7.1%88-4.1K-80.00139.03N/AN/A3030
2022-07-26$21.09$0.0038.9%11.2%5.3%14.5%0.0%1.5%-9.0%88-4.1K-80.00140.62N/AN/A3030
2022-07-27$21.26$0.0038.9%11.2%5.7%14.5%0.0%4.1%-9.6%89-4.1K-90.00139.80N/AN/A3030
2022-07-28$21.34$0.0039.7%11.4%5.7%14.9%0.0%7.3%-10.2%86-4.2K-70.00137.70N/AN/A3030
2022-07-29$21.39$0.0039.9%11.4%5.7%15.0%0.0%8.3%-9.8%85-4.2K-70.00138.97N/AN/A3030