PBP Options History — August 2022 In August 2022, PBP traded between $17.23 and $21.47. ATM implied volatility averaged 50.8%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 7.1% (HV 20d: 57.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2022-08-31 : Highest Volume — 13 contracts2022-08-17 : Largest IV spike — 420.9% change2022-08-17 : Highest IV Rank — 86.0%2022-08-17 : Largest Expected Move — 51.1%Monthly Statistics Metric Avg Min Max Open Close Price $20.89 $17.23 $21.47 $21.40 $20.46 ATM IV 50.8% 30.9% 178.4% 43.8% 47.8% Expected Move 13.8% 8.9% 51.1% 12.5% 13.7% HV 20d 57.9% 4.6% 142.9% 5.6% 142.9% HV 60d 40.7% 14.9% 82.0% 20.0% 82.0% IV Rank 20.6% 10.4% 86.0% 17.0% 19.1% IV Percentile 70.8% 39.3% 99.6% 82.5% 86.1% Term Structure -14.8% -108.7% 38.4% -13.3% -15.6% Skew 25d 0.9% -28.9% 10.6% 3.6% 5.1% Skew 10d 6.0% -24.4% 28.6% 0.6% 10.2% Call IV 25d 42.4% 23.3% 211.4% 32.8% 36.1% Put IV 25d 43.3% 25.9% 191.4% 36.3% 41.1% Bid-Ask Spread % 138.77 132.48 156.72 140.69 136.11 Gamma HHI 0.66 0.50 1.00 0.51 0.80 Net GEX 361 24 1.0K 85 787 Net DEX -7.5K -15.1K -2.8K -4.2K -12.8K Net VEX -21 -51 -2 -7 -51 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 1.727 0 13 3 13 Total OI 6.636 3 13 3 13
Daily Data (22 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 2022-08-01 $21.40 $0.00 43.8% 12.5% 5.6% 17.0% 0.0% 3.6% -13.3% 85 -4.2K -7 0.00 140.69 N/A N/A 3 0 3 0 2022-08-02 $21.39 $0.00 45.0% 12.9% 5.4% 17.6% 0.0% 3.7% -13.4% 85 -4.2K -7 0.00 140.63 N/A N/A 3 0 3 0 2022-08-03 $21.43 $0.00 45.6% 13.1% 5.4% 17.9% 0.0% 5.0% -14.2% 85 -4.3K -7 0.00 140.53 N/A N/A 3 0 3 0 2022-08-04 $21.45 $0.00 47.1% 9.0% 5.2% 18.7% 0.0% 3.4% -11.3% 82 -4.3K -7 0.00 138.13 N/A N/A 3 0 3 0 2022-08-08 $21.42 $0.00 53.3% 9.3% 5.2% 21.9% 0.0% 1.7% -8.8% 84 -4.3K -7 0.00 139.18 N/A N/A 3 0 3 0 2022-08-09 $21.43 $0.00 56.8% 9.7% 5.1% 23.7% 0.0% 1.2% -9.9% 85 -4.3K -7 0.00 139.59 N/A N/A 0 0 3 0 2022-08-10 $21.45 $0.00 32.8% 9.4% 5.1% 11.3% 0.0% 2.3% -9.3% 83 -4.3K -6 0.00 139.35 N/A N/A 0 0 3 0 2022-08-11 $21.45 $0.00 33.2% 9.5% 5.1% 11.6% 0.0% 1.9% -10.1% 84 -4.3K -6 0.00 139.22 N/A N/A 0 0 3 0 2022-08-12 $21.47 $0.00 33.7% 9.7% 4.9% 11.8% 0.0% 2.3% -10.9% 82 -4.3K -6 0.00 138.98 N/A N/A 0 0 3 0 2022-08-15 $21.45 $0.00 35.3% 10.1% 4.8% 12.6% 0.0% 1.1% -11.0% 86 -4.3K -7 0.00 138.59 N/A N/A 0 0 3 0 2022-08-16 $21.46 $0.00 34.2% 9.8% 4.6% 12.1% 0.0% 5.6% -6.8% 88 -4.2K -8 0.00 138.66 N/A N/A 0 0 3 0 2022-08-17 $17.36 $0.00 178.4% 51.1% 75.7% 86.0% 0.0% -20.0% -108.7% 31 -2.8K -12 0.00 156.72 N/A N/A 0 0 3 0 2022-08-18 $21.42 $0.00 37.1% 10.6% 108.8% 13.5% 0.0% 2.8% 31.5% 88 -4.1K -10 0.00 138.65 N/A N/A 0 0 3 0 2022-08-19 $21.29 $0.00 30.9% 8.9% 108.8% 10.4% 0.0% 2.6% 38.4% 24 -4.4K -2 0.00 133.15 N/A N/A 10 0 3 0 2022-08-22 $21.02 $0.00 37.1% 10.6% 108.9% 13.6% 0.0% 1.1% -9.7% 992 -13.9K -45 0.00 136.78 N/A N/A 0 0 13 0 2022-08-23 $21.05 $0.00 37.8% 10.8% 108.9% 13.9% 0.0% 1.8% 0.8% 1.0K -14.0K -45 0.00 138.33 N/A N/A 0 0 13 0 2022-08-24 $21.11 $0.00 32.6% 9.3% 108.9% 11.2% 0.0% 9.0% -9.0% 1.0K -14.5K -46 0.00 132.48 N/A N/A 0 0 13 0 2022-08-25 $21.26 $0.00 39.2% 11.2% 108.9% 14.6% 0.0% 2.0% -10.8% 1.0K -15.1K -45 0.00 137.74 N/A N/A 0 0 13 0 2022-08-26 $20.83 $0.00 40.0% 11.5% 109.1% 15.0% 0.0% 2.5% -12.2% 947 -13.1K -47 0.00 135.81 N/A N/A 0 0 13 0 2022-08-29 $20.76 $0.00 43.9% 12.6% 109.1% 17.0% 0.0% 10.6% -14.0% 887 -12.9K -44 0.00 137.29 N/A N/A 0 0 13 0 2022-08-30 $17.23 $0.00 131.8% 37.8% 127.3% 62.1% 0.0% -28.9% -97.8% 176 -10.2K -48 0.00 136.29 N/A N/A 0 0 13 0 2022-08-31 $20.46 $0.00 47.8% 13.7% 142.9% 19.1% 0.0% 5.1% -15.6% 787 -12.8K -51 0.00 136.11 N/A N/A 13 0 13 0
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