PBP Options History — September 2022 In September 2022, PBP traded between $17.03 and $21.05. ATM implied volatility averaged 55.4%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 73.1% (HV 20d: 128.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-09-06 : Highest Volume — 13 contracts2022-09-21 : Largest IV spike — 209.7% change2022-09-21 : Highest IV Rank — 52.0%2022-09-21 : Largest Expected Move — 32.1%Monthly Statistics Metric Avg Min Max Open Close Price $19.61 $17.03 $21.05 $20.25 $19.01 ATM IV 55.4% 32.5% 112.1% 49.8% 46.1% Expected Move 13.3% 7.8% 32.1% 14.3% 13.2% HV 20d 128.5% 83.2% 154.5% 142.9% 83.2% HV 60d 88.8% 81.9% 94.0% 82.0% 94.0% IV Rank 22.9% 11.2% 52.0% 20.1% 18.2% IV Percentile 80.2% 35.7% 98.4% 87.3% 79.0% Term Structure -14.9% -54.2% -6.0% -18.7% -12.4% Skew 25d 2.7% -13.5% 12.4% 3.5% 4.4% Skew 10d 14.6% -2.8% 81.7% 10.6% 10.3% Call IV 25d 42.0% 21.5% 156.2% 35.4% 32.9% Put IV 25d 44.7% 25.4% 168.6% 38.9% 37.4% Bid-Ask Spread % 138.98 133.69 157.85 137.44 138.24 Gamma HHI 0.77 0.62 0.85 0.79 0.69 Net GEX 786 192 1.0K 765 642 Net DEX -9.5K -14.0K -6.1K -11.9K -6.1K Net VEX -39 -49 -28 -49 -28 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 5.571 0 13 0 13 Total OI 13 13 13 13 13
Daily Data (21 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 2022-09-01 $20.25 $0.00 49.8% 14.3% 142.9% 20.1% 0.0% 3.5% -18.7% 765 -11.9K -49 0.00 137.44 N/A N/A 0 0 13 0 2022-09-02 $20.10 $0.00 47.9% 13.7% 142.9% 19.1% 0.0% -8.6% -20.8% 924 -10.5K -46 0.00 133.98 N/A N/A 0 0 13 0 2022-09-06 $20.13 $0.00 57.5% 9.5% 142.9% 24.0% 0.0% 4.2% -7.3% 936 -10.6K -45 0.00 139.25 N/A N/A 13 0 13 0 2022-09-07 $20.50 $0.00 52.6% 7.8% 143.1% 21.5% 0.0% 3.9% -7.5% 971 -12.6K -47 0.00 134.43 N/A N/A 13 0 13 0 2022-09-08 $20.52 $0.00 64.8% 9.1% 143.1% 27.8% 0.0% 5.3% -11.6% 994 -11.2K -42 0.00 138.32 N/A N/A 0 0 13 0 2022-09-09 $20.90 $0.00 61.5% 9.0% 143.3% 26.1% 0.0% 4.1% -11.7% 1.0K -13.4K -44 0.00 139.98 N/A N/A 0 0 13 0 2022-09-12 $21.05 $0.00 83.9% 9.3% 143.3% 37.6% 0.0% 3.8% -10.9% 1.0K -14.0K -45 0.00 140.41 N/A N/A 0 0 13 0 2022-09-13 $20.11 $0.00 58.1% 10.0% 144.2% 24.4% 0.0% 1.6% -10.1% 994 -10.2K -41 0.00 138.16 N/A N/A 13 0 13 0 2022-09-14 $17.14 $0.00 84.7% 24.3% 154.5% 38.0% 0.0% -13.5% -54.2% 194 -9.4K -43 0.00 139.69 N/A N/A 0 0 13 0 2022-09-15 $17.03 $0.00 82.1% 23.5% 135.1% 36.6% 0.0% -9.6% -35.6% 192 -9.2K -43 0.00 139.48 N/A N/A 0 0 13 0 2022-09-16 $19.81 $0.00 36.7% 10.5% 124.1% 13.4% 0.0% 12.4% -6.6% 809 -9.3K -42 0.00 139.23 N/A N/A 13 0 13 0 2022-09-19 $19.91 $0.00 36.6% 10.5% 124.1% 13.3% 0.0% 4.8% -6.0% 954 -9.4K -39 0.00 139.52 N/A N/A 0 0 13 0 2022-09-20 $19.82 $0.00 36.2% 10.4% 124.1% 13.1% 0.0% 5.0% -7.1% 961 -8.7K -36 0.00 138.57 N/A N/A 0 0 13 0 2022-09-21 $19.67 $0.00 112.1% 32.1% 124.1% 52.0% 0.0% 12.4% -32.7% 872 -8.4K -33 0.00 157.85 N/A N/A 0 0 13 0 2022-09-22 $19.63 $0.00 32.5% 9.3% 124.0% 11.2% 0.0% 3.3% -7.3% 868 -7.9K -34 0.00 133.69 N/A N/A 0 0 13 0 2022-09-23 $19.31 $0.00 41.9% 12.0% 124.0% 16.0% 0.0% 2.6% -8.2% 653 -8.2K -37 0.00 139.43 N/A N/A 0 0 13 0 2022-09-26 $19.24 $0.00 44.4% 12.7% 123.9% 17.3% 0.0% 0.8% -12.1% 643 -7.8K -36 0.00 138.68 N/A N/A 13 0 13 0 2022-09-27 $19.13 $0.00 43.6% 12.5% 123.9% 16.9% 0.0% 5.1% -10.2% 680 -6.3K -29 0.00 137.79 N/A N/A 13 0 13 0 2022-09-28 $19.45 $0.00 44.0% 12.6% 103.6% 17.1% 0.0% 4.9% -9.7% 793 -7.3K -30 0.00 136.85 N/A N/A 13 0 13 0 2022-09-29 $19.10 $0.00 46.3% 13.3% 83.2% 18.3% 0.0% 5.8% -11.2% 583 -7.9K -36 0.00 137.54 N/A N/A 13 0 13 0 2022-09-30 $19.01 $0.00 46.1% 13.2% 83.2% 18.2% 0.0% 4.4% -12.4% 642 -6.1K -28 0.00 138.24 N/A N/A 13 0 13 0
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