PBP Options History — December 2022 In December 2022, PBP traded between $19.94 and $20.59. ATM implied volatility averaged 50.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 41.1% (HV 20d: 9.4%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-12-21 : Largest IV spike — 206.8% change2022-12-21 : Highest IV Rank — 49.4%2022-12-21 : Largest Expected Move — 31.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.24 $19.94 $20.59 $20.50 $20.11 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 50.5% 19.1% 110.7% 50.0% 42.3% Expected Move 11.0% 5.5% 31.7% 14.3% 12.1% HV 20d 9.4% 7.6% 11.4% 8.0% 11.3% HV 60d 23.8% 12.4% 48.6% 48.6% 12.4% IV Rank 17.4% 0.6% 49.4% 17.1% 13.0% IV Percentile 63.1% 0.8% 96.8% 82.1% 64.3% Term Structure -5.1% -30.7% 37.3% -19.9% -10.9% Skew 25d 10.3% 2.5% 26.1% 21.1% 10.4% Skew 10d 11.2% 5.2% 75.3% 13.3% 7.4% Call IV 25d 26.3% 11.9% 139.1% 22.8% 23.1% Put IV 25d 36.6% 23.8% 156.4% 43.9% 33.5% Bid-Ask Spread % 139.73 132.69 158.61 136.32 139.19 Gamma HHI 0.89 0.87 0.92 0.89 0.89 Net GEX 624 0 1.4K 1.3K 0 Net DEX -5.9K -11.8K 0 -11.5K 0 Net VEX -6 -17 0 -17 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.429 0 13 13 0
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 2022-12-01 $20.50 $18.00 50.0% 14.3% 8.0% 17.1% 0.0% 21.1% -19.9% 1.3K -11.5K -17 0.00 136.32 N/A N/A 0 0 13 0 2022-12-02 $20.50 $18.00 51.8% 14.8% 7.8% 18.1% 0.0% 26.1% -20.5% 1.2K -11.6K -17 0.00 134.50 N/A N/A 0 0 13 0 2022-12-05 $20.41 $0.00 56.9% 9.1% 8.0% 20.8% 0.0% 3.2% -6.6% 1.2K -11.0K -14 0.00 141.65 N/A N/A 0 0 13 0 2022-12-06 $20.25 $0.00 58.2% 9.0% 8.1% 21.5% 0.0% 2.5% -5.2% 1.1K -10.2K -13 0.00 140.24 N/A N/A 0 0 13 0 2022-12-07 $20.23 $0.00 53.4% 8.1% 8.0% 18.9% 0.0% 3.5% -5.6% 1.1K -9.8K -12 0.00 136.18 N/A N/A 0 0 13 0 2022-12-08 $20.35 $0.00 66.9% 9.3% 8.1% 26.1% 0.0% 2.9% -6.3% 1.1K -10.8K -12 0.00 141.41 N/A N/A 0 0 13 0 2022-12-09 $20.30 $0.00 69.4% 9.6% 7.6% 27.5% 0.0% 2.9% -8.3% 1.1K -10.5K -11 0.00 141.48 N/A N/A 0 0 13 0 2022-12-12 $20.38 $0.00 91.5% 9.7% 7.6% 39.2% 0.0% 5.3% -7.3% 1.1K -10.9K -9 0.00 141.13 N/A N/A 0 0 13 0 2022-12-13 $20.56 $0.00 66.8% 5.5% 8.2% 26.1% 0.0% 10.4% 18.4% 1.3K -11.7K -8 0.00 139.40 N/A N/A 0 0 13 0 2022-12-14 $20.59 $0.00 19.1% 5.5% 8.2% 0.6% 0.0% 10.1% 18.5% 1.4K -11.8K -6 0.00 140.12 N/A N/A 0 0 13 0 2022-12-15 $20.33 $0.00 30.7% 8.8% 9.5% 6.8% 0.0% 10.6% 37.3% 1.2K -10.2K -4 0.00 139.61 N/A N/A 0 0 13 0 2022-12-16 $20.12 $0.00 40.0% 11.5% 10.2% 11.8% 0.0% 10.0% -6.9% 0 -4.0K 0 0.00 144.02 N/A N/A 0 0 13 0 2022-12-19 $19.95 $0.00 35.5% 10.2% 10.3% 9.4% 0.0% 11.3% -6.2% 0 0 0 0.00 138.84 N/A N/A 0 0 0 0 2022-12-20 $20.02 $0.00 36.1% 10.3% 10.3% 9.7% 0.0% 10.5% -6.4% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2022-12-21 $20.19 $0.00 110.7% 31.7% 10.8% 49.4% 0.0% 17.3% -30.7% 0 0 0 0.00 158.61 N/A N/A 0 0 0 0 2022-12-22 $19.97 $0.00 30.6% 8.8% 10.9% 6.8% 0.0% 11.9% -6.1% 0 0 0 0.00 132.69 N/A N/A 0 0 0 0 2022-12-23 $20.08 $0.00 31.0% 8.9% 11.2% 7.0% 0.0% 11.8% -6.5% 0 0 0 0.00 133.70 N/A N/A 0 0 0 0 2022-12-27 $20.10 $0.00 39.6% 11.4% 11.0% 11.6% 0.0% 10.9% -9.1% 0 0 0 0.00 139.22 N/A N/A 0 0 0 0 2022-12-28 $19.94 $0.00 39.4% 11.3% 11.3% 11.5% 0.0% 12.8% -9.6% 0 0 0 0.00 138.15 N/A N/A 0 0 0 0 2022-12-29 $20.16 $0.00 40.0% 11.5% 11.4% 11.8% 0.0% 10.7% -9.6% 0 0 0 0.00 138.39 N/A N/A 0 0 0 0 2022-12-30 $20.11 $0.00 42.3% 12.1% 11.3% 13.0% 0.0% 10.4% -10.9% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0
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