PBP Options History — March 2023 In March 2023, PBP traded between $20.45 and $21.26. ATM implied volatility averaged 41.2%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 29.4% (HV 20d: 11.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-03-22 : Largest IV spike — 111.4% change2023-03-14 : Highest IV Rank — 42.9%2023-03-22 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.92 $20.45 $21.26 $20.85 $21.23 ATM IV 41.2% 25.7% 99.1% 38.6% 33.9% Expected Move 9.1% 7.0% 18.0% 11.1% 9.7% HV 20d 11.8% 5.7% 14.7% 5.7% 13.8% HV 60d 9.2% 7.9% 10.0% 7.9% 9.5% IV Rank 12.0% 3.6% 42.9% 11.1% 8.0% IV Percentile 41.9% 2.8% 95.6% 48.4% 28.6% Term Structure -5.0% -18.1% 48.4% -14.0% -9.0% Skew 25d 7.0% 0.3% 51.4% 2.1% 11.3% Skew 10d 12.5% 5.2% 41.5% 7.2% 22.1% Call IV 25d 23.7% 17.7% 41.6% 28.7% 21.8% Put IV 25d 30.7% 20.8% 89.5% 30.8% 33.0% Bid-Ask Spread % 135.22 130.32 156.64 134.85 134.63 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2023-03-01 $20.85 $0.00 38.6% 11.1% 5.7% 11.1% 0.0% 2.1% -14.0% 0 0 0 0.00 134.85 N/A N/A 0 0 0 0 2023-03-02 $20.94 $0.00 38.4% 11.0% 5.7% 10.9% 0.0% 7.3% -13.8% 0 0 0 0.00 135.14 N/A N/A 0 0 0 0 2023-03-03 $21.24 $0.00 38.5% 11.0% 7.6% 10.5% 0.0% 5.7% -13.2% 0 0 0 0.00 133.46 N/A N/A 0 0 0 0 2023-03-06 $21.26 $0.00 45.2% 7.3% 7.6% 14.0% 0.0% 3.2% -5.2% 0 0 0 0.00 135.26 N/A N/A 0 0 0 0 2023-03-07 $21.05 $0.00 45.1% 7.3% 8.5% 14.0% 0.0% 3.1% -5.4% 0 0 0 0.00 134.77 N/A N/A 0 0 0 0 2023-03-08 $21.05 $0.00 47.5% 7.4% 8.4% 15.3% 0.0% 3.2% -5.6% 0 0 0 0.00 134.77 N/A N/A 0 0 0 0 2023-03-09 $20.77 $0.00 47.6% 7.0% 9.7% 15.3% 0.0% 1.2% -5.7% 0 0 0 0.00 132.69 N/A N/A 0 0 0 0 2023-03-10 $20.45 $0.00 60.0% 8.4% 11.0% 21.9% 0.0% 2.0% -5.9% 0 0 0 0.00 132.28 N/A N/A 0 0 0 0 2023-03-13 $20.55 $0.00 69.8% 9.0% 11.2% 27.2% 0.0% 4.6% -6.1% 0 0 0 0.00 133.26 N/A N/A 0 0 0 0 2023-03-14 $20.64 $0.00 99.1% 9.4% 11.3% 42.9% 0.0% 3.5% -8.0% 0 0 0 0.00 138.95 N/A N/A 0 0 0 0 2023-03-15 $20.58 $0.00 28.8% 8.3% 11.4% 5.2% 0.0% 0.9% -7.0% 0 0 0 0.00 135.65 N/A N/A 0 0 0 0 2023-03-16 $21.04 $0.00 25.7% 7.4% 14.0% 3.6% 0.0% 5.9% 48.4% 0 0 0 0.00 130.32 N/A N/A 0 0 0 0 2023-03-17 $20.78 $0.00 27.2% 7.8% 14.7% 4.4% 0.0% 2.9% -4.0% 0 0 0 0.00 131.61 N/A N/A 0 0 0 0 2023-03-20 $20.78 $0.00 30.4% 8.7% 14.7% 6.1% 0.0% 0.3% -5.5% 0 0 0 0.00 135.44 N/A N/A 0 0 0 0 2023-03-21 $20.93 $0.00 29.8% 8.5% 14.7% 5.7% 0.0% 7.2% -5.7% 0 0 0 0.00 135.99 N/A N/A 0 0 0 0 2023-03-22 $20.96 $0.00 62.9% 18.0% 14.7% 23.5% 0.0% 51.4% -18.1% 0 0 0 0.00 156.64 N/A N/A 0 0 0 0 2023-03-23 $20.83 $0.00 29.2% 8.4% 14.6% 5.4% 0.0% 5.5% -4.5% 0 0 0 0.00 134.98 N/A N/A 0 0 0 0 2023-03-24 $20.86 $0.00 31.3% 9.0% 14.3% 6.6% 0.0% 7.1% -6.6% 0 0 0 0.00 135.34 N/A N/A 0 0 0 0 2023-03-27 $21.04 $0.00 31.3% 9.0% 14.6% 6.6% 0.0% 4.6% -7.5% 0 0 0 0.00 135.01 N/A N/A 0 0 0 0 2023-03-28 $20.99 $0.00 26.2% 7.5% 14.6% 3.8% 0.0% 8.2% -1.1% 0 0 0 0.00 133.03 N/A N/A 0 0 0 0 2023-03-29 $21.11 $0.00 32.6% 9.3% 14.7% 7.2% 0.0% 9.2% -8.1% 0 0 0 0.00 133.88 N/A N/A 0 0 0 0 2023-03-30 $21.16 $0.00 29.6% 8.5% 14.7% 5.6% 0.0% 10.7% -3.5% 0 0 0 0.00 132.04 N/A N/A 0 0 0 0 2023-03-31 $21.23 $0.00 33.9% 9.7% 13.8% 8.0% 0.0% 11.3% -9.0% 0 0 0 0.00 134.63 N/A N/A 0 0 0 0
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