PBP Options History — April 2023 In April 2023, PBP traded between $21.10 and $21.46. ATM implied volatility averaged 29.7%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 21.7% (HV 20d: 8.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-14 : Largest IV drop — 50.7% change2023-04-10 : Highest IV Rank — 17.6%2023-04-12 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.30 $21.10 $21.46 $21.24 $21.46 ATM IV 29.7% 19.7% 51.9% 35.9% 22.7% Expected Move 7.4% 5.2% 13.3% 10.3% 6.5% HV 20d 8.0% 4.1% 13.8% 13.8% 6.1% HV 60d 9.3% 9.1% 9.6% 9.5% 9.6% IV Rank 5.7% 0.4% 17.6% 9.1% 1.9% IV Percentile 24.4% 0.4% 80.6% 36.1% 4.8% Term Structure -8.0% -15.9% -2.8% -10.8% -9.3% Skew 25d 4.0% -3.4% 12.0% 12.0% 4.8% Skew 10d 10.5% 5.2% 30.4% 22.9% 13.3% Call IV 25d 24.7% 17.0% 76.9% 23.4% 20.8% Put IV 25d 28.7% 18.9% 84.9% 35.5% 25.6% Bid-Ask Spread % 136.75 132.16 156.96 133.82 133.55 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 (19 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 2023-04-03 $21.24 $0.00 35.9% 10.3% 13.8% 9.1% 0.0% 12.0% -10.8% 0 0 0 0.00 133.82 N/A N/A 0 0 0 0 2023-04-04 $21.23 $0.00 36.3% 10.4% 13.3% 9.3% 0.0% 7.0% -11.7% 0 0 0 0.00 134.38 N/A N/A 0 0 0 0 2023-04-05 $21.23 $0.00 38.1% 10.9% 13.3% 10.2% 0.0% 6.1% -13.4% 0 0 0 0.00 134.00 N/A N/A 0 0 0 0 2023-04-06 $21.31 $0.00 38.5% 5.2% 12.3% 10.4% 0.0% 3.8% -2.8% 0 0 0 0.00 134.38 N/A N/A 0 0 0 0 2023-04-10 $21.29 $0.00 51.9% 6.3% 10.6% 17.6% 0.0% 3.2% -5.5% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0 2023-04-11 $21.30 $0.00 45.4% 5.6% 10.6% 14.1% 0.0% 4.6% -4.4% 0 0 0 0.00 133.64 N/A N/A 0 0 0 0 2023-04-12 $21.32 $0.00 46.3% 13.3% 10.5% 14.6% 0.0% 8.1% -15.9% 0 0 0 0.00 156.84 N/A N/A 0 0 0 0 2023-04-13 $21.36 $0.00 40.0% 11.5% 10.4% 11.2% 0.0% 4.3% -13.1% 0 0 0 0.00 156.96 N/A N/A 0 0 0 0 2023-04-14 $21.35 $0.00 19.7% 5.7% 7.2% 0.4% 0.0% 1.9% -3.9% 0 0 0 0.00 134.00 N/A N/A 0 0 0 0 2023-04-17 $21.31 $0.00 20.7% 5.9% 5.3% 0.9% 0.0% 2.2% -5.5% 0 0 0 0.00 133.81 N/A N/A 0 0 0 0 2023-04-18 $21.33 $0.00 21.0% 6.0% 5.3% 1.1% 0.0% 1.7% -5.7% 0 0 0 0.00 133.00 N/A N/A 0 0 0 0 2023-04-19 $21.34 $0.00 20.8% 6.0% 4.9% 1.0% 0.0% 1.8% -5.6% 0 0 0 0.00 134.31 N/A N/A 0 0 0 0 2023-04-20 $21.32 $0.00 21.2% 6.1% 4.9% 1.2% 0.0% 1.9% -6.0% 0 0 0 0.00 133.78 N/A N/A 0 0 0 0 2023-04-21 $21.32 $0.00 20.0% 5.7% 4.1% 0.5% 0.0% 2.0% -6.3% 0 0 0 0.00 133.49 N/A N/A 0 0 0 0 2023-04-24 $21.34 $0.00 20.5% 5.9% 4.1% 0.8% 0.0% 0.6% -7.6% 0 0 0 0.00 133.71 N/A N/A 0 0 0 0 2023-04-25 $21.16 $0.00 22.5% 6.4% 4.5% 1.8% 0.0% 5.0% -8.7% 0 0 0 0.00 138.97 N/A N/A 0 0 0 0 2023-04-26 $21.10 $0.00 21.3% 6.1% 4.5% 1.2% 0.0% -3.4% -8.2% 0 0 0 0.00 132.16 N/A N/A 0 0 0 0 2023-04-27 $21.36 $0.00 21.2% 6.1% 5.9% 1.2% 0.0% 7.7% -8.4% 0 0 0 0.00 133.37 N/A N/A 0 0 0 0 2023-04-28 $21.46 $0.00 22.7% 6.5% 6.1% 1.9% 0.0% 4.8% -9.3% 0 0 0 0.00 133.55 N/A N/A 0 0 0 0
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