PBP Options History — June 2023 In June 2023, PBP traded between $21.69 and $22.07. ATM implied volatility averaged 41.4%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 34.7% (HV 20d: 6.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2023-06-07 : Largest IV spike — 350.2% change2023-06-07 : Highest IV Rank — 87.4%2023-06-07 : Largest Expected Move — 21.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.92 $21.69 $22.07 $21.80 $22.06 ATM IV 41.4% 23.7% 182.1% 34.5% 23.7% Expected Move 8.1% 6.4% 21.0% 9.9% 6.8% HV 20d 6.6% 5.6% 7.8% 7.7% 6.3% HV 60d 7.4% 6.5% 9.6% 9.5% 6.8% IV Rank 12.0% 2.5% 87.4% 8.3% 2.5% IV Percentile 36.9% 6.0% 99.6% 36.5% 6.0% Term Structure -10.0% -68.5% 4.2% -12.2% 4.2% Skew 25d -4.1% -14.9% 9.2% -0.1% -14.9% Skew 10d 5.8% -55.9% 18.9% 7.3% 16.5% Call IV 25d 26.7% 16.0% 98.6% 29.0% 33.3% Put IV 25d 22.6% 13.5% 107.8% 28.8% 18.3% Bid-Ask Spread % 135.73 133.42 155.46 133.56 134.22 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 (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 2023-06-01 $21.80 $0.00 34.5% 9.9% 7.7% 8.3% 0.0% -0.1% -12.2% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2023-06-02 $21.98 $0.00 34.9% 10.0% 7.8% 8.5% 0.0% 2.0% -12.6% 0 0 0 0.00 133.42 N/A N/A 0 0 0 0 2023-06-05 $21.95 $0.00 38.6% 6.4% 6.8% 10.5% 0.0% -7.0% -7.0% 0 0 0 0.00 134.74 N/A N/A 0 0 0 0 2023-06-06 $21.98 $0.00 40.5% 6.5% 6.8% 11.5% 0.0% -2.5% -7.9% 0 0 0 0.00 135.19 N/A N/A 0 0 0 0 2023-06-07 $21.98 $0.00 182.1% 21.0% 6.8% 87.4% 0.0% 9.2% -68.5% 0 0 0 0.00 155.46 N/A N/A 0 0 0 0 2023-06-08 $22.02 $0.00 45.2% 6.7% 6.7% 14.0% 0.0% -6.4% -9.0% 0 0 0 0.00 140.53 N/A N/A 0 0 0 0 2023-06-09 $22.02 $0.00 46.2% 6.4% 6.7% 14.6% 0.0% -2.8% -7.5% 0 0 0 0.00 135.36 N/A N/A 0 0 0 0 2023-06-12 $22.04 $0.00 62.5% 6.8% 6.5% 23.3% 0.0% -3.2% -8.9% 0 0 0 0.00 135.04 N/A N/A 0 0 0 0 2023-06-13 $22.04 $0.00 70.5% 6.8% 6.3% 27.6% 0.0% -3.4% -9.2% 0 0 0 0.00 134.91 N/A N/A 0 0 0 0 2023-06-14 $22.05 $0.00 24.2% 6.9% 6.3% 2.8% 0.0% -3.6% -9.4% 0 0 0 0.00 135.25 N/A N/A 0 0 0 0 2023-06-15 $22.07 $0.00 24.5% 7.0% 6.2% 2.9% 0.0% -3.9% -4.6% 0 0 0 0.00 135.11 N/A N/A 0 0 0 0 2023-06-16 $21.91 $0.00 25.4% 7.3% 6.9% 3.4% 0.0% -7.3% -4.3% 0 0 0 0.00 134.83 N/A N/A 0 0 0 0 2023-06-20 $21.79 $0.00 26.0% 7.5% 7.0% 3.7% 0.0% -2.7% -4.8% 0 0 0 0.00 134.72 N/A N/A 0 0 0 0 2023-06-21 $21.75 $0.00 25.9% 7.4% 7.0% 3.7% 0.0% -3.5% -5.9% 0 0 0 0.00 133.75 N/A N/A 0 0 0 0 2023-06-22 $21.82 $0.00 25.3% 7.3% 6.8% 3.4% 0.0% -9.2% -5.7% 0 0 0 0.00 134.73 N/A N/A 0 0 0 0 2023-06-23 $21.73 $0.00 26.3% 7.5% 6.3% 3.9% 0.0% -3.8% -6.3% 0 0 0 0.00 134.43 N/A N/A 0 0 0 0 2023-06-26 $21.69 $0.00 27.9% 8.0% 5.6% 4.7% 0.0% -4.5% -6.3% 0 0 0 0.00 133.72 N/A N/A 0 0 0 0 2023-06-27 $21.85 $0.00 27.3% 7.8% 6.0% 4.4% 0.0% -10.5% -8.0% 0 0 0 0.00 133.74 N/A N/A 0 0 0 0 2023-06-28 $21.83 $0.00 27.9% 8.0% 6.0% 4.7% 0.0% -4.4% -7.7% 0 0 0 0.00 133.78 N/A N/A 0 0 0 0 2023-06-29 $21.91 $0.00 29.0% 8.3% 6.1% 5.4% 0.0% -4.0% -7.9% 0 0 0 0.00 133.87 N/A N/A 0 0 0 0 2023-06-30 $22.06 $0.00 23.7% 6.8% 6.3% 2.5% 0.0% -14.9% 4.2% 0 0 0 0.00 134.22 N/A N/A 0 0 0 0
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