PBP Options History — July 2023

In July 2023, PBP traded between $21.98 and $22.35. ATM implied volatility averaged 29.2%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 24.0% (HV 20d: 5.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-07-31: Highest Volume — 2 contracts
  • 2023-07-11: Largest IV drop — 40.3% change
  • 2023-07-10: Highest IV Rank — 10.5%
  • 2023-07-05: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.19$21.98$22.35$22.06$22.35
ATM IV29.2%22.9%38.6%31.9%32.8%
Expected Move7.8%6.4%9.5%9.1%9.4%
HV 20d5.2%3.5%6.2%5.6%3.5%
HV 60d6.6%6.0%6.9%6.8%6.0%
IV Rank5.9%2.1%10.5%6.9%8.5%
IV Percentile26.7%5.2%55.2%33.7%41.7%
Term Structure-8.3%-10.9%-4.8%-9.3%-9.0%
VWIV55.7%55.7%55.7%55.7%55.7%
Skew 25d4.4%-3.2%8.8%2.6%6.1%
Skew 10d8.3%4.3%17.8%7.4%6.5%
Call IV 25d20.9%16.2%25.5%24.0%24.0%
Put IV 25d25.3%16.3%33.2%26.6%30.2%
Bid-Ask Spread %134.24132.90134.99133.99133.75
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.10202
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$22.06$0.0031.9%9.1%5.6%6.9%0.0%2.6%-9.3%0000.00133.99N/AN/A0000
2023-07-05$22.06$0.0033.3%9.5%5.6%7.6%0.0%2.7%-10.9%0000.00134.56N/AN/A0000
2023-07-06$22.00$0.0034.4%6.4%5.7%8.2%0.0%3.3%-4.8%0000.00134.99N/AN/A0000
2023-07-07$22.01$0.0034.9%6.6%5.7%8.5%0.0%6.8%-5.8%0000.00134.33N/AN/A0000
2023-07-10$21.98$0.0038.6%6.9%5.7%10.5%0.0%2.6%-5.5%0000.00134.82N/AN/A0000
2023-07-11$22.09$0.0023.0%6.9%6.0%2.1%0.0%2.8%-6.3%0000.00134.99N/AN/A0000
2023-07-12$22.20$0.0024.4%7.0%6.2%3.3%0.0%3.9%-8.1%0000.00134.33N/AN/A0000
2023-07-13$22.20$0.0022.9%6.6%6.2%2.4%0.0%4.4%-8.3%0000.00134.48N/AN/A0000
2023-07-14$22.21$0.0025.1%7.2%6.2%3.7%0.0%7.9%-8.5%0000.00134.49N/AN/A0000
2023-07-17$22.23$0.0026.2%7.5%6.2%4.4%0.0%3.7%-9.2%0000.00133.70N/AN/A0000
2023-07-18$22.26$0.0026.6%7.6%5.5%4.6%0.0%8.8%-9.4%0000.00134.49N/AN/A0000
2023-07-19$22.25$0.0027.0%7.7%5.0%4.9%0.0%8.8%-9.7%0000.00134.49N/AN/A0000
2023-07-20$22.26$0.0027.0%7.7%4.9%4.9%0.0%3.9%-10.0%0000.00134.04N/AN/A0000
2023-07-21$22.20$0.0027.0%7.7%5.0%4.9%0.0%-3.2%-9.5%0000.00134.98N/AN/A0000
2023-07-24$22.25$0.0028.5%8.2%4.7%5.8%0.0%4.1%-10.5%0000.00132.90N/AN/A0000
2023-07-25$22.27$0.0029.1%8.3%4.5%6.2%0.0%4.5%-7.0%0000.00134.17N/AN/A0000
2023-07-26$22.27$0.0029.7%8.5%4.0%6.5%0.0%4.6%-7.5%0000.00133.86N/AN/A0000
2023-07-27$22.24$0.0030.4%8.7%4.0%7.0%0.0%4.4%-8.1%0000.00133.53N/AN/A0000
2023-07-28$22.35$0.0031.0%8.9%4.1%7.3%0.0%5.7%-8.5%0000.00134.00N/AN/A0000
2023-07-31$22.35$0.0032.8%9.4%3.5%8.5%55.7%6.1%-9.0%0000.00133.75N/AN/A2000