PBP Options History — October 2023 In October 2023, PBP traded between $20.66 and $21.83. ATM implied volatility averaged 37.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 26.2% (HV 20d: 11.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-10-09 : Largest IV spike — 381.9% change2023-10-09 : Highest IV Rank — 89.1%2023-10-09 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.29 $20.66 $21.83 $21.30 $20.98 ATM IV 37.3% 24.1% 164.3% 37.2% 35.9% Expected Move 9.2% 6.6% 25.6% 10.7% 10.3% HV 20d 11.2% 7.1% 13.2% 7.1% 12.6% HV 60d 8.0% 6.2% 9.3% 6.2% 9.3% IV Rank 11.2% 3.1% 89.1% 11.1% 10.4% IV Percentile 46.0% 9.1% 99.6% 63.9% 66.7% Term Structure -9.4% -67.1% 3.9% -11.2% -11.0% Skew 25d 4.9% -0.2% 17.6% 4.1% 2.4% Skew 10d 9.8% 5.3% 62.5% 6.4% 9.0% Call IV 25d 27.0% 17.9% 112.4% 26.6% 26.9% Put IV 25d 31.9% 20.9% 124.1% 30.7% 29.4% Bid-Ask Spread % 138.09 131.31 157.34 136.18 136.78 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 (22 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 2023-10-02 $21.30 $0.00 37.2% 10.7% 7.1% 11.1% 0.0% 4.1% -11.2% 0 0 0 0.00 136.18 N/A N/A 0 0 0 0 2023-10-03 $21.04 $0.00 35.2% 10.1% 7.9% 9.9% 0.0% 14.9% -9.8% 0 0 0 0.00 136.76 N/A N/A 0 0 0 0 2023-10-04 $21.24 $0.00 36.0% 10.3% 8.9% 10.4% 0.0% 17.6% -10.9% 0 0 0 0.00 135.21 N/A N/A 0 0 0 0 2023-10-05 $21.25 $0.00 36.4% 7.1% 9.0% 10.6% 0.0% 4.2% -1.0% 0 0 0 0.00 137.11 N/A N/A 0 0 0 0 2023-10-06 $21.52 $0.00 34.1% 6.6% 10.2% 9.2% 0.0% 5.9% -3.5% 0 0 0 0.00 136.44 N/A N/A 0 0 0 0 2023-10-09 $21.58 $0.00 164.3% 25.6% 10.3% 89.1% 0.0% 11.7% -67.1% 0 0 0 0.00 157.34 N/A N/A 0 0 0 0 2023-10-10 $21.70 $0.00 44.0% 6.9% 10.5% 15.3% 0.0% 3.4% -3.6% 0 0 0 0.00 138.73 N/A N/A 0 0 0 0 2023-10-11 $21.78 $0.00 26.0% 7.5% 10.7% 4.3% 0.0% 4.3% -4.5% 0 0 0 0.00 139.00 N/A N/A 0 0 0 0 2023-10-12 $21.69 $0.00 24.1% 6.9% 10.7% 3.1% 0.0% 1.8% -4.7% 0 0 0 0.00 137.63 N/A N/A 0 0 0 0 2023-10-13 $21.54 $0.00 26.8% 7.7% 10.8% 4.8% 0.0% 4.0% -5.2% 0 0 0 0.00 138.86 N/A N/A 0 0 0 0 2023-10-16 $21.83 $0.00 25.6% 7.3% 11.9% 4.0% 0.0% 4.9% -4.5% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0 2023-10-17 $21.75 $0.00 26.0% 7.5% 11.9% 4.3% 0.0% 2.1% -14.2% 0 0 0 0.00 138.89 N/A N/A 0 0 0 0 2023-10-18 $21.47 $0.00 28.9% 8.3% 12.7% 6.1% 0.0% 0.8% -7.2% 0 0 0 0.00 137.29 N/A N/A 0 0 0 0 2023-10-19 $21.34 $0.00 29.7% 8.5% 12.2% 6.5% 0.0% -0.2% -7.4% 0 0 0 0.00 136.25 N/A N/A 0 0 0 0 2023-10-20 $21.16 $0.00 31.6% 9.1% 12.5% 7.7% 0.0% 11.1% -7.5% 0 0 0 0.00 137.57 N/A N/A 0 0 0 0 2023-10-23 $20.99 $0.00 30.8% 8.8% 12.8% 7.2% 0.0% 3.2% -6.1% 0 0 0 0.00 138.66 N/A N/A 0 0 0 0 2023-10-24 $21.07 $0.00 27.8% 8.0% 12.3% 5.4% 0.0% 3.0% -7.4% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2023-10-25 $20.90 $0.00 30.3% 8.7% 12.6% 6.9% 0.0% 3.1% -5.7% 0 0 0 0.00 135.53 N/A N/A 0 0 0 0 2023-10-26 $20.75 $0.00 25.6% 7.3% 12.3% 4.0% 0.0% 2.1% 3.9% 0 0 0 0.00 137.63 N/A N/A 0 0 0 0 2023-10-27 $20.66 $0.00 32.5% 9.3% 12.4% 8.2% 0.0% 1.4% -8.9% 0 0 0 0.00 136.57 N/A N/A 0 0 0 0 2023-10-30 $20.90 $0.00 32.3% 9.2% 13.2% 8.1% 0.0% 2.2% -9.5% 0 0 0 0.00 131.31 N/A N/A 0 0 0 0 2023-10-31 $20.98 $0.00 35.9% 10.3% 12.6% 10.4% 0.0% 2.4% -11.0% 0 0 0 0.00 136.78 N/A N/A 0 0 0 0
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