PBP Options History — November 2023 In November 2023, PBP traded between $21.11 and $21.46. ATM implied volatility averaged 39.5%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 28.3% (HV 20d: 11.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-02 : Largest IV drop — 76.4% change2023-11-01 : Highest IV Rank — 76.6%2023-11-01 : Largest Expected Move — 41.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.36 $21.11 $21.46 $21.18 $21.38 ATM IV 39.5% 25.6% 143.9% 143.9% 40.6% Expected Move 10.4% 6.5% 41.2% 41.2% 11.6% HV 20d 11.2% 8.0% 13.7% 12.6% 8.0% HV 60d 9.9% 9.5% 10.3% 9.5% 10.0% IV Rank 12.5% 4.0% 76.6% 76.6% 13.2% IV Percentile 58.1% 17.1% 98.8% 98.8% 81.0% Term Structure -8.8% -56.3% 42.0% -56.3% -16.6% Skew 25d 7.6% -2.5% 23.3% 23.3% 6.1% Skew 10d 17.6% 4.8% 196.2% 196.2% 8.5% Call IV 25d 31.6% 17.1% 189.9% 189.9% 28.4% Put IV 25d 39.2% 18.7% 213.3% 213.3% 34.5% Bid-Ask Spread % 138.39 133.13 156.96 156.96 137.91 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 2023-11-01 $21.18 $0.00 143.9% 41.2% 12.6% 76.6% 0.0% 23.3% -56.3% 0 0 0 0.00 156.96 N/A N/A 0 0 0 0 2023-11-02 $21.32 $0.00 34.0% 6.5% 12.8% 9.2% 0.0% 4.5% -7.0% 0 0 0 0.00 133.13 N/A N/A 0 0 0 0 2023-11-03 $21.37 $0.00 42.7% 7.8% 12.0% 14.5% 0.0% 2.3% -9.0% 0 0 0 0.00 140.15 N/A N/A 0 0 0 0 2023-11-06 $21.39 $0.00 49.1% 8.1% 12.0% 18.4% 0.0% 10.7% -9.8% 0 0 0 0.00 139.08 N/A N/A 0 0 0 0 2023-11-07 $21.39 $0.00 48.8% 8.2% 11.8% 18.2% 0.0% 10.9% -10.2% 0 0 0 0.00 139.99 N/A N/A 0 0 0 0 2023-11-08 $21.11 $0.00 28.9% 8.3% 12.4% 6.1% 0.0% 6.5% -11.8% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2023-11-09 $21.43 $0.00 28.9% 8.3% 13.7% 6.0% 0.0% -2.5% -10.7% 0 0 0 0.00 140.10 N/A N/A 0 0 0 0 2023-11-10 $21.42 $0.00 29.8% 8.6% 13.5% 6.6% 0.0% 11.5% -11.1% 0 0 0 0.00 139.60 N/A N/A 0 0 0 0 2023-11-13 $21.43 $0.00 25.6% 7.3% 12.5% 4.0% 0.0% 6.2% -9.4% 0 0 0 0.00 133.86 N/A N/A 0 0 0 0 2023-11-14 $21.44 $0.00 30.1% 8.6% 12.5% 6.8% 0.0% 11.8% -11.7% 0 0 0 0.00 139.24 N/A N/A 0 0 0 0 2023-11-15 $21.45 $0.00 25.9% 7.4% 11.6% 4.2% 0.0% 5.8% -10.0% 0 0 0 0.00 134.04 N/A N/A 0 0 0 0 2023-11-16 $21.46 $0.00 31.1% 8.9% 11.4% 7.4% 0.0% 14.3% 34.6% 0 0 0 0.00 136.56 N/A N/A 0 0 0 0 2023-11-17 $21.42 $0.00 26.3% 7.5% 10.9% 4.5% 0.0% 5.3% 42.0% 0 0 0 0.00 134.11 N/A N/A 0 0 0 0 2023-11-20 $21.30 $0.00 27.5% 7.9% 10.7% 5.2% 0.0% 5.2% -7.8% 0 0 0 0.00 134.41 N/A N/A 0 0 0 0 2023-11-21 $21.29 $0.00 33.4% 9.6% 10.6% 8.8% 0.0% 3.6% -11.2% 0 0 0 0.00 138.78 N/A N/A 0 0 0 0 2023-11-22 $21.34 $0.00 30.4% 8.7% 10.2% 7.0% 0.0% 10.7% -8.6% 0 0 0 0.00 137.62 N/A N/A 0 0 0 0 2023-11-24 $21.36 $0.00 35.4% 10.2% 9.7% 10.1% 0.0% 4.7% -13.1% 0 0 0 0.00 138.55 N/A N/A 0 0 0 0 2023-11-27 $21.37 $0.00 37.7% 10.8% 9.5% 11.5% 0.0% 5.6% -15.0% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0 2023-11-28 $21.38 $0.00 38.1% 10.9% 8.7% 11.7% 0.0% 5.7% -15.3% 0 0 0 0.00 138.43 N/A N/A 0 0 0 0 2023-11-29 $21.38 $0.00 40.7% 11.7% 8.7% 13.3% 0.0% 6.9% -17.5% 0 0 0 0.00 137.54 N/A N/A 0 0 0 0 2023-11-30 $21.38 $0.00 40.6% 11.6% 8.0% 13.2% 0.0% 6.1% -16.6% 0 0 0 0.00 137.91 N/A N/A 0 0 0 0
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