PBP Options History — December 2023 In December 2023, PBP traded between $21.38 and $21.69. ATM implied volatility averaged 41.4%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 37.1% (HV 20d: 4.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 69.3% change2023-12-12 : Highest IV Rank — 43.3%2023-12-01 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.53 $21.38 $21.69 $21.45 $21.69 ATM IV 41.4% 23.0% 89.6% 42.6% 32.8% Expected Move 8.3% 6.6% 12.2% 12.2% 9.4% HV 20d 4.3% 2.7% 7.9% 7.8% 3.1% HV 60d 9.7% 8.7% 10.1% 10.0% 8.7% IV Rank 13.5% 2.0% 43.3% 14.4% 8.1% IV Percentile 62.9% 5.2% 97.6% 83.7% 61.5% Term Structure -7.0% -19.5% -2.5% -19.5% -8.3% Skew 25d 4.9% 2.0% 9.5% 6.9% 4.9% Skew 10d 7.8% 5.2% 17.4% 7.3% 9.1% Call IV 25d 22.8% 18.5% 36.5% 29.4% 25.2% Put IV 25d 27.7% 20.7% 40.0% 36.4% 30.1% Bid-Ask Spread % 138.72 134.53 140.56 137.80 137.73 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 (20 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 2023-12-01 $21.45 $0.00 42.6% 12.2% 7.8% 14.4% 0.0% 6.9% -19.5% 0 0 0 0.00 137.80 N/A N/A 0 0 0 0 2023-12-04 $21.38 $0.00 47.4% 7.4% 7.9% 17.4% 0.0% 2.2% -6.1% 0 0 0 0.00 140.06 N/A N/A 0 0 0 0 2023-12-05 $21.38 $0.00 48.8% 7.3% 7.8% 18.2% 0.0% 2.0% -6.1% 0 0 0 0.00 139.18 N/A N/A 0 0 0 0 2023-12-06 $21.38 $0.00 51.4% 7.4% 7.8% 19.9% 0.0% 2.4% -6.3% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2023-12-07 $21.47 $0.00 56.2% 7.7% 6.2% 22.8% 0.0% 3.0% -7.9% 0 0 0 0.00 139.50 N/A N/A 0 0 0 0 2023-12-08 $21.48 $0.00 60.1% 7.8% 3.3% 25.2% 0.0% 2.2% -7.5% 0 0 0 0.00 139.80 N/A N/A 0 0 0 0 2023-12-11 $21.48 $0.00 78.0% 8.0% 3.3% 36.2% 0.0% 5.5% -7.4% 0 0 0 0.00 138.98 N/A N/A 0 0 0 0 2023-12-12 $21.54 $0.00 89.6% 7.8% 3.4% 43.3% 0.0% 5.7% -6.7% 0 0 0 0.00 139.52 N/A N/A 0 0 0 0 2023-12-13 $21.52 $0.00 27.5% 7.9% 3.4% 5.2% 0.0% 5.4% -7.0% 0 0 0 0.00 140.56 N/A N/A 0 0 0 0 2023-12-14 $21.53 $0.00 27.4% 7.9% 3.4% 5.1% 0.0% 4.8% -4.4% 0 0 0 0.00 140.05 N/A N/A 0 0 0 0 2023-12-15 $21.59 $0.00 27.3% 7.8% 3.6% 5.1% 0.0% 4.7% -5.4% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2023-12-18 $21.58 $0.00 28.5% 8.2% 3.5% 5.4% 0.0% 7.0% -5.3% 0 0 0 0.00 139.00 N/A N/A 0 0 0 0 2023-12-19 $21.58 $0.00 23.0% 6.6% 2.7% 2.0% 0.0% 3.7% -2.5% 0 0 0 0.00 134.53 N/A N/A 0 0 0 0 2023-12-20 $21.50 $0.00 31.0% 8.9% 3.1% 6.9% 0.0% 9.5% -7.1% 0 0 0 0.00 139.01 N/A N/A 0 0 0 0 2023-12-21 $21.55 $0.00 30.0% 8.6% 3.1% 6.3% 0.0% 7.7% -6.1% 0 0 0 0.00 137.27 N/A N/A 0 0 0 0 2023-12-22 $21.59 $0.00 28.9% 8.3% 3.1% 5.7% 0.0% 5.0% -5.2% 0 0 0 0.00 138.33 N/A N/A 0 0 0 0 2023-12-26 $21.62 $0.00 31.8% 9.1% 3.1% 7.5% 0.0% 5.9% -6.5% 0 0 0 0.00 138.21 N/A N/A 0 0 0 0 2023-12-27 $21.65 $0.00 32.5% 9.3% 3.1% 7.9% 0.0% 6.6% -7.9% 0 0 0 0.00 137.70 N/A N/A 0 0 0 0 2023-12-28 $21.67 $0.00 32.6% 9.4% 3.1% 8.0% 0.0% 3.5% -7.1% 0 0 0 0.00 138.29 N/A N/A 0 0 0 0 2023-12-29 $21.69 $0.00 32.8% 9.4% 3.1% 8.1% 0.0% 4.9% -8.3% 0 0 0 0.00 137.73 N/A N/A 0 0 0 0
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