PBP Options History — January 2024 In January 2024, PBP traded between $21.57 and $21.95. ATM implied volatility averaged 31.2%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 27.1% (HV 20d: 4.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 43.8% change2024-01-09 : Highest IV Rank — 15.5%2024-01-03 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.79 $21.57 $21.95 $21.63 $21.88 ATM IV 31.2% 25.1% 44.9% 37.1% 33.4% Expected Move 8.1% 7.0% 11.2% 10.6% 9.6% HV 20d 4.1% 3.0% 5.0% 3.2% 5.0% HV 60d 7.2% 5.6% 8.7% 8.7% 5.6% IV Rank 7.1% 3.3% 15.5% 10.7% 8.4% IV Percentile 47.4% 13.5% 87.3% 76.2% 67.1% Term Structure -5.4% -11.9% -2.1% -11.0% -10.3% Skew 25d 2.5% 1.0% 6.0% 6.0% 2.3% Skew 10d 10.0% 4.6% 20.6% 11.5% 8.8% Call IV 25d 24.7% 18.9% 34.3% 28.9% 26.6% Put IV 25d 27.2% 20.4% 39.0% 34.9% 28.9% Bid-Ask Spread % 138.60 134.03 140.54 137.68 137.37 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 2024-01-02 $21.63 $0.00 37.1% 10.6% 3.2% 10.7% 0.0% 6.0% -11.0% 0 0 0 0.00 137.68 N/A N/A 0 0 0 0 2024-01-03 $21.61 $0.00 39.0% 11.2% 3.0% 11.8% 0.0% 5.4% -11.9% 0 0 0 0.00 137.84 N/A N/A 0 0 0 0 2024-01-04 $21.60 $0.00 39.5% 7.2% 3.0% 12.2% 0.0% 2.7% -2.1% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2024-01-05 $21.57 $0.00 31.2% 7.0% 3.0% 7.1% 0.0% 2.4% -3.0% 0 0 0 0.00 138.97 N/A N/A 0 0 0 0 2024-01-08 $21.74 $0.00 43.6% 7.2% 3.8% 14.7% 0.0% 2.5% -3.1% 0 0 0 0.00 139.18 N/A N/A 0 0 0 0 2024-01-09 $21.76 $0.00 44.9% 7.1% 3.8% 15.5% 0.0% 1.3% -3.4% 0 0 0 0.00 140.06 N/A N/A 0 0 0 0 2024-01-10 $21.80 $0.00 25.2% 7.2% 3.8% 3.4% 0.0% 3.3% -3.5% 0 0 0 0.00 139.75 N/A N/A 0 0 0 0 2024-01-11 $21.80 $0.00 25.1% 7.2% 3.8% 3.3% 0.0% 2.8% -2.8% 0 0 0 0.00 138.73 N/A N/A 0 0 0 0 2024-01-12 $21.81 $0.00 25.5% 7.3% 3.7% 3.5% 0.0% 3.0% -3.9% 0 0 0 0.00 138.98 N/A N/A 0 0 0 0 2024-01-16 $21.80 $0.00 26.5% 7.6% 3.7% 4.2% 0.0% 1.2% -3.8% 0 0 0 0.00 139.13 N/A N/A 0 0 0 0 2024-01-17 $21.73 $0.00 27.5% 7.9% 3.9% 4.8% 0.0% 1.3% -4.3% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0 2024-01-18 $21.81 $0.00 27.4% 7.9% 4.0% 4.7% 0.0% 1.1% -4.3% 0 0 0 0.00 138.62 N/A N/A 0 0 0 0 2024-01-19 $21.94 $0.00 26.9% 7.7% 4.5% 4.4% 0.0% 2.2% -6.3% 0 0 0 0.00 138.70 N/A N/A 0 0 0 0 2024-01-22 $21.80 $0.00 27.3% 7.8% 4.9% 4.7% 0.0% 1.5% -5.0% 0 0 0 0.00 139.47 N/A N/A 0 0 0 0 2024-01-23 $21.81 $0.00 30.1% 8.6% 4.9% 6.4% 0.0% 1.9% -6.1% 0 0 0 0.00 138.75 N/A N/A 0 0 0 0 2024-01-24 $21.87 $0.00 28.4% 8.1% 4.9% 5.4% 0.0% 1.9% -5.5% 0 0 0 0.00 140.13 N/A N/A 0 0 0 0 2024-01-25 $21.86 $0.00 29.1% 8.3% 4.9% 5.7% 0.0% 2.0% -6.0% 0 0 0 0.00 137.79 N/A N/A 0 0 0 0 2024-01-26 $21.89 $0.00 29.7% 8.5% 4.9% 6.2% 0.0% 4.8% -6.3% 0 0 0 0.00 137.58 N/A N/A 0 0 0 0 2024-01-29 $21.94 $0.00 26.3% 7.5% 5.0% 4.0% 0.0% 1.0% -3.4% 0 0 0 0.00 134.03 N/A N/A 0 0 0 0 2024-01-30 $21.95 $0.00 32.4% 9.3% 5.0% 7.8% 0.0% 1.7% -8.3% 0 0 0 0.00 138.21 N/A N/A 0 0 0 0 2024-01-31 $21.88 $0.00 33.4% 9.6% 5.0% 8.4% 0.0% 2.3% -10.3% 0 0 0 0.00 137.37 N/A N/A 0 0 0 0
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