PBP Options History — February 2024 In February 2024, PBP traded between $21.78 and $22.09. ATM implied volatility averaged 35.0%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 30.1% (HV 20d: 4.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-20 : Largest IV spike — 322.1% change2024-02-20 : Highest IV Rank — 57.6%2024-02-20 : Largest Expected Move — 32.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.01 $21.78 $22.09 $21.95 $22.09 ATM IV 35.0% 24.2% 113.3% 34.4% 35.8% Expected Move 9.3% 6.4% 32.5% 6.6% 10.3% HV 20d 4.9% 3.4% 6.2% 5.0% 6.0% HV 60d 4.5% 3.6% 5.6% 5.6% 4.8% IV Rank 9.4% 2.7% 57.6% 9.1% 9.9% IV Percentile 50.3% 8.7% 98.8% 71.0% 72.6% Term Structure -7.0% -40.8% 42.4% -8.5% -13.9% Skew 25d 3.2% -6.5% 18.5% 3.2% 1.7% Skew 10d 12.9% 4.3% 98.0% 5.5% 7.6% Call IV 25d 29.9% 16.9% 152.6% 17.0% 27.6% Put IV 25d 33.1% 19.1% 171.1% 20.2% 29.3% Bid-Ask Spread % 140.25 138.66 155.70 140.43 138.66 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 2024-02-01 $21.95 $0.00 34.4% 6.6% 5.0% 9.1% 0.0% 3.2% -8.5% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2024-02-02 $21.95 $0.00 34.2% 6.4% 5.0% 8.9% 0.0% 2.2% -7.9% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2024-02-05 $21.99 $0.00 39.4% 6.7% 5.0% 12.1% 0.0% 4.8% -8.5% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0 2024-02-06 $22.02 $0.00 40.4% 7.3% 4.3% 12.7% 0.0% 2.2% -12.2% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0 2024-02-07 $22.01 $0.00 24.3% 7.0% 4.3% 2.8% 0.0% 2.0% -9.9% 0 0 0 0.00 139.59 N/A N/A 0 0 0 0 2024-02-08 $22.02 $0.00 24.2% 6.9% 4.3% 2.7% 0.0% 1.8% -10.1% 0 0 0 0.00 139.56 N/A N/A 0 0 0 0 2024-02-09 $22.02 $0.00 25.4% 7.3% 4.3% 3.5% 0.0% 1.4% -12.3% 0 0 0 0.00 138.74 N/A N/A 0 0 0 0 2024-02-12 $22.04 $0.00 27.1% 7.8% 4.3% 4.5% 0.0% 1.6% -14.3% 0 0 0 0.00 139.56 N/A N/A 0 0 0 0 2024-02-13 $22.02 $0.00 26.0% 7.5% 4.3% 3.9% 0.0% 5.7% -10.9% 0 0 0 0.00 140.07 N/A N/A 0 0 0 0 2024-02-14 $22.04 $0.00 27.4% 7.9% 4.0% 4.7% 0.0% 6.1% -15.2% 0 0 0 0.00 138.82 N/A N/A 0 0 0 0 2024-02-15 $22.07 $0.00 28.4% 8.1% 3.9% 5.3% 0.0% 2.6% 38.4% 0 0 0 0.00 139.95 N/A N/A 0 0 0 0 2024-02-16 $22.03 $0.00 26.9% 7.7% 3.4% 4.4% 0.0% 2.1% 42.4% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2024-02-20 $21.79 $0.00 113.3% 32.5% 4.7% 57.6% 0.0% 18.5% -40.8% 0 0 0 0.00 155.70 N/A N/A 0 0 0 0 2024-02-21 $21.78 $0.00 31.4% 9.0% 4.7% 7.2% 0.0% 3.1% -7.3% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2024-02-22 $22.03 $0.00 29.6% 8.5% 6.2% 6.1% 0.0% 7.8% -7.5% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2024-02-23 $22.05 $0.00 29.7% 8.5% 6.2% 6.1% 0.0% 1.3% -8.0% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2024-02-26 $22.08 $0.00 33.9% 9.7% 6.2% 8.7% 0.0% 1.5% -11.2% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2024-02-27 $22.07 $0.00 32.3% 9.3% 6.2% 7.7% 0.0% -6.5% -8.1% 0 0 0 0.00 139.19 N/A N/A 0 0 0 0 2024-02-28 $22.07 $0.00 36.0% 10.3% 6.2% 10.0% 0.0% 2.1% -13.6% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2024-02-29 $22.09 $0.00 35.8% 10.3% 6.0% 9.9% 0.0% 1.7% -13.9% 0 0 0 0.00 138.66 N/A N/A 0 0 0 0
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