PBP Options History — March 2024 In March 2024, PBP traded between $22.09 and $22.46. ATM implied volatility averaged 39.1%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 33.9% (HV 20d: 5.1%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-14 : Highest Volume — 1 contracts2024-03-13 : Largest IV drop — 66.9% change2024-03-12 : Highest IV Rank — 37.7%2024-03-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.26 $22.09 $22.46 $22.19 $22.46 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 39.1% 26.7% 80.9% 39.1% 33.5% Expected Move 8.1% 6.7% 11.2% 11.2% 9.6% HV 20d 5.1% 3.0% 6.3% 6.1% 3.0% HV 60d 4.8% 4.7% 4.9% 4.8% 4.8% IV Rank 11.9% 4.3% 37.7% 11.9% 8.5% IV Percentile 63.4% 27.0% 97.6% 81.3% 67.1% Term Structure -9.9% -15.6% -5.1% -15.6% -9.8% VWIV 18.1% 15.7% 20.5% 15.7% 20.5% Skew 25d 2.9% 1.8% 10.0% 2.6% 4.6% Skew 10d 6.5% 4.9% 7.9% 7.9% 7.9% Call IV 25d 19.9% 12.6% 28.9% 28.9% 23.6% Put IV 25d 22.8% 18.8% 31.5% 31.5% 28.2% Bid-Ask Spread % 139.99 138.20 140.52 139.89 139.59 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 60 0 128 0 128 Net DEX -416 -886 0 0 -886 Net VEX -1 -2 0 0 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.1 0 1 0 0 Total OI 0.5 0 1 0 1
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 2024-03-01 $22.19 $0.00 39.1% 11.2% 6.1% 11.9% 0.0% 2.6% -15.6% 0 0 0 0.00 139.89 N/A N/A 0 0 0 0 2024-03-04 $22.16 $0.00 41.7% 6.7% 6.1% 13.5% 0.0% 1.8% -11.3% 0 0 0 0.00 140.32 N/A N/A 0 0 0 0 2024-03-05 $22.09 $0.00 43.8% 6.9% 6.3% 14.8% 0.0% 2.2% -11.7% 0 0 0 0.00 140.29 N/A N/A 0 0 0 0 2024-03-06 $22.14 $0.00 47.0% 7.1% 6.3% 16.8% 0.0% 2.8% -12.6% 0 0 0 0.00 140.47 N/A N/A 0 0 0 0 2024-03-07 $22.15 $0.00 49.9% 7.2% 6.3% 18.6% 0.0% 1.9% -12.8% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2024-03-08 $22.17 $0.00 54.3% 7.2% 6.3% 21.3% 0.0% 2.1% -13.0% 0 0 0 0.00 140.41 N/A N/A 0 0 0 0 2024-03-11 $22.19 $0.00 70.2% 7.4% 6.3% 31.1% 0.0% 2.0% -13.8% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2024-03-12 $22.23 $0.00 80.9% 7.5% 6.3% 37.7% 0.0% 2.1% -14.0% 0 0 0 0.00 140.52 N/A N/A 0 0 0 0 2024-03-13 $22.27 $0.00 26.8% 7.7% 6.3% 4.3% 0.0% 1.8% -15.0% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2024-03-14 $22.26 $0.00 26.7% 7.7% 6.3% 4.3% 15.7% 2.7% -5.5% 0 0 0 0.00 140.14 N/A N/A 1 0 0 0 2024-03-15 $22.26 $23.00 27.1% 7.8% 6.3% 4.5% 0.0% 2.8% -5.7% 112 -723 -2 0.00 140.15 N/A N/A 0 0 1 0 2024-03-18 $22.21 $23.00 27.7% 7.9% 6.3% 4.9% 0.0% 10.0% -5.1% 121 -755 -2 0.00 138.20 N/A N/A 0 0 1 0 2024-03-19 $22.23 $23.00 28.1% 8.0% 4.7% 5.1% 0.0% 2.4% -5.3% 117 -783 -2 0.00 139.94 N/A N/A 0 0 1 0 2024-03-20 $22.33 $23.00 28.4% 8.1% 4.8% 5.4% 0.0% 2.8% -5.6% 121 -835 -2 0.00 139.78 N/A N/A 0 0 1 0 2024-03-21 $22.37 $23.00 29.9% 8.6% 3.0% 6.2% 20.5% 2.1% -6.3% 117 -870 -2 0.00 140.25 N/A N/A 1 0 1 0 2024-03-22 $22.38 $23.00 29.9% 8.6% 3.0% 6.2% 0.0% 2.6% -7.4% 121 -864 -2 0.00 139.94 N/A N/A 0 0 1 0 2024-03-25 $22.40 $23.00 31.6% 9.1% 3.0% 7.3% 0.0% 3.0% -8.5% 122 -867 -2 0.00 140.03 N/A N/A 0 0 1 0 2024-03-26 $22.39 $23.00 32.3% 9.2% 3.0% 7.7% 0.0% 3.3% -9.1% 124 -853 -2 0.00 139.77 N/A N/A 0 0 1 0 2024-03-27 $22.42 $23.00 32.9% 9.4% 3.0% 8.1% 0.0% 3.4% -10.2% 122 -876 -2 0.00 139.49 N/A N/A 0 0 1 0 2024-03-28 $22.46 $23.00 33.5% 9.6% 3.0% 8.5% 0.0% 4.6% -9.8% 128 -886 -2 0.00 139.59 N/A N/A 0 0 1 0
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