PBP Options History — April 2024 In April 2024, PBP traded between $21.85 and $22.49. ATM implied volatility averaged 33.2%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 28.8% (HV 20d: 4.4%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 41.9% change2024-04-09 : Highest IV Rank — 17.5%2024-04-03 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.20 $21.85 $22.49 $22.48 $21.99 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 33.2% 27.9% 48.2% 37.0% 32.4% Expected Move 8.6% 7.3% 11.3% 10.6% 9.3% HV 20d 4.4% 2.4% 5.8% 2.7% 5.8% HV 60d 4.9% 4.6% 5.2% 4.7% 5.2% IV Rank 8.0% 4.9% 17.5% 10.7% 6.1% IV Percentile 57.4% 36.5% 91.3% 77.4% 60.3% Term Structure -12.5% -16.3% -8.0% -10.8% -11.8% Skew 25d 3.6% 0.3% 13.6% 13.6% 6.5% Skew 10d 11.6% 5.3% 20.5% 18.6% 12.7% Call IV 25d 25.8% 19.4% 36.7% 28.7% 36.7% Put IV 25d 29.4% 20.2% 43.1% 42.2% 43.1% Bid-Ask Spread % 156.59 139.11 160.36 139.50 158.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 76 0 131 117 0 Net DEX -510 -918 0 -918 0 Net VEX -1 -2 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.682 0 1 1 0
Daily Data (22 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 2024-04-01 $22.48 $23.00 37.0% 10.6% 2.7% 10.7% 0.0% 13.6% -10.8% 117 -918 -2 0.00 139.50 N/A N/A 0 0 1 0 2024-04-02 $22.43 $23.00 38.2% 11.0% 2.8% 11.4% 0.0% 5.9% -13.6% 127 -856 -2 0.00 139.82 N/A N/A 0 0 1 0 2024-04-03 $22.42 $23.00 39.5% 11.3% 2.4% 12.1% 0.0% 5.9% -14.7% 127 -848 -2 0.00 139.11 N/A N/A 0 0 1 0 2024-04-04 $22.34 $0.00 39.5% 7.3% 2.8% 12.2% 0.0% 2.8% -13.8% 110 -847 -2 0.00 160.36 N/A N/A 0 0 1 0 2024-04-05 $22.41 $0.00 40.7% 7.5% 2.9% 12.9% 0.0% 0.7% -13.9% 128 -833 -2 0.00 159.91 N/A N/A 0 0 1 0 2024-04-08 $22.45 $0.00 46.7% 7.9% 3.0% 16.6% 0.0% 3.2% -15.5% 116 -889 -1 0.00 159.87 N/A N/A 0 0 1 0 2024-04-09 $22.43 $0.00 48.2% 7.8% 3.0% 17.5% 0.0% 0.3% -15.0% 129 -837 -1 0.00 159.87 N/A N/A 0 0 1 0 2024-04-10 $22.38 $0.00 28.0% 8.0% 3.1% 5.1% 0.0% 3.1% -15.4% 112 -854 -1 0.00 160.28 N/A N/A 0 0 1 0 2024-04-11 $22.49 $0.00 28.2% 8.1% 3.5% 5.2% 0.0% 0.8% -16.3% 131 -867 -1 0.00 159.96 N/A N/A 0 0 1 0 2024-04-12 $22.35 $0.00 28.4% 8.1% 4.2% 5.3% 0.0% 2.3% -16.2% 112 -831 -1 0.00 159.55 N/A N/A 0 0 1 0 2024-04-15 $22.20 $0.00 28.8% 8.3% 4.9% 5.6% 0.0% 2.3% -13.9% 112 -727 -1 0.00 159.07 N/A N/A 0 0 1 0 2024-04-16 $22.23 $0.00 29.8% 8.5% 4.9% 6.2% 0.0% 2.4% -15.2% 121 -702 -1 0.00 159.85 N/A N/A 0 0 1 0 2024-04-17 $22.09 $0.00 27.9% 8.0% 5.3% 4.9% 0.0% 1.7% -10.1% 113 -625 -1 0.00 159.00 N/A N/A 0 0 1 0 2024-04-18 $22.04 $0.00 27.9% 8.0% 5.1% 4.9% 0.0% 2.6% -10.7% 113 -578 0 0.00 159.04 N/A N/A 0 0 1 0 2024-04-19 $21.88 $0.00 28.4% 8.1% 5.5% 5.2% 0.0% 3.5% -8.5% 0 0 0 0.00 159.08 N/A N/A 0 0 1 0 2024-04-22 $21.85 $0.00 28.9% 8.3% 5.5% 5.5% 0.0% 6.6% -8.0% 0 0 0 0.00 159.02 N/A N/A 0 0 0 0 2024-04-23 $21.94 $0.00 29.5% 8.4% 5.7% 5.8% 0.0% 2.6% -9.2% 0 0 0 0.00 159.40 N/A N/A 0 0 0 0 2024-04-24 $21.95 $0.00 29.5% 8.5% 5.8% 5.6% 0.0% 7.2% -9.6% 0 0 0 0.00 158.45 N/A N/A 0 0 0 0 2024-04-25 $21.95 $0.00 30.2% 8.7% 5.7% 5.6% 0.0% 1.8% -8.9% 0 0 0 0.00 157.76 N/A N/A 0 0 0 0 2024-04-26 $22.00 $0.00 30.9% 8.9% 5.7% 6.0% 0.0% 1.9% -11.6% 0 0 0 0.00 158.66 N/A N/A 0 0 0 0 2024-04-29 $22.05 $0.00 32.0% 9.2% 5.8% 6.7% 0.0% 1.8% -12.0% 0 0 0 0.00 159.23 N/A N/A 0 0 0 0 2024-04-30 $21.99 $0.00 32.4% 9.3% 5.8% 6.1% 0.0% 6.5% -11.8% 0 0 0 0.00 158.22 N/A N/A 0 0 0 0
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