PBP Options History — May 2024 In May 2024, PBP traded between $21.89 and $22.24. ATM implied volatility averaged 34.9%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 30.2% (HV 20d: 4.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2024-05-24 : Highest Volume — 8 contracts2024-05-15 : Largest IV drop — 71.3% change2024-05-14 : Highest IV Rank — 36.4%2024-05-03 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.08 $21.89 $22.24 $22.02 $21.95 ATM IV 34.9% 17.9% 80.9% 32.6% 29.7% Expected Move 7.0% 5.1% 11.2% 9.4% 8.5% HV 20d 4.8% 3.3% 6.0% 5.9% 4.3% HV 60d 4.8% 4.2% 5.3% 5.2% 4.5% IV Rank 8.3% 0.0% 36.4% 6.1% 7.2% IV Percentile 42.9% 0.0% 97.6% 61.9% 43.3% Term Structure -2.1% -21.0% 45.6% -12.5% -6.9% Skew 25d 2.2% -0.5% 6.2% 1.8% 2.9% Skew 10d 8.0% 4.3% 19.6% 7.4% 9.6% Call IV 25d 21.2% 16.9% 28.8% 26.2% 23.0% Put IV 25d 23.3% 18.2% 33.4% 28.0% 25.9% Bid-Ask Spread % 141.89 138.52 158.89 157.12 138.55 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -131 -759 0 0 -746 Net DEX 1.2K 0 6.7K 0 6.3K Net VEX -8 -46 0 0 -44 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.364 0 8 0 0 Total OI 1.455 0 8 0 8
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 2024-05-01 $22.02 $0.00 32.6% 9.4% 5.9% 6.1% 0.0% 1.8% -12.5% 0 0 0 0.00 157.12 N/A N/A 0 0 0 0 2024-05-02 $22.04 $0.00 35.1% 10.1% 5.8% 7.7% 0.0% 1.6% -14.6% 0 0 0 0.00 157.66 N/A N/A 0 0 0 0 2024-05-03 $22.11 $0.00 39.1% 11.2% 5.8% 10.2% 0.0% 1.8% -21.0% 0 0 0 0.00 158.89 N/A N/A 0 0 0 0 2024-05-06 $22.15 $0.00 41.6% 6.1% 5.8% 11.8% 0.0% 1.2% -0.0% 0 0 0 0.00 139.40 N/A N/A 0 0 0 0 2024-05-07 $22.11 $0.00 43.7% 6.2% 5.9% 13.1% 0.0% 1.5% -0.3% 0 0 0 0.00 140.34 N/A N/A 0 0 0 0 2024-05-08 $22.18 $0.00 46.8% 6.2% 6.0% 15.0% 0.0% 1.5% 0.2% 0 0 0 0.00 139.57 N/A N/A 0 0 0 0 2024-05-09 $22.23 $0.00 49.6% 6.2% 5.7% 16.8% 0.0% 1.6% 0.2% 0 0 0 0.00 139.90 N/A N/A 0 0 0 0 2024-05-10 $22.21 $0.00 52.0% 6.3% 5.3% 18.3% 0.0% 1.5% -0.0% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2024-05-13 $22.24 $0.00 70.1% 6.5% 4.8% 29.6% 0.0% 5.3% -0.5% 0 0 0 0.00 140.50 N/A N/A 0 0 0 0 2024-05-14 $22.23 $0.00 80.9% 6.4% 4.8% 36.4% 0.0% 1.5% -1.2% 0 0 0 0.00 139.22 N/A N/A 0 0 0 0 2024-05-15 $22.22 $0.00 23.2% 6.7% 4.2% 0.2% 0.0% 1.6% -1.0% 0 0 0 0.00 140.35 N/A N/A 0 0 0 0 2024-05-16 $22.21 $0.00 23.1% 6.6% 4.1% 0.1% 0.0% 2.3% 45.6% 0 0 0 0.00 139.39 N/A N/A 0 0 0 0 2024-05-17 $22.13 $0.00 23.5% 6.7% 3.3% 0.4% 0.0% 2.3% -0.0% 0 0 0 0.00 139.49 N/A N/A 0 0 0 0 2024-05-20 $21.98 $0.00 25.0% 7.2% 4.2% 1.3% 0.0% 6.2% -3.8% 0 0 0 0.00 139.17 N/A N/A 0 0 0 0 2024-05-21 $21.99 $0.00 25.4% 7.3% 3.9% 1.6% 0.0% 6.2% -4.0% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2024-05-22 $21.96 $0.00 24.9% 7.1% 3.9% 1.2% 0.0% 2.3% -3.1% 0 0 0 0.00 138.72 N/A N/A 0 0 0 0 2024-05-23 $21.92 $0.00 24.8% 7.1% 4.0% 1.2% 0.0% 2.9% -3.4% 0 0 0 0.00 139.31 N/A N/A 0 0 0 0 2024-05-24 $22.02 $0.00 17.9% 5.1% 4.2% 0.0% 0.0% 1.3% -3.4% 0 0 0 0.00 138.52 N/A N/A 0 8 0 0 2024-05-28 $22.01 $0.00 19.4% 5.6% 4.2% 0.9% 0.0% 1.1% -4.6% -759 6.1K -43 0.00 138.91 N/A N/A 0 0 0 8 2024-05-29 $21.96 $0.00 19.8% 5.7% 4.1% 1.2% 0.0% 0.5% -6.0% -732 6.3K -45 0.00 139.10 N/A N/A 0 0 0 8 2024-05-30 $21.89 $0.00 20.3% 5.8% 4.2% 1.4% 0.0% -0.5% -6.7% -644 6.7K -46 0.00 138.74 N/A N/A 0 0 0 8 2024-05-31 $21.95 $0.00 29.7% 8.5% 4.3% 7.2% 0.0% 2.9% -6.9% -746 6.3K -44 0.00 138.55 N/A N/A 0 0 0 8
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