PBP Options History — June 2024 In June 2024, PBP traded between $21.96 and $22.33. ATM implied volatility averaged 31.6%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 27.1% (HV 20d: 4.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 38.0% change2024-06-11 : Highest IV Rank — 16.4%2024-06-05 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.19 $21.96 $22.33 $21.96 $22.20 ATM IV 31.6% 25.9% 41.9% 31.4% 32.4% Expected Move 8.3% 7.1% 9.9% 9.0% 9.3% HV 20d 4.5% 4.1% 5.0% 4.2% 4.1% HV 60d 4.7% 4.5% 4.9% 4.5% 4.8% IV Rank 9.0% 5.5% 16.4% 8.2% 9.9% IV Percentile 50.5% 17.5% 84.9% 53.6% 59.5% Term Structure -12.4% -19.7% -5.3% -8.6% -9.3% Skew 25d 2.7% 1.3% 7.7% 2.9% 2.8% Skew 10d 7.3% 4.0% 16.4% 9.7% 8.1% Call IV 25d 21.3% 17.6% 26.4% 24.7% 23.1% Put IV 25d 24.0% 19.2% 31.0% 27.6% 25.9% Bid-Ask Spread % 156.17 138.74 160.68 138.74 157.83 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -655 -818 -541 -777 -565 Net DEX 5.8K 5.2K 6.2K 6.2K 6.1K Net VEX -42 -43 -37 -43 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
Daily Data (19 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 2024-06-03 $21.96 $0.00 31.4% 9.0% 4.2% 8.2% 0.0% 2.9% -8.6% -777 6.2K -43 0.00 138.74 N/A N/A 0 0 0 8 2024-06-04 $21.96 $0.00 33.0% 9.5% 4.1% 9.2% 0.0% 2.9% -9.3% -785 6.2K -43 0.00 139.12 N/A N/A 0 0 0 8 2024-06-05 $22.11 $0.00 34.5% 9.9% 4.8% 10.1% 0.0% 2.1% -7.7% -783 5.7K -42 0.00 138.90 N/A N/A 0 0 0 8 2024-06-06 $22.18 $0.00 34.9% 7.1% 4.8% 10.3% 0.0% 1.6% -16.3% -818 5.4K -40 0.00 159.82 N/A N/A 0 0 0 8 2024-06-07 $22.18 $0.00 36.1% 7.2% 4.7% 11.1% 0.0% 1.5% -16.6% -789 5.5K -41 0.00 159.82 N/A N/A 0 0 0 8 2024-06-10 $22.19 $0.00 40.7% 7.2% 4.7% 15.6% 0.0% 7.7% -16.6% -627 6.1K -43 0.00 160.06 N/A N/A 0 0 0 8 2024-06-11 $22.17 $0.00 41.9% 7.2% 4.7% 16.4% 0.0% 2.0% -16.1% -796 5.5K -40 0.00 160.33 N/A N/A 0 0 0 8 2024-06-12 $22.19 $0.00 25.9% 7.4% 4.7% 5.5% 0.0% 1.3% -18.2% -667 5.9K -42 0.00 160.20 N/A N/A 0 0 0 8 2024-06-13 $22.30 $0.00 26.7% 7.6% 5.0% 6.0% 0.0% 7.5% -19.0% -606 5.9K -42 0.00 160.68 N/A N/A 0 0 0 8 2024-06-14 $22.33 $0.00 27.0% 7.7% 5.0% 6.2% 0.0% 2.3% -19.3% -557 5.8K -43 0.00 159.99 N/A N/A 0 0 0 8 2024-06-17 $22.29 $0.00 27.8% 8.0% 4.9% 6.7% 0.0% 2.5% -19.7% -541 6.0K -42 0.00 159.59 N/A N/A 0 0 0 8 2024-06-18 $22.30 $0.00 27.2% 7.8% 4.1% 6.4% 0.0% 2.6% -19.1% -547 5.9K -42 0.00 160.27 N/A N/A 0 0 0 8 2024-06-20 $22.29 $0.00 29.2% 8.4% 4.1% 7.7% 0.0% 1.3% -6.3% -799 5.2K -37 0.00 159.32 N/A N/A 0 0 0 8 2024-06-21 $22.30 $0.00 29.2% 8.4% 4.1% 7.7% 0.0% 1.6% -5.6% -571 5.9K -42 0.00 158.98 N/A N/A 0 0 0 8 2024-06-24 $22.16 $0.00 29.2% 8.4% 4.7% 7.7% 0.0% 2.2% -5.3% -544 5.9K -43 0.00 157.84 N/A N/A 0 0 0 8 2024-06-25 $22.17 $0.00 30.9% 8.9% 4.4% 8.9% 0.0% 2.1% -7.5% -571 5.8K -42 0.00 159.12 N/A N/A 0 0 0 8 2024-06-26 $22.18 $0.00 30.4% 8.7% 4.4% 8.5% 0.0% 2.4% -7.6% -552 6.2K -43 0.00 158.39 N/A N/A 0 0 0 8 2024-06-27 $22.20 $0.00 31.6% 9.1% 4.3% 9.4% 0.0% 2.9% -8.4% -558 6.0K -42 0.00 158.30 N/A N/A 0 0 0 8 2024-06-28 $22.20 $0.00 32.4% 9.3% 4.1% 9.9% 0.0% 2.8% -9.3% -565 6.1K -42 0.00 157.83 N/A N/A 0 0 0 8
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