PBP Options History — July 2024 In July 2024, PBP traded between $22.00 and $22.46. ATM implied volatility averaged 33.0%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 28.6% (HV 20d: 4.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 44.8% change2024-07-09 : Highest IV Rank — 20.1%2024-07-31 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.31 $22.00 $22.46 $22.21 $22.30 ATM IV 33.0% 26.2% 47.4% 33.7% 38.3% Expected Move 8.8% 7.3% 11.0% 9.7% 11.0% HV 20d 4.3% 3.0% 7.3% 4.0% 7.3% HV 60d 4.5% 3.7% 5.4% 4.8% 5.4% IV Rank 10.3% 5.6% 20.1% 10.8% 13.9% IV Percentile 53.8% 17.1% 90.5% 66.3% 77.8% Term Structure -14.9% -22.1% -6.4% -10.4% -15.2% Skew 25d 5.2% 0.8% 12.4% 3.2% 12.4% Skew 10d 8.1% 5.3% 18.1% 8.8% 16.2% Call IV 25d 24.4% 19.0% 34.9% 24.9% 32.6% Put IV 25d 29.6% 19.8% 45.0% 28.0% 45.0% Bid-Ask Spread % 158.38 155.39 160.41 158.04 158.27 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -577 -645 -543 -561 -645 Net DEX 5.5K 5.2K 6.2K 5.7K 5.4K Net VEX -39 -42 -35 -42 -35 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 (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 2024-07-01 $22.21 $0.00 33.7% 9.7% 4.0% 10.8% 0.0% 3.2% -10.4% -561 5.7K -42 0.00 158.04 N/A N/A 0 0 0 8 2024-07-02 $22.31 $0.00 35.2% 10.1% 4.3% 11.8% 0.0% 4.8% -11.1% -599 5.6K -41 0.00 157.98 N/A N/A 0 0 0 8 2024-07-03 $22.35 $0.00 38.1% 10.9% 4.3% 13.8% 0.0% 12.2% -14.0% -604 5.7K -40 0.00 159.07 N/A N/A 0 0 0 8 2024-07-05 $22.37 $0.00 40.1% 7.3% 3.6% 15.2% 0.0% 0.8% -17.6% -564 5.4K -39 0.00 160.41 N/A N/A 0 0 0 8 2024-07-08 $22.38 $0.00 45.2% 7.7% 3.5% 18.7% 0.0% 1.3% -19.3% -568 5.4K -39 0.00 159.83 N/A N/A 0 0 0 8 2024-07-09 $22.41 $0.00 47.4% 7.7% 3.5% 20.1% 0.0% 1.2% -19.6% -562 5.3K -39 0.00 160.40 N/A N/A 0 0 0 8 2024-07-10 $22.41 $0.00 26.2% 7.5% 3.5% 5.6% 0.0% 1.7% -18.1% -586 5.4K -38 0.00 159.92 N/A N/A 0 0 0 8 2024-07-11 $22.44 $0.00 27.4% 7.9% 3.5% 6.5% 0.0% 4.6% -20.2% -576 5.2K -38 0.00 159.78 N/A N/A 0 0 0 8 2024-07-12 $22.45 $0.00 27.3% 7.8% 3.5% 6.4% 0.0% 5.5% -19.6% -547 5.3K -38 0.00 158.47 N/A N/A 0 0 0 8 2024-07-15 $22.44 $0.00 28.5% 8.2% 3.1% 7.3% 0.0% 9.3% -20.8% -577 5.2K -38 0.00 158.31 N/A N/A 0 0 0 8 2024-07-16 $22.45 $0.00 29.0% 8.3% 3.1% 7.6% 0.0% 9.6% -21.2% -582 5.2K -38 0.00 158.43 N/A N/A 0 0 0 8 2024-07-17 $22.46 $0.00 29.4% 8.4% 3.0% 7.9% 0.0% 10.0% -21.6% -587 5.2K -37 0.00 159.27 N/A N/A 0 0 0 8 2024-07-18 $22.45 $0.00 30.0% 8.6% 3.0% 8.2% 0.0% 9.8% -22.1% -582 5.2K -37 0.00 158.17 N/A N/A 0 0 0 8 2024-07-19 $22.29 $0.00 29.7% 8.5% 4.0% 8.0% 0.0% 2.5% -21.1% -567 5.8K -39 0.00 157.83 N/A N/A 0 0 0 8 2024-07-22 $22.31 $0.00 31.2% 8.9% 4.0% 9.0% 0.0% 3.8% -8.2% -573 5.5K -39 0.00 158.21 N/A N/A 0 0 0 8 2024-07-23 $22.33 $0.00 31.2% 9.0% 3.3% 9.1% 0.0% 4.1% -8.6% -644 5.4K -36 0.00 157.42 N/A N/A 0 0 0 8 2024-07-24 $22.03 $0.00 28.9% 8.3% 5.9% 7.5% 0.0% 3.1% -6.8% -543 6.2K -40 0.00 156.46 N/A N/A 0 0 0 8 2024-07-25 $22.00 $0.00 29.6% 8.5% 5.9% 8.0% 0.0% 3.1% -7.4% -565 6.2K -40 0.00 155.39 N/A N/A 0 0 0 8 2024-07-26 $22.12 $0.00 31.3% 9.0% 6.3% 9.1% 0.0% 1.7% -6.4% -554 5.9K -39 0.00 156.68 N/A N/A 0 0 0 8 2024-07-29 $22.16 $0.00 34.4% 9.9% 6.3% 11.3% 0.0% 1.8% -10.5% -567 5.8K -38 0.00 158.00 N/A N/A 0 0 0 8 2024-07-30 $22.07 $0.00 33.6% 9.6% 6.5% 10.7% 0.0% 9.1% -8.9% -544 6.1K -40 0.00 158.04 N/A N/A 0 0 0 8 2024-07-31 $22.30 $0.00 38.3% 11.0% 7.3% 13.9% 0.0% 12.4% -15.2% -645 5.4K -35 0.00 158.27 N/A N/A 0 0 0 8
« Jun 2024 | All History | Aug 2024 » Home PBP History July 2024