PBP Options History — August 2024 In August 2024, PBP traded between $21.10 and $22.73. ATM implied volatility averaged 40.9%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 23.5% (HV 20d: 17.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 62.1% change2024-08-06 : Highest IV Rank — 44.8%2024-08-06 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.22 $21.10 $22.73 $22.04 $22.73 ATM IV 40.9% 25.7% 83.5% 35.8% 31.4% Expected Move 8.7% 7.0% 12.4% 10.3% 9.0% HV 20d 17.4% 8.4% 19.7% 8.4% 17.0% HV 60d 10.7% 5.9% 11.6% 5.9% 11.6% IV Rank 15.7% 5.3% 44.8% 12.2% 9.2% IV Percentile 54.7% 10.3% 98.4% 71.8% 51.6% Term Structure -6.9% -27.2% 46.6% -12.2% -6.9% Skew 25d 5.7% 2.5% 13.7% 9.0% 3.8% Skew 10d 11.6% 6.3% 43.1% 13.4% 7.4% Call IV 25d 24.6% 17.8% 50.2% 37.9% 23.7% Put IV 25d 30.2% 21.7% 59.3% 46.9% 27.5% Bid-Ask Spread % 142.33 138.06 157.85 157.85 139.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -612 -1.1K -472 -586 -595 Net DEX 5.2K 2.2K 8.3K 6.1K 3.8K Net VEX -33 -40 -18 -39 -28 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 2024-08-01 $22.04 $0.00 35.8% 10.3% 8.4% 12.2% 0.0% 9.0% -12.2% -586 6.1K -39 0.00 157.85 N/A N/A 0 0 0 8 2024-08-02 $21.72 $0.00 40.2% 11.5% 9.7% 15.2% 0.0% 4.7% -12.8% -542 6.9K -40 0.00 156.95 N/A N/A 0 0 0 8 2024-08-05 $21.10 $0.00 63.5% 10.8% 13.7% 31.1% 0.0% 4.9% -8.7% -472 8.3K -40 0.00 149.37 N/A N/A 0 0 0 8 2024-08-06 $21.54 $0.00 83.5% 12.4% 16.0% 44.8% 0.0% 9.2% -27.2% -1.1K 6.4K -38 0.00 157.15 N/A N/A 0 0 0 8 2024-08-07 $21.32 $0.00 50.7% 8.1% 16.3% 22.4% 0.0% 3.1% -7.5% -519 7.8K -40 0.00 138.97 N/A N/A 0 0 0 8 2024-08-08 $21.69 $0.00 70.6% 10.0% 17.7% 36.0% 0.0% 5.1% -18.9% -546 7.0K -39 0.00 148.86 N/A N/A 0 0 0 8 2024-08-09 $21.82 $0.00 52.5% 7.0% 17.9% 23.6% 0.0% 5.3% -10.2% -576 6.6K -38 0.00 139.11 N/A N/A 0 0 0 8 2024-08-12 $21.78 $0.00 62.6% 7.6% 17.9% 30.5% 0.0% 4.7% -11.2% -606 6.7K -38 0.00 138.80 N/A N/A 0 0 0 8 2024-08-13 $22.14 $0.00 71.8% 7.5% 19.0% 36.8% 0.0% 3.9% -15.3% -649 5.6K -36 0.00 139.20 N/A N/A 0 0 0 8 2024-08-14 $22.26 $0.00 27.2% 7.8% 19.1% 6.3% 0.0% 2.5% -16.6% -658 5.3K -34 0.00 139.13 N/A N/A 0 0 0 8 2024-08-15 $22.55 $0.00 26.2% 7.5% 19.7% 5.6% 0.0% 4.6% 46.6% -647 4.3K -31 0.00 139.38 N/A N/A 0 0 0 8 2024-08-16 $22.68 $0.00 25.7% 7.4% 19.6% 5.3% 0.0% 3.4% -3.8% -610 4.1K -29 0.00 138.99 N/A N/A 0 0 0 8 2024-08-19 $22.57 $0.00 26.8% 7.7% 19.7% 6.1% 0.0% 5.3% -3.9% -586 4.2K -30 0.00 138.60 N/A N/A 0 0 0 8 2024-08-20 $22.59 $0.00 27.3% 7.8% 19.7% 6.4% 0.0% 4.8% -4.0% -564 4.3K -31 0.00 139.38 N/A N/A 0 0 0 8 2024-08-21 $22.57 $0.00 27.7% 7.9% 19.0% 6.7% 0.0% 5.3% -4.3% -599 4.0K -29 0.00 138.59 N/A N/A 0 0 0 8 2024-08-22 $22.52 $0.00 27.7% 7.9% 19.0% 6.6% 0.0% 12.0% -4.7% -562 4.1K -29 0.00 138.25 N/A N/A 0 0 0 8 2024-08-23 $22.62 $0.00 27.7% 7.9% 18.9% 6.7% 0.0% 5.8% -4.7% -587 3.8K -29 0.00 139.14 N/A N/A 0 0 0 8 2024-08-26 $22.62 $0.00 29.3% 8.4% 19.0% 7.8% 0.0% 5.5% -5.6% -531 3.9K -29 0.00 138.45 N/A N/A 0 0 0 8 2024-08-27 $22.67 $0.00 29.9% 8.6% 18.9% 8.2% 0.0% 4.6% -6.6% -770 2.2K -18 0.00 138.65 N/A N/A 0 0 0 8 2024-08-28 $22.61 $0.00 30.5% 8.8% 18.6% 8.6% 0.0% 3.4% -6.4% -580 4.0K -29 0.00 138.06 N/A N/A 0 0 0 8 2024-08-29 $22.64 $0.00 30.6% 8.8% 18.0% 8.7% 0.0% 13.7% -6.4% -557 4.0K -29 0.00 138.93 N/A N/A 0 0 0 8 2024-08-30 $22.73 $0.00 31.4% 9.0% 17.0% 9.2% 0.0% 3.8% -6.9% -595 3.8K -28 0.00 139.36 N/A N/A 0 0 0 8
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