PBP Options History — September 2024 In September 2024, PBP traded between $22.30 and $22.92. ATM implied volatility averaged 41.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 32.8% (HV 20d: 8.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-09-20 : Largest IV spike — 289.8% change2024-09-05 : Highest IV Rank — 81.6%2024-09-20 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $22.72 $22.30 $22.92 $22.52 $22.81 ATM IV 41.1% 24.9% 137.5% 34.8% 27.1% Expected Move 10.2% 7.1% 28.7% 10.0% 7.8% HV 20d 8.3% 6.7% 13.2% 13.2% 6.9% HV 60d 12.0% 11.7% 12.1% 11.7% 12.0% IV Rank 15.8% 4.7% 81.6% 11.5% 6.2% IV Percentile 46.9% 5.6% 99.2% 66.7% 19.0% Term Structure -8.9% -29.9% 5.5% -8.9% 4.1% Skew 25d 3.9% -2.0% 19.1% 2.0% 0.1% Skew 10d 8.6% 1.0% 52.7% 8.5% 2.7% Call IV 25d 33.4% 18.7% 128.0% 29.4% 24.1% Put IV 25d 37.3% 20.3% 147.2% 31.4% 24.2% Bid-Ask Spread % 160.32 137.58 181.41 137.58 157.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -609 -726 -252 -571 -636 Net DEX 3.7K 2.3K 6.2K 4.6K 3.2K Net VEX -24 -32 -17 -30 -21 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 (20 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 2024-09-03 $22.52 $0.00 34.8% 10.0% 13.2% 11.5% 0.0% 2.0% -8.9% -571 4.6K -30 0.00 137.58 N/A N/A 0 0 0 8 2024-09-04 $22.54 $0.00 37.2% 10.7% 11.5% 13.2% 0.0% 4.9% -10.4% -535 4.3K -30 0.00 138.17 N/A N/A 0 0 0 8 2024-09-05 $22.51 $0.00 137.5% 23.4% 10.6% 81.6% 0.0% 12.5% -29.9% -686 4.0K -27 0.00 181.41 N/A N/A 0 0 0 8 2024-09-06 $22.30 $0.00 41.0% 7.7% 10.0% 15.8% 0.0% 1.2% -16.3% -568 5.0K -31 0.00 159.05 N/A N/A 0 0 0 8 2024-09-09 $22.45 $0.00 45.9% 8.2% 10.1% 19.1% 0.0% 10.6% -19.4% -556 4.6K -29 0.00 159.37 N/A N/A 0 0 0 8 2024-09-10 $22.53 $0.00 47.0% 7.3% 10.0% 19.9% 0.0% 2.8% -5.4% -606 4.2K -27 0.00 158.51 N/A N/A 0 0 0 8 2024-09-11 $22.66 $0.00 25.9% 7.4% 8.5% 5.4% 0.0% 4.7% -6.1% -607 3.7K -26 0.00 158.90 N/A N/A 0 0 0 8 2024-09-12 $22.79 $0.00 25.8% 7.4% 8.6% 5.3% 0.0% 2.9% -5.0% -566 3.5K -24 0.00 158.48 N/A N/A 0 0 0 8 2024-09-13 $22.84 $0.00 25.7% 7.4% 7.4% 5.3% 0.0% 2.7% -5.4% -699 2.6K -19 0.00 158.84 N/A N/A 0 0 0 8 2024-09-16 $22.86 $0.00 25.0% 7.2% 7.1% 4.8% 0.0% 3.0% -5.6% -665 3.0K -21 0.00 159.17 N/A N/A 0 0 0 8 2024-09-17 $22.89 $0.00 24.9% 7.1% 6.8% 4.7% 0.0% 1.7% -6.4% -726 2.3K -17 0.00 157.74 N/A N/A 0 0 0 8 2024-09-18 $22.88 $0.00 46.0% 13.2% 6.9% 19.2% 0.0% 0.4% -13.7% -621 3.4K -22 0.00 179.52 N/A N/A 0 0 0 8 2024-09-19 $22.91 $0.00 25.7% 7.4% 6.8% 5.3% 0.0% 2.7% -4.1% -670 2.8K -19 0.00 158.61 N/A N/A 0 0 0 8 2024-09-20 $22.92 $0.00 100.2% 28.7% 6.7% 56.2% 0.0% 19.1% -29.0% -252 6.2K -32 0.00 180.73 N/A N/A 0 0 0 8 2024-09-23 $22.76 $0.00 29.3% 8.4% 7.2% 7.7% 0.0% 2.9% -4.5% -675 2.9K -19 0.00 158.81 N/A N/A 0 0 0 8 2024-09-24 $22.79 $0.00 28.8% 8.2% 7.2% 7.4% 0.0% 2.4% -4.4% -671 2.8K -19 0.00 157.56 N/A N/A 0 0 0 8 2024-09-25 $22.77 $0.00 28.8% 8.3% 7.1% 7.5% 0.0% 1.4% -4.1% -688 2.8K -19 0.00 158.78 N/A N/A 0 0 0 8 2024-09-26 $22.81 $0.00 41.2% 11.8% 7.1% 15.9% 0.0% 1.1% -8.4% -548 4.1K -25 0.00 169.57 N/A N/A 0 0 0 8 2024-09-27 $22.80 $0.00 25.0% 7.2% 7.1% 4.9% 0.0% -2.0% 5.5% -628 3.3K -22 0.00 158.16 N/A N/A 0 0 0 8 2024-09-30 $22.81 $0.00 27.1% 7.8% 6.9% 6.2% 0.0% 0.1% 4.1% -636 3.2K -21 0.00 157.50 N/A N/A 0 0 0 8
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