PBP Options History — October 2024 In October 2024, PBP traded between $22.60 and $23.07. ATM implied volatility averaged 27.8%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 22.6% (HV 20d: 5.1%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2024-10-25 : Highest Volume — 1 contracts2024-10-21 : Largest IV spike — 150.1% change2024-10-21 : Highest IV Rank — 38.5%2024-10-21 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.88 $22.60 $23.07 $22.76 $22.60 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 27.8% 10.1% 66.4% 34.2% 12.9% Expected Move 7.2% 2.9% 19.0% 9.8% 3.7% HV 20d 5.1% 4.3% 6.7% 6.1% 6.7% HV 60d 11.5% 8.2% 12.2% 12.0% 8.2% IV Rank 8.6% 0.0% 38.5% 11.1% 2.1% IV Percentile 31.6% 0.0% 94.8% 64.3% 1.6% Term Structure -1.3% -8.6% 14.8% -8.4% 13.2% VWIV 11.9% 11.9% 11.9% 11.9% 11.9% Skew 25d 7.1% 0.1% 83.4% 2.4% 19.6% Skew 10d 7.4% -0.2% 77.5% 3.0% 6.2% Call IV 25d 23.0% 16.4% 33.5% 25.8% 18.9% Put IV 25d 30.1% 20.0% 116.9% 28.2% 38.4% Bid-Ask Spread % 158.49 151.28 179.05 157.61 151.28 Gamma HHI 0.92 0.54 1.00 1.00 0.62 Net GEX -614 -817 -346 -652 -760 Net DEX 3.5K 2.5K 5.5K 3.3K 5.2K Net VEX -20 -25 -15 -21 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.043 0 1 0 0 Total OI 8.174 8 9 8 9
Daily Data (23 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 2024-10-01 $22.76 $0.00 34.2% 9.8% 6.1% 11.1% 0.0% 2.4% -8.4% -652 3.3K -21 0.00 157.61 N/A N/A 0 0 0 8 2024-10-02 $22.77 $0.00 34.6% 9.9% 6.1% 11.4% 0.0% 1.6% -8.6% -646 3.3K -21 0.00 157.90 N/A N/A 0 0 0 8 2024-10-03 $22.75 $0.00 36.4% 7.0% 6.0% 12.6% 0.0% 3.7% -4.1% -537 3.4K -22 0.00 159.05 N/A N/A 0 0 0 8 2024-10-04 $22.86 $0.00 35.5% 6.7% 5.0% 12.0% 0.0% 3.8% -3.3% -629 3.2K -20 0.00 159.24 N/A N/A 0 0 0 8 2024-10-07 $22.77 $0.00 40.9% 7.1% 4.9% 15.7% 0.0% 2.8% -4.0% -620 3.6K -22 0.00 159.18 N/A N/A 0 0 0 8 2024-10-08 $22.83 $0.00 42.9% 7.1% 4.8% 17.0% 0.0% 3.4% -4.1% -602 3.6K -22 0.00 159.40 N/A N/A 0 0 0 8 2024-10-09 $22.94 $0.00 24.5% 7.0% 4.7% 4.5% 0.0% 3.8% -4.0% -620 3.0K -19 0.00 159.12 N/A N/A 0 0 0 8 2024-10-10 $22.95 $0.00 25.3% 7.2% 4.3% 5.8% 0.0% 2.4% -4.4% -621 3.0K -19 0.00 159.55 N/A N/A 0 0 0 8 2024-10-11 $23.02 $0.00 24.7% 7.1% 4.3% 5.4% 0.0% 5.0% -4.5% -589 3.1K -19 0.00 158.56 N/A N/A 0 0 0 8 2024-10-14 $23.05 $0.00 26.3% 7.5% 4.3% 6.6% 0.0% 1.3% -5.1% -610 2.8K -17 0.00 159.02 N/A N/A 0 0 0 8 2024-10-15 $23.03 $0.00 26.2% 7.5% 4.3% 6.6% 0.0% 0.3% -5.5% -634 2.6K -16 0.00 159.06 N/A N/A 0 0 0 8 2024-10-16 $23.06 $0.00 26.6% 7.6% 4.3% 6.9% 0.0% 0.4% -5.7% -583 3.1K -18 0.00 159.09 N/A N/A 0 0 0 8 2024-10-17 $23.06 $0.00 26.1% 7.5% 4.3% 6.5% 0.0% 0.1% -5.0% -633 2.5K -15 0.00 158.84 N/A N/A 0 0 0 8 2024-10-18 $23.07 $0.00 26.6% 7.6% 4.3% 6.8% 0.0% 1.1% -4.9% -634 2.5K -15 0.00 158.49 N/A N/A 0 0 0 8 2024-10-21 $22.83 $0.00 66.4% 19.0% 5.2% 38.5% 0.0% 83.4% -6.3% -346 5.5K -25 0.00 179.05 N/A N/A 0 0 0 8 2024-10-22 $22.88 $0.00 28.2% 8.1% 5.2% 8.1% 0.0% 5.8% -6.4% -489 3.5K -19 0.00 157.99 N/A N/A 0 0 0 8 2024-10-23 $22.77 $0.00 28.8% 8.3% 5.5% 8.7% 0.0% 1.8% -7.3% -526 3.4K -19 0.00 157.14 N/A N/A 0 0 0 8 2024-10-24 $22.80 $0.00 28.9% 8.3% 5.5% 8.7% 0.0% 1.0% -7.6% -522 3.3K -19 0.00 158.02 N/A N/A 0 0 0 8 2024-10-25 $22.80 $0.00 10.1% 2.9% 5.5% 0.0% 11.9% 3.6% 12.9% -525 3.2K -19 0.00 153.92 N/A N/A 0 1 0 8 2024-10-28 $22.87 $23.00 11.5% 3.3% 5.6% 1.1% 0.0% 5.9% 14.5% -773 4.8K -21 0.00 154.67 N/A N/A 0 0 0 9 2024-10-29 $22.86 $23.00 10.7% 3.1% 5.5% 0.4% 0.0% 6.3% 13.7% -765 4.7K -20 0.00 154.62 N/A N/A 0 0 0 9 2024-10-30 $22.84 $23.00 10.3% 3.0% 5.6% 0.1% 0.0% 4.7% 14.8% -817 4.5K -20 0.00 154.48 N/A N/A 0 0 0 9 2024-10-31 $22.60 $23.00 12.9% 3.7% 6.7% 2.1% 0.0% 19.6% 13.2% -760 5.2K -21 0.00 151.28 N/A N/A 0 0 0 9
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