PBP Options History — November 2024 In November 2024, PBP traded between $22.59 and $23.30. ATM implied volatility averaged 30.8%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 22.4% (HV 20d: 8.4%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-21 : Highest Volume — 7 contracts2024-11-07 : Largest IV spike — 299.9% change2024-11-12 : Highest IV Rank — 52.8%2024-11-29 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.08 $22.59 $23.30 $22.64 $23.25 Max Pain $21.10 $21.00 $23.00 $23.00 $21.00 ATM IV 30.8% 11.9% 77.4% 12.7% 31.4% Expected Move 7.2% 3.7% 9.0% 3.7% 9.0% HV 20d 8.4% 6.4% 9.2% 6.5% 7.5% HV 60d 7.1% 6.8% 7.5% 7.5% 6.8% IV Rank 16.3% 1.4% 52.8% 2.0% 16.7% IV Percentile 34.0% 1.6% 96.8% 1.6% 57.1% Term Structure -4.3% -8.2% 12.4% 12.4% -8.2% VWIV 48.8% 48.8% 48.8% 48.8% 48.8% Skew 25d 1.5% -11.1% 13.1% 13.1% 2.9% Skew 10d 4.8% -3.7% 16.0% 4.6% -3.7% Call IV 25d 23.4% 17.8% 29.3% 26.0% 22.9% Put IV 25d 24.9% 16.0% 39.1% 39.1% 25.7% Bid-Ask Spread % 157.96 153.72 159.56 153.72 158.56 Gamma HHI 0.49 0.40 0.65 0.60 0.41 Net GEX -243 -1.3K 778 -749 778 Net DEX -1.2K -9.4K 5.4K 5.3K -9.4K Net VEX -33 -71 -15 -21 -63 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.5 0 7 0 1 Total OI 11.8 9 17 9 17
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 2024-11-01 $22.64 $23.00 12.7% 3.7% 6.5% 2.0% 0.0% 13.1% 12.4% -749 5.3K -21 0.00 153.72 N/A N/A 0 0 0 9 2024-11-04 $22.59 $21.00 14.2% 6.9% 6.4% 3.2% 0.0% -11.1% -3.8% -761 5.4K -20 0.00 158.86 N/A N/A 0 0 0 9 2024-11-05 $22.76 $21.00 12.9% 6.8% 6.9% 2.2% 0.0% -2.7% -3.8% -819 5.0K -18 0.00 158.59 N/A N/A 0 0 0 9 2024-11-06 $23.13 $21.00 11.9% 6.6% 8.9% 1.4% 0.0% -2.3% -4.2% -829 4.5K -18 0.00 155.99 N/A N/A 0 0 0 9 2024-11-07 $23.19 $21.00 47.5% 6.8% 8.9% 29.4% 0.0% 0.9% -4.1% -605 3.5K -15 0.00 159.56 N/A N/A 2 0 0 9 2024-11-08 $23.22 $21.00 49.8% 6.8% 8.9% 31.1% 0.0% 0.7% -4.2% -399 169 -26 0.00 157.73 N/A N/A 0 0 2 9 2024-11-11 $23.22 $21.00 67.1% 7.2% 8.9% 44.7% 0.0% 0.7% -5.8% -402 -127 -23 0.00 158.47 N/A N/A 0 0 2 9 2024-11-12 $23.24 $21.00 77.4% 7.1% 8.9% 52.8% 0.0% 0.6% -5.2% -411 88 -24 0.00 158.75 N/A N/A 0 0 2 9 2024-11-13 $23.30 $21.00 25.6% 7.3% 8.9% 12.1% 0.0% 1.0% -6.1% -396 -80 -23 0.00 159.29 N/A N/A 0 0 2 9 2024-11-14 $23.26 $21.00 25.9% 7.4% 8.9% 12.4% 0.0% 1.0% -5.2% -397 -349 -22 0.00 159.29 N/A N/A 0 0 2 9 2024-11-15 $23.12 $21.00 25.5% 7.3% 9.2% 12.1% 0.0% 0.0% -6.4% -1.3K -381 -23 0.00 157.39 N/A N/A 0 0 2 9 2024-11-18 $22.95 $21.00 24.9% 7.1% 8.8% 11.6% 0.0% 6.3% -3.6% -261 -350 -25 0.00 158.54 N/A N/A 0 0 2 8 2024-11-19 $22.99 $21.00 25.3% 7.2% 8.8% 11.9% 0.0% 0.9% -3.8% -228 -741 -23 0.00 158.25 N/A N/A 0 0 2 8 2024-11-20 $22.98 $21.00 24.7% 7.1% 8.6% 11.5% 0.0% 1.0% -3.8% -233 -774 -23 0.00 157.45 N/A N/A 0 0 2 8 2024-11-21 $23.05 $21.00 25.6% 7.3% 8.6% 12.1% 0.0% 1.8% -4.3% -143 -857 -21 0.00 158.30 N/A N/A 7 0 2 8 2024-11-22 $23.10 $21.00 27.4% 7.9% 8.7% 13.6% 0.0% 8.0% -5.3% 322 -7.5K -71 0.00 157.86 N/A N/A 0 0 9 8 2024-11-25 $23.13 $21.00 28.5% 8.2% 8.6% 14.4% 0.0% 1.6% -6.6% 637 -8.5K -65 0.00 156.86 N/A N/A 0 0 9 8 2024-11-26 $23.19 $21.00 29.0% 8.3% 8.6% 14.8% 0.0% 2.3% -6.7% 670 -8.9K -64 0.00 157.66 N/A N/A 0 0 9 8 2024-11-27 $23.23 $21.00 29.6% 8.5% 8.6% 15.3% 0.0% 2.6% -7.0% 701 -9.2K -64 0.00 158.07 N/A N/A 0 0 9 8 2024-11-29 $23.25 $21.00 31.4% 9.0% 7.5% 16.7% 48.8% 2.9% -8.2% 778 -9.4K -63 0.00 158.56 N/A N/A 0 1 9 8
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