PBP Options History — December 2024 In December 2024, PBP traded between $23.21 and $23.73. ATM implied volatility averaged 31.7%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 26.5% (HV 20d: 5.2%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-30 : Highest Volume — 9 contracts2024-12-11 : Largest IV drop — 41.8% change2024-12-10 : Highest IV Rank — 26.5%2024-12-31 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.42 $23.21 $23.73 $23.27 $23.55 Max Pain $24.00 $23.00 $25.00 $25.00 $23.00 ATM IV 31.7% 25.5% 43.9% 33.4% 35.2% Expected Move 8.2% 6.9% 10.1% 9.6% 10.1% HV 20d 5.2% 1.7% 7.5% 7.5% 7.0% HV 60d 6.4% 5.9% 7.0% 6.4% 7.0% IV Rank 16.9% 12.1% 26.5% 18.3% 19.7% IV Percentile 49.9% 14.3% 85.7% 63.9% 71.4% Term Structure -6.1% -10.9% -3.1% -10.1% -8.8% VWIV 12.2% 12.2% 12.2% 12.2% 12.2% Skew 25d 0.9% -9.0% 10.4% 10.4% -5.1% Skew 10d 5.1% -6.3% 26.6% 15.7% 2.4% Call IV 25d 24.5% 17.4% 34.4% 29.5% 27.4% Put IV 25d 25.3% 17.2% 42.4% 39.9% 22.3% Bid-Ask Spread % 158.83 156.20 160.89 158.07 156.85 Gamma HHI 0.45 0.36 0.66 0.36 0.38 Net GEX 700 123 1.3K 305 123 Net DEX -9.4K -14.1K -6.6K -6.6K -9.0K Net VEX -57 -84 -45 -67 -84 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.476 0 9 0 0 Total OI 16 9 19 18 19
Daily Data (21 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 2024-12-02 $23.27 $25.00 33.4% 9.6% 7.5% 18.3% 0.0% 10.4% -10.1% 305 -6.6K -67 0.00 158.07 N/A N/A 0 0 9 9 2024-12-03 $23.27 $25.00 34.4% 9.9% 7.4% 19.0% 0.0% 9.4% -10.9% 543 -7.3K -63 0.00 157.50 N/A N/A 0 0 9 9 2024-12-04 $23.29 $25.00 34.8% 10.0% 7.0% 19.3% 0.0% 3.7% -10.4% 638 -7.7K -62 0.00 157.69 N/A N/A 0 0 9 9 2024-12-05 $23.29 $0.00 36.6% 6.9% 4.3% 20.8% 0.0% 0.7% -4.0% 677 -7.8K -61 0.00 160.05 N/A N/A 0 0 9 9 2024-12-06 $23.33 $0.00 37.8% 6.9% 4.2% 21.7% 0.0% 0.8% -3.6% 740 -8.3K -59 0.00 158.90 N/A N/A 0 0 9 9 2024-12-09 $23.33 $0.00 43.4% 7.3% 4.2% 26.1% 0.0% 1.1% -4.3% 717 -8.1K -58 0.00 160.04 N/A N/A 0 0 9 9 2024-12-10 $23.33 $0.00 43.9% 7.2% 4.2% 26.5% 0.0% 1.0% -4.6% 762 -8.2K -57 0.00 160.36 N/A N/A 0 0 9 9 2024-12-11 $23.34 $0.00 25.5% 7.3% 4.2% 12.1% 0.0% 1.7% -5.3% 778 -8.3K -57 0.00 160.36 N/A N/A 0 0 9 9 2024-12-12 $23.33 $0.00 25.9% 7.4% 4.1% 12.4% 0.0% 1.6% -5.6% 732 -8.2K -57 0.00 160.00 N/A N/A 0 0 9 9 2024-12-13 $23.34 $0.00 26.3% 7.5% 4.1% 12.7% 0.0% 1.7% -5.4% 736 -8.2K -56 0.00 159.89 N/A N/A 0 0 9 9 2024-12-16 $23.37 $0.00 27.0% 7.7% 3.3% 13.2% 0.0% -0.2% -5.7% 676 -8.3K -54 0.00 160.04 N/A N/A 0 0 9 9 2024-12-17 $23.35 $0.00 27.4% 7.9% 1.7% 13.6% 0.0% -0.1% -5.8% 600 -8.1K -55 0.00 159.44 N/A N/A 0 0 9 9 2024-12-18 $23.21 $0.00 29.4% 8.4% 2.9% 15.1% 0.0% -0.3% -7.7% 396 -7.5K -55 0.00 160.89 N/A N/A 0 0 9 9 2024-12-19 $23.31 $0.00 29.3% 8.4% 3.2% 15.1% 0.0% 9.4% -5.5% 601 -8.1K -53 0.00 156.20 N/A N/A 0 0 9 9 2024-12-20 $23.67 $0.00 26.9% 7.7% 6.1% 13.2% 0.0% 5.2% -3.1% 1.3K -11.7K -45 0.00 158.30 N/A N/A 0 0 9 9 2024-12-23 $23.56 $0.00 29.0% 8.3% 6.4% 14.9% 0.0% -4.8% -4.6% 941 -12.9K -51 0.00 157.74 N/A N/A 0 0 9 0 2024-12-24 $23.67 $0.00 28.0% 8.0% 6.6% 14.1% 0.0% -4.2% -5.0% 1.1K -13.8K -48 0.00 158.10 N/A N/A 0 0 9 0 2024-12-26 $23.73 $0.00 28.3% 8.1% 6.6% 14.3% 12.2% -4.9% -4.6% 1.1K -14.1K -47 0.00 158.84 N/A N/A 0 1 9 0 2024-12-27 $23.61 $23.00 30.0% 8.6% 6.9% 15.6% 0.0% -9.0% -5.5% 853 -12.4K -52 0.00 158.40 N/A N/A 0 0 9 1 2024-12-30 $23.59 $23.00 32.4% 9.3% 6.9% 17.5% 0.0% 0.6% -8.6% 393 -12.6K -53 0.00 157.76 N/A N/A 0 9 9 1 2024-12-31 $23.55 $23.00 35.2% 10.1% 7.0% 19.7% 0.0% -5.1% -8.8% 123 -9.0K -84 0.00 156.85 N/A N/A 0 0 9 10
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