PBP Options History — March 2026

In March 2026, PBP traded between $21.48 and $22.86. ATM implied volatility averaged 28.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 16.9% (HV 20d: 11.1%). Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-03-20: Highest Volume — 1 contracts
  • 2026-03-03: Largest IV spike — 39.7% change
  • 2026-03-10: Highest IV Rank — 39.3%
  • 2026-03-04: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.32$21.48$22.86$22.82$21.98
ATM IV28.0%16.9%43.3%24.8%20.7%
Expected Move8.0%4.6%10.5%7.1%5.9%
HV 20d11.1%9.9%14.6%10.5%14.6%
HV 60d10.0%9.0%11.9%9.0%11.9%
IV Rank22.3%10.6%39.3%16.4%14.7%
IV Percentile38.4%11.5%88.9%13.9%11.9%
Term Structure-2.7%-9.9%10.5%10.5%1.5%
Skew 25d6.6%2.4%12.2%7.6%3.9%
Skew 10d2.4%0.9%6.7%4.2%3.3%
Call IV 25d23.1%16.2%29.9%23.3%26.9%
Put IV 25d29.7%25.8%34.4%30.9%30.9%
Bid-Ask Spread %109.8764.87156.10151.3964.87
Gamma HHI0.520.250.810.500.26
Net GEX79-185212-15
Net DEX-1.2K-2.0K221-370-826
Net VEX-10-17-8-9-16
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1430100
Total OI2.812424

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$22.82$0.0024.8%7.1%10.5%16.4%0.0%7.6%10.5%2-370-90.00151.39N/AN/A0011
2026-03-03$22.72$0.0034.6%9.9%10.4%25.6%0.0%4.2%-8.5%-18-548-80.00149.87N/AN/A0011
2026-03-04$22.86$0.0036.8%10.5%10.5%32.2%0.0%12.2%-9.4%3-401-90.00150.39N/AN/A0011
2026-03-05$22.72$0.0036.8%7.7%10.7%32.3%0.0%5.9%-3.4%0-293-90.00154.92N/AN/A0011
2026-03-06$22.54$0.0038.2%7.8%10.6%33.7%0.0%7.3%-2.5%103-1.8K-100.00155.07N/AN/A0021
2026-03-09$22.65$0.0042.1%7.1%9.9%38.1%0.0%9.4%10.4%107-1.9K-100.00152.65N/AN/A0021
2026-03-10$22.73$0.0043.3%7.9%9.9%39.3%0.0%8.1%-3.2%103-2.0K-100.00154.31N/AN/A0021
2026-03-11$22.70$0.0028.4%8.1%9.9%23.1%0.0%8.6%-3.5%102-2.0K-100.00156.10N/AN/A0021
2026-03-12$22.45$0.0031.9%0.0%10.6%26.9%0.0%8.0%-7.5%107-1.6K-100.0088.87N/AN/A0021
2026-03-13$22.30$0.0030.7%0.0%10.3%25.6%0.0%10.3%-6.9%103-1.4K-100.0086.56N/AN/A0021
2026-03-16$22.55$0.0025.1%7.8%11.1%19.5%0.0%6.6%-2.5%111-1.8K-90.0089.38N/AN/A0021
2026-03-17$22.63$0.0023.3%8.6%11.1%17.5%0.0%6.1%3.0%115-1.9K-90.0088.62N/AN/A0021
2026-03-18$22.31$0.0021.5%10.0%11.9%15.6%0.0%2.4%-9.9%122-1.5K-90.0087.30N/AN/A0021
2026-03-19$22.23$0.0018.6%9.2%11.9%12.4%0.0%4.2%-3.9%119-1.4K-90.0088.18N/AN/A0021
2026-03-20$21.89$0.0023.6%9.9%12.5%17.9%0.0%5.0%4.2%521-1.9K-80.0089.57N/AN/A1021
2026-03-23$21.97$0.0016.9%4.6%11.6%10.6%0.0%6.1%5.7%-5175-80.0085.20N/AN/A0011
2026-03-24$21.90$0.0019.0%9.7%11.2%12.9%0.0%6.7%-5.3%-6221-80.0070.86N/AN/A1011
2026-03-26$21.78$0.0021.5%6.2%10.9%15.6%0.0%5.8%-7.5%47-1.5K-110.0084.16N/AN/A0021
2026-03-27$21.52$0.0024.3%7.0%11.4%18.6%0.0%5.2%-8.3%43-1.3K-110.0080.43N/AN/A0121
2026-03-30$21.48$0.0026.1%7.5%11.4%20.6%0.0%4.6%-9.4%-13-253-170.0078.50N/AN/A0022
2026-03-31$21.98$0.0020.7%5.9%14.6%14.7%0.0%3.9%1.5%-15-826-160.0064.87N/AN/A0022