PBP Options History — April 2026

In April 2026, PBP traded between $22.06 and $22.34. ATM implied volatility averaged 23.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 7.8% (HV 20d: 16.1%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 1 of 2 days.

Notable Days

  • 2026-04-02: Largest IV drop — 8.4% change
  • 2026-04-01: Highest IV Rank — 19.3%
  • 2026-04-01: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.20$22.06$22.34$22.34$22.06
ATM IV23.8%22.8%24.9%24.9%22.8%
Expected Move6.8%6.5%7.1%7.1%6.5%
HV 20d16.1%15.9%16.2%15.9%16.2%
HV 60d12.5%12.4%12.7%12.4%12.7%
IV Rank18.1%17.0%19.3%19.3%17.0%
IV Percentile15.1%13.9%16.3%16.3%13.9%
Term Structure-1.1%-4.8%2.5%-4.8%2.5%
Skew 25d8.3%7.5%9.2%9.2%7.5%
Skew 10d3.6%2.8%4.4%4.4%2.8%
Call IV 25d24.1%21.1%27.1%27.1%21.1%
Put IV 25d32.4%28.5%36.2%36.2%28.5%
Bid-Ask Spread %81.7979.1184.4784.4779.11
Gamma HHI0.260.260.260.260.26
Net GEX-14-15-13-13-15
Net DEX-1.1K-1.3K-943-1.3K-943
Net VEX-16-16-15-15-16
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI44444

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$22.34$0.0024.9%7.1%15.9%19.3%0.0%9.2%-4.8%-13-1.3K-150.0084.47N/AN/A0022
2026-04-02$22.06$0.0022.8%6.5%16.2%17.0%0.0%7.5%2.5%-15-943-160.0079.11N/AN/A0022