BB Options History — February 2018

Name: BB Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, BB traded between $11.43 and $12.90. ATM implied volatility averaged 46.7%. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 10.3% (HV 20d: 36.5%). Max pain ranged from $11.00 to $11.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.76.

Notable Days

2018-02-23: Highest Volume — 65,063 contracts
2018-02-26: Largest IV spike — 17.8% change
2018-02-08: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.09	$11.43	$12.90	$12.90	$12.16
Max Pain	$11.00	$11.00	$11.00	$11.00	$11.00
ATM IV	46.7%	38.6%	57.8%	38.6%	57.8%
Expected Move	12.2%	10.6%	14.4%	11.1%	10.6%
HV 20d	36.5%	34.3%	39.8%	37.6%	35.8%
HV 60d	48.6%	46.7%	49.5%	46.7%	49.4%
Term Structure	1.9%	-3.7%	14.6%	-0.1%	-2.7%
VWIV	43.6%	37.7%	50.7%	39.1%	39.6%
Skew 25d	-0.1%	-2.6%	3.8%	-1.0%	-1.8%
Skew 10d	-0.5%	-9.5%	12.2%	-1.8%	-9.5%
Call IV 25d	47.9%	40.5%	61.0%	40.5%	61.0%
Put IV 25d	47.8%	39.4%	59.3%	39.4%	59.1%
Bid-Ask Spread %	5.92	2.57	22.90	2.57	4.69
Gamma HHI	0.16	0.14	0.19	0.17	0.15
Net GEX	2.9M	2.2M	3.8M	3.7M	2.5M
Net DEX	-105.7M	-144.9M	-73.5M	-144.9M	-108.9M
Net VEX	-1.1M	-1.1M	-979.5K	-1.1M	-1.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.19	1.40	0.22	0.87
Total Volume	23,642.579	12,795	65,063	16,252	26,468
Total OI	388,507.368	362,818	430,000	371,264	430,000

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2018-02-01	$12.90	$11.00	38.6%	11.1%	37.6%	0.0%	39.1%	-1.0%	-0.1%	3.7M	-144.9M	-1.1M	0.22	2.57	13,370	2,882	275,071	96,193
2018-02-02	$12.41	$11.00	41.6%	11.8%	39.6%	0.0%	42.6%	-2.6%	-0.7%	3.1M	-115.2M	-1.1M	0.45	4.53	14,136	6,379	279,009	96,719
2018-02-05	$11.91	$11.00	45.8%	14.2%	38.7%	0.0%	49.9%	3.0%	3.1%	2.6M	-91.8M	-1.0M	0.19	22.90	15,623	3,008	268,145	94,673
2018-02-06	$12.02	$11.00	50.1%	13.8%	37.8%	0.0%	49.2%	-1.6%	-2.2%	2.7M	-97.9M	-1.1M	0.35	9.85	13,213	4,650	274,483	95,530
2018-02-07	$11.77	$11.00	45.8%	13.0%	36.8%	0.0%	46.3%	-1.9%	-0.6%	2.5M	-84.7M	-1.0M	0.72	4.82	7,430	5,365	275,964	97,493
2018-02-08	$11.43	$11.00	49.5%	14.4%	34.4%	0.0%	50.7%	-2.1%	2.0%	2.2M	-73.5M	-979.5K	0.59	8.19	8,659	5,149	278,757	98,181
2018-02-09	$11.64	$11.00	52.7%	14.4%	35.4%	0.0%	50.7%	3.8%	-2.8%	2.3M	-78.4M	-1.0M	0.71	6.68	14,748	10,504	281,180	98,811
2018-02-12	$11.74	$11.00	46.1%	13.2%	34.8%	0.0%	46.8%	3.1%	0.8%	2.6M	-81.8M	-1.0M	1.05	7.37	8,807	9,230	278,987	102,147
2018-02-13	$11.78	$11.00	42.3%	12.2%	34.3%	0.0%	43.2%	1.0%	0.7%	2.8M	-83.8M	-1.0M	0.97	4.08	8,708	8,488	280,666	102,897
2018-02-14	$12.11	$11.00	43.5%	12.5%	36.5%	0.0%	44.9%	-0.7%	1.3%	3.6M	-104.3M	-1.1M	0.59	4.90	21,187	12,579	283,862	104,238
2018-02-15	$12.09	$11.00	43.1%	12.3%	35.5%	0.0%	43.8%	-2.1%	0.7%	3.8M	-110.1M	-1.1M	1.07	3.49	7,215	7,740	295,595	106,594
2018-02-16	$12.07	$11.00	41.0%	11.6%	35.4%	0.0%	40.9%	-0.5%	2.1%	2.8M	-109.2M	-1.1M	0.65	3.29	13,343	8,730	297,992	106,766
2018-02-20	$12.10	$11.00	43.8%	11.9%	35.5%	0.0%	42.5%	1.1%	7.7%	3.0M	-110.1M	-1.1M	1.27	3.81	10,153	12,858	276,915	100,518
2018-02-21	$12.20	$11.00	42.4%	11.4%	34.9%	0.0%	40.0%	1.0%	10.0%	3.0M	-115.0M	-1.1M	0.95	4.79	11,250	10,690	279,812	107,126
2018-02-22	$11.92	$11.00	44.5%	11.0%	35.1%	0.0%	39.5%	-1.6%	9.3%	2.8M	-96.5M	-1.1M	0.91	4.03	11,120	10,098	285,039	108,904
2018-02-23	$12.53	$11.00	47.1%	11.2%	39.8%	0.0%	39.8%	0.3%	14.6%	3.1M	-139.3M	-1.1M	0.36	4.85	47,942	17,121	287,672	110,766
2018-02-26	$12.55	$11.00	55.5%	11.5%	38.2%	0.0%	41.0%	1.1%	-3.7%	3.3M	-138.7M	-1.1M	1.10	3.52	14,356	15,815	290,183	117,218
2018-02-27	$12.37	$11.00	57.1%	10.6%	37.1%	0.0%	37.7%	-1.2%	-3.1%	3.0M	-124.3M	-1.1M	1.40	4.19	12,586	17,609	294,678	122,856
2018-02-28	$12.16	$11.00	57.8%	10.6%	35.8%	0.0%	39.6%	-1.8%	-2.7%	2.5M	-108.9M	-1.1M	0.87	4.69	14,175	12,293	299,366	130,634