BB Options History — June 2018

In June 2018, BB traded between $9.63 and $12.49. ATM implied volatility averaged 42.2%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 13.8% (HV 20d: 28.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2018-06-22: Highest Volume — 59,903 contracts
2018-06-22: Largest IV drop — 27.2% change
2018-06-21: Highest IV Rank — 70.2%
2018-06-21: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.50	$9.63	$12.49	$11.65	$9.63
Max Pain	$10.12	$10.00	$12.50	$12.50	$10.00
ATM IV	42.2%	35.7%	49.0%	42.2%	36.6%
Expected Move	11.8%	9.7%	14.2%	9.7%	10.2%
HV 20d	28.4%	19.7%	45.6%	21.6%	45.5%
HV 60d	35.6%	32.2%	37.1%	36.4%	34.5%
IV Rank	47.4%	25.2%	70.2%	47.2%	28.3%
IV Percentile	60.4%	24.4%	84.2%	61.8%	29.4%
Term Structure	-1.2%	-3.3%	1.0%	-3.3%	1.0%
VWIV	41.8%	36.9%	50.2%	38.4%	37.0%
Skew 25d	-0.5%	-2.5%	0.7%	0.1%	-1.5%
Skew 10d	-1.1%	-5.9%	2.1%	-0.9%	-5.9%
Call IV 25d	43.6%	38.0%	50.3%	43.1%	39.2%
Put IV 25d	43.1%	36.7%	50.3%	43.1%	37.7%
Bid-Ask Spread %	2.31	1.64	4.07	3.07	2.23
Gamma HHI	0.29	0.22	0.44	0.26	0.26
Net GEX	1.6M	514.2K	2.8M	1.4M	575.4K
Net DEX	-62.5M	-125.2M	13.6M	-65.1M	13.6M
Net VEX	-1.1M	-1.2M	-931.9K	-1.1M	-931.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.24	0.81	0.80	0.78
Total Volume	21,925.476	12,472	59,903	19,870	18,781
Total OI	430,752.952	374,591	458,979	446,796	441,557

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 Vol	Put Vol	Call OI	Put OI
2018-06-01	$11.65	$12.50	42.2%	9.7%	21.6%	47.2%	38.4%	0.1%	-3.3%	1.4M	-65.1M	-1.1M	0.80	3.07	11,053	8,817	286,208	160,588
2018-06-04	$11.86	$10.00	41.7%	11.5%	22.1%	45.5%	39.9%	0.1%	-0.7%	1.8M	-79.2M	-1.1M	0.32	2.28	9,571	3,109	283,302	157,699
2018-06-05	$12.16	$10.00	42.7%	11.5%	23.1%	49.0%	40.3%	0.2%	-1.5%	2.5M	-99.8M	-1.2M	0.42	1.87	16,721	7,027	286,147	155,444
2018-06-06	$12.49	$10.00	41.6%	11.4%	24.2%	45.3%	40.0%	-0.2%	-1.8%	2.7M	-125.2M	-1.2M	0.39	2.46	21,926	8,444	288,419	157,436
2018-06-07	$12.28	$10.00	42.8%	11.6%	22.6%	49.4%	40.8%	0.3%	-2.3%	2.8M	-107.9M	-1.2M	0.54	1.64	13,265	7,184	293,309	162,052
2018-06-08	$12.10	$10.00	42.1%	11.5%	21.4%	46.9%	40.4%	-0.4%	-2.3%	1.9M	-90.2M	-1.1M	0.71	1.74	10,096	7,151	293,804	162,533
2018-06-11	$12.08	$10.00	41.1%	11.6%	19.7%	43.4%	38.1%	-0.0%	-0.3%	2.0M	-85.7M	-1.1M	0.81	1.76	6,883	5,589	287,244	161,890
2018-06-12	$12.30	$10.00	43.6%	12.3%	20.5%	51.9%	43.1%	-0.2%	-0.4%	2.4M	-100.1M	-1.2M	0.50	1.78	15,290	7,589	288,546	162,627
2018-06-13	$12.34	$10.00	42.9%	12.3%	20.4%	49.7%	43.3%	-0.4%	0.0%	2.8M	-101.1M	-1.2M	0.51	1.83	11,369	5,773	290,194	163,469
2018-06-14	$12.23	$10.00	43.3%	12.2%	20.8%	50.8%	42.9%	0.3%	-1.1%	2.4M	-94.8M	-1.2M	0.61	1.81	9,572	5,825	291,840	163,909
2018-06-15	$12.27	$10.00	45.7%	12.9%	20.7%	59.2%	46.5%	0.5%	-1.6%	1.2M	-90.8M	-1.2M	0.48	2.17	19,597	9,398	294,379	164,600
2018-06-18	$12.21	$10.00	46.2%	13.1%	20.7%	61.0%	46.3%	0.0%	-2.3%	1.4M	-88.2M	-1.1M	0.52	4.07	11,343	5,932	230,597	143,994
2018-06-19	$11.88	$10.00	46.3%	13.2%	23.3%	61.2%	46.6%	0.7%	-2.3%	1.3M	-73.7M	-1.1M	0.28	2.67	11,117	3,126	236,721	144,974
2018-06-20	$11.93	$10.00	46.5%	13.3%	23.2%	61.9%	47.2%	-0.3%	-2.3%	1.4M	-77.3M	-1.2M	0.24	2.29	11,200	2,685	240,086	146,330
2018-06-21	$11.72	$10.00	49.0%	14.2%	24.2%	70.2%	50.2%	0.0%	-3.1%	1.4M	-67.7M	-1.1M	0.46	2.64	18,081	8,291	241,892	147,064
2018-06-22	$10.69	$10.00	35.7%	10.3%	40.8%	25.2%	36.9%	-1.3%	-1.0%	556.2K	-9.6M	-984.1K	0.47	2.56	40,762	19,141	254,518	154,449
2018-06-25	$10.05	$10.00	39.3%	11.5%	45.2%	37.4%	40.6%	-2.5%	0.4%	514.2K	6.3M	-945.0K	0.35	2.62	28,040	9,878	256,287	152,090
2018-06-26	$10.11	$10.00	39.0%	11.0%	45.4%	36.5%	38.8%	-0.9%	-0.5%	706.7K	915.2K	-969.0K	0.26	2.26	16,177	4,156	271,256	157,228
2018-06-27	$9.76	$10.00	39.8%	11.4%	45.6%	39.0%	40.5%	-2.0%	-0.5%	651.2K	11.6M	-941.3K	0.51	2.38	9,853	5,002	276,442	157,541
2018-06-28	$9.75	$10.00	39.3%	11.1%	45.6%	37.4%	40.4%	-2.0%	-0.0%	669.9K	10.7M	-936.3K	0.50	2.29	10,411	5,210	280,260	156,887
2018-06-29	$9.63	$10.00	36.6%	10.2%	45.5%	28.3%	37.0%	-1.5%	1.0%	575.4K	13.6M	-931.9K	0.78	2.23	10,554	8,227	283,715	157,842