BB Options History — June 2019

In June 2019, BB traded between $7.36 and $8.97. ATM implied volatility averaged 51.3%, placing in the 66.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 15.7% (HV 20d: 35.6%). Max pain ranged from $7.50 to $8.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2019-06-12: Highest Volume — 141,665 contracts
  • 2019-06-26: Largest IV drop — 22.5% change
  • 2019-06-12: Highest IV Rank — 100.0%
  • 2019-06-12: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.21$7.36$8.97$7.81$7.43
Max Pain$7.58$7.50$8.00$8.00$7.50
ATM IV51.3%36.9%63.3%51.1%36.9%
Expected Move14.4%10.4%17.4%14.1%10.4%
HV 20d35.6%28.3%49.5%28.3%49.5%
HV 60d37.6%30.3%40.4%36.9%34.7%
IV Rank66.5%21.5%100.0%70.4%21.5%
IV Percentile86.2%41.7%100.0%93.3%41.7%
Term Structure-2.5%-5.1%-0.8%-1.5%-0.8%
VWIV52.3%36.9%63.7%50.4%36.9%
Skew 25d-1.8%-9.1%0.3%0.3%-0.0%
Skew 10d-6.0%-19.2%3.0%2.4%-0.4%
Call IV 25d53.5%37.5%71.8%51.0%37.5%
Put IV 25d51.7%37.4%64.1%51.3%37.4%
Bid-Ask Spread %3.011.595.383.081.59
Gamma HHI0.260.180.440.230.19
Net GEX1.9M472.8K5.0M472.8K982.9K
Net DEX-31.0M-84.2M3.5M-2.7M-5.5M
Net VEX-825.5K-941.4K-726.1K-762.3K-758.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.073.371.190.22
Total Volume35,037.956,449141,66513,51249,279
Total OI463,358.6416,461518,672416,461505,640

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$7.81$8.0051.1%14.1%28.3%70.4%50.4%0.3%-1.5%472.8K-2.7M-762.3K1.193.086,1567,356284,594131,867
2019-06-04$8.03$8.0049.2%13.3%30.5%64.2%46.8%-0.0%-1.9%682.8K-7.9M-763.8K1.522.564,6217,033287,741133,523
2019-06-05$7.89$8.0048.5%13.5%30.4%62.1%48.4%-1.0%-2.2%577.0K-6.9M-766.9K3.372.694,87016,428290,046133,362
2019-06-06$7.86$7.5048.4%13.1%30.4%61.4%49.7%-0.7%-2.1%852.0K-4.5M-764.7K0.341.694,8061,643290,488132,539
2019-06-07$7.95$7.5049.4%13.1%31.0%64.8%51.9%-0.8%-3.3%1.3M-9.8M-766.8K0.211.8910,7512,273291,780132,860
2019-06-10$7.91$7.5048.8%13.4%31.0%62.9%48.7%-0.7%-1.1%1.0M-7.6M-758.9K0.152.766,270967290,152128,982
2019-06-11$8.27$7.5055.5%15.0%30.6%84.7%55.3%-2.1%-3.0%1.3M-25.6M-819.8K0.114.6055,9176,232293,305128,897
2019-06-12$8.70$7.5063.3%17.4%35.5%100.0%63.7%-9.1%-2.8%2.2M-59.3M-916.4K0.075.36132,3739,292319,382130,662
2019-06-13$8.65$7.5062.0%17.1%35.2%96.1%61.8%-4.5%-2.6%3.5M-70.1M-941.4K0.153.0635,2715,170372,646137,052
2019-06-14$8.53$7.5058.7%16.2%35.5%86.3%58.4%-2.8%-3.2%3.4M-58.3M-903.0K0.192.3026,4034,958378,971139,701
2019-06-17$8.64$7.5055.8%15.8%35.2%77.6%56.1%-1.1%-4.7%3.8M-58.3M-888.0K0.152.8316,1622,423371,171132,677
2019-06-18$8.70$7.5053.7%15.4%32.6%71.6%55.1%-1.2%-5.1%4.2M-63.5M-887.2K0.155.1016,7882,543375,231134,578
2019-06-19$8.97$7.5053.1%15.2%34.1%69.8%53.0%-1.2%-4.8%3.6M-84.2M-914.1K0.102.0227,9452,925374,560134,249
2019-06-20$8.64$7.5050.2%14.6%37.0%61.2%54.0%-3.2%-3.8%5.0M-58.6M-879.6K0.142.4023,1463,151376,264134,862
2019-06-21$8.48$7.5051.0%14.9%35.2%63.4%56.2%-1.3%-1.9%1.5M-34.5M-833.3K0.255.3818,5484,585379,975134,794
2019-06-24$8.48$7.5052.4%15.7%35.2%67.5%56.7%-2.6%-2.4%1.6M-37.4M-877.3K0.202.9814,1122,771292,436124,707
2019-06-25$8.31$7.5054.6%16.8%36.1%74.1%59.7%-2.2%-1.5%1.5M-31.2M-852.1K0.373.0322,7108,493301,355126,734
2019-06-26$7.59$7.5042.3%11.7%48.3%37.7%42.3%-1.0%-0.8%603.3K2.0M-730.7K0.372.0455,41120,293320,020133,781
2019-06-27$7.36$7.5040.9%11.6%49.3%33.5%41.3%-0.5%-1.1%626.1K3.5M-726.1K0.342.8045,16515,519344,871140,717
2019-06-28$7.43$7.5036.9%10.4%49.5%21.5%36.9%-0.0%-0.8%982.9K-5.5M-758.2K0.221.5940,4378,842364,549141,091