BB Options History — June 2021

In June 2021, BB traded between $11.51 and $15.91. ATM implied volatility averaged 144.2%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 41.1%. IV traded above realized volatility by 15.2% (HV 20d: 129.1%). Max pain ranged from $9.50 to $11.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.30.

Notable Days

2021-06-03: Highest Volume — 1,593,680 contracts
2021-06-02: Largest IV spike — 85.0% change
2021-06-02: Highest IV Rank — 72.2%
2021-06-02: Largest Expected Move — 92.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.62	$11.51	$15.91	$11.51	$12.19
Max Pain	$10.27	$9.50	$11.00	$9.50	$11.00
ATM IV	144.2%	86.0%	283.7%	153.3%	86.9%
Expected Move	41.1%	23.6%	92.7%	48.3%	24.4%
HV 20d	129.1%	72.5%	141.0%	72.5%	87.2%
HV 60d	91.3%	67.7%	94.5%	67.7%	90.8%
IV Rank	29.4%	11.6%	72.2%	32.2%	11.8%
IV Percentile	84.1%	64.3%	98.8%	96.0%	64.3%
Term Structure	-3.5%	-23.9%	10.7%	-8.2%	0.9%
VWIV	154.4%	92.6%	315.6%	186.4%	93.5%
Skew 25d	-56.7%	-136.3%	-13.3%	-60.9%	-18.3%
Skew 10d	-100.7%	-163.6%	-45.7%	-84.8%	-45.7%
Call IV 25d	188.4%	102.0%	353.1%	193.3%	102.0%
Put IV 25d	131.7%	82.9%	254.8%	132.4%	83.7%
Bid-Ask Spread %	2.92	1.73	5.97	4.81	2.32
Gamma HHI	0.08	0.07	0.12	0.08	0.08
Net GEX	5.1M	925.8K	7.4M	3.9M	3.9M
Net DEX	-504.4M	-964.5M	-237.1M	-367.0M	-273.2M
Net VEX	-2.1M	-2.6M	-1.8M	-1.8M	-1.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.16	0.57	0.20	0.16
Total Volume	411,817.864	103,002	1,593,680	440,778	160,360
Total OI	1,280,641.636	980,653	1,620,960	980,653	1,088,801

Daily Data (22 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
2021-06-01	$11.51	$9.50	153.3%	48.3%	72.5%	32.2%	186.4%	-60.9%	-8.2%	3.9M	-367.0M	-1.8M	0.20	4.81	366,768	74,010	713,875	266,778
2021-06-02	$15.17	$9.50	283.7%	92.7%	115.7%	72.2%	315.6%	-68.3%	-20.5%	4.6M	-815.8M	-2.3M	0.18	5.97	1,162,227	205,183	823,842	300,795
2021-06-03	$15.84	$10.00	280.7%	70.8%	114.7%	71.3%	244.6%	-98.3%	-23.9%	6.5M	-964.5M	-2.5M	0.27	3.46	1,255,749	337,931	983,734	394,261
2021-06-04	$13.95	$10.00	210.2%	55.0%	126.9%	49.7%	209.2%	-136.3%	-11.5%	5.9M	-669.2M	-2.4M	0.32	3.91	608,843	197,474	1,119,409	501,551
2021-06-07	$15.57	$10.00	224.1%	61.7%	130.2%	54.0%	220.8%	-118.2%	-4.2%	5.3M	-803.5M	-2.5M	0.26	2.58	524,235	135,762	939,591	415,714
2021-06-08	$15.91	$10.00	202.2%	56.2%	127.8%	47.2%	208.0%	-124.5%	-4.5%	7.3M	-890.6M	-2.6M	0.26	2.26	411,202	107,639	1,041,006	460,554
2021-06-09	$15.05	$10.00	165.0%	46.3%	131.6%	35.8%	179.8%	-96.8%	-4.4%	7.4M	-729.1M	-2.5M	0.29	3.59	338,394	96,885	1,059,426	474,734
2021-06-10	$13.97	$10.00	130.9%	36.3%	134.5%	25.4%	135.0%	-69.4%	-5.1%	5.9M	-536.1M	-2.3M	0.40	1.98	244,627	98,943	1,062,734	490,440
2021-06-11	$14.15	$10.00	122.9%	35.0%	134.4%	22.9%	140.2%	-56.5%	5.0%	6.1M	-538.1M	-2.2M	0.41	2.44	226,284	93,690	1,061,503	502,174
2021-06-14	$14.05	$10.00	124.1%	35.4%	134.7%	23.3%	141.0%	-50.6%	-2.4%	5.6M	-514.3M	-2.2M	0.22	1.73	177,599	38,868	891,023	410,069
2021-06-15	$13.93	$10.00	119.5%	34.2%	135.0%	21.9%	131.0%	-44.6%	0.7%	6.3M	-505.7M	-2.1M	0.28	2.34	144,448	40,397	928,605	419,613
2021-06-16	$12.90	$10.00	108.7%	31.2%	139.6%	18.5%	121.3%	-34.5%	2.4%	4.7M	-377.7M	-2.0M	0.45	1.96	150,965	68,599	939,428	430,058
2021-06-17	$13.48	$10.00	118.6%	34.1%	138.4%	21.6%	134.0%	-44.5%	-0.8%	5.9M	-449.9M	-2.0M	0.21	2.25	251,167	52,418	947,342	440,679
2021-06-18	$12.89	$10.00	122.3%	35.3%	140.4%	22.7%	136.9%	-43.1%	-2.7%	4.2M	-380.2M	-2.0M	0.30	2.22	184,532	56,052	987,162	450,171
2021-06-21	$12.74	$10.00	110.1%	31.8%	140.0%	19.0%	125.4%	-32.8%	-2.5%	3.9M	-324.8M	-1.9M	0.28	2.87	110,877	31,521	705,445	309,429
2021-06-22	$13.39	$11.00	120.2%	35.7%	140.3%	22.1%	128.9%	-40.9%	-0.7%	5.0M	-401.4M	-2.0M	0.29	2.29	144,127	41,238	741,271	319,491
2021-06-23	$13.23	$11.00	107.8%	31.5%	140.6%	18.3%	124.2%	-31.3%	-0.8%	5.5M	-384.4M	-2.0M	0.30	3.28	99,601	30,172	775,311	338,319
2021-06-24	$12.69	$11.00	110.8%	32.8%	139.4%	19.2%	122.9%	-13.3%	10.7%	4.9M	-336.6M	-2.0M	0.57	3.95	118,826	68,169	798,483	347,936
2021-06-25	$12.14	$11.00	91.8%	26.0%	140.4%	13.3%	101.7%	-20.5%	-2.9%	925.8K	-237.1M	-1.8M	0.33	2.79	250,014	82,948	821,121	383,665
2021-06-28	$12.72	$11.00	93.0%	26.5%	141.0%	13.7%	103.5%	-22.1%	-2.1%	3.9M	-318.9M	-1.9M	0.23	2.76	136,476	31,771	701,957	321,053
2021-06-29	$12.20	$11.00	86.0%	23.6%	134.2%	11.6%	92.6%	-22.1%	0.9%	4.1M	-278.2M	-1.8M	0.27	2.54	81,160	21,842	740,208	325,355
2021-06-30	$12.19	$11.00	86.9%	24.4%	87.2%	11.8%	93.5%	-18.3%	0.9%	3.9M	-273.2M	-1.8M	0.16	2.32	137,932	22,428	758,071	330,730