BB Options History — August 2021

In August 2021, BB traded between $9.55 and $11.38. ATM implied volatility averaged 81.8%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 26.8% (HV 20d: 55.0%). Max pain ranged from $10.00 to $10.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.19.

Notable Days

2021-08-25: Highest Volume — 299,343 contracts
2021-08-24: Largest IV spike — 43.6% change
2021-08-24: Highest IV Rank — 18.7%
2021-08-24: Largest Expected Move — 30.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.33	$9.55	$11.38	$10.12	$11.38
Max Pain	$10.07	$10.00	$10.50	$10.50	$10.00
ATM IV	81.8%	68.0%	109.1%	77.9%	97.1%
Expected Move	22.6%	19.8%	30.1%	19.8%	26.2%
HV 20d	55.0%	45.7%	61.8%	57.9%	55.0%
HV 60d	87.0%	58.0%	93.4%	93.4%	58.0%
IV Rank	10.3%	6.0%	18.7%	9.1%	15.0%
IV Percentile	58.0%	42.9%	77.4%	57.5%	67.5%
Term Structure	0.9%	-4.1%	8.0%	-0.7%	-0.7%
VWIV	94.7%	82.4%	121.5%	84.0%	105.6%
Skew 25d	-22.5%	-35.6%	-13.3%	-20.8%	-27.2%
Skew 10d	-49.2%	-75.1%	-27.6%	-46.2%	-64.6%
Call IV 25d	100.2%	79.5%	137.7%	94.4%	117.6%
Put IV 25d	77.7%	64.4%	102.0%	73.6%	90.4%
Bid-Ask Spread %	4.14	2.01	10.42	3.40	5.27
Gamma HHI	0.08	0.06	0.11	0.06	0.08
Net GEX	3.5M	2.3M	5.5M	2.7M	5.3M
Net DEX	-181.9M	-290.0M	-107.1M	-162.3M	-290.0M
Net VEX	-1.6M	-1.7M	-1.4M	-1.6M	-1.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.07	0.33	0.19	0.17
Total Volume	101,602.318	46,194	299,343	64,823	83,926
Total OI	1,072,656.182	1,002,793	1,157,196	1,002,793	1,110,598

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
2021-08-02	$10.12	$10.50	77.9%	19.8%	57.9%	9.1%	84.0%	-20.8%	-0.7%	2.7M	-162.3M	-1.6M	0.19	3.40	54,530	10,293	748,585	254,208
2021-08-03	$10.12	$10.50	78.7%	20.6%	57.8%	9.3%	89.3%	-21.6%	2.7%	2.8M	-159.9M	-1.6M	0.15	3.39	48,995	7,536	768,998	258,284
2021-08-04	$9.93	$10.50	77.0%	20.6%	56.1%	8.8%	83.2%	-21.8%	1.4%	2.6M	-146.5M	-1.6M	0.33	3.50	40,237	13,178	789,282	262,773
2021-08-05	$10.41	$10.00	82.0%	23.1%	59.2%	10.3%	111.9%	-27.0%	0.7%	4.1M	-202.2M	-1.7M	0.24	5.64	90,769	21,560	809,251	264,832
2021-08-06	$10.30	$10.00	76.4%	21.4%	58.5%	8.6%	92.0%	-27.1%	-1.3%	3.2M	-185.3M	-1.6M	0.20	5.08	46,581	9,445	824,918	270,328
2021-08-09	$10.43	$10.00	77.9%	21.9%	57.1%	9.1%	98.4%	-22.1%	-1.4%	3.6M	-190.2M	-1.6M	0.25	4.94	62,849	15,611	776,343	268,330
2021-08-10	$10.39	$10.00	75.1%	21.5%	57.0%	8.2%	94.8%	-19.7%	0.5%	3.5M	-179.0M	-1.6M	0.19	5.31	49,353	9,378	788,201	270,365
2021-08-11	$10.28	$10.00	75.3%	20.7%	55.3%	8.3%	91.5%	-18.2%	-4.1%	3.7M	-163.0M	-1.6M	0.14	5.17	44,005	6,369	816,472	276,186
2021-08-12	$10.18	$10.00	68.9%	20.0%	55.1%	6.3%	83.3%	-15.4%	1.1%	3.7M	-148.9M	-1.5M	0.19	3.26	38,951	7,243	820,905	281,067
2021-08-13	$9.88	$10.00	68.0%	19.8%	54.5%	6.0%	87.8%	-15.1%	0.9%	2.4M	-113.2M	-1.4M	0.24	3.98	48,969	11,575	825,906	281,206
2021-08-16	$9.68	$10.00	70.7%	20.5%	54.3%	6.9%	88.4%	-17.0%	5.9%	2.3M	-107.1M	-1.4M	0.07	2.72	93,303	6,622	778,688	264,275
2021-08-17	$9.65	$10.00	76.0%	21.9%	45.7%	8.5%	92.1%	-23.6%	0.9%	2.4M	-120.0M	-1.4M	0.14	5.49	55,139	7,751	793,386	266,816
2021-08-18	$10.10	$10.00	74.1%	21.2%	48.7%	7.9%	87.4%	-18.0%	8.0%	3.3M	-150.5M	-1.5M	0.18	2.55	79,043	13,998	816,598	268,963
2021-08-19	$9.55	$10.00	78.7%	22.3%	50.5%	9.3%	89.8%	-17.9%	5.0%	2.8M	-115.3M	-1.4M	0.21	2.31	53,060	11,372	832,638	270,880
2021-08-20	$9.65	$10.00	75.7%	21.1%	50.5%	8.4%	85.8%	-13.9%	6.1%	2.7M	-114.0M	-1.4M	0.28	2.01	45,158	12,859	838,605	274,708
2021-08-23	$10.14	$10.00	76.0%	19.9%	53.8%	8.5%	82.4%	-13.3%	-0.1%	3.4M	-154.0M	-1.4M	0.23	2.31	68,814	15,499	755,518	248,963
2021-08-24	$11.11	$10.00	109.1%	30.1%	61.8%	18.7%	121.5%	-35.6%	-2.3%	4.1M	-271.7M	-1.7M	0.15	10.42	253,804	38,987	764,979	253,864
2021-08-25	$10.72	$10.00	91.8%	24.6%	56.0%	13.4%	100.3%	-23.1%	-1.3%	4.6M	-229.8M	-1.6M	0.13	3.06	264,816	34,527	791,226	261,665
2021-08-26	$10.80	$10.00	101.2%	27.5%	54.2%	16.2%	109.3%	-30.9%	-3.1%	5.5M	-249.9M	-1.7M	0.20	3.25	143,706	29,219	833,398	282,753
2021-08-27	$11.23	$10.00	96.2%	26.1%	55.2%	14.7%	99.9%	-34.5%	-0.9%	4.0M	-286.3M	-1.7M	0.14	4.10	148,120	20,269	860,310	296,886
2021-08-30	$11.24	$10.00	95.0%	25.8%	55.0%	14.3%	105.0%	-30.2%	2.1%	4.5M	-263.6M	-1.7M	0.16	3.83	101,551	16,281	799,222	277,057
2021-08-31	$11.38	$10.00	97.1%	26.2%	55.0%	15.0%	105.6%	-27.2%	-0.7%	5.3M	-290.0M	-1.7M	0.17	5.27	72,037	11,889	826,952	283,646