BB Options History — May 2022

In May 2022, BB traded between $4.93 and $6.54. ATM implied volatility averaged 73.0%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 6.7% (HV 20d: 66.3%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2022-05-27: Highest Volume — 180,306 contracts
  • 2022-05-27: Largest IV spike — 15.4% change
  • 2022-05-27: Highest IV Rank — 12.8%
  • 2022-05-31: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.77$4.93$6.54$5.80$6.04
Max Pain$7.24$7.00$8.00$7.00$7.00
ATM IV73.0%63.3%84.5%67.0%83.1%
Expected Move20.5%17.4%23.1%19.2%23.1%
HV 20d66.3%41.5%84.6%46.6%84.6%
HV 60d62.0%54.4%68.8%54.4%68.8%
IV Rank7.7%3.5%12.8%5.1%12.2%
IV Percentile42.4%11.5%77.4%25.4%75.0%
Term Structure0.6%-6.9%7.0%1.0%-6.9%
VWIV73.7%60.7%87.4%67.4%84.3%
Skew 25d5.6%-2.6%10.9%6.4%0.5%
Skew 10d7.3%-18.5%22.8%14.5%-1.7%
Call IV 25d73.7%61.7%91.6%65.9%90.4%
Put IV 25d79.3%66.0%90.9%72.3%90.9%
Bid-Ask Spread %3.582.384.353.943.70
Gamma HHI0.110.070.470.080.11
Net GEX588.9K162.8K2.4M314.0K895.5K
Net DEX-7.0M-40.5M9.3M236.6K-19.7M
Net VEX-322.2K-415.2K-236.2K-309.6K-376.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.070.620.180.33
Total Volume32,728.90514,722180,30619,44652,218
Total OI427,679.048395,609459,836407,225440,764

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$5.80$7.0067.0%19.2%46.6%5.1%67.4%6.4%1.0%314.0K236.6K-309.6K0.183.9416,4942,952323,07084,155
2022-05-03$5.88$7.0064.5%18.6%41.5%4.0%67.2%2.8%0.9%489.9K-2.5M-316.6K0.203.2612,9772,653331,78785,255
2022-05-04$6.11$7.0063.3%17.4%44.4%3.5%60.7%4.4%-0.4%683.8K-7.2M-331.2K0.343.3612,0284,114336,01185,571
2022-05-05$5.81$8.0063.6%18.5%46.6%3.6%65.5%4.1%2.4%542.1K-2.0M-315.1K0.543.819,5425,180340,45486,588
2022-05-06$5.61$8.0066.7%18.7%47.5%5.0%68.8%5.3%-0.3%273.8K2.0M-290.8K0.553.3210,4025,772343,26687,449
2022-05-09$5.13$8.0074.3%21.0%55.1%8.3%74.0%6.0%-0.6%228.0K5.1M-278.8K0.603.3812,5047,533326,10983,986
2022-05-10$5.18$8.0076.7%21.7%55.7%9.4%73.7%10.8%-1.7%236.3K5.5M-271.4K0.383.2912,3094,733332,07787,981
2022-05-11$4.93$8.0076.5%21.5%57.2%9.3%75.2%5.6%-2.5%162.8K9.3M-236.2K0.622.3810,1676,287335,17088,696
2022-05-12$5.11$7.0079.3%23.1%57.6%10.5%80.8%5.7%1.0%218.0K6.2M-257.1K0.114.0339,0044,207337,74392,149
2022-05-13$5.84$7.0073.2%21.1%77.9%7.8%75.4%-0.3%0.7%434.5K-9.9M-331.7K0.322.5140,46112,865351,71492,935
2022-05-16$5.71$7.0070.1%19.9%77.4%6.4%72.9%6.5%7.0%416.7K-5.1M-342.9K0.263.5518,0564,689343,77190,221
2022-05-17$5.99$7.0068.3%19.6%79.1%5.7%69.6%9.9%-1.5%556.4K-8.7M-329.6K0.254.3519,1894,779350,10291,403
2022-05-18$5.87$7.0072.0%20.6%78.6%7.3%76.8%5.3%1.6%536.2K-8.1M-333.4K0.343.7418,9716,456355,17892,548
2022-05-19$6.06$7.0074.5%21.3%78.5%8.4%78.2%7.3%4.3%681.7K-14.0M-350.6K0.234.0625,2695,868358,62793,096
2022-05-20$5.89$7.0076.2%21.3%78.8%9.1%81.4%7.8%6.2%462.9K-7.0M-333.9K0.343.6718,5986,245365,58394,253
2022-05-23$5.94$7.0072.6%20.1%78.9%7.6%70.5%4.2%4.4%511.7K-10.8M-334.2K0.223.6617,5703,942318,12577,484
2022-05-24$5.77$7.0075.4%20.5%76.3%8.8%76.1%9.3%1.9%560.3K-9.4M-330.0K0.373.9612,1204,496330,18078,950
2022-05-25$5.91$7.0077.8%20.9%76.5%9.8%72.7%7.2%-0.5%752.1K-13.9M-338.0K0.133.3026,5133,417334,98879,082
2022-05-26$6.08$7.0073.2%19.8%75.5%7.8%69.3%10.9%2.1%1.0M-16.9M-343.9K0.194.2422,1854,236344,24079,241
2022-05-27$6.54$7.0084.5%22.7%78.9%12.8%87.4%-2.6%-6.2%2.4M-40.5M-415.2K0.073.74167,95712,349351,25680,002
2022-05-31$6.04$7.0083.1%23.1%84.6%12.2%84.3%0.5%-6.9%895.5K-19.7M-376.9K0.333.7039,23212,986361,79778,967