BB Options History — June 2022

In June 2022, BB traded between $5.05 and $6.13. ATM implied volatility averaged 81.4%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 3.0% (HV 20d: 78.3%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-06-24: Highest Volume — 60,506 contracts
  • 2022-06-13: Largest IV spike — 13.8% change
  • 2022-06-23: Highest IV Rank — 53.8%
  • 2022-06-13: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.59$5.05$6.13$5.74$5.37
Max Pain$5.67$5.00$7.00$7.00$5.50
ATM IV81.4%68.4%91.3%87.2%72.2%
Expected Move23.0%18.6%26.2%23.5%20.1%
HV 20d78.3%67.9%88.7%86.5%67.9%
HV 60d70.0%66.9%71.5%69.4%66.9%
IV Rank33.7%12.0%53.8%13.9%31.2%
IV Percentile68.4%28.6%91.7%83.7%39.7%
Term Structure-1.4%-4.5%1.9%-3.8%-0.3%
VWIV80.1%67.0%90.3%82.2%71.5%
Skew 25d7.6%-0.8%13.2%4.5%9.0%
Skew 10d13.7%4.7%25.2%9.9%8.1%
Call IV 25d79.6%65.3%89.3%86.7%71.2%
Put IV 25d87.2%74.5%99.0%91.2%80.2%
Bid-Ask Spread %4.553.0711.493.594.32
Gamma HHI0.100.080.150.090.10
Net GEX478.8K221.5K962.3K607.5K308.1K
Net DEX-8.2M-18.7M2.4M-9.8M-3.5M
Net VEX-302.9K-364.2K-255.1K-327.7K-255.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.160.550.390.46
Total Volume25,468.90512,31060,50638,62616,301
Total OI438,586.857370,712482,617457,454399,699

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$5.74$7.0087.2%23.5%86.5%13.9%82.2%4.5%-3.8%607.5K-9.8M-327.7K0.393.5927,87010,756372,83284,622
2022-06-02$6.13$6.0082.5%22.4%88.7%12.0%79.7%7.5%-1.3%962.3K-18.7M-364.2K0.304.5030,6739,287382,25389,413
2022-06-03$5.83$6.0082.7%22.5%88.7%16.2%79.4%-0.8%-2.4%526.9K-11.1M-343.9K0.466.1117,9568,201389,30192,561
2022-06-06$5.92$6.0080.9%22.5%87.8%15.1%77.4%7.8%-1.2%562.5K-12.7M-344.7K0.374.6615,1825,600359,39691,862
2022-06-07$6.11$6.0080.4%22.3%81.2%17.0%76.5%6.6%-2.2%752.2K-16.6M-353.8K0.313.8018,3225,759365,85693,982
2022-06-08$6.11$6.0079.0%22.4%81.3%21.6%78.3%6.0%-0.8%899.8K-18.1M-353.0K0.314.0421,7796,735373,83895,367
2022-06-09$5.80$6.0078.0%22.1%81.6%29.9%79.3%3.9%-1.8%587.7K-10.2M-325.6K0.503.8111,3325,646382,65098,464
2022-06-10$5.54$6.0080.3%22.7%83.0%36.3%80.3%3.3%0.2%255.5K-3.8M-303.3K0.165.6620,4803,375383,86398,754
2022-06-13$5.13$6.0091.3%26.2%72.4%52.3%89.0%9.4%-3.3%225.4K1.9M-272.8K0.364.2414,7215,262364,68689,013
2022-06-14$5.17$6.0089.7%25.7%72.3%51.4%88.6%12.9%-3.1%221.5K1.9M-268.4K0.464.328,4073,903371,07389,323
2022-06-15$5.43$5.0085.2%24.4%72.4%44.5%81.6%9.7%-4.5%322.1K-2.6M-282.4K0.554.9916,6739,183373,28589,096
2022-06-16$5.05$5.0089.6%25.9%76.2%51.3%90.3%9.7%-4.1%232.4K2.4M-268.2K0.364.3617,2406,211377,32793,255
2022-06-17$5.22$5.0087.6%25.2%76.3%48.2%84.9%11.6%-0.6%317.2K-852.6K-278.7K0.484.3813,1536,276382,92292,362
2022-06-21$5.28$5.0086.0%24.5%76.1%47.2%87.7%5.0%-3.0%341.2K-5.8M-279.3K0.1711.4920,4553,566296,82673,886
2022-06-22$5.31$5.5083.9%24.9%76.1%44.0%88.5%6.2%0.3%400.4K-6.6M-274.8K0.493.0713,6206,692308,77675,028
2022-06-23$5.36$5.5085.2%25.5%75.7%53.8%89.0%8.7%-0.2%446.9K-8.1M-279.1K0.373.7726,2099,786315,68278,564
2022-06-24$5.73$5.0073.9%21.3%79.2%33.5%73.3%9.5%1.6%470.5K-16.6M-305.6K0.493.4440,66219,844327,31984,041
2022-06-27$5.81$5.5068.4%18.6%78.7%24.2%67.0%13.2%1.9%582.8K-14.0M-306.8K0.474.0216,3097,735302,32779,886
2022-06-28$5.75$5.5073.3%20.0%73.5%33.4%68.1%6.5%-2.9%594.8K-12.2M-301.8K0.263.1616,5314,252309,30882,764
2022-06-29$5.53$5.5071.9%19.9%69.4%30.7%69.1%8.8%1.0%436.2K-6.0M-270.6K0.313.929,8143,089315,61483,248
2022-06-30$5.37$5.5072.2%20.1%67.9%31.2%71.5%9.0%-0.3%308.1K-3.5M-255.1K0.464.3211,1335,168316,35083,349