BB Options History — July 2022

In July 2022, BB traded between $5.45 and $6.20. ATM implied volatility averaged 63.2%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 10.1% (HV 20d: 53.1%). Max pain ranged from $5.50 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-07-28: Highest Volume — 40,868 contracts
  • 2022-07-27: Largest IV drop — 11.7% change
  • 2022-07-05: Highest IV Rank — 32.1%
  • 2022-07-05: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.86$5.45$6.20$5.45$6.16
Max Pain$5.97$5.50$6.00$5.50$6.00
ATM IV63.2%55.2%72.6%70.6%55.2%
Expected Move17.6%15.2%20.0%19.2%15.2%
HV 20d53.1%43.4%64.1%63.3%43.4%
HV 60d67.8%67.0%68.6%67.0%67.5%
IV Rank14.6%0.0%32.1%28.3%0.0%
IV Percentile14.4%0.0%41.3%34.9%0.0%
Term Structure-0.5%-7.5%3.0%2.8%3.0%
VWIV62.2%52.0%75.2%68.0%52.0%
Skew 25d9.5%5.5%12.3%11.8%8.9%
Skew 10d19.5%13.7%24.5%19.3%23.1%
Call IV 25d59.6%52.3%68.8%66.8%52.3%
Put IV 25d69.1%61.0%81.1%78.5%61.3%
Bid-Ask Spread %3.963.034.734.034.07
Gamma HHI0.190.110.390.110.19
Net GEX643.8K372.0K1.2M405.2K760.6K
Net DEX-8.7M-16.4M-4.0M-4.0M-15.1M
Net VEX-257.6K-289.6K-239.2K-259.2K-258.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.271.920.350.50
Total Volume20,205.759,61140,86813,09120,765
Total OI381,196.3355,813402,051402,051392,040

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$5.45$5.5070.6%19.2%63.3%28.3%68.0%11.8%2.8%405.2K-4.0M-259.2K0.354.039,7153,376317,36984,682
2022-07-05$5.62$6.0072.6%20.0%62.3%32.1%71.6%12.3%1.5%378.1K-5.5M-264.7K0.283.9211,0733,078296,02370,254
2022-07-06$5.84$6.0068.2%19.2%63.7%23.9%68.7%9.6%-1.5%608.9K-10.6M-275.6K0.673.5916,55811,161301,91471,008
2022-07-07$6.05$6.0065.3%18.6%63.9%18.5%63.4%5.5%0.3%881.2K-15.8M-289.6K0.384.5020,3557,782308,37078,077
2022-07-08$5.96$6.0063.6%17.7%64.1%15.4%75.2%9.3%-0.3%1.2M-11.3M-271.3K0.744.5710,5687,814314,88281,176
2022-07-11$5.73$6.0068.0%18.5%63.0%23.5%65.1%9.0%-2.6%513.1K-6.9M-254.5K0.484.029,0014,359303,83870,969
2022-07-12$5.62$6.0066.8%18.1%61.1%21.3%63.6%8.1%-3.9%439.0K-4.1M-242.8K0.583.0310,4506,041307,25472,397
2022-07-13$5.74$6.0066.6%18.1%54.1%20.8%63.6%8.4%-3.0%537.6K-6.0M-249.0K1.354.738,91212,017309,18573,550
2022-07-14$5.62$6.0065.8%17.7%54.9%19.4%69.1%7.3%-5.8%409.7K-4.5M-242.5K0.713.586,5224,608311,97781,776
2022-07-15$5.74$6.0063.4%17.0%52.7%15.0%60.9%10.4%-7.5%372.0K-5.3M-245.2K0.463.459,2374,209312,41881,617
2022-07-18$5.74$6.0062.9%17.9%44.7%14.0%61.3%10.6%-0.0%404.7K-4.8M-239.2K0.274.4613,8133,789285,52570,288
2022-07-19$5.97$6.0058.1%16.6%45.2%5.1%57.0%12.0%2.2%649.4K-9.2M-256.7K0.873.6720,31217,591294,31870,880
2022-07-20$6.19$6.0060.7%17.4%46.4%9.9%58.8%9.5%0.2%834.1K-15.6M-278.5K0.703.5421,10314,774300,98985,385
2022-07-21$6.20$6.0059.9%17.1%46.4%8.4%56.2%10.4%2.1%915.3K-16.4M-279.0K1.923.347,87915,159307,62586,015
2022-07-22$5.93$6.0058.3%16.5%50.0%5.5%58.0%6.5%2.0%977.7K-8.9M-261.9K0.544.729,6095,179309,11888,012
2022-07-25$5.83$6.0059.5%16.8%44.9%7.7%59.9%9.4%0.0%533.2K-6.1M-243.6K0.443.797,1573,132294,81970,624
2022-07-26$5.72$6.0063.8%18.2%45.1%15.6%61.6%11.8%0.4%516.6K-4.7M-244.2K0.493.636,4563,155298,33371,310
2022-07-27$5.95$6.0056.3%15.8%47.1%1.8%56.1%10.5%1.1%702.9K-7.7M-245.5K0.994.368,3028,236298,73171,977
2022-07-28$6.10$6.0058.1%15.9%45.2%5.1%54.2%8.6%-0.8%880.6K-11.6M-250.0K0.334.1830,75010,118301,85177,350
2022-07-29$6.16$6.0055.2%15.2%43.4%0.0%52.0%8.9%3.0%760.6K-15.1M-258.8K0.504.0713,8756,890311,14280,898