BB Options History — August 2022

In August 2022, BB traded between $5.97 and $7.04. ATM implied volatility averaged 65.1%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 18.1% (HV 20d: 46.9%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-08-16: Highest Volume — 166,931 contracts
  • 2022-08-08: Largest IV spike — 18.9% change
  • 2022-08-31: Highest IV Rank — 38.8%
  • 2022-08-17: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.49$5.97$7.04$6.10$5.97
Max Pain$6.48$6.00$7.00$6.00$7.00
ATM IV65.1%55.0%71.7%57.1%71.7%
Expected Move17.6%15.0%20.6%15.0%16.0%
HV 20d46.9%39.6%53.0%43.7%48.8%
HV 60d59.3%52.5%67.0%67.0%52.5%
IV Rank19.9%0.0%38.8%3.7%38.8%
IV Percentile27.2%0.0%50.4%2.8%50.4%
Term Structure1.4%-3.8%8.5%-1.3%-1.6%
VWIV66.5%52.0%81.8%52.0%58.2%
Skew 25d-1.1%-13.9%10.4%10.4%1.0%
Skew 10d-2.7%-26.4%22.6%22.6%-9.0%
Call IV 25d68.6%53.0%83.0%53.0%74.8%
Put IV 25d67.5%61.0%77.3%63.4%75.8%
Bid-Ask Spread %3.502.644.544.483.55
Gamma HHI0.150.100.290.190.10
Net GEX1.0M403.3K1.6M814.1K403.3K
Net DEX-25.5M-46.7M-8.5M-10.6M-8.5M
Net VEX-333.5K-414.0K-253.4K-253.4K-282.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.080.770.760.47
Total Volume36,634.17410,273166,93116,12815,354
Total OI426,590.522370,961477,690370,961427,729

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$6.10$6.0057.1%15.0%43.7%3.7%52.0%10.4%-1.3%814.1K-10.6M-253.4K0.764.489,1556,973300,95070,011
2022-08-02$6.33$6.0055.0%15.7%44.2%0.0%56.1%7.9%-1.3%1.1M-18.4M-278.4K0.273.9026,2677,100304,05171,136
2022-08-03$6.59$6.0055.8%15.6%44.4%1.5%56.8%7.0%0.6%1.5M-28.0M-295.3K0.194.5436,3917,064316,05172,732
2022-08-04$6.62$6.0057.0%15.8%43.0%3.7%57.6%6.1%-1.5%1.6M-29.2M-297.4K0.533.1513,1576,986321,86673,205
2022-08-05$6.74$6.0057.4%16.2%42.6%4.4%64.6%6.0%-1.5%1.1M-34.7M-315.0K0.223.6029,3176,328325,29875,051
2022-08-08$6.92$6.0068.2%19.0%39.6%24.5%71.9%-2.8%-1.0%1.3M-38.0M-356.3K0.103.61115,52511,698320,15568,795
2022-08-09$6.61$6.0069.3%19.9%43.1%26.4%73.2%-4.4%0.7%1.2M-30.7M-355.1K0.123.9956,4906,881358,39176,773
2022-08-10$6.94$6.0067.1%19.4%45.3%22.4%72.4%-1.5%0.8%1.5M-41.9M-379.4K0.162.6422,3893,547368,70078,788
2022-08-11$6.72$6.0066.9%19.1%46.4%22.1%71.9%-1.7%-0.2%1.4M-34.8M-368.3K0.183.5924,0884,448372,88779,222
2022-08-12$6.81$6.0064.0%17.8%46.2%16.7%68.2%-2.0%-3.8%1.2M-35.4M-360.7K0.213.1115,9373,365373,92681,255
2022-08-15$6.88$6.0062.0%17.8%46.1%12.9%67.1%-0.1%2.0%1.3M-34.5M-363.6K0.082.8318,9891,491347,64878,752
2022-08-16$7.04$6.0068.7%19.6%45.1%25.4%80.7%-12.9%0.7%1.5M-46.7M-414.0K0.113.16150,42816,503353,66579,261
2022-08-17$6.77$7.0071.7%20.6%46.8%30.9%81.8%-13.9%2.7%1.3M-37.9M-397.8K0.144.1353,3717,213388,27685,127
2022-08-18$6.74$7.0067.3%19.1%46.9%22.7%76.1%-8.8%3.8%1.2M-34.2M-381.1K0.223.7912,7962,826388,10288,411
2022-08-19$6.38$7.0061.7%17.3%48.4%12.5%64.6%-6.6%6.2%614.6K-19.0M-353.3K0.202.8823,0764,717388,62389,067
2022-08-22$6.07$7.0068.5%18.4%51.6%24.9%71.9%-8.1%3.7%466.6K-13.2M-310.0K0.163.0719,4803,140343,46277,246
2022-08-23$6.13$7.0070.2%18.6%51.0%28.2%69.0%-3.3%5.5%583.0K-16.0M-326.5K0.193.299,6901,880348,26978,582
2022-08-24$6.27$7.0068.2%17.2%49.8%24.4%63.8%-0.9%4.8%645.3K-16.5M-324.7K0.123.0614,9321,843350,89278,901
2022-08-25$6.41$7.0063.4%16.7%49.6%18.4%61.5%0.8%6.0%884.8K-21.6M-346.4K0.133.8713,1721,658354,47779,577
2022-08-26$6.09$7.0064.4%15.9%53.0%20.4%62.3%-3.6%8.5%426.2K-12.2M-305.3K0.282.888,0462,227359,89780,170
2022-08-29$6.12$7.0069.3%17.9%52.9%33.4%64.7%0.7%1.8%497.8K-12.5M-301.1K0.773.4017,35913,307335,16675,601
2022-08-30$6.05$7.0071.4%17.2%51.2%38.2%62.5%5.4%-2.4%443.6K-11.3M-304.5K0.154.0113,8732,109344,68780,751
2022-08-31$5.97$7.0071.7%16.0%48.8%38.8%58.2%1.0%-1.6%403.3K-8.5M-282.4K0.473.5510,4314,923346,91980,810