BB Options History — September 2022

In September 2022, BB traded between $4.72 and $6.18. ATM implied volatility averaged 68.4%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 22.6% (HV 20d: 45.8%). 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 6 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2022-09-27: Highest Volume — 42,928 contracts
  • 2022-09-28: Largest IV drop — 11.8% change
  • 2022-09-27: Highest IV Rank — 49.0%
  • 2022-09-27: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.53$4.72$6.18$5.73$4.72
Max Pain$5.83$5.00$7.00$7.00$5.00
ATM IV68.4%64.8%76.0%69.1%68.5%
Expected Move18.9%14.7%22.8%15.7%19.5%
HV 20d45.8%42.0%50.3%50.3%43.1%
HV 60d48.2%45.9%52.8%52.8%45.9%
IV Rank31.4%23.0%49.0%32.8%31.6%
IV Percentile40.5%23.4%69.8%44.0%46.0%
Term Structure-1.2%-7.6%4.0%-1.1%4.0%
VWIV68.5%54.3%82.4%54.8%69.7%
Skew 25d2.1%-1.6%6.3%-1.3%1.8%
Skew 10d1.5%-11.1%12.0%-11.1%3.6%
Call IV 25d70.4%65.3%77.7%74.9%70.9%
Put IV 25d72.5%67.0%79.7%73.6%72.7%
Bid-Ask Spread %4.263.117.373.983.11
Gamma HHI0.110.100.160.100.10
Net GEX352.5K189.8K655.0K232.3K189.8K
Net DEX-3.7M-19.8M3.9M-1.3M3.9M
Net VEX-220.7K-312.7K-152.0K-254.3K-152.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.100.480.350.35
Total Volume16,645.6677,65442,92810,56217,303
Total OI398,817.81355,395432,767431,427397,874

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$5.73$7.0069.1%15.7%50.3%32.8%54.8%-1.3%-1.1%232.3K-1.3M-254.3K0.353.987,8322,730349,36682,061
2022-09-02$5.69$6.5070.0%14.7%49.4%35.1%54.3%-1.6%-1.9%254.8K-688.4K-247.4K0.294.297,2692,083351,14581,622
2022-09-06$5.59$6.0072.5%19.6%47.7%40.8%72.4%0.1%-1.7%241.9K-138.5K-239.1K0.204.0411,4562,261333,18676,813
2022-09-07$5.68$6.0071.4%19.6%46.7%38.4%70.0%4.4%-1.6%282.2K-1.9M-240.8K0.313.358,3092,585337,32476,964
2022-09-08$5.79$6.0068.0%18.8%43.0%30.3%67.7%5.2%-0.6%329.6K-3.5M-243.9K0.114.1110,0371,107339,93277,175
2022-09-09$6.05$6.0065.0%18.1%46.0%23.5%67.3%1.5%-2.2%655.0K-13.6M-278.3K0.154.3614,9242,258344,71077,648
2022-09-12$6.18$6.0066.8%18.4%46.5%27.5%65.4%5.2%-3.9%597.5K-19.8M-312.7K0.184.399,2641,650335,69575,768
2022-09-13$5.89$6.0066.7%18.7%48.6%27.4%68.7%1.9%-1.3%389.7K-7.4M-246.3K0.483.517,7573,751339,97976,452
2022-09-14$5.96$6.0066.6%18.3%47.8%27.2%68.8%1.7%-2.9%413.5K-10.8M-254.4K0.355.966,0152,122341,71875,453
2022-09-15$6.04$6.0067.7%18.4%46.9%29.7%64.7%2.1%-4.3%421.4K-12.1M-251.6K0.327.375,8831,868343,91376,311
2022-09-16$5.73$6.0067.8%18.4%49.8%29.9%67.7%2.5%-7.6%370.8K-2.9M-227.9K0.465.0411,9395,500345,06377,255
2022-09-19$5.76$6.0064.8%18.2%46.8%23.0%64.9%4.1%1.0%395.3K-4.6M-214.9K0.103.5411,8461,128291,38564,010
2022-09-20$5.60$6.0066.0%18.8%44.6%25.6%68.3%1.8%1.4%418.2K-4.9M-222.7K0.143.259,5461,358298,81764,466
2022-09-21$5.48$6.0065.7%18.8%44.7%25.1%69.0%1.9%-2.2%385.3K-2.3M-201.4K0.184.356,4961,158303,73264,998
2022-09-22$5.30$6.0067.4%19.3%44.4%29.0%68.7%0.2%1.7%313.0K72.9K-192.2K0.265.037,7401,998306,13365,282
2022-09-23$5.08$6.0070.9%20.3%44.5%37.1%72.7%0.6%1.0%212.3K2.8M-175.5K0.174.4420,8843,621308,46965,779
2022-09-26$5.00$5.0072.5%21.6%42.0%40.9%81.3%-0.9%-0.1%269.8K-512.8K-179.0K0.264.2119,4615,142300,72363,118
2022-09-27$5.07$5.0076.0%22.8%42.5%49.0%82.4%2.0%-2.0%323.2K-654.5K-172.3K0.323.5232,49310,435309,13465,576
2022-09-28$5.04$5.0067.0%19.5%42.5%28.1%69.1%3.5%-0.9%425.0K-392.1K-169.1K0.383.6930,03211,539324,54471,060
2022-09-29$4.82$5.0066.5%19.1%44.4%26.9%70.8%6.3%1.1%280.8K2.9M-158.2K0.283.9922,5166,263325,06769,454
2022-09-30$4.72$5.0068.5%19.5%43.1%31.6%69.7%1.8%4.0%189.8K3.9M-152.0K0.353.1112,7884,515327,97769,897