BB Options History — October 2022

In October 2022, BB traded between $3.99 and $4.99. ATM implied volatility averaged 68.8%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 19.4% (HV 20d: 49.4%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2022-10-14: Highest Volume — 26,648 contracts
  • 2022-10-04: Largest IV drop — 6.7% change
  • 2022-10-17: Highest IV Rank — 48.3%
  • 2022-10-17: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.49$3.99$4.99$4.82$4.67
Max Pain$4.95$4.00$5.00$5.00$4.00
ATM IV68.8%61.8%75.7%69.3%61.8%
Expected Move19.7%17.0%21.9%18.9%18.1%
HV 20d49.4%40.9%56.3%44.5%54.0%
HV 60d48.4%46.0%50.4%46.1%48.9%
IV Rank32.1%15.9%48.3%33.4%15.9%
IV Percentile42.1%11.9%69.4%49.6%11.9%
Term Structure-1.1%-7.4%3.6%-2.9%-1.4%
VWIV67.3%59.3%74.5%70.4%59.3%
Skew 25d6.5%2.3%9.4%7.6%7.6%
Skew 10d11.3%-1.9%28.9%7.5%11.1%
Call IV 25d66.8%57.4%74.8%69.0%57.4%
Put IV 25d73.3%65.1%81.2%76.6%65.1%
Bid-Ask Spread %5.803.838.014.756.98
Gamma HHI0.190.110.300.120.30
Net GEX275.7K119.6K435.0K229.1K374.3K
Net DEX1.4M-4.7M8.1M2.1M-2.4M
Net VEX-144.8K-171.5K-116.4K-157.1K-145.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.170.900.260.41
Total Volume13,632.4295,90926,64818,99918,094
Total OI385,106.905363,445405,216363,445388,421

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$4.82$5.0069.3%18.9%44.5%33.4%70.4%7.6%-2.9%229.1K2.1M-157.1K0.264.7515,1323,867299,17564,270
2022-10-04$4.99$5.0064.7%17.8%46.8%22.6%62.0%6.4%1.1%360.2K-695.8K-171.0K0.174.7715,4452,643306,45665,890
2022-10-05$4.93$5.0064.2%17.0%46.1%21.5%61.0%8.6%0.1%411.7K-119.3K-171.5K0.435.224,8692,094311,39966,670
2022-10-06$4.83$5.0063.8%18.4%45.3%20.6%62.1%7.8%0.4%229.3K1.9M-157.6K0.886.764,1373,646312,46666,044
2022-10-07$4.58$5.0065.8%18.4%43.3%25.3%64.7%2.3%0.6%183.9K4.3M-146.7K0.595.775,3843,182313,52366,101
2022-10-10$4.43$5.0068.8%20.4%41.7%32.2%70.1%9.4%2.4%140.2K5.6M-139.1K0.425.288,3333,520304,08464,177
2022-10-11$4.17$5.0072.3%20.7%43.2%40.3%71.2%5.0%-0.4%119.6K8.1M-116.4K0.574.959,0725,145308,70464,415
2022-10-12$4.20$5.0073.2%21.2%42.8%42.4%70.0%6.2%2.1%153.7K7.1M-122.5K0.424.399,7744,081310,70466,397
2022-10-13$4.18$5.0071.4%20.5%41.5%38.2%68.4%7.2%0.6%162.0K6.4M-119.2K0.394.288,1633,199314,50164,894
2022-10-14$3.99$5.0074.0%21.1%40.9%44.4%74.5%2.5%-0.5%177.1K6.6M-121.7K0.223.8321,8384,810317,04065,101
2022-10-17$4.31$5.0075.7%21.9%52.6%48.3%72.3%7.9%-7.4%255.7K1.4M-141.0K0.634.7013,9938,844322,70263,752
2022-10-18$4.39$5.0075.4%21.7%53.6%47.5%69.4%7.0%-7.2%286.3K334.6K-147.2K0.296.7313,4023,865328,49469,104
2022-10-19$4.24$5.0074.6%21.4%54.1%45.8%73.1%8.6%-4.3%263.4K2.7M-135.5K0.905.434,5214,066331,25669,378
2022-10-20$4.36$5.0072.2%21.0%55.4%40.1%68.2%7.7%-7.3%297.1K808.2K-142.4K0.807.275,4164,332331,22569,842
2022-10-21$4.44$5.0070.7%20.8%54.8%36.6%66.2%6.4%-6.3%293.3K386.0K-145.2K0.615.866,9714,219333,77471,442
2022-10-24$4.42$5.0068.3%20.1%54.7%31.1%70.2%6.7%1.8%310.3K-14.9K-138.9K0.418.016,6162,743318,90462,987
2022-10-25$4.58$5.0066.1%18.9%56.3%25.9%65.8%6.2%0.3%392.1K-3.0M-148.4K0.857.218,1686,908321,97263,249
2022-10-26$4.53$5.0065.2%18.9%56.3%23.9%65.9%6.3%0.6%398.8K-2.7M-155.8K0.347.069,3953,147325,67567,546
2022-10-27$4.55$5.0063.4%18.3%54.4%19.6%63.2%2.6%0.8%435.0K-4.0M-163.1K0.466.324,0381,871329,32368,033
2022-10-28$4.64$5.0062.8%18.3%54.6%18.3%65.8%6.3%3.6%316.2K-4.7M-155.3K0.386.1712,5484,790329,96668,189
2022-10-31$4.67$4.0061.8%18.1%54.0%15.9%59.3%7.6%-1.4%374.3K-2.4M-145.9K0.416.9812,7905,304322,25066,171