BB Options History — June 2024

In June 2024, BB traded between $2.21 and $2.79. ATM implied volatility averaged 83.4%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 27.6% (HV 20d: 55.8%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.18.

Notable Days

  • 2024-06-26: Highest Volume — 114,512 contracts
  • 2024-06-04: Largest IV drop — 20.0% change
  • 2024-06-06: Highest IV Rank — 38.5%
  • 2024-06-24: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.51$2.21$2.79$2.77$2.49
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV83.4%66.0%102.4%101.0%66.0%
Expected Move23.0%17.7%27.4%25.7%17.7%
HV 20d55.8%42.6%64.4%62.3%64.4%
HV 60d58.8%55.7%63.3%63.1%61.2%
IV Rank26.2%15.0%38.5%37.5%15.0%
IV Percentile91.5%68.3%98.8%98.4%68.3%
Term Structure-6.7%-38.2%15.8%-12.3%2.4%
VWIV90.8%72.4%113.8%98.2%72.4%
Skew 25d-15.1%-39.3%1.1%-17.6%-11.5%
Skew 10d-3.6%-56.2%51.4%-38.9%-17.5%
Call IV 25d100.2%75.7%134.5%114.2%75.7%
Put IV 25d85.1%64.1%109.9%96.6%64.1%
Bid-Ask Spread %30.3112.2350.9248.1321.58
Gamma HHI0.270.170.730.230.25
Net GEX319.8K79.4K1.1M335.2K293.9K
Net DEX-7.2M-16.5M3.1M-13.0M-8.2M
Net VEX-112.2K-139.5K-93.1K-133.8K-105.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.030.530.060.22
Total Volume45,114.84211,075114,51265,18443,121
Total OI399,360.158296,538440,544371,430417,181

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$2.77$3.00101.0%25.7%62.3%37.5%98.2%-17.6%-12.3%335.2K-13.0M-133.8K0.0648.1361,5993,585295,03276,398
2024-06-04$2.71$3.0080.8%19.8%62.0%24.5%85.0%-18.1%-36.8%317.2K-11.3M-126.3K0.0925.0016,8041,467320,18078,760
2024-06-05$2.77$3.0086.9%27.3%61.8%28.5%102.0%1.1%-1.3%426.7K-14.5M-135.1K0.0312.2335,7751,191323,08579,576
2024-06-06$2.79$3.00102.4%27.3%61.5%38.5%111.0%-39.3%-20.4%441.3K-16.5M-139.5K0.0742.4688,1126,308329,70780,125
2024-06-07$2.67$3.0087.0%18.9%60.8%28.5%83.5%-5.2%2.4%296.0K-10.3M-124.4K0.1134.4771,0097,650348,21085,940
2024-06-10$2.74$3.0071.8%19.5%61.5%18.8%84.3%-3.7%-1.0%426.2K-11.0M-125.0K0.1028.7223,4312,234314,83379,633
2024-06-11$2.75$3.0069.6%19.8%57.4%17.4%87.5%-5.0%14.6%424.1K-13.1M-123.3K0.1132.3317,5401,853324,91281,223
2024-06-12$2.77$3.0081.2%21.6%42.6%24.8%76.3%-20.6%-4.7%444.1K-13.6M-128.7K0.1729.8919,5733,316333,21682,600
2024-06-13$2.52$3.0072.1%20.5%48.3%19.0%92.4%-6.2%15.8%117.9K-5.9M-111.1K0.2427.7130,1767,344337,37285,189
2024-06-14$2.33$3.0084.5%21.3%52.6%26.9%90.7%-13.2%-5.5%96.8K1.2M-95.2K0.5139.0334,02017,239347,63489,829
2024-06-17$2.30$3.0089.0%25.2%52.1%29.9%77.0%-2.8%7.8%79.4K1.1M-100.2K0.1850.9221,9584,030328,82487,673
2024-06-18$2.26$3.0092.7%26.4%51.8%32.2%94.6%-25.2%-7.8%142.0K3.1M-96.0K0.1646.6013,6912,248339,36390,460
2024-06-20$2.33$3.0088.7%25.4%53.5%29.6%101.0%-25.4%5.0%205.3K2.2M-98.7K0.1740.629,4461,629345,70390,694
2024-06-21$2.29$3.0086.8%26.1%53.2%28.4%113.8%-24.1%-12.8%197.0K1.9M-98.7K0.2016.5119,9903,909350,51290,032
2024-06-24$2.27$3.0088.9%27.4%50.9%29.7%88.0%-21.2%-6.8%222.6K-6.8M-95.7K0.1119.9726,9552,957242,92153,617
2024-06-25$2.25$3.0079.9%22.2%50.0%24.0%91.9%-15.3%-4.4%240.4K-5.2M-93.1K0.5319.2521,75611,542256,19755,566
2024-06-26$2.21$3.0084.5%25.5%50.1%26.9%101.3%-17.1%-38.2%225.5K-4.7M-93.8K0.1419.90100,16214,350267,61964,042
2024-06-27$2.45$3.0071.0%18.8%64.1%18.3%74.9%-15.8%-22.4%1.1M-13.0M-108.0K0.2120.5390,49718,715338,66375,322
2024-06-28$2.49$3.0066.0%17.7%64.4%15.0%72.4%-11.5%2.4%293.9K-8.2M-105.9K0.2221.5835,4467,675333,36383,818