BB Options History — July 2024

In July 2024, BB traded between $2.40 and $2.56. ATM implied volatility averaged 54.3%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 1.6% (HV 20d: 52.7%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-07-05: Highest Volume — 40,202 contracts
  • 2024-07-25: Largest IV spike — 14.4% change
  • 2024-07-05: Highest IV Rank — 14.1%
  • 2024-07-01: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.46$2.40$2.56$2.42$2.42
Max Pain$2.57$2.50$3.00$3.00$2.50
ATM IV54.3%43.4%64.6%63.8%43.4%
Expected Move14.8%11.7%17.0%17.0%12.3%
HV 20d52.7%32.2%65.5%64.9%32.2%
HV 60d56.5%54.5%61.1%61.1%54.5%
IV Rank6.5%0.0%14.1%13.6%0.0%
IV Percentile25.3%0.0%65.5%63.9%0.0%
Term Structure2.2%-6.1%10.6%-2.9%5.5%
VWIV54.1%40.7%67.8%57.9%42.8%
Skew 25d-7.8%-21.9%7.9%-14.9%-18.0%
Skew 10d-16.1%-37.5%5.3%-31.2%-29.2%
Call IV 25d63.9%52.7%80.9%73.5%53.5%
Put IV 25d56.1%35.4%65.3%58.6%35.4%
Bid-Ask Spread %46.7812.0658.9412.0655.60
Gamma HHI0.320.190.600.320.38
Net GEX318.9K162.6K670.9K300.7K294.1K
Net DEX-6.2M-12.0M-1.2M-5.5M-3.7M
Net VEX-94.3K-105.0K-82.0K-95.8K-82.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.060.620.180.08
Total Volume20,514.1367,66840,20226,09814,858
Total OI322,720.409246,875394,184324,006263,081

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$2.42$3.0063.8%17.0%64.9%13.6%57.9%-14.9%-2.9%300.7K-5.5M-95.8K0.1812.0622,1053,993250,70073,306
2024-07-02$2.46$3.0059.5%16.0%65.4%10.8%55.8%-8.4%4.0%437.0K-7.6M-102.6K0.2214.4015,5463,396257,93674,493
2024-07-03$2.50$3.0057.7%15.8%65.5%9.7%54.8%-7.8%6.0%610.3K-9.0M-105.0K0.1218.9315,5621,937264,70576,389
2024-07-05$2.50$2.5064.6%15.9%64.8%14.1%67.1%-16.1%-0.5%274.1K-8.1M-100.8K0.0649.1237,8082,394272,35875,539
2024-07-08$2.42$2.5060.5%16.2%65.4%11.5%67.8%-11.1%-2.4%309.6K-6.1M-95.9K0.6248.6819,13611,790256,10967,899
2024-07-09$2.44$2.5058.9%15.9%64.1%10.4%59.1%-11.4%-3.8%243.7K-4.1M-91.3K0.3757.5713,1364,832265,24578,036
2024-07-10$2.42$2.5057.1%16.6%63.1%9.3%66.6%-5.5%1.0%254.7K-4.7M-97.1K0.1157.3617,8731,900272,42981,971
2024-07-11$2.50$2.5056.2%15.1%64.5%8.7%57.1%-6.1%-4.1%362.2K-7.2M-99.4K0.3858.9212,0124,530283,48983,668
2024-07-12$2.52$2.5054.7%14.5%64.5%7.8%56.8%-0.3%-6.1%358.1K-12.0M-95.9K0.1358.9426,4033,498288,32187,457
2024-07-15$2.51$2.5053.8%15.6%55.1%7.1%62.7%-5.0%8.4%345.5K-7.8M-95.8K0.1640.4323,1233,643271,27876,944
2024-07-16$2.56$2.5051.5%14.9%47.1%5.5%54.7%1.8%3.4%345.8K-10.5M-101.3K0.2158.1721,8624,589281,52679,461
2024-07-17$2.50$2.5051.3%14.7%47.7%5.4%51.1%-3.5%3.7%415.3K-7.1M-95.9K0.5051.3112,5346,297290,70583,055
2024-07-18$2.40$2.5052.8%14.9%49.8%6.4%51.9%-2.7%4.2%198.7K-1.2M-89.5K0.4258.4412,2425,203296,30488,840
2024-07-19$2.40$2.5054.5%15.2%48.7%5.9%53.6%-7.0%4.6%162.6K-1.5M-95.4K0.1356.6014,2371,878302,60691,578
2024-07-22$2.46$2.5051.0%13.8%48.9%2.7%48.0%-5.9%0.9%192.1K-6.4M-89.2K0.1140.2615,1631,707200,25753,563
2024-07-23$2.49$2.5051.2%13.5%48.7%2.9%47.2%-5.6%1.6%258.3K-8.0M-93.3K0.4336.1810,3314,406206,89454,628
2024-07-24$2.42$2.5047.7%14.1%49.9%0.6%49.3%-4.6%10.6%246.7K-5.4M-91.7K0.2851.0324,8356,919211,15857,305
2024-07-25$2.44$2.5054.6%14.6%49.3%5.1%50.9%-5.3%1.6%359.5K-6.1M-92.2K0.5649.114,9112,757221,87564,395
2024-07-26$2.48$2.5050.6%13.5%33.5%2.5%47.1%7.9%7.7%670.9K-6.2M-92.8K0.1250.4313,2311,624224,23266,511
2024-07-29$2.42$2.5049.9%13.3%34.1%2.0%46.5%-19.7%3.6%187.1K-5.3M-87.9K0.3250.169,9643,184195,65751,218
2024-07-30$2.40$2.5049.5%11.7%32.7%1.8%40.7%-21.9%1.8%189.3K-3.3M-84.2K0.1655.3911,9991,963202,49054,238
2024-07-31$2.42$2.5043.4%12.3%32.2%0.0%42.8%-18.0%5.5%294.1K-3.7M-82.0K0.0855.6013,7911,067208,64954,432