BB Options History — August 2024

In August 2024, BB traded between $2.12 and $2.44. ATM implied volatility averaged 53.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 11.4% (HV 20d: 41.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-08-26: Highest Volume — 19,295 contracts
  • 2024-08-26: Largest IV spike — 21.2% change
  • 2024-08-05: Highest IV Rank — 11.7%
  • 2024-08-02: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.29$2.12$2.44$2.30$2.33
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV53.1%45.5%61.5%49.1%59.0%
Expected Move14.0%12.3%16.5%13.3%12.5%
HV 20d41.7%36.1%46.4%36.1%39.7%
HV 60d50.4%47.4%55.4%55.2%48.9%
IV Rank6.3%1.4%11.7%3.7%10.1%
IV Percentile23.1%0.4%60.3%3.6%52.0%
Term Structure1.3%-11.7%17.2%1.9%-5.4%
VWIV49.2%37.8%59.3%41.3%37.8%
Skew 25d-2.6%-22.0%17.4%-22.0%-4.4%
Skew 10d11.9%-41.9%125.3%-41.9%21.4%
Call IV 25d57.4%47.3%66.9%54.9%63.9%
Put IV 25d54.8%32.9%80.3%32.9%59.5%
Bid-Ask Spread %39.8427.7053.7753.7747.02
Gamma HHI0.320.170.550.180.53
Net GEX215.9K87.9K464.8K122.3K375.6K
Net DEX-4.9M-8.4M-1.3M-2.0M-7.0M
Net VEX-74.7K-81.0K-69.3K-80.7K-75.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.021.110.620.03
Total Volume10,888.54,19719,29511,1278,799
Total OI262,239.864240,969280,482273,340280,482

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$2.30$2.5049.1%13.3%36.1%3.7%41.3%-22.0%1.9%122.3K-2.0M-80.7K0.6253.776,8564,271218,32455,016
2024-08-02$2.20$2.5055.4%16.5%38.8%7.8%56.9%-5.4%-2.6%104.8K-1.7M-76.2K0.2952.6010,6853,119222,23453,636
2024-08-05$2.16$2.5061.5%15.1%37.8%11.7%54.9%2.4%-1.6%88.4K-1.3M-71.0K0.2738.5513,2973,633193,44054,863
2024-08-06$2.17$2.5053.5%16.5%37.7%6.5%57.9%6.5%-8.2%111.3K-2.3M-74.5K0.3336.323,1601,037200,86755,353
2024-08-07$2.12$2.5053.4%15.3%38.2%6.4%59.3%17.4%1.2%87.9K-1.4M-69.3K0.0236.485,953126201,26356,078
2024-08-08$2.19$2.5052.4%14.5%38.2%5.8%54.3%-1.7%5.0%131.4K-3.0M-72.8K0.4144.604,0261,652206,50552,463
2024-08-09$2.17$2.5058.9%14.8%37.8%10.0%54.3%4.9%11.6%112.3K-4.2M-71.5K0.1343.9212,5801,682208,87953,800
2024-08-12$2.17$2.5053.4%14.3%37.9%6.5%53.9%7.4%-7.5%165.1K-3.6M-71.3K0.1136.165,335609207,01747,279
2024-08-13$2.29$2.5048.6%14.7%42.7%3.3%50.9%-3.2%-0.3%209.6K-5.6M-74.2K0.0638.487,372426210,13147,101
2024-08-14$2.24$2.5054.4%13.6%42.6%7.1%54.5%-0.4%-11.7%170.2K-4.5M-70.9K1.1136.284,9265,450214,05747,166
2024-08-15$2.33$2.5047.0%12.9%43.3%2.3%45.0%-5.7%-2.5%194.1K-6.4M-76.1K0.1636.2810,1901,625217,15452,132
2024-08-16$2.33$2.5049.3%14.4%43.3%3.8%49.5%-1.5%1.2%208.1K-6.4M-79.7K0.0436.038,286299221,31753,225
2024-08-19$2.41$2.5045.5%13.0%44.1%1.4%41.4%-3.7%17.2%269.1K-7.4M-79.4K0.0627.7017,4911,076198,22947,135
2024-08-20$2.40$2.5045.6%13.4%43.9%1.4%46.5%-4.7%14.8%355.5K-7.6M-78.9K0.1049.157,760782209,00146,999
2024-08-21$2.44$2.5046.3%13.3%43.1%1.9%44.2%-3.7%12.9%464.8K-8.4M-81.0K0.0836.4113,8251,063211,75347,487
2024-08-22$2.35$2.5051.4%14.1%45.1%5.2%49.1%-5.3%11.6%207.2K-5.7M-74.0K0.2238.375,6991,246218,36747,999
2024-08-23$2.42$2.5049.0%12.3%46.0%3.6%42.7%-0.2%16.4%258.9K-6.4M-74.9K0.1238.1411,9961,486219,46648,563
2024-08-26$2.35$2.5059.4%13.3%46.4%10.4%46.5%-10.8%-3.3%204.1K-4.9M-70.3K0.0234.6118,961334197,89943,070
2024-08-27$2.33$2.5058.2%13.6%46.4%9.6%47.6%-12.2%-4.3%256.8K-5.8M-72.4K0.3640.7813,7334,956213,59143,098
2024-08-28$2.31$2.5060.6%14.0%46.3%11.1%48.9%-5.6%-8.4%294.7K-6.3M-74.2K0.2537.015,3871,337225,08546,174
2024-08-29$2.35$2.5056.8%12.6%43.0%8.7%43.8%-5.4%-9.6%357.4K-7.0M-74.3K0.1237.876,286735228,45447,125
2024-08-30$2.33$2.5059.0%12.5%39.7%10.1%37.8%-4.4%-5.4%375.6K-7.0M-75.4K0.0347.028,583216233,12647,356