BB Options History — October 2024

In October 2024, BB traded between $2.27 and $2.63. ATM implied volatility averaged 48.5%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 3.7% (HV 20d: 44.9%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.44.

Notable Days

  • 2024-10-16: Highest Volume — 68,036 contracts
  • 2024-10-11: Largest IV spike — 23.6% change
  • 2024-10-03: Highest IV Rank — 9.3%
  • 2024-10-01: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.45$2.27$2.63$2.44$2.27
Max Pain$2.46$2.00$2.50$2.00$2.50
ATM IV48.5%39.4%57.8%57.3%48.6%
Expected Move14.4%12.7%17.3%17.3%13.8%
HV 20d44.9%39.1%50.3%41.3%39.1%
HV 60d41.3%40.0%42.9%40.0%41.3%
IV Rank5.1%0.0%9.3%9.0%5.9%
IV Percentile11.8%0.0%46.0%41.3%9.9%
Term Structure-0.4%-8.0%6.8%4.1%0.4%
VWIV50.7%44.2%58.1%58.1%47.0%
Skew 25d-9.6%-29.0%25.8%-2.5%-20.2%
Skew 10d-11.2%-38.5%73.2%-15.4%-11.0%
Call IV 25d55.4%38.7%64.8%64.3%52.0%
Put IV 25d45.8%29.1%74.6%61.8%31.8%
Bid-Ask Spread %61.1341.0979.6459.4662.06
Gamma HHI0.310.230.510.460.23
Net GEX221.8K-17.8K439.1K392.2K99.6K
Net DEX-8.1M-18.3M-481.2K-10.2M-481.2K
Net VEX-78.9K-89.8K-69.0K-77.6K-72.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.011.670.231.67
Total Volume17,196.5654,76268,03621,80112,799
Total OI266,396.652245,621320,178261,280267,542

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$2.44$2.0057.3%17.3%41.3%9.0%58.1%-2.5%4.1%392.2K-10.2M-77.6K0.2359.4617,6674,134218,76942,511
2024-10-02$2.44$2.0052.6%15.3%41.2%5.9%53.3%-17.4%-2.2%439.1K-9.9M-75.3K0.3072.258,1672,484222,30544,298
2024-10-03$2.31$2.5057.8%16.3%46.1%9.3%57.1%-26.8%-3.9%182.7K-7.2M-72.7K0.1579.6410,5181,589226,78746,477
2024-10-04$2.37$2.5051.7%15.5%46.4%5.4%54.5%-23.1%-1.4%202.5K-7.9M-72.5K0.2268.328,5341,866231,92247,177
2024-10-07$2.34$2.5053.7%16.0%44.6%6.7%56.0%-2.3%2.1%199.1K-6.9M-69.0K0.2770.138,3952,234201,78243,839
2024-10-08$2.37$2.5054.6%16.2%43.5%7.2%56.5%-23.4%2.7%219.4K-7.4M-72.6K0.0375.344,611151203,82345,626
2024-10-09$2.41$2.5051.1%14.9%43.5%5.0%51.9%-17.9%0.7%242.5K-8.2M-75.9K0.3772.977,2252,648205,47247,062
2024-10-10$2.42$2.5039.4%14.4%43.3%0.0%50.3%-8.2%4.3%264.3K-8.3M-75.9K0.4171.905,7042,340209,54148,443
2024-10-11$2.48$2.5048.7%13.7%44.1%5.9%47.7%2.6%-1.4%256.2K-9.6M-77.2K0.1165.6013,7471,551212,79450,810
2024-10-14$2.50$2.5043.4%12.7%43.7%2.6%44.2%-12.6%4.4%370.6K-10.6M-81.6K0.5158.069,7895,000207,29247,212
2024-10-15$2.49$2.5046.4%13.6%43.8%4.4%44.7%-3.2%-6.0%305.7K-10.3M-83.2K1.6657.1821,06434,876212,43651,691
2024-10-16$2.63$2.5049.9%14.3%47.1%6.6%56.3%-13.4%-1.3%251.0K-18.3M-88.1K0.1845.2857,62210,414225,25674,628
2024-10-17$2.55$2.5052.2%15.1%48.5%8.1%52.5%-10.3%-3.5%-17.8K-11.4M-89.8K0.1359.4215,8272,082235,38782,489
2024-10-18$2.56$2.5049.7%14.5%47.7%6.5%58.0%-13.0%-2.2%229.7K-14.6M-85.3K0.1358.5421,2482,743236,59683,582
2024-10-21$2.58$2.5044.4%13.8%46.8%3.1%48.5%25.8%-8.0%266.2K-9.8M-87.6K0.2860.819,4112,656200,32949,344
2024-10-22$2.60$2.5040.2%13.3%46.8%0.5%46.6%1.0%0.8%274.3K-11.1M-87.9K0.6943.054,8433,352204,34450,626
2024-10-23$2.46$2.5048.2%13.2%50.3%5.6%45.9%13.8%1.0%233.2K-7.0M-85.9K0.5941.097,6894,528203,82353,532
2024-10-24$2.44$2.5046.7%13.1%47.1%4.6%45.5%-14.8%-0.1%185.3K-3.7M-79.7K0.7160.276,2824,458206,50556,873
2024-10-25$2.40$2.5045.5%12.9%47.3%3.9%44.9%-14.8%-1.4%71.7K-1.6M-76.8K0.1560.2317,8382,724209,76360,311
2024-10-28$2.42$2.5048.4%12.8%46.5%5.7%44.8%9.4%-3.9%112.6K-4.8M-77.6K0.0141.8411,296163194,97152,405
2024-10-29$2.42$2.5039.5%14.0%40.7%0.1%48.8%-29.0%-1.8%188.7K-5.0M-76.4K0.1463.696,711918202,33252,533
2024-10-30$2.34$2.5046.1%15.2%42.4%4.3%52.9%-21.2%6.8%131.6K-2.3M-73.8K1.1658.827,2438,380202,59953,284
2024-10-31$2.27$2.5048.6%13.8%39.1%5.9%47.0%-20.2%0.4%99.6K-481.2K-72.9K1.6762.064,7968,003206,13561,407