BB Options History — November 2024

In November 2024, BB traded between $2.25 and $2.59. ATM implied volatility averaged 51.0%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 13.8% (HV 20d: 37.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-11-25: Highest Volume — 44,676 contracts
  • 2024-11-04: Largest IV drop — 36.3% change
  • 2024-11-25: Highest IV Rank — 16.8%
  • 2024-11-26: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.39$2.25$2.59$2.26$2.58
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV51.0%31.4%59.4%49.2%57.1%
Expected Move16.7%13.6%18.1%15.1%17.5%
HV 20d37.2%29.2%46.0%37.9%42.3%
HV 60d39.7%37.8%42.7%40.8%42.2%
IV Rank11.6%0.0%16.8%6.2%15.5%
IV Percentile27.3%0.0%61.5%11.9%45.2%
Term Structure2.2%-17.0%13.3%1.9%2.6%
VWIV60.8%51.6%71.9%51.6%68.3%
Skew 25d-16.7%-31.3%14.7%-17.6%-8.0%
Skew 10d-18.6%-41.6%23.2%-7.7%-22.8%
Call IV 25d59.8%46.8%72.9%49.8%65.6%
Put IV 25d43.1%25.8%67.2%32.2%57.6%
Bid-Ask Spread %37.8225.4664.1164.1138.98
Gamma HHI0.270.180.540.220.30
Net GEX205.6K48.8K524.3K78.6K163.6K
Net DEX-5.2M-15.5M-839.2K-1.6M-14.8M
Net VEX-82.0K-94.9K-70.9K-76.7K-94.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.020.960.090.17
Total Volume19,869.84,21544,6768,58118,596
Total OI291,037.5255,366333,653272,170333,653

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$2.26$2.5049.2%15.1%37.9%6.2%51.6%-17.6%1.9%78.6K-1.6M-76.7K0.0964.117,848733208,68963,481
2024-11-04$2.25$2.5031.4%13.6%37.7%0.0%59.3%-17.5%3.2%70.7K-1.7M-73.5K0.6638.015,6233,696192,90762,459
2024-11-05$2.29$2.5039.8%16.5%38.0%5.1%60.4%12.0%-17.0%62.4K-2.1M-76.0K0.3043.733,240975195,31265,864
2024-11-06$2.29$2.5048.4%16.7%37.4%10.2%58.2%14.7%0.8%48.8K-839.2K-70.9K0.1643.585,370846196,85266,808
2024-11-07$2.31$2.5043.9%16.4%37.5%7.5%59.6%-21.1%5.5%63.4K-1.5M-73.3K0.1134.3910,1391,083199,12567,475
2024-11-08$2.33$2.5046.7%15.9%36.4%9.2%55.1%-21.0%1.4%105.1K-2.4M-75.5K0.2736.1516,0904,336204,82566,591
2024-11-11$2.45$2.5044.9%17.1%40.9%8.1%64.6%-30.1%6.7%223.5K-6.3M-84.0K0.1739.8535,0305,779203,94569,127
2024-11-12$2.44$2.5051.9%17.5%40.9%12.4%71.9%-20.4%9.3%504.9K-7.2M-83.9K0.1531.6124,1993,733220,85767,017
2024-11-13$2.44$2.5052.6%17.7%35.3%12.7%64.9%-26.9%9.6%524.3K-7.5M-91.7K0.2231.1326,2575,697231,05271,277
2024-11-14$2.42$2.5053.0%17.3%33.8%13.0%64.0%-26.2%9.5%314.4K-4.6M-86.0K0.1340.1914,2981,795236,08374,922
2024-11-15$2.38$2.5045.1%16.8%34.1%8.2%57.3%-28.8%13.3%135.6K-2.4M-84.4K0.2328.0616,7623,795237,08776,260
2024-11-18$2.40$2.5053.4%15.9%34.1%13.3%55.3%-12.6%-0.5%181.2K-3.7M-78.9K0.1642.9112,0711,950210,78470,008
2024-11-19$2.34$2.5055.5%16.4%34.7%14.5%57.0%-9.9%-3.3%132.5K-2.8M-77.1K0.9629.595,0954,885215,42271,796
2024-11-20$2.31$2.5057.8%16.6%29.4%15.9%57.8%-12.2%1.0%70.6K-1.2M-74.8K0.5039.9014,1667,122217,82276,575
2024-11-21$2.33$2.5059.0%16.9%29.6%16.6%58.9%-31.3%0.1%116.8K-1.5M-79.9K0.0234.389,460197228,27482,482
2024-11-22$2.34$2.5058.0%16.8%29.2%16.0%57.9%-14.9%-2.2%161.8K-3.5M-82.6K0.1039.0614,2151,378235,38477,319
2024-11-25$2.58$2.5059.4%17.6%45.7%16.8%63.4%-20.8%-3.2%337.7K-11.4M-90.8K0.1336.5539,3775,299220,94973,061
2024-11-26$2.55$2.5057.1%18.1%46.0%15.5%63.1%-23.1%1.7%501.7K-12.3M-94.1K0.1238.7427,1973,217233,26374,816
2024-11-27$2.59$2.5055.8%17.4%44.1%14.7%66.6%-18.4%2.7%314.7K-15.5M-91.2K0.1325.4631,7364,111243,58977,538
2024-11-29$2.58$2.5057.1%17.5%42.3%15.5%68.3%-8.0%2.6%163.6K-14.8M-94.9K0.1738.9815,8542,742253,61280,041