BB Options History — December 2024

In December 2024, BB traded between $2.54 and $3.96. ATM implied volatility averaged 69.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 3.3% (HV 20d: 73.1%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2024-12-23: Highest Volume — 157,744 contracts
  • 2024-12-23: Largest IV spike — 59.6% change
  • 2024-12-23: Highest IV Rank — 43.1%
  • 2024-12-23: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.14$2.54$3.96$2.56$3.79
Max Pain$2.62$2.50$3.00$2.50$3.00
ATM IV69.8%56.2%103.1%63.7%64.6%
Expected Move20.0%17.6%24.8%18.5%19.3%
HV 20d73.1%42.3%104.2%42.4%101.6%
HV 60d54.9%40.8%70.1%42.0%67.7%
IV Rank23.1%14.9%43.1%19.4%20.0%
IV Percentile77.4%41.7%99.2%74.2%71.0%
Term Structure-1.7%-11.3%8.9%-1.4%2.1%
VWIV77.5%64.4%104.7%74.8%65.1%
Skew 25d-22.3%-47.6%1.2%-29.4%-13.2%
Skew 10d-24.8%-99.8%41.6%15.0%-38.4%
Call IV 25d88.8%74.5%116.4%75.4%74.5%
Put IV 25d66.5%42.5%92.5%46.0%61.3%
Bid-Ask Spread %13.397.5437.8127.209.52
Gamma HHI0.260.160.430.240.21
Net GEX486.8K130.0K1.1M151.2K837.2K
Net DEX-28.8M-58.5M-10.6M-10.6M-43.1M
Net VEX-140.1K-202.4K-93.4K-93.4K-192.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.040.440.100.10
Total Volume50,410.5247,350157,74439,80815,998
Total OI378,900.429305,890440,325305,890405,817

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$2.56$2.5063.7%18.5%42.4%19.4%74.8%-29.4%-1.4%151.2K-10.6M-93.4K0.1027.2036,1333,675229,18576,705
2024-12-03$2.54$2.5061.7%19.8%42.5%18.2%70.6%-23.3%-11.3%130.0K-10.7M-100.7K0.1326.336,500850253,00379,617
2024-12-04$2.56$2.5063.0%17.7%42.3%19.0%64.4%-2.5%-3.2%138.5K-10.9M-95.4K0.4237.8118,6967,922257,20580,362
2024-12-05$2.58$2.5056.2%17.6%42.3%14.9%75.1%-23.5%7.5%134.9K-11.6M-98.7K0.1710.8922,5273,760263,22086,679
2024-12-06$2.58$2.5060.0%18.2%42.3%17.2%73.5%-6.3%4.6%199.1K-12.8M-100.7K0.0712.5623,2401,715269,03488,870
2024-12-09$2.92$2.5076.0%21.1%59.6%26.8%76.3%-47.6%-1.6%480.5K-24.4M-116.2K0.209.9460,22412,276259,49181,072
2024-12-10$2.80$2.5082.0%21.2%60.6%30.4%84.2%-26.7%-8.9%392.5K-19.2M-117.9K0.229.8330,8526,805265,58588,930
2024-12-11$2.79$2.5080.7%21.1%60.6%29.6%75.0%-21.8%-5.6%411.0K-18.2M-116.5K0.119.8417,0171,882266,43694,885
2024-12-12$2.75$2.5066.9%17.8%61.0%21.3%74.9%-19.6%-4.6%264.9K-16.1M-113.0K0.0714.2525,7701,803271,91694,734
2024-12-13$2.71$2.5067.2%18.7%61.3%21.5%83.0%1.2%-2.6%293.2K-16.8M-119.5K0.0412.2520,621766284,81395,129
2024-12-16$3.08$2.5063.2%18.5%74.4%19.1%75.3%-30.1%-6.8%527.4K-30.0M-135.1K0.4412.2063,45727,798270,53986,912
2024-12-17$3.20$2.5068.8%20.2%74.9%22.5%80.1%-27.6%-4.3%491.8K-30.8M-147.9K0.169.7844,4826,946277,895108,947
2024-12-18$3.00$2.5073.0%20.9%78.8%25.0%82.0%-34.1%-2.8%343.8K-21.2M-142.0K0.4110.6728,02911,539283,496113,504
2024-12-19$2.98$2.5080.0%22.8%78.6%29.2%90.8%-40.9%-4.8%329.0K-21.6M-148.0K0.2710.5945,44812,154292,008118,056
2024-12-20$3.66$2.5064.6%18.5%104.2%20.0%70.4%-20.4%-4.5%643.6K-56.0M-154.0K0.1411.06135,10119,149316,174123,510
2024-12-23$3.76$2.50103.1%24.8%104.0%43.1%104.7%-39.4%-2.5%775.4K-47.5M-170.3K0.089.11145,75911,985277,31896,930
2024-12-24$3.94$3.0065.6%22.4%100.7%20.6%81.4%-6.1%8.9%955.1K-58.5M-202.4K0.1611.6451,8418,336322,502103,411
2024-12-26$3.96$3.0073.6%21.5%100.1%25.3%77.4%-22.8%2.4%1.1M-53.8M-198.9K0.167.5440,1166,260326,970106,221
2024-12-27$3.90$3.0066.1%18.8%101.0%20.9%80.5%-16.9%0.3%796.5K-47.2M-191.9K0.108.2950,1405,091330,168110,157
2024-12-30$3.85$3.0065.4%19.6%101.3%20.5%67.8%-17.6%3.1%832.0K-43.9M-188.6K0.089.7924,0231,935305,79493,709
2024-12-31$3.79$3.0064.6%19.3%101.6%20.0%65.1%-13.2%2.1%837.2K-43.1M-192.0K0.109.5214,5341,464311,26694,551