BB Options History — February 2025

In February 2025, BB traded between $4.33 and $6.06. ATM implied volatility averaged 74.9%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 9.9% (HV 20d: 65.0%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.11.

Notable Days

  • 2025-02-18: Highest Volume — 101,270 contracts
  • 2025-02-12: Largest IV spike — 29.3% change
  • 2025-02-12: Highest IV Rank — 33.9%
  • 2025-02-25: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.33$6.06$4.33$4.66
Max Pain$3.11$3.00$4.00$3.50$3.00
ATM IV74.9%61.2%87.8%67.4%78.4%
Expected Move21.7%18.5%23.8%21.8%21.8%
HV 20d65.0%52.9%83.4%54.9%83.4%
HV 60d76.0%70.5%81.4%70.5%81.4%
IV Rank26.1%17.9%33.9%21.6%28.2%
IV Percentile82.4%60.7%95.2%73.0%84.9%
Term Structure3.6%-5.8%13.2%-0.2%9.0%
VWIV79.9%62.5%91.6%71.6%81.3%
Skew 25d-12.0%-20.7%-1.8%-11.9%-6.8%
Skew 10d-31.5%-52.0%21.3%-32.9%-19.9%
Call IV 25d87.0%69.5%103.6%76.7%83.2%
Put IV 25d75.0%62.1%86.0%64.8%76.4%
Bid-Ask Spread %22.1914.7136.2322.8715.36
Gamma HHI0.210.160.290.250.18
Net GEX1.5M1.1M1.9M1.1M1.3M
Net DEX-93.7M-134.4M-50.2M-50.2M-63.6M
Net VEX-326.2K-384.3K-230.0K-230.0K-335.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.060.170.150.17
Total Volume57,054.05320,543101,27020,54328,923
Total OI399,786.895308,360488,328308,360485,217

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$4.33$3.5067.4%21.8%54.9%21.6%71.6%-11.9%-0.2%1.1M-50.2M-230.0K0.1522.8717,8972,646258,30650,054
2025-02-04$4.63$3.5061.2%18.5%56.7%17.9%62.5%-7.3%-1.2%1.4M-64.7M-245.3K0.1719.3931,3225,405267,89751,261
2025-02-05$5.03$4.0068.2%20.5%53.3%22.1%75.5%-10.1%-1.1%1.4M-83.6M-260.5K0.0919.3280,6057,006274,11253,298
2025-02-06$5.16$3.0068.0%19.5%53.0%22.0%74.2%-14.1%13.2%1.5M-89.4M-274.7K0.1036.2356,2795,470287,79156,949
2025-02-07$5.21$3.0069.2%19.7%52.9%22.7%72.2%-11.0%-2.7%1.3M-92.1M-285.4K0.1135.9543,2854,648298,02360,289
2025-02-10$5.50$3.0072.5%20.9%54.8%24.7%77.3%-12.9%1.6%1.4M-101.1M-298.2K0.0935.1464,1455,911289,29357,605
2025-02-11$5.29$3.0067.9%21.3%55.3%21.9%81.8%-13.7%8.9%1.4M-91.2M-307.2K0.1124.7531,8603,570299,90461,461
2025-02-12$5.79$3.0087.8%22.8%61.5%33.9%83.7%-20.1%1.1%1.5M-117.5M-325.5K0.0825.9072,0775,597308,98763,502
2025-02-13$5.91$3.0075.0%21.9%61.3%26.2%80.4%-7.8%-2.1%1.7M-122.6M-337.0K0.0623.6960,8043,644318,62866,240
2025-02-14$5.70$3.0078.9%22.4%64.1%28.5%82.7%-20.7%0.7%1.5M-114.3M-352.5K0.1014.7146,8634,634338,37167,782
2025-02-18$6.06$3.0079.9%22.8%60.7%29.1%81.6%-20.0%6.9%1.6M-134.4M-356.9K0.0825.0293,4297,841332,62162,505
2025-02-19$5.84$3.0082.9%23.8%64.1%30.9%91.6%-17.9%-5.8%1.7M-123.0M-380.5K0.0823.8467,5685,717359,85766,956
2025-02-20$5.58$3.0079.0%22.6%67.7%28.6%85.7%-9.1%1.6%1.7M-109.5M-384.3K0.1115.8557,6326,424382,90769,932
2025-02-21$5.24$3.0077.4%22.0%73.2%27.7%84.6%-15.6%3.3%1.4M-93.0M-375.6K0.1418.0143,4796,068398,41672,431
2025-02-24$5.38$3.0079.1%21.7%73.2%28.7%79.3%-11.5%3.9%1.5M-97.2M-373.7K0.1316.9740,0655,186362,77861,890
2025-02-25$4.89$3.0074.2%23.8%82.0%25.7%89.0%-1.8%11.1%1.4M-73.5M-353.5K0.0815.6485,9257,052374,63564,297
2025-02-26$5.03$3.0080.8%22.6%79.9%29.7%78.3%-6.5%8.8%1.9M-87.5M-370.0K0.0717.1832,2972,315416,77466,654
2025-02-27$4.76$3.0075.0%22.4%83.0%26.2%85.0%-8.9%10.5%1.7M-71.3M-352.1K0.1315.8135,7544,684420,07068,258
2025-02-28$4.66$3.0078.4%21.8%83.4%28.2%81.3%-6.8%9.0%1.3M-63.6M-335.6K0.1715.3624,7204,203415,44869,769