BBSI Options History — January 2015

Name: BBSI Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, BBSI traded between $6.54 and $8.07. ATM implied volatility averaged 68.4%. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 15.3% (HV 20d: 53.1%). Max pain ranged from $8.75 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.98.

Notable Days

2015-01-14: Highest Volume — 3,076 contracts
2015-01-14: Largest IV spike — 29.7% change
2015-01-08: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.25	$6.54	$8.07	$6.73	$7.66
Max Pain	$11.13	$8.75	$12.50	$12.50	$8.75
ATM IV	68.4%	51.4%	77.8%	65.3%	77.8%
Expected Move	20.7%	19.3%	22.4%	20.3%	22.3%
HV 20d	53.1%	41.7%	61.4%	61.4%	55.3%
HV 60d	166.3%	59.3%	192.8%	192.1%	59.3%
Term Structure	-3.1%	-14.2%	3.7%	3.7%	-7.5%
VWIV	74.0%	55.9%	90.7%	70.8%	83.4%
Skew 25d	5.4%	-3.6%	19.1%	0.4%	6.4%
Skew 10d	15.5%	-0.2%	38.9%	20.6%	9.5%
Call IV 25d	67.5%	59.1%	73.4%	67.6%	72.3%
Put IV 25d	72.8%	68.0%	78.6%	68.0%	78.6%
Bid-Ask Spread %	90.14	78.08	96.60	88.15	80.64
Gamma HHI	0.25	0.23	0.31	0.30	0.24
Net GEX	22.3K	15.1K	28.4K	19.4K	27.2K
Net DEX	-1.6M	-2.3M	-1.0M	-1.2M	-1.9M
Net VEX	-9.4K	-10.3K	-8.4K	-8.9K	-9.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.00	4.86	1.20	0.82
Total Volume	1,618.4	0	3,076	2,524	2,172
Total OI	11,648.6	8,996	14,344	12,832	9,436

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2015-01-02	$6.73	$12.50	65.3%	20.3%	61.4%	0.0%	70.8%	0.4%	3.7%	19.4K	-1.2M	-8.9K	1.20	88.15	1,148	1,376	5,220	7,612
2015-01-05	$6.60	$12.50	73.5%	20.8%	55.0%	0.0%	90.7%	5.9%	-2.0%	19.6K	-1.1M	-8.7K	4.86	83.49	84	408	5,244	7,616
2015-01-06	$6.54	$12.50	71.7%	20.3%	54.7%	0.0%	73.1%	12.9%	-1.8%	18.0K	-1.0M	-8.7K	0.00	84.39	0	236	5,168	8,012
2015-01-07	$6.75	$12.50	55.2%	20.7%	55.2%	0.0%	0.0%	4.2%	-3.1%	17.1K	-1.1M	-8.8K	0.00	89.75	0	0	5,168	8,168
2015-01-08	$6.69	$12.50	61.8%	22.4%	55.7%	0.0%	82.4%	8.8%	-5.4%	15.3K	-1.2M	-8.7K	1.49	88.68	1,188	1,768	5,168	8,168
2015-01-09	$6.82	$12.50	68.3%	20.6%	55.8%	0.0%	82.3%	2.5%	-2.6%	15.1K	-1.2M	-8.8K	1.49	93.83	1,188	1,768	5,176	8,168
2015-01-12	$7.31	$12.50	51.4%	20.7%	58.5%	0.0%	90.6%	19.1%	-1.0%	15.2K	-1.5M	-8.7K	1.32	87.81	1,256	1,660	5,176	8,168
2015-01-13	$7.39	$12.50	57.1%	20.5%	58.0%	0.0%	73.5%	-3.6%	-3.2%	18.1K	-1.8M	-8.4K	0.77	88.79	1,624	1,256	5,260	8,268
2015-01-14	$7.57	$12.50	74.1%	21.2%	44.4%	0.0%	75.0%	3.6%	-8.5%	23.8K	-2.1M	-10.3K	0.69	92.39	1,820	1,256	6,080	8,264
2015-01-15	$7.51	$12.50	77.3%	22.2%	42.3%	0.0%	75.2%	2.4%	-14.2%	24.6K	-2.1M	-10.2K	0.78	94.70	1,592	1,244	6,048	8,264
2015-01-16	$7.68	$12.50	72.1%	20.7%	41.7%	0.0%	71.2%	7.4%	-3.9%	25.1K	-2.3M	-10.0K	0.00	95.08	36	0	6,048	8,284
2015-01-20	$8.07	$12.50	71.4%	20.5%	44.2%	0.0%	70.9%	9.5%	0.9%	23.9K	-2.2M	-9.6K	0.10	78.08	476	48	5,368	3,628
2015-01-21	$7.30	$10.00	70.5%	20.2%	54.5%	0.0%	55.9%	-0.2%	-1.3%	23.8K	-1.7M	-10.0K	0.00	94.46	20	0	5,668	3,664
2015-01-22	$7.26	$10.00	69.4%	19.9%	54.2%	0.0%	69.5%	9.1%	-1.9%	24.5K	-1.5M	-9.7K	0.78	84.43	1,248	972	5,664	3,664
2015-01-23	$7.33	$8.75	68.7%	19.7%	54.0%	0.0%	66.1%	7.6%	1.1%	25.5K	-1.6M	-9.8K	0.78	95.66	1,248	972	5,708	3,712
2015-01-26	$7.42	$8.75	72.5%	20.8%	54.0%	0.0%	73.4%	4.9%	-5.4%	26.6K	-1.6M	-9.7K	0.00	94.58	8	0	5,708	3,712
2015-01-27	$7.57	$8.75	72.4%	20.8%	54.3%	0.0%	0.0%	2.4%	-3.6%	28.1K	-1.8M	-9.7K	0.00	96.47	0	0	5,716	3,712
2015-01-28	$7.41	$8.75	71.1%	20.4%	55.0%	0.0%	59.7%	1.3%	-1.1%	26.7K	-1.7M	-9.6K	0.83	96.60	1,176	972	5,716	3,712
2015-01-29	$7.36	$8.75	67.3%	19.3%	54.3%	0.0%	68.4%	3.0%	-0.6%	28.4K	-1.6M	-9.3K	0.83	94.74	1,176	972	5,720	3,716
2015-01-30	$7.66	$8.75	77.8%	22.3%	55.3%	0.0%	83.4%	6.4%	-7.5%	27.2K	-1.9M	-9.7K	0.82	80.64	1,196	976	5,720	3,716