BBSI Options History — February 2015

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

In February 2015, BBSI traded between $7.50 and $10.01. ATM implied volatility averaged 62.5%. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 8.6% (HV 20d: 71.0%). Max pain ranged from $7.50 to $8.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.25.

Notable Days

2015-02-04: Highest Volume — 3,872 contracts
2015-02-04: Largest IV drop — 9.2% change
2015-02-02: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.42	$7.50	$10.01	$7.50	$9.33
Max Pain	$8.68	$7.50	$8.75	$8.75	$8.75
ATM IV	62.5%	56.3%	79.3%	79.3%	59.3%
Expected Move	17.8%	16.1%	22.7%	22.7%	17.0%
HV 20d	71.0%	54.8%	79.7%	55.5%	67.4%
HV 60d	63.3%	58.5%	65.7%	59.0%	61.1%
Term Structure	1.0%	-5.9%	6.8%	-5.9%	-3.5%
VWIV	62.4%	55.7%	82.4%	82.4%	55.7%
Skew 25d	3.5%	0.4%	11.9%	0.6%	3.6%
Skew 10d	9.5%	-9.2%	23.3%	-8.3%	7.9%
Call IV 25d	61.3%	55.0%	85.7%	81.8%	55.0%
Put IV 25d	64.8%	57.6%	88.8%	82.4%	58.7%
Bid-Ask Spread %	75.24	43.45	91.69	91.69	87.08
Gamma HHI	0.39	0.25	0.68	0.25	0.35
Net GEX	75.5K	27.7K	148.4K	28.4K	61.8K
Net DEX	-4.2M	-5.4M	-1.8M	-1.8M	-4.0M
Net VEX	-9.4K	-10.6K	-8.7K	-9.3K	-9.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.01	7.00	7.00	2.21
Total Volume	1,895.789	128	3,872	128	1,000
Total OI	10,804.842	8,548	12,608	9,472	8,876

Daily Data (19 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
2015-02-02	$7.50	$8.75	79.3%	22.7%	55.5%	0.0%	82.4%	0.6%	-5.9%	28.4K	-1.8M	-9.3K	7.00	91.69	16	112	5,744	3,728
2015-02-03	$7.61	$8.75	73.5%	21.1%	54.8%	0.0%	81.2%	3.1%	-2.9%	27.7K	-1.9M	-9.3K	0.71	86.33	1,508	1,064	5,752	3,840
2015-02-04	$8.86	$8.75	66.7%	19.1%	74.5%	0.0%	65.8%	1.9%	-1.9%	36.4K	-3.1M	-9.0K	0.41	85.62	2,748	1,124	6,052	3,968
2015-02-05	$9.69	$7.50	66.2%	17.6%	78.9%	0.0%	65.1%	5.4%	4.6%	53.0K	-4.3M	-10.1K	0.46	67.66	1,556	716	7,008	4,056
2015-02-06	$9.46	$8.75	62.7%	17.4%	79.7%	0.0%	60.4%	0.9%	3.0%	64.1K	-4.2M	-9.4K	0.32	73.71	2,220	720	7,304	4,108
2015-02-09	$9.55	$8.75	61.4%	17.9%	79.7%	0.0%	62.2%	5.4%	0.7%	87.0K	-4.7M	-10.4K	0.32	80.77	2,100	680	8,444	4,164
2015-02-10	$9.48	$8.75	63.1%	17.9%	77.6%	0.0%	61.8%	0.6%	-0.1%	87.3K	-4.5M	-10.6K	0.33	82.66	2,100	696	8,420	4,168
2015-02-11	$9.61	$8.75	61.0%	17.5%	77.6%	0.0%	61.3%	4.5%	1.5%	91.9K	-4.7M	-10.2K	0.33	49.69	2,100	696	8,300	4,172
2015-02-12	$9.72	$8.75	60.4%	17.3%	77.5%	0.0%	60.6%	4.0%	2.0%	94.0K	-4.8M	-10.5K	0.36	50.99	1,920	684	8,300	4,172
2015-02-13	$9.93	$8.75	60.4%	17.3%	77.2%	0.0%	60.2%	5.0%	2.3%	98.2K	-5.2M	-10.0K	0.35	43.45	1,980	684	8,296	4,164
2015-02-17	$10.01	$8.75	62.0%	17.8%	77.2%	0.0%	62.4%	5.9%	0.1%	115.2K	-5.4M	-8.9K	0.38	82.18	1,864	716	8,224	4,164
2015-02-18	$9.98	$8.75	60.1%	17.2%	76.2%	0.0%	58.8%	3.9%	5.0%	148.4K	-4.8M	-8.7K	0.36	83.13	2,012	720	7,596	4,196
2015-02-19	$9.95	$8.75	56.3%	16.1%	64.3%	0.0%	56.0%	1.6%	6.8%	133.1K	-4.5M	-8.8K	0.01	82.35	364	4	7,312	4,216
2015-02-20	$9.64	$8.75	58.4%	16.7%	66.0%	0.0%	59.3%	0.4%	3.6%	60.5K	-3.9M	-8.8K	2.75	79.41	48	132	7,556	4,204
2015-02-23	$9.58	$8.75	61.1%	17.5%	66.4%	0.0%	58.7%	11.9%	1.6%	60.0K	-4.4M	-8.9K	1.29	82.43	344	444	6,744	1,804
2015-02-24	$9.75	$8.75	59.8%	17.1%	66.4%	0.0%	58.5%	0.4%	1.2%	63.7K	-4.5M	-9.2K	1.71	82.66	348	596	6,788	1,804
2015-02-25	$9.71	$8.75	58.2%	16.7%	66.7%	0.0%	58.0%	3.6%	1.4%	62.4K	-4.5M	-9.0K	2.22	70.96	312	692	6,828	1,944
2015-02-26	$9.58	$8.75	57.0%	16.3%	66.2%	0.0%	56.9%	4.1%	-0.4%	61.0K	-4.3M	-9.0K	2.25	66.83	308	692	6,824	2,052
2015-02-27	$9.33	$8.75	59.3%	17.0%	67.4%	0.0%	55.7%	3.6%	-3.5%	61.8K	-4.0M	-9.0K	2.21	87.08	312	688	6,824	2,052