BBSI Options History — May 2017

In May 2017, BBSI traded between $14.15 and $14.87. ATM implied volatility averaged 33.9%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 11.8% (HV 20d: 22.1%). Max pain ranged from $12.50 to $16.25. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.98.

Notable Days

  • 2017-05-10: Highest Volume — 728 contracts
  • 2017-05-05: Largest IV drop — 23.1% change
  • 2017-05-04: Highest IV Rank — 28.6%
  • 2017-05-01: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.36$14.15$14.87$14.56$14.23
Max Pain$14.77$12.50$16.25$13.75$15.00
ATM IV33.9%27.4%46.9%44.2%32.4%
Expected Move9.5%7.9%12.7%12.7%9.3%
HV 20d22.1%17.3%25.7%23.8%17.3%
HV 60d36.0%34.4%37.0%37.0%34.4%
IV Rank18.5%9.4%28.6%25.5%19.8%
IV Percentile20.5%4.0%59.1%51.6%18.7%
Term Structure1.4%-4.5%5.9%-3.2%-1.6%
VWIV30.3%24.7%45.5%45.5%25.8%
Skew 25d6.6%4.0%12.0%4.0%7.7%
Skew 10d15.7%8.5%24.5%11.0%16.4%
Call IV 25d30.1%24.8%43.6%43.6%27.0%
Put IV 25d36.7%31.5%47.7%47.7%34.7%
Bid-Ask Spread %74.6650.9995.0195.0187.13
Gamma HHI0.380.260.660.280.37
Net GEX-9.0K-29.7K467-7.3K-2.9K
Net DEX91.7K-29.2K174.1K76.4K115.8K
Net VEX-1.1K-1.9K-669-1.8K-998
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.591.610.901.54
Total Volume546.545292728624508
Total OI1,276.5454321,6921,576644

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-05-01$14.56$13.7544.2%12.7%23.8%25.5%45.5%4.0%-3.2%-7.3K76.4K-1.8K0.9095.01328296644932
2017-05-02$14.87$13.7543.1%12.4%21.6%24.3%41.3%5.9%-4.5%-256-29.2K-1.8K0.8977.16332296684932
2017-05-03$14.63$13.7542.1%12.1%22.8%23.1%44.7%4.4%-1.7%-3.7K39.6K-1.7K0.7474.70400296716932
2017-05-04$14.64$16.2546.9%10.7%22.7%28.6%36.5%8.9%0.6%-1.2K2.4K-1.9K0.7455.28400296756932
2017-05-05$14.21$16.2536.0%10.1%25.5%16.0%29.0%12.0%3.7%-10.6K109.9K-1.5K0.5966.79380224756936
2017-05-08$14.15$16.2537.7%9.5%25.5%24.3%34.5%8.4%4.5%-18.1K174.1K-1.4K0.6062.80380228728936
2017-05-09$14.37$12.5032.1%9.3%25.7%15.4%31.2%4.3%3.9%-16.1K88.9K-1.3K0.9150.99380344728940
2017-05-10$14.41$12.5028.2%8.1%24.3%9.4%29.8%5.5%5.3%-16.2K81.1K-1.2K0.9251.84380348728940
2017-05-11$14.17$15.0033.0%9.5%22.3%21.0%31.3%6.3%2.8%-19.9K143.1K-1.1K0.9265.89380348728944
2017-05-12$14.22$15.0032.4%9.3%21.9%19.8%25.0%6.8%3.9%-17.5K138.6K-1.1K0.8373.35304252728944
2017-05-15$14.19$15.0031.9%9.1%21.9%18.8%24.7%6.7%3.1%-19.7K115.3K-1.0K0.8175.79312252724944
2017-05-16$14.37$15.0031.6%9.1%21.8%18.3%26.8%6.5%3.8%-21.3K96.1K-8790.7773.00328252724944
2017-05-17$14.28$15.0031.0%8.9%21.8%17.0%28.7%6.0%3.6%-29.7K127.9K-8840.6985.90364252724944
2017-05-18$14.47$15.0028.8%8.3%21.7%12.7%26.4%5.6%5.9%-13.0K96.9K-7960.6979.57364252636944
2017-05-19$14.31$15.0032.1%9.2%21.9%19.2%25.7%7.7%1.9%-33436.0K-7080.6982.61364252636944
2017-05-22$14.36$15.0031.1%8.9%21.8%17.3%25.8%4.3%0.0%-595100.7K-6851.6172.71112180208224
2017-05-23$14.38$15.0027.4%7.9%21.7%10.1%27.1%7.9%-2.4%-470102.1K-6841.4786.91128188208224
2017-05-24$14.41$15.0028.0%8.0%20.4%11.2%27.8%7.1%-2.0%46796.5K-7141.4780.45128188224228
2017-05-25$14.26$15.0030.9%8.9%20.2%17.0%26.1%4.2%0.1%-20104.0K-6691.2782.39148188224228
2017-05-26$14.24$15.0031.9%9.1%19.7%18.8%27.8%7.5%2.2%46299.0K-7081.2778.37148188244228
2017-05-30$14.25$15.0032.2%9.2%19.1%19.3%26.1%6.6%0.2%231101.4K-6781.2783.79148188244228
2017-05-31$14.23$15.0032.4%9.3%17.3%19.8%25.8%7.7%-1.6%-2.9K115.8K-9981.5487.13200308296348