BBSI Options History — October 2017

In October 2017, BBSI traded between $14.22 and $15.31. ATM implied volatility averaged 36.3%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 21.6% (HV 20d: 14.7%). Max pain ranged from $13.75 to $13.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 4.29.

Notable Days

  • 2017-10-17: Highest Volume — 4,368 contracts
  • 2017-10-10: Largest IV spike — 82.0% change
  • 2017-10-31: Highest IV Rank — 60.5%
  • 2017-10-31: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.68$14.22$15.31$14.25$15.21
Max Pain$13.75$13.75$13.75$13.75$13.75
ATM IV36.3%14.4%50.1%30.4%50.1%
Expected Move11.1%7.9%14.4%8.7%14.4%
HV 20d14.7%10.3%17.8%15.2%17.8%
HV 60d36.2%36.0%37.1%36.2%37.1%
IV Rank34.7%0.0%60.5%17.5%60.5%
IV Percentile55.2%0.0%94.8%34.9%94.8%
Term Structure-6.1%-17.6%11.3%4.7%-17.6%
VWIV45.1%29.6%57.0%30.8%55.3%
Skew 25d8.1%4.9%10.5%7.0%10.0%
Skew 10d17.1%3.2%28.7%17.8%19.8%
Call IV 25d35.2%22.8%44.9%25.7%44.9%
Put IV 25d43.3%29.1%54.9%32.7%54.9%
Bid-Ask Spread %57.4126.4271.7460.2229.19
Gamma HHI0.590.250.970.260.96
Net GEX102.9K53235.4K53235.0K
Net DEX-1.5M-3.7M-18.6K-18.6K-3.5M
Net VEX-3.1K-7.2K-346-478-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.290.087.452.534.94
Total Volume880.3642364,368268380
Total OI2,304.3644764,5004764,500

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$14.25$13.7530.4%8.7%15.2%17.5%30.8%7.0%4.7%53-18.6K-4782.5360.2276192124352
2017-10-03$14.22$13.7530.0%8.6%15.2%16.6%30.0%4.9%4.9%226-20.3K-4552.5368.4276192124352
2017-10-04$14.24$13.7527.6%7.9%15.1%12.0%29.6%6.7%11.3%183-22.1K-4552.5347.3376192124352
2017-10-05$14.27$13.7524.7%10.4%14.5%6.4%34.7%6.8%-4.7%223-29.9K-3924.3630.8044192124352
2017-10-06$14.29$13.7524.5%10.0%14.5%6.1%43.5%6.9%-2.0%381-26.5K-4414.3641.6544192128352
2017-10-09$14.40$13.7514.4%10.1%14.5%0.0%44.8%8.1%-4.4%646-35.3K-4264.3626.4344192128352
2017-10-10$14.32$13.7526.2%11.4%14.8%20.0%46.7%7.1%-8.1%291-28.8K-4344.3644.9444192128352
2017-10-11$14.51$13.7535.9%10.3%14.8%36.4%46.7%8.0%-6.2%1.6K-47.7K-3887.4568.7944328128352
2017-10-12$14.46$13.7537.5%10.7%15.0%39.0%50.3%7.9%-5.8%835-39.1K-4287.4567.5744328128356
2017-10-13$14.50$13.7536.2%10.4%15.0%36.9%53.1%8.4%-5.3%916-35.3K-4327.4565.7344328128356
2017-10-16$14.54$13.7537.7%10.8%15.0%39.4%51.3%9.9%-5.3%2.0K-49.2K-3767.4568.2644328128356
2017-10-17$14.66$13.7538.1%10.9%14.9%40.2%38.4%7.4%-6.3%2.7K-57.7K-3460.0869.364,040328128356
2017-10-18$14.84$13.7539.5%11.3%15.0%42.5%39.7%8.1%-9.5%217.7K-2.9M-7.2K0.0870.194,0403284,128356
2017-10-19$14.89$13.7539.0%11.2%15.1%41.6%39.1%8.2%-7.1%209.4K-3.0M-7.1K0.0866.394,0403284,128356
2017-10-20$15.07$13.7540.2%11.5%15.2%43.7%48.4%8.2%-7.6%212.9K-3.3M-7.0K5.1368.62643284,128356
2017-10-23$14.93$13.7541.5%11.9%15.9%45.9%48.9%8.8%-9.8%225.3K-3.0M-6.6K4.8166.53643084,160336
2017-10-24$15.06$13.7543.2%12.4%15.9%48.8%51.1%8.6%-9.3%231.6K-3.3M-6.5K4.8165.59643084,160336
2017-10-25$14.99$13.7544.1%12.6%12.2%50.3%49.8%8.6%-10.2%226.2K-3.1M-6.3K4.8167.29643084,160336
2017-10-26$15.15$13.7545.0%12.9%10.3%51.7%50.0%9.5%-11.0%234.1K-3.4M-6.2K4.9471.65643164,160336
2017-10-27$15.31$13.7546.3%13.3%10.6%54.0%52.2%10.0%-11.5%226.1K-3.7M-6.1K4.9471.74643164,160340
2017-10-30$14.85$13.7546.8%13.4%16.1%54.8%57.0%10.5%-12.5%235.4K-2.9M-5.6K4.9426.42643164,160340
2017-10-31$15.21$13.7550.1%14.4%17.8%60.5%55.3%10.0%-17.6%235.0K-3.5M-5.5K4.9429.19643164,160340