BBSI Options History — June 2018

In June 2018, BBSI traded between $20.59 and $24.01. ATM implied volatility averaged 32.6%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 6.0% (HV 20d: 26.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.99.

Notable Days

  • 2018-06-07: Highest Volume — 904 contracts
  • 2018-06-25: Largest IV spike — 67.9% change
  • 2018-06-12: Highest IV Rank — 87.3%
  • 2018-06-25: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.90$20.59$24.01$22.23$24.01
Max Pain$21.73$20.00$22.50$21.25$20.00
ATM IV32.6%24.8%52.8%26.7%33.4%
Expected Move8.9%7.1%11.9%7.6%9.6%
HV 20d26.6%21.3%37.7%22.7%37.1%
HV 60d27.5%25.7%31.2%28.8%31.2%
IV Rank41.5%23.7%87.3%27.9%43.2%
IV Percentile55.4%13.1%98.0%27.4%65.5%
Term Structure4.0%-5.4%17.3%2.5%0.0%
VWIV32.3%26.1%41.9%29.7%41.9%
Skew 25d4.4%-2.4%10.4%0.4%8.1%
Skew 10d9.9%-5.9%20.1%10.9%8.9%
Call IV 25d30.4%25.5%38.4%25.5%34.9%
Put IV 25d34.8%26.0%46.6%26.0%43.0%
Bid-Ask Spread %84.5433.57118.8968.71111.65
Gamma HHI0.360.290.550.360.55
Net GEX10.8K-25.4K52.0K20.8K52.0K
Net DEX-306.6K-987.4K172.0K-517.9K-987.4K
Net VEX-3.9K-4.9K-3.5K-4.2K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.991.363.432.121.53
Total Volume598.286436904636456
Total OI1,6721,5441,8361,5441,672

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$22.23$21.2526.7%7.6%22.7%27.9%29.7%0.4%2.5%20.8K-517.9K-4.2K2.1268.71204432924620
2018-06-04$22.15$22.5028.9%8.1%22.3%33.0%31.9%5.3%5.6%21.4K-497.9K-4.1K2.1240.12204432924620
2018-06-05$22.36$22.5028.1%8.1%22.3%31.0%31.8%4.8%4.1%25.8K-609.1K-4.2K2.1233.57204432924620
2018-06-06$22.24$22.5027.5%8.0%21.6%29.8%28.2%3.9%5.6%27.4K-560.0K-3.9K2.1255.62204432924620
2018-06-07$21.97$22.5028.2%7.8%21.6%31.4%29.4%2.8%7.5%18.7K-477.8K-4.0K3.4350.99204700924620
2018-06-08$21.86$22.5034.9%8.0%21.3%46.5%29.6%3.1%7.9%-2.7K-479.3K-4.9K3.4375.92204700924896
2018-06-11$21.12$22.5031.7%8.2%24.7%39.3%30.1%2.1%6.3%-16.0K-65.1K-3.9K3.4369.89204700924896
2018-06-12$20.59$22.5052.8%8.4%25.6%87.3%26.1%3.9%8.6%-25.4K172.0K-3.8K2.1285.40204432924904
2018-06-13$20.61$22.5029.6%8.5%25.6%34.5%27.3%9.1%17.3%-18.3K121.7K-3.6K2.04106.71212432924904
2018-06-14$20.87$22.5033.0%9.4%24.7%42.2%31.9%7.7%-0.0%-19.5K94.2K-3.8K2.0487.39212432932904
2018-06-15$21.58$22.5039.0%11.2%27.6%55.9%41.3%9.9%-2.4%7.4K-204.4K-3.8K2.0497.49212432932904
2018-06-18$21.66$22.5027.4%7.9%27.6%29.6%26.7%-2.3%5.0%1.6K-30.3K-3.5K1.66116.59164272852744
2018-06-19$21.69$22.5041.2%11.8%27.2%61.0%40.1%-2.4%-5.4%9.2K-101.2K-3.9K1.6693.11164272852748
2018-06-20$22.21$22.5033.4%9.6%28.4%43.1%36.9%6.1%-1.8%11.2K-282.8K-3.9K1.6884.45164276852748
2018-06-21$22.06$22.5026.7%7.7%28.5%28.0%31.8%10.4%3.9%15.0K-257.2K-3.8K1.41116.18204288852756
2018-06-22$21.89$20.0024.8%7.1%28.5%23.7%31.4%6.3%8.3%13.8K-308.9K-3.9K1.4172.94204288892776
2018-06-25$21.79$20.0041.7%11.9%28.5%62.0%35.2%2.1%-1.9%10.7K-191.9K-4.0K1.38107.12208288896776
2018-06-26$21.96$20.0028.9%8.3%28.0%33.0%29.8%4.1%5.3%15.5K-270.2K-3.7K1.3879.80208288896776
2018-06-27$21.72$20.0034.3%9.8%27.9%45.3%33.9%4.2%5.7%14.9K-257.9K-3.7K1.38118.89208288892776
2018-06-28$23.43$20.0033.2%9.5%37.7%42.7%32.7%3.3%2.3%43.3K-727.6K-3.5K1.36102.79212288892776
2018-06-29$24.01$20.0033.4%9.6%37.1%43.2%41.9%8.1%0.0%52.0K-987.4K-3.8K1.53111.65180276896776