BBSI Options History — October 2018

In October 2018, BBSI traded between $15.13 and $16.71. ATM implied volatility averaged 49.5%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 14.6% (HV 20d: 35.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.50.

Notable Days

  • 2018-10-19: Highest Volume — 496 contracts
  • 2018-10-12: Largest IV drop — 11.9% change
  • 2018-10-29: Highest IV Rank — 83.9%
  • 2018-10-29: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.81$15.13$16.71$16.32$15.81
Max Pain$19.67$17.50$20.00$17.50$20.00
ATM IV49.5%38.6%66.0%39.0%59.1%
Expected Move14.2%11.1%18.9%11.2%16.9%
HV 20d35.0%30.4%39.3%30.4%35.1%
HV 60d65.3%64.5%66.2%64.5%65.0%
IV Rank55.0%39.6%83.9%41.0%70.9%
IV Percentile91.3%68.7%99.2%71.8%97.2%
Term Structure-5.4%-19.7%13.8%6.0%7.4%
VWIV50.2%39.1%72.2%39.1%72.2%
Skew 25d7.2%-5.5%21.9%8.8%9.9%
Skew 10d7.6%-17.3%26.5%16.4%12.7%
Call IV 25d50.9%36.7%75.9%36.7%75.9%
Put IV 25d58.1%45.4%85.8%45.4%85.8%
Bid-Ask Spread %97.2778.97111.2180.58108.52
Gamma HHI0.230.200.320.240.21
Net GEX-5.0K-5.8K-4.0K-5.1K-5.3K
Net DEX457.0K374.8K527.2K440.7K379.0K
Net VEX-1.0K-1.5K-782-1.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.450.570.510.45
Total Volume466.261436496472448
Total OI1,008.6969641,0321,012992

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$16.32$17.5039.0%11.2%30.4%41.0%39.1%8.8%6.0%-5.1K440.7K-1.2K0.5180.58312160492520
2018-10-02$16.09$17.5038.6%11.1%30.5%40.2%39.9%17.7%4.5%-5.1K447.0K-1.2K0.5180.59312160492520
2018-10-03$16.48$17.5041.8%12.0%32.4%45.6%41.3%7.5%4.6%-5.6K454.8K-1.1K0.5178.97316160492520
2018-10-04$16.57$20.0041.0%12.8%32.6%44.2%44.4%14.3%-5.4%-4.2K404.3K-1.4K0.5189.48316160496520
2018-10-05$16.28$20.0043.0%12.4%32.2%47.5%43.6%9.7%-3.3%-4.4K385.6K-1.5K0.5189.31316160496520
2018-10-08$16.33$20.0045.5%12.4%32.0%51.7%46.2%4.0%-4.4%-5.4K432.6K-1.2K0.5190.21316160496520
2018-10-09$16.71$20.0045.0%12.7%32.1%50.9%47.2%6.6%-6.3%-4.9K374.8K-1.5K0.5292.42316164496520
2018-10-10$15.93$20.0044.7%12.8%35.2%43.5%48.0%4.0%-2.4%-5.1K392.2K-1.3K0.52108.04316164496528
2018-10-11$15.43$20.0048.3%13.9%35.1%50.5%46.1%6.2%-8.6%-4.8K455.4K-1.0K0.52105.36316164496528
2018-10-12$15.51$20.0042.6%12.2%34.7%39.6%47.2%-5.5%13.8%-5.8K468.9K-8700.52106.91316164496528
2018-10-15$15.55$20.0047.5%13.6%34.6%48.8%47.3%-0.1%-2.8%-5.1K508.6K-7820.52110.56316164496528
2018-10-16$16.07$20.0044.9%12.9%36.7%44.0%41.8%7.1%-6.9%-4.6K498.1K-8440.52111.21316164496528
2018-10-17$16.16$20.0049.7%14.2%35.9%53.0%48.7%0.9%-8.7%-4.0K454.6K-1.0K0.5396.32316168496528
2018-10-18$15.54$20.0049.0%14.0%38.6%51.7%46.1%0.5%-6.9%-4.7K519.9K-8060.5398.93316168496536
2018-10-19$15.25$20.0049.6%14.2%39.1%52.8%50.6%-3.8%-8.1%-4.7K527.2K-7840.5797.37316180496536
2018-10-22$15.55$20.0053.1%15.2%39.1%59.5%51.7%6.2%-12.7%-5.1K488.2K-8770.4790.07296140456508
2018-10-23$15.33$20.0054.0%15.5%39.3%61.3%54.7%8.4%-9.4%-4.8K479.9K-9120.4796.20296140476508
2018-10-24$15.20$20.0054.2%15.5%38.2%61.5%57.2%16.0%-13.4%-5.7K494.9K-8360.4792.98296140476508
2018-10-25$15.16$20.0057.0%16.3%37.0%66.9%57.0%6.4%-9.0%-4.4K489.5K-8430.4693.68304140484508
2018-10-26$15.13$20.0063.5%18.2%33.8%79.2%64.9%3.4%-16.7%-5.1K477.0K-8790.46101.55304140484508
2018-10-29$15.30$20.0066.0%18.9%33.6%83.9%63.1%15.6%-15.3%-5.6K466.2K-8020.46109.83304140484508
2018-10-30$15.88$20.0062.5%17.9%36.3%77.4%55.9%21.9%-19.7%-5.6K472.6K-8650.46108.04304140484508
2018-10-31$15.81$20.0059.1%16.9%35.1%70.9%72.2%9.9%7.4%-5.3K379.0K-1.2K0.45108.52308140484508