BBSI Options History — December 2018 In December 2018, BBSI traded between $13.46 and $17.81. ATM implied volatility averaged 50.8%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 9.5% (HV 20d: 41.3%). Max pain ranged from $15.00 to $18.75. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2018-12-28 : Highest Volume — 24 contracts2018-12-20 : Largest IV spike — 26.7% change2018-12-10 : Highest IV Rank — 68.3%2018-12-20 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $15.15 $13.46 $17.81 $17.81 $14.32 Max Pain $17.81 $15.00 $18.75 $18.75 $15.00 ATM IV 50.8% 41.4% 59.5% 41.4% 57.3% Expected Move 13.8% 11.5% 16.5% 11.9% 16.4% HV 20d 41.3% 33.1% 58.7% 53.5% 37.2% HV 60d 43.2% 41.6% 44.1% 41.6% 43.7% IV Rank 52.0% 34.1% 68.3% 34.1% 64.2% IV Percentile 89.5% 75.4% 95.6% 75.4% 94.4% Term Structure -4.2% -20.3% 14.5% -1.0% -11.5% VWIV 57.0% 57.0% 57.0% 57.0% 57.0% Skew 25d 0.7% -15.3% 15.4% 1.1% -9.7% Skew 10d 1.8% -17.0% 22.8% -7.9% -15.7% Call IV 25d 52.7% 38.0% 71.4% 52.6% 71.4% Put IV 25d 53.4% 34.2% 73.0% 53.7% 61.7% Bid-Ask Spread % 107.69 70.87 133.82 130.46 126.32 Gamma HHI 0.18 0.13 0.25 0.16 0.21 Net GEX 583 -930 3.5K 3.5K -262 Net DEX 37.9K -31.7K 99.3K -31.7K 25.1K Net VEX -539 -885 -366 -817 -366 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 6 0 24 0 0 Total OI 580.4 552 592 592 556
Daily Data (20 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 2018-12-03 $17.81 $18.75 41.4% 11.9% 53.5% 34.1% 0.0% 1.1% -1.0% 3.5K -31.7K -817 0.00 130.46 0 0 416 176 2018-12-04 $16.64 $18.75 45.1% 12.9% 58.7% 41.2% 0.0% -15.3% -20.3% 1.9K 14.2K -692 0.00 122.61 0 0 416 176 2018-12-05 $16.53 $18.75 51.8% 14.9% 57.1% 53.8% 0.0% -10.5% -12.7% 2.1K 23.4K -641 0.00 133.82 0 0 416 176 2018-12-06 $16.42 $0.00 48.9% 11.8% 48.1% 48.4% 0.0% -4.0% -15.7% 2.1K 9.8K -712 0.00 108.85 0 0 416 176 2018-12-07 $16.29 $0.00 54.6% 11.5% 48.0% 59.1% 0.0% 9.1% 0.8% 1.9K 30.6K -656 0.00 126.96 0 0 416 176 2018-12-10 $16.05 $0.00 59.5% 12.4% 47.9% 68.3% 0.0% -9.8% 2.2% 1.9K 25.2K -644 0.00 111.11 0 0 416 176 2018-12-11 $15.93 $0.00 54.0% 11.7% 38.6% 57.9% 0.0% -9.2% -1.0% 1.0K 52.7K -533 0.00 123.27 0 0 416 176 2018-12-12 $15.65 $0.00 42.9% 12.3% 35.7% 36.9% 0.0% 10.6% -2.0% 2.3K 14.8K -885 0.00 94.61 0 0 416 176 2018-12-13 $15.12 $0.00 46.6% 13.4% 36.8% 43.9% 0.0% 0.5% -4.1% -157 83.6K -494 0.00 91.44 0 0 416 176 2018-12-14 $14.78 $0.00 47.6% 13.6% 36.6% 45.8% 0.0% 4.4% -0.1% -803 99.3K -394 0.00 70.87 0 0 416 176 2018-12-17 $14.46 $0.00 46.3% 13.3% 35.5% 43.5% 0.0% 3.9% -0.7% -623 63.5K -438 0.00 89.66 16 0 416 156 2018-12-18 $14.58 $0.00 48.7% 14.0% 36.0% 47.9% 0.0% 4.7% -4.0% 173 40.8K -538 0.00 71.34 16 0 432 156 2018-12-19 $14.30 $0.00 45.4% 13.0% 35.9% 41.7% 0.0% 3.9% 14.5% -218 49.0K -447 0.00 109.78 16 0 432 156 2018-12-20 $14.19 $0.00 57.5% 16.5% 35.9% 64.5% 0.0% -0.1% -8.3% -454 59.6K -462 0.00 87.55 16 0 432 156 2018-12-21 $13.99 $0.00 56.5% 16.2% 33.1% 62.7% 0.0% 9.3% -4.9% -508 64.2K -445 0.00 77.51 16 0 432 156 2018-12-24 $13.46 $0.00 55.8% 16.0% 34.5% 61.4% 0.0% 15.4% -11.8% -204 37.3K -468 0.00 104.65 16 0 416 136 2018-12-26 $14.18 $0.00 50.8% 14.6% 40.9% 51.8% 0.0% 2.5% 5.4% -930 34.7K -379 0.00 119.51 0 0 416 136 2018-12-27 $14.19 $0.00 52.2% 15.0% 37.8% 54.6% 0.0% 4.5% -2.3% -681 31.2K -387 0.00 126.61 0 0 416 136 2018-12-28 $14.20 $0.00 53.7% 15.4% 38.0% 57.4% 57.0% 2.7% -7.2% -398 30.2K -380 0.00 126.79 24 0 416 136 2018-12-31 $14.32 $15.00 57.3% 16.4% 37.2% 64.2% 0.0% -9.7% -11.5% -262 25.1K -366 0.00 126.32 0 0 420 136
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