BBSI Options History — June 2019

In June 2019, BBSI traded between $18.05 and $21.28. ATM implied volatility averaged 36.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 1.8% (HV 20d: 35.0%). Max pain ranged from $17.50 to $18.75. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.21.

Notable Days

2019-06-14: Highest Volume — 44 contracts
2019-06-24: Largest IV spike — 33.6% change
2019-06-04: Highest IV Rank — 47.8%
2019-06-04: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.99	$18.05	$21.28	$18.05	$20.56
Max Pain	$17.94	$17.50	$18.75	$17.50	$18.75
ATM IV	36.8%	28.9%	49.4%	41.3%	30.1%
Expected Move	10.3%	8.3%	14.2%	11.9%	8.6%
HV 20d	35.0%	27.1%	39.9%	27.1%	38.3%
HV 60d	33.7%	29.7%	35.6%	29.7%	35.6%
IV Rank	22.5%	6.6%	47.8%	32.1%	6.6%
IV Percentile	28.7%	2.0%	82.9%	55.6%	3.2%
Term Structure	3.0%	-10.5%	11.6%	-2.5%	11.6%
VWIV	33.8%	26.2%	38.0%	33.7%	26.2%
Skew 25d	5.4%	-9.3%	19.2%	5.9%	-0.7%
Skew 10d	6.9%	-3.1%	19.3%	7.0%	-2.6%
Call IV 25d	34.1%	22.7%	50.7%	40.6%	32.5%
Put IV 25d	39.5%	31.0%	49.9%	46.5%	31.8%
Bid-Ask Spread %	108.24	98.12	115.71	115.71	107.77
Gamma HHI	0.30	0.25	0.37	0.28	0.37
Net GEX	3.3K	2.4K	4.1K	2.4K	3.6K
Net DEX	-78.1K	-132.9K	-28.2K	-28.2K	-68.2K
Net VEX	-230	-249	-206	-206	-225
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	0.67	0.50	0.67
Total Volume	7.8	0	44	0	20
Total OI	100.8	88	120	92	92

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
2019-06-03	$18.05	$17.50	41.3%	11.9%	27.1%	32.1%	0.0%	5.9%	-2.5%	2.4K	-28.2K	-206	0.00	115.71	0	0	72	20
2019-06-04	$18.66	$17.50	49.4%	14.2%	29.9%	47.8%	0.0%	-9.3%	-10.5%	2.6K	-39.3K	-217	0.00	113.66	0	0	72	20
2019-06-05	$19.32	$17.50	47.7%	13.7%	27.9%	44.4%	0.0%	14.3%	-7.2%	3.1K	-52.7K	-214	0.00	115.16	0	0	72	20
2019-06-06	$18.73	$0.00	47.2%	11.0%	30.2%	43.5%	0.0%	1.5%	6.9%	2.9K	-49.4K	-223	0.00	108.24	0	0	72	20
2019-06-07	$19.57	$0.00	40.8%	10.6%	34.1%	31.1%	0.0%	6.9%	2.8%	3.0K	-61.2K	-217	0.00	107.24	0	0	72	20
2019-06-10	$19.63	$0.00	36.8%	10.2%	33.9%	23.3%	33.7%	19.2%	10.5%	3.0K	-60.6K	-212	0.00	104.44	0	4	72	20
2019-06-11	$19.85	$18.75	38.3%	9.9%	33.6%	26.1%	33.5%	7.1%	3.3%	3.6K	-70.8K	-212	0.50	105.91	8	4	72	24
2019-06-12	$20.09	$17.50	35.1%	10.1%	33.3%	20.0%	36.2%	7.4%	4.1%	3.6K	-87.3K	-232	0.20	103.66	20	4	80	24
2019-06-13	$20.41	$17.50	33.6%	9.6%	33.7%	17.0%	35.5%	9.2%	3.1%	3.5K	-105.2K	-239	0.20	105.99	20	4	92	24
2019-06-14	$20.48	$17.50	30.0%	8.6%	32.9%	10.1%	38.0%	5.8%	8.6%	3.7K	-108.2K	-249	0.10	98.12	40	4	92	24
2019-06-17	$20.03	$17.50	36.5%	10.5%	33.7%	22.7%	0.0%	5.9%	-0.9%	4.1K	-95.6K	-247	0.00	106.89	0	0	92	24
2019-06-18	$21.18	$17.50	36.0%	10.3%	38.4%	21.8%	0.0%	14.5%	0.1%	3.8K	-117.0K	-240	0.00	102.85	0	0	92	24
2019-06-19	$20.95	$17.50	33.3%	9.6%	38.2%	16.5%	29.7%	-3.9%	4.3%	3.7K	-120.9K	-243	0.00	113.37	8	0	92	24
2019-06-20	$21.28	$17.50	31.0%	8.9%	38.3%	12.0%	34.1%	3.3%	8.1%	3.6K	-132.9K	-244	0.00	102.98	8	0	96	24
2019-06-21	$20.63	$17.50	28.9%	8.3%	38.8%	7.9%	37.6%	10.4%	2.3%	3.1K	-124.4K	-247	0.00	113.11	12	0	96	24
2019-06-24	$20.34	$18.75	38.6%	11.1%	39.2%	26.7%	0.0%	7.9%	0.1%	3.2K	-68.0K	-241	0.00	113.09	0	0	72	16
2019-06-25	$19.97	$18.75	32.5%	9.3%	39.9%	11.4%	0.0%	2.8%	7.0%	3.3K	-61.2K	-227	0.00	115.12	0	0	72	16
2019-06-26	$19.82	$18.75	37.1%	10.6%	39.1%	20.8%	0.0%	-5.9%	0.2%	3.1K	-52.5K	-226	0.00	104.30	0	0	72	16
2019-06-27	$20.21	$18.75	31.3%	9.0%	39.3%	8.9%	0.0%	4.7%	7.3%	3.2K	-59.2K	-229	0.00	107.12	0	0	72	16
2019-06-28	$20.56	$18.75	30.1%	8.6%	38.3%	6.6%	26.2%	-0.7%	11.6%	3.6K	-68.2K	-225	0.67	107.77	12	8	72	20