BBSI Options History — July 2019

In July 2019, BBSI traded between $20.09 and $22.57. ATM implied volatility averaged 39.5%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 10.3% (HV 20d: 29.3%). Max pain ranged from $17.50 to $21.25. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.72.

Notable Days

2019-07-17: Highest Volume — 56 contracts
2019-07-29: Largest IV spike — 30.1% change
2019-07-29: Highest IV Rank — 56.9%
2019-07-29: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.32	$20.09	$22.57	$20.17	$22.07
Max Pain	$20.57	$17.50	$21.25	$18.75	$21.25
ATM IV	39.5%	30.1%	55.0%	32.8%	49.1%
Expected Move	11.7%	8.6%	15.8%	9.4%	14.1%
HV 20d	29.3%	22.7%	39.4%	39.4%	24.2%
HV 60d	34.2%	31.2%	35.8%	35.8%	31.2%
IV Rank	25.6%	6.4%	56.9%	12.1%	44.8%
IV Percentile	41.5%	3.2%	91.3%	8.7%	81.7%
Term Structure	-2.7%	-14.6%	9.2%	6.9%	-10.0%
VWIV	42.3%	32.1%	65.4%	40.8%	56.3%
Skew 25d	6.2%	-3.9%	19.3%	-3.9%	8.9%
Skew 10d	16.2%	-17.3%	45.4%	-17.3%	13.1%
Call IV 25d	37.3%	23.2%	55.6%	36.1%	55.6%
Put IV 25d	43.5%	26.0%	64.6%	32.2%	64.5%
Bid-Ask Spread %	97.77	72.12	112.25	107.92	98.67
Gamma HHI	0.56	0.31	0.76	0.33	0.56
Net GEX	2.2K	1.6K	3.6K	3.3K	2.2K
Net DEX	-54.0K	-74.0K	-23.1K	-59.2K	-62.5K
Net VEX	-221	-240	-171	-229	-232
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.72	0.00	6.00	0.00	0.29
Total Volume	24	0	56	32	36
Total OI	117.818	84	140	100	132

Daily Data (22 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
2019-07-01	$20.17	$18.75	32.8%	9.4%	39.4%	12.1%	0.0%	-3.9%	6.9%	3.3K	-59.2K	-229	0.00	107.92	32	0	76	24
2019-07-02	$20.09	$18.75	30.1%	8.6%	38.2%	6.5%	0.0%	1.7%	9.2%	3.2K	-50.4K	-224	0.00	109.92	32	0	76	24
2019-07-03	$20.33	$18.75	31.5%	9.0%	36.5%	9.4%	0.0%	8.9%	7.7%	3.4K	-62.6K	-240	0.00	112.25	32	0	76	24
2019-07-05	$20.28	$17.50	30.1%	11.7%	34.4%	6.4%	40.8%	8.8%	-2.6%	3.6K	-61.0K	-226	0.00	73.60	32	0	76	24
2019-07-08	$20.25	$17.50	34.9%	11.7%	31.0%	16.2%	40.1%	6.2%	-4.6%	2.6K	-40.5K	-171	0.00	73.57	0	24	60	24
2019-07-09	$20.59	$21.25	31.7%	11.8%	31.4%	9.7%	39.9%	11.2%	-4.1%	1.6K	-23.1K	-227	0.00	72.12	0	24	60	48
2019-07-10	$21.32	$21.25	38.9%	11.1%	33.3%	24.2%	40.0%	6.0%	-1.6%	1.7K	-42.5K	-235	0.00	87.98	0	24	60	48
2019-07-11	$21.39	$21.25	39.6%	11.4%	33.2%	25.8%	39.8%	5.9%	-2.1%	2.0K	-46.3K	-231	0.00	72.90	0	24	60	48
2019-07-12	$21.66	$21.25	39.6%	11.3%	33.0%	25.6%	39.6%	5.0%	-2.3%	2.3K	-56.3K	-217	0.00	87.29	0	24	60	48
2019-07-15	$21.27	$21.25	40.2%	11.5%	33.9%	26.8%	36.4%	1.4%	-1.7%	1.7K	-47.6K	-216	0.00	108.15	0	24	60	48
2019-07-16	$21.29	$21.25	39.9%	11.4%	32.6%	26.2%	65.4%	12.0%	-0.4%	1.8K	-46.0K	-212	0.00	106.34	0	24	60	72
2019-07-17	$21.53	$21.25	37.0%	10.6%	26.3%	20.3%	40.0%	11.7%	5.2%	1.8K	-49.6K	-194	6.00	103.58	8	48	60	72
2019-07-18	$21.42	$21.25	38.6%	11.1%	26.1%	23.6%	35.6%	-3.8%	-1.0%	2.1K	-63.7K	-234	6.00	108.12	8	48	68	72
2019-07-19	$21.40	$21.25	38.5%	11.0%	25.5%	23.4%	33.8%	1.3%	-0.6%	1.7K	-62.4K	-231	6.00	108.73	8	48	68	72
2019-07-22	$21.23	$21.25	41.6%	11.9%	23.0%	29.7%	0.0%	-0.4%	-1.0%	1.7K	-43.9K	-219	0.00	112.21	0	0	60	64
2019-07-23	$21.57	$21.25	44.2%	12.7%	22.7%	34.9%	0.0%	5.3%	-7.4%	1.8K	-50.0K	-217	0.00	109.45	0	0	60	64
2019-07-24	$22.23	$21.25	42.4%	12.2%	23.3%	31.4%	32.1%	5.4%	-6.8%	1.9K	-60.8K	-201	0.00	105.50	4	0	60	64
2019-07-25	$22.14	$21.25	43.0%	12.3%	23.0%	32.6%	50.9%	19.3%	-9.6%	2.3K	-63.2K	-229	0.00	104.81	4	0	64	64
2019-07-26	$22.57	$21.25	42.3%	12.1%	23.0%	31.1%	44.2%	8.8%	-6.0%	2.5K	-74.0K	-226	0.67	91.67	12	8	64	64
2019-07-29	$21.95	$21.25	55.0%	15.8%	25.4%	56.9%	0.0%	8.5%	-14.6%	1.9K	-57.0K	-238	0.00	91.84	0	0	64	68
2019-07-30	$22.21	$21.25	49.1%	14.1%	24.1%	44.9%	0.0%	8.9%	-12.5%	2.1K	-65.5K	-218	0.00	104.40	0	0	64	68
2019-07-31	$22.07	$21.25	49.1%	14.1%	24.2%	44.8%	56.3%	8.9%	-10.0%	2.2K	-62.5K	-232	0.29	98.67	28	8	64	68