BBSI Options History — October 2019

In October 2019, BBSI traded between $20.73 and $22.37. ATM implied volatility averaged 43.5%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 16.3% (HV 20d: 27.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-10-03: Highest Volume — 32 contracts
  • 2019-10-02: Largest IV spike — 32.1% change
  • 2019-10-31: Highest IV Rank — 58.5%
  • 2019-10-31: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.70$20.73$22.37$21.70$21.88
Max Pain$22.28$20.00$22.50$20.00$22.50
ATM IV43.5%29.3%54.7%35.4%54.7%
Expected Move13.0%10.2%15.7%10.2%15.7%
HV 20d27.2%19.9%30.0%19.9%22.7%
HV 60d29.4%26.9%30.4%28.8%27.2%
IV Rank36.9%9.6%58.5%21.4%58.5%
IV Percentile60.6%1.6%92.9%24.2%92.9%
Term Structure-8.6%-18.6%6.2%6.2%-16.6%
VWIV44.2%40.1%47.7%40.1%47.7%
Skew 25d8.0%-7.4%22.2%7.9%0.2%
Skew 10d15.5%-17.6%59.6%-0.4%18.2%
Call IV 25d41.9%29.9%58.5%29.9%52.8%
Put IV 25d49.9%37.8%64.3%37.8%53.0%
Bid-Ask Spread %69.6749.83113.2898.7371.92
Gamma HHI0.570.450.660.600.57
Net GEX-17.0K-27.3K-10.0K-19.1K-12.9K
Net DEX293.1K219.7K428.1K283.2K255.4K
Net VEX-2.2K-2.6K-1.9K-2.4K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.000.000.00
Total Volume4.34803200
Total OI669.913524768724544

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$21.70$20.0035.4%10.2%19.9%21.4%0.0%7.9%6.2%-19.1K283.2K-2.4K0.0098.730080644
2019-10-02$20.73$20.0046.8%13.4%25.2%43.2%0.0%18.3%-5.5%-23.1K428.1K-2.6K0.00104.6102880644
2019-10-03$21.04$22.5032.8%12.5%25.6%16.4%0.0%7.8%-7.1%-26.1K414.2K-2.5K0.0049.9303280672
2019-10-04$21.52$22.5029.3%12.7%26.6%9.6%40.1%7.3%-7.6%-21.7K324.9K-2.4K0.0051.748080680
2019-10-07$21.33$22.5034.5%12.6%26.8%19.5%0.0%7.8%-6.6%-23.7K351.5K-2.4K0.0049.870084680
2019-10-08$21.11$22.5035.2%12.9%26.8%20.9%0.0%5.9%-7.9%-27.3K393.9K-2.5K0.0054.360084680
2019-10-09$21.06$22.5042.5%12.2%26.6%34.9%0.0%8.2%-10.3%-27.2K383.8K-2.4K0.0053.040084680
2019-10-10$21.18$22.5045.1%12.9%26.7%40.0%0.0%8.2%-8.7%-25.8K365.6K-2.4K0.0049.834084680
2019-10-11$21.83$22.5045.1%12.9%28.2%40.0%0.0%5.3%-9.5%-15.8K264.9K-2.3K1.0055.524488680
2019-10-14$21.43$22.5045.5%13.1%28.8%40.8%0.0%9.8%-9.6%-20.4K313.5K-2.2K0.0054.960084680
2019-10-15$21.70$22.5042.9%12.3%28.5%35.8%0.0%6.6%-5.6%-11.4K273.2K-2.1K0.0062.380084680
2019-10-16$21.69$22.5043.6%12.5%28.2%37.2%0.0%5.0%-8.0%-12.8K263.7K-2.1K0.0060.270084680
2019-10-17$22.03$22.5041.7%11.9%28.8%33.4%0.0%11.8%-4.7%-10.0K238.8K-2.1K0.0071.620084680
2019-10-18$21.88$22.5043.5%12.5%28.9%36.8%0.0%17.0%-9.3%-13.5K244.2K-2.0K0.0071.490084680
2019-10-21$22.37$22.5041.5%11.9%30.0%33.1%0.0%7.6%-2.7%-12.9K233.9K-1.9K0.0063.930052472
2019-10-22$22.05$22.5047.4%13.6%29.9%44.3%0.0%2.5%-8.7%-13.5K250.7K-2.0K0.0069.810052472
2019-10-23$21.79$22.5053.8%15.4%29.5%56.7%44.7%-7.4%-18.6%-14.2K269.5K-2.0K0.0073.838052472
2019-10-24$22.05$22.5047.1%13.5%29.8%43.9%0.0%6.3%-9.5%-12.7K244.7K-2.0K0.0060.340060472
2019-10-25$22.14$22.5045.3%13.0%29.7%40.3%47.7%8.1%-8.1%-12.5K234.7K-2.0K0.0079.230460472
2019-10-28$22.00$22.5050.2%14.4%29.4%49.8%0.0%6.8%-16.3%-12.0K238.6K-1.9K0.00113.288060476
2019-10-29$22.27$22.5049.8%14.3%28.0%49.1%0.0%11.1%-13.0%-11.6K219.7K-1.9K0.00101.190068476
2019-10-30$22.27$22.5047.1%13.5%21.9%43.8%0.0%22.2%-10.8%-10.8K251.6K-2.0K0.0080.600068476
2019-10-31$21.88$22.5054.7%15.7%22.7%58.5%0.0%0.2%-16.6%-12.9K255.4K-1.9K0.0071.920068476