BBSI Options History — August 2020

In August 2020, BBSI traded between $13.43 and $15.52. ATM implied volatility averaged 41.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 1.0% (HV 20d: 40.1%). Max pain ranged from $11.25 to $13.75. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.22.

Notable Days

2020-08-27: Highest Volume — 128 contracts
2020-08-05: Largest IV drop — 56.8% change
2020-08-03: Highest IV Rank — 67.7%
2020-08-03: Largest Expected Move — 25.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.70	$13.43	$15.52	$13.43	$14.49
Max Pain	$12.98	$11.25	$13.75	$12.50	$13.75
ATM IV	41.1%	25.8%	88.0%	88.0%	49.3%
Expected Move	12.0%	7.4%	25.2%	25.2%	14.1%
HV 20d	40.1%	36.1%	47.6%	45.6%	37.2%
HV 60d	49.6%	44.3%	56.9%	56.9%	44.3%
IV Rank	18.7%	2.7%	67.7%	67.7%	27.2%
IV Percentile	40.5%	5.2%	96.0%	96.0%	56.3%
Term Structure	7.8%	-34.7%	29.3%	-29.1%	8.4%
VWIV	41.1%	25.9%	83.2%	83.2%	43.1%
Skew 25d	1.0%	-12.3%	10.6%	4.7%	-2.2%
Skew 10d	7.5%	-26.6%	59.2%	25.9%	1.7%
Call IV 25d	43.4%	32.1%	78.0%	78.0%	55.3%
Put IV 25d	44.3%	31.1%	82.8%	82.8%	53.2%
Bid-Ask Spread %	107.34	98.55	123.18	99.26	115.64
Gamma HHI	0.27	0.15	0.54	0.31	0.45
Net GEX	855	-5.9K	6.6K	-5.9K	5.6K
Net DEX	-207.9K	-300.1K	-28.1K	-71.6K	-183.0K
Net VEX	-411	-826	-243	-770	-812
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.22	0.00	7.00	7.00	1.50
Total Volume	33.714	0	128	32	40
Total OI	940.19	232	1,184	1,104	544

Daily Data (21 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
2020-08-03	$13.43	$12.50	88.0%	25.2%	45.6%	67.7%	83.2%	4.7%	-29.1%	-5.9K	-71.6K	-770	7.00	99.26	4	28	492	612
2020-08-04	$13.81	$12.50	84.5%	24.2%	44.8%	64.1%	73.3%	8.4%	-34.7%	-4.7K	-79.2K	-826	0.50	98.55	16	8	496	632
2020-08-05	$14.65	$12.50	36.5%	10.5%	47.6%	13.9%	43.6%	7.7%	0.9%	-1.8K	-248.9K	-276	3.50	111.52	8	28	516	636
2020-08-06	$14.51	$11.25	33.7%	10.2%	45.2%	10.9%	27.9%	-5.4%	13.2%	-1.6K	-244.1K	-304	3.00	104.71	8	24	524	624
2020-08-07	$14.53	$11.25	34.6%	12.6%	43.5%	11.9%	0.0%	-4.0%	2.3%	-1.7K	-261.0K	-260	0.00	98.77	0	20	528	624
2020-08-10	$14.73	$11.25	34.5%	11.1%	43.6%	11.8%	44.9%	-1.6%	13.3%	303	-259.2K	-299	0.00	100.99	0	24	524	624
2020-08-11	$15.35	$12.50	33.9%	9.9%	45.3%	11.2%	33.4%	3.2%	15.2%	1.9K	-291.6K	-262	0.00	106.72	16	0	524	648
2020-08-12	$15.22	$12.50	42.3%	12.1%	40.2%	20.0%	0.0%	6.8%	13.0%	2.1K	-286.0K	-255	0.00	99.54	16	0	532	648
2020-08-13	$15.30	$12.50	37.1%	10.6%	38.3%	14.5%	0.0%	-4.8%	19.8%	1.3K	-283.8K	-243	0.00	102.40	4	0	520	648
2020-08-14	$15.38	$12.50	36.6%	10.5%	37.3%	14.0%	38.9%	-2.9%	18.0%	2.2K	-289.3K	-286	0.00	103.38	0	4	524	648
2020-08-17	$15.52	$13.75	39.3%	11.3%	37.1%	16.8%	34.2%	7.5%	19.2%	2.6K	-300.1K	-265	2.00	99.55	4	8	524	652
2020-08-18	$15.19	$13.75	40.1%	11.5%	38.4%	17.6%	0.0%	3.7%	12.0%	937	-284.3K	-249	0.00	102.69	40	0	520	656
2020-08-19	$15.07	$13.75	25.8%	7.4%	36.9%	2.7%	0.0%	-3.9%	29.3%	1.6K	-283.6K	-324	0.00	123.18	92	0	528	656
2020-08-20	$14.96	$13.75	40.4%	11.6%	36.6%	17.9%	0.0%	10.6%	7.8%	646	-275.0K	-309	0.00	108.33	0	0	528	656
2020-08-21	$14.43	$13.75	30.5%	8.7%	39.5%	7.6%	28.9%	-7.0%	18.7%	-86	-258.9K	-327	0.50	120.57	16	8	528	656
2020-08-24	$14.81	$13.75	34.1%	9.8%	36.7%	11.3%	35.7%	-12.3%	10.6%	460	-28.1K	-354	0.00	116.19	0	8	72	160
2020-08-25	$14.52	$13.75	40.7%	11.7%	36.1%	18.2%	25.9%	8.9%	-10.3%	201	-28.9K	-346	0.08	110.76	104	8	72	168
2020-08-26	$14.26	$13.75	30.9%	8.9%	36.9%	8.0%	25.9%	-8.8%	14.6%	3.3K	-100.2K	-529	0.40	112.00	20	8	176	196
2020-08-27	$14.11	$13.75	38.3%	11.0%	37.1%	15.7%	36.8%	9.8%	10.1%	3.8K	-108.5K	-637	1.00	106.83	64	64	196	204
2020-08-28	$14.53	$13.75	32.3%	9.3%	37.7%	9.5%	0.0%	1.6%	11.5%	6.6K	-200.1K	-698	0.00	112.56	16	0	260	268
2020-08-31	$14.49	$13.75	49.3%	14.1%	37.2%	27.2%	43.1%	-2.2%	8.4%	5.6K	-183.0K	-812	1.50	115.64	16	24	276	268