BBSI Options History — October 2020

In October 2020, BBSI traded between $13.12 and $15.46. ATM implied volatility averaged 51.0%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 18.5% (HV 20d: 32.5%). Max pain ranged from $12.50 to $13.75. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 2.45.

Notable Days

  • 2020-10-23: Highest Volume — 108 contracts
  • 2020-10-12: Largest IV spike — 108.3% change
  • 2020-10-12: Highest IV Rank — 60.6%
  • 2020-10-08: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.34$13.12$15.46$13.12$14.75
Max Pain$12.61$12.50$13.75$13.75$12.50
ATM IV51.0%33.0%81.2%47.6%45.6%
Expected Move13.8%9.5%20.1%13.7%13.1%
HV 20d32.5%25.4%38.7%36.4%32.8%
HV 60d35.0%33.2%38.4%38.4%33.7%
IV Rank29.0%10.2%60.6%25.5%23.3%
IV Percentile54.0%21.4%90.9%53.2%46.0%
Term Structure0.9%-24.1%19.7%7.0%13.1%
VWIV46.2%26.8%62.8%39.9%40.7%
Skew 25d-1.4%-28.5%29.1%29.1%-9.0%
Skew 10d-3.7%-54.5%16.8%15.3%-6.7%
Call IV 25d42.9%27.4%60.4%33.9%46.8%
Put IV 25d41.5%31.9%66.6%63.0%37.8%
Bid-Ask Spread %108.9193.85118.02115.28106.73
Gamma HHI0.220.170.270.250.21
Net GEX-381-3.9K2.2K-3.9K2.2K
Net DEX-45.4K-101.9K51.7K51.7K-83.2K
Net VEX-635-817-467-817-491
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.450.0012.501.000.00
Total Volume21.273010800
Total OI649.636524744580744

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$13.12$13.7547.6%13.7%36.4%25.5%0.0%29.1%7.0%-3.9K51.7K-8170.00115.2800152428
2020-10-02$13.61$13.7541.1%11.8%38.7%18.7%39.9%-15.8%19.7%-1.6K5.9K-7601.00118.022020152428
2020-10-05$13.76$12.5051.2%14.9%36.0%29.2%34.4%-14.9%-3.5%-1.4K-12.0K-7530.00108.00016164444
2020-10-06$13.85$12.5043.9%11.9%34.4%21.6%59.0%2.7%5.0%-424-25.4K-6700.00108.52012164448
2020-10-07$13.79$12.5050.0%19.2%34.3%28.0%54.7%-17.8%-18.8%-713-16.2K-7650.00104.06040164460
2020-10-08$13.91$12.5054.1%20.1%34.3%32.3%0.0%-20.7%-24.1%-1.1K-14.7K-7800.00105.9400164476
2020-10-09$13.79$12.5039.0%9.8%34.5%16.5%37.2%4.8%2.5%445-30.3K-6180.00114.2408164480
2020-10-12$13.85$12.5081.2%10.0%33.7%60.6%33.9%-15.1%5.7%-795-28.9K-6310.00114.1408164488
2020-10-13$13.71$12.5078.5%9.9%33.9%57.8%0.0%1.6%7.5%-1.2K-18.6K-6001.00112.8444164496
2020-10-14$13.90$12.5052.8%15.1%34.1%30.9%56.6%-28.5%-7.1%-538-28.1K-6390.00108.70040168492
2020-10-15$14.08$12.5044.3%12.7%34.0%22.1%56.3%-0.1%6.1%1.1K-51.8K-5820.00111.52012168532
2020-10-16$14.37$12.5046.7%13.4%34.5%24.5%62.1%9.9%-5.1%-985-63.5K-6420.00115.26024168544
2020-10-19$14.79$12.5054.5%15.6%28.2%32.7%55.6%2.3%-19.0%53-75.2K-5575.00108.631260128396
2020-10-20$15.14$12.5037.3%10.7%28.7%14.8%34.4%8.2%11.7%1.1K-94.7K-5270.75110.301612136460
2020-10-21$15.09$12.5046.9%13.5%25.5%24.8%37.0%-2.2%8.7%502-78.2K-5770.33106.24124128472
2020-10-22$15.39$12.5058.4%16.7%25.4%36.8%0.0%11.2%-0.6%1.1K-101.9K-4670.5093.8584136476
2020-10-23$15.46$12.5033.0%9.5%25.5%10.2%26.8%15.0%-1.5%-265-84.2K-63812.50109.578100144480
2020-10-26$14.70$12.5050.1%14.4%33.2%28.1%62.8%25.9%11.5%610-71.5K-5940.00100.5904148576
2020-10-27$14.87$12.5058.4%16.7%32.5%36.7%0.0%-12.4%8.4%-944-67.6K-5790.00104.7800148580
2020-10-28$14.49$12.5041.8%12.0%30.8%19.4%47.2%-10.5%-4.0%-1.4K-38.2K-6401.00112.8188148580
2020-10-29$15.08$12.5065.3%18.7%33.1%44.0%40.7%6.6%-3.5%-113-73.3K-6440.00105.9740152588
2020-10-30$14.75$12.5045.6%13.1%32.8%23.3%0.0%-9.0%13.1%2.2K-83.2K-4910.00106.7300156588