BBSI Options History — November 2020

In November 2020, BBSI traded between $15.49 and $17.97. ATM implied volatility averaged 39.8%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 3.9% (HV 20d: 43.7%). Max pain ranged from $12.50 to $16.25. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.19.

Notable Days

2020-11-23: Highest Volume — 140 contracts
2020-11-03: Largest IV drop — 49.2% change
2020-11-02: Highest IV Rank — 51.4%
2020-11-02: Largest Expected Move — 20.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.16	$15.49	$17.97	$15.49	$16.68
Max Pain	$14.13	$12.50	$16.25	$12.50	$16.25
ATM IV	39.8%	28.6%	72.4%	72.4%	37.7%
Expected Move	11.1%	8.2%	20.7%	20.7%	10.8%
HV 20d	43.7%	36.5%	48.8%	36.5%	45.3%
HV 60d	37.4%	35.0%	39.0%	35.2%	39.0%
IV Rank	17.3%	5.7%	51.4%	51.4%	15.1%
IV Percentile	34.7%	10.7%	83.7%	83.7%	31.7%
Term Structure	1.1%	-17.4%	17.1%	-17.4%	-5.4%
VWIV	48.7%	34.4%	69.4%	63.6%	69.4%
Skew 25d	1.2%	-19.3%	13.7%	-5.2%	-12.5%
Skew 10d	-0.4%	-56.5%	25.3%	-56.5%	-5.6%
Call IV 25d	41.4%	32.2%	63.7%	58.1%	54.0%
Put IV 25d	42.7%	29.6%	54.3%	52.9%	41.5%
Bid-Ask Spread %	114.78	100.44	124.77	107.24	122.45
Gamma HHI	0.32	0.15	0.52	0.19	0.49
Net GEX	2.6K	-5.7K	6.0K	1.4K	-5.7K
Net DEX	-171.9K	-270.3K	-12.6K	-104.3K	-12.6K
Net VEX	-540	-825	-395	-524	-825
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.19	0.00	5.00	0.50	5.00
Total Volume	27.2	0	140	12	48
Total OI	763.8	364	904	744	552

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
2020-11-02	$15.49	$12.50	72.4%	20.7%	36.5%	51.4%	63.6%	-5.2%	-17.4%	1.4K	-104.3K	-524	0.50	107.24	8	4	156	588
2020-11-03	$15.98	$12.50	36.8%	10.5%	37.5%	14.1%	52.8%	-17.4%	6.3%	1.3K	-123.3K	-527	0.00	106.73	72	0	156	588
2020-11-04	$16.42	$13.75	34.9%	10.0%	37.9%	12.2%	0.0%	-2.4%	-5.7%	5.9K	-192.5K	-395	2.00	108.57	4	8	224	596
2020-11-05	$16.60	$13.75	49.1%	11.9%	38.0%	27.0%	37.7%	4.3%	5.2%	5.4K	-203.4K	-475	3.33	102.21	12	40	224	604
2020-11-06	$16.27	$13.75	34.7%	10.3%	38.8%	12.0%	0.0%	-19.3%	9.1%	4.6K	-161.2K	-540	0.00	113.26	0	0	228	644
2020-11-09	$17.52	$13.75	47.5%	12.2%	45.2%	25.4%	0.0%	13.7%	-9.5%	5.5K	-240.7K	-526	0.00	105.69	32	0	228	644
2020-11-10	$17.89	$13.75	50.3%	12.4%	44.6%	28.3%	0.0%	6.2%	-2.8%	5.6K	-270.3K	-482	0.14	100.44	28	4	232	644
2020-11-11	$17.66	$13.75	28.6%	8.2%	45.5%	5.7%	0.0%	1.1%	9.3%	5.2K	-257.8K	-437	0.33	117.37	12	4	216	648
2020-11-12	$17.29	$13.75	33.0%	9.5%	47.0%	10.2%	0.0%	1.5%	3.4%	5.1K	-219.3K	-465	0.00	117.62	0	12	208	652
2020-11-13	$17.61	$13.75	43.4%	12.5%	46.9%	21.1%	0.0%	6.3%	-1.4%	6.0K	-242.5K	-399	0.00	102.01	0	0	208	664
2020-11-16	$17.97	$13.75	40.6%	11.6%	46.6%	18.1%	0.0%	3.3%	0.7%	4.3K	-257.3K	-429	0.00	112.72	40	0	208	664
2020-11-17	$17.96	$13.75	34.7%	9.9%	46.4%	12.0%	34.4%	2.4%	6.4%	5.5K	-258.4K	-446	0.00	120.42	4	0	216	664
2020-11-18	$17.76	$13.75	38.5%	11.0%	46.8%	16.0%	0.0%	11.3%	-3.4%	5.3K	-251.7K	-460	0.00	121.90	4	0	220	664
2020-11-19	$17.33	$13.75	37.0%	10.6%	47.9%	14.4%	0.0%	9.7%	6.6%	4.9K	-206.3K	-565	0.00	121.98	0	4	216	684
2020-11-20	$16.99	$13.75	36.7%	10.5%	48.8%	14.1%	47.8%	1.9%	1.0%	868	-170.6K	-552	3.00	122.55	4	12	216	688
2020-11-23	$17.14	$13.75	28.7%	8.2%	44.3%	5.8%	43.7%	8.3%	17.1%	886	-84.6K	-556	0.00	120.68	0	140	116	248
2020-11-24	$17.60	$16.25	37.8%	10.8%	44.8%	15.2%	40.4%	-0.8%	-2.2%	-2.4K	-68.4K	-721	5.00	122.28	4	20	116	388
2020-11-25	$17.50	$16.25	36.1%	10.3%	43.3%	13.5%	0.0%	6.3%	2.3%	-3.2K	-56.7K	-748	0.00	124.75	0	16	116	408
2020-11-27	$17.52	$16.25	36.9%	10.6%	41.8%	14.2%	0.0%	6.4%	2.4%	-3.6K	-56.8K	-731	0.00	124.77	0	8	116	424
2020-11-30	$16.68	$16.25	37.7%	10.8%	45.3%	15.1%	69.4%	-12.5%	-5.4%	-5.7K	-12.6K	-825	0.00	122.45	0	48	116	436