BBSI Options History — December 2020

In December 2020, BBSI traded between $16.65 and $18.10. ATM implied volatility averaged 39.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 7.6% (HV 20d: 32.3%). Max pain ranged from $15.00 to $16.25. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.60.

Notable Days

2020-12-01: Highest Volume — 32 contracts
2020-12-02: Largest IV spike — 20.1% change
2020-12-07: Highest IV Rank — 27.1%
2020-12-09: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.48	$16.65	$18.10	$16.98	$16.96
Max Pain	$16.02	$15.00	$16.25	$16.25	$16.25
ATM IV	39.9%	35.5%	49.1%	35.7%	39.4%
Expected Move	10.9%	9.6%	12.9%	10.2%	11.3%
HV 20d	32.3%	24.3%	42.7%	42.7%	24.8%
HV 60d	36.6%	34.9%	38.1%	38.0%	35.1%
IV Rank	17.4%	12.9%	27.1%	13.1%	16.9%
IV Percentile	32.6%	20.2%	52.0%	25.4%	30.6%
Term Structure	-1.6%	-12.8%	7.8%	0.6%	-12.8%
VWIV	40.8%	22.6%	58.7%	38.0%	35.3%
Skew 25d	-4.9%	-26.2%	5.4%	-6.2%	-9.8%
Skew 10d	-8.4%	-32.2%	5.7%	-14.2%	-15.8%
Call IV 25d	40.9%	31.3%	56.4%	46.8%	45.1%
Put IV 25d	36.0%	24.1%	44.5%	40.6%	35.3%
Bid-Ask Spread %	116.41	111.52	121.29	118.77	119.80
Gamma HHI	0.39	0.31	0.52	0.48	0.39
Net GEX	-6.7K	-11.7K	-3.5K	-5.7K	-8.5K
Net DEX	-37.3K	-101.4K	24.9K	-27.3K	-7.3K
Net VEX	-666	-801	-508	-764	-628
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.60	0.00	7.00	7.00	2.00
Total Volume	12.909	0	32	32	12
Total OI	657.455	580	724	600	664

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
2020-12-01	$16.98	$16.25	35.7%	10.2%	42.7%	13.1%	38.0%	-6.2%	0.6%	-5.7K	-27.3K	-764	7.00	118.77	4	28	116	484
2020-12-02	$17.10	$16.25	42.9%	12.3%	41.5%	20.6%	0.0%	-13.3%	-11.8%	-7.0K	-21.4K	-751	4.00	118.01	4	16	112	512
2020-12-03	$17.08	$15.00	43.4%	9.6%	40.6%	21.1%	0.0%	1.5%	3.4%	-6.4K	-22.6K	-801	0.00	114.02	0	16	112	512
2020-12-04	$17.54	$15.00	44.8%	10.4%	41.4%	22.5%	0.0%	2.3%	1.0%	-6.0K	-48.7K	-710	0.00	111.52	0	4	112	528
2020-12-07	$17.32	$15.00	49.1%	10.9%	41.0%	27.1%	0.0%	4.1%	0.1%	-5.7K	-44.8K	-689	0.00	113.63	0	16	112	524
2020-12-08	$17.85	$15.00	48.9%	10.6%	33.2%	26.8%	39.5%	2.0%	-0.3%	-5.3K	-78.3K	-545	0.00	114.21	0	16	112	540
2020-12-09	$17.95	$16.25	44.9%	12.9%	32.4%	22.7%	28.5%	-5.1%	-6.0%	-4.8K	-64.4K	-643	0.00	113.45	0	20	112	556
2020-12-10	$17.74	$16.25	38.4%	11.0%	32.4%	15.8%	0.0%	2.0%	3.2%	-6.2K	-46.3K	-682	0.00	113.88	0	12	112	564
2020-12-11	$17.52	$16.25	36.7%	10.5%	31.8%	14.1%	0.0%	-9.6%	2.0%	-7.0K	-35.2K	-720	0.00	114.24	0	32	112	572
2020-12-14	$17.68	$16.25	40.9%	11.7%	31.3%	18.5%	0.0%	-8.7%	-4.1%	-7.2K	-36.9K	-728	0.00	115.18	4	0	112	604
2020-12-15	$18.06	$16.25	35.9%	10.3%	31.3%	13.2%	49.3%	0.8%	3.2%	-5.7K	-69.7K	-647	0.00	117.00	0	4	116	604
2020-12-16	$18.10	$16.25	36.1%	10.3%	31.3%	13.4%	0.0%	-8.4%	3.3%	-5.7K	-70.5K	-642	0.00	117.17	0	0	116	608
2020-12-17	$18.01	$16.25	36.9%	10.6%	31.1%	14.3%	0.0%	-4.7%	1.7%	-5.1K	-80.3K	-570	0.00	115.53	0	0	116	608
2020-12-18	$18.05	$16.25	35.5%	10.2%	29.7%	12.9%	58.7%	0.8%	0.3%	-3.5K	-101.4K	-508	0.00	119.09	4	0	116	608
2020-12-21	$17.75	$16.25	35.5%	10.2%	29.4%	12.9%	49.8%	-6.3%	7.8%	-5.3K	-39.0K	-581	0.00	115.10	0	28	92	488
2020-12-22	$17.54	$16.25	38.3%	11.0%	29.7%	15.7%	22.6%	-26.2%	-2.0%	-6.3K	-26.3K	-656	0.00	118.19	0	4	92	516
2020-12-23	$17.59	$16.25	38.5%	11.0%	28.2%	16.0%	45.7%	3.6%	-3.1%	-7.1K	-32.4K	-616	0.00	118.06	0	12	92	520
2020-12-24	$17.30	$16.25	38.3%	11.0%	28.7%	15.8%	0.0%	-3.4%	-3.5%	-8.3K	-882	-690	0.00	119.09	0	20	92	532
2020-12-28	$17.16	$16.25	41.9%	12.0%	28.8%	19.5%	0.0%	5.4%	-7.5%	-8.0K	-11.9K	-632	0.00	121.29	0	16	92	552
2020-12-29	$16.65	$16.25	38.1%	10.9%	25.1%	15.6%	0.0%	-10.4%	-4.4%	-11.7K	24.9K	-729	2.00	116.46	4	8	92	564
2020-12-30	$16.71	$16.25	37.8%	10.8%	24.3%	15.2%	0.0%	-18.3%	-5.4%	-11.4K	20.8K	-713	0.00	117.30	0	0	92	572
2020-12-31	$16.96	$16.25	39.4%	11.3%	24.8%	16.9%	35.3%	-9.8%	-12.8%	-8.5K	-7.3K	-628	0.00	119.80	0	12	92	572