BBSI Options History — February 2021

In February 2021, BBSI traded between $16.20 and $18.29. ATM implied volatility averaged 56.5%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 29.2% (HV 20d: 27.4%). Max pain ranged from $16.25 to $16.25. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 6.33.

Notable Days

2021-02-23: Highest Volume — 168 contracts
2021-02-08: Largest IV spike — 111.0% change
2021-02-09: Highest IV Rank — 61.8%
2021-02-25: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.46	$16.20	$18.29	$16.20	$18.01
Max Pain	$16.25	$16.25	$16.25	$16.25	$16.25
ATM IV	56.5%	33.5%	82.5%	45.7%	62.7%
Expected Move	15.8%	12.5%	20.2%	13.1%	18.0%
HV 20d	27.4%	23.9%	34.3%	34.3%	23.9%
HV 60d	30.8%	28.0%	33.9%	33.9%	28.0%
IV Rank	34.5%	10.4%	61.8%	23.2%	41.0%
IV Percentile	58.4%	6.7%	92.9%	42.5%	67.9%
Term Structure	-8.2%	-31.9%	17.9%	11.6%	-31.9%
VWIV	50.8%	27.8%	72.3%	51.7%	49.0%
Skew 25d	-21.7%	-56.9%	10.7%	10.7%	-40.9%
Skew 10d	-20.7%	-52.2%	30.6%	30.6%	-20.9%
Call IV 25d	71.5%	40.6%	108.1%	40.6%	92.7%
Put IV 25d	49.8%	31.1%	67.9%	51.3%	51.8%
Bid-Ask Spread %	124.77	109.52	134.76	129.98	133.16
Gamma HHI	0.29	0.19	0.36	0.35	0.35
Net GEX	-11.3K	-21.5K	-3.2K	-20.6K	-12.3K
Net DEX	-10.7K	-165.3K	193.7K	193.7K	22.8K
Net VEX	-1.2K	-1.5K	-908	-1.5K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.33	0.00	41.00	0.75	41.00
Total Volume	39.158	4	168	12	20
Total OI	1,078.316	708	1,252	1,020	1,044

Daily Data (19 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
2021-02-01	$16.20	$16.25	45.7%	13.1%	34.3%	23.2%	51.7%	10.7%	11.6%	-20.6K	193.7K	-1.5K	0.00	129.98	0	12	148	872
2021-02-02	$16.42	$16.25	43.5%	12.5%	33.0%	20.9%	56.9%	-53.0%	17.9%	-20.1K	166.9K	-1.4K	0.00	133.68	0	8	148	884
2021-02-03	$16.33	$16.25	43.8%	12.6%	31.9%	21.2%	0.0%	-51.0%	10.2%	-21.5K	170.8K	-1.5K	0.00	132.66	0	32	148	892
2021-02-04	$16.87	$16.25	58.2%	14.8%	26.9%	36.3%	45.1%	-10.8%	-2.4%	-12.6K	29.8K	-1.2K	0.75	121.64	32	24	148	924
2021-02-05	$16.73	$16.25	33.5%	14.5%	26.7%	10.4%	0.0%	-8.1%	2.2%	-13.8K	28.3K	-1.3K	0.00	118.01	4	0	180	948
2021-02-08	$17.27	$16.25	70.7%	17.0%	27.9%	49.4%	27.8%	-52.7%	-9.6%	-15.8K	21.2K	-1.2K	1.00	109.52	8	8	180	948
2021-02-09	$17.64	$16.25	82.5%	15.9%	29.0%	61.8%	55.0%	-16.3%	-10.1%	-12.4K	-5.7K	-1.3K	0.75	119.69	16	12	188	956
2021-02-10	$17.51	$16.25	45.7%	13.1%	28.0%	23.0%	42.6%	-15.9%	3.2%	-13.1K	-21.5K	-1.3K	0.00	112.22	40	0	204	968
2021-02-11	$17.74	$16.25	52.6%	15.1%	27.3%	30.3%	0.0%	6.1%	-14.5%	-10.3K	-79.6K	-1.3K	0.00	118.57	0	4	244	968
2021-02-12	$17.48	$16.25	50.2%	14.4%	27.6%	27.8%	36.9%	-17.9%	-9.5%	-3.9K	-140.4K	-1.2K	0.00	125.19	0	8	244	972
2021-02-16	$17.62	$16.25	53.9%	15.4%	25.2%	31.6%	57.0%	4.6%	-5.4%	-8.7K	-118.7K	-1.1K	0.00	110.29	0	28	244	980
2021-02-17	$17.57	$16.25	52.0%	14.9%	25.1%	29.7%	64.6%	-7.8%	-11.2%	-10.7K	-99.7K	-1.1K	0.00	124.37	0	4	244	996
2021-02-18	$17.90	$16.25	55.0%	15.8%	25.6%	32.8%	44.2%	-27.0%	-0.0%	-3.2K	-165.3K	-1.0K	0.80	126.80	40	32	244	1,000
2021-02-19	$17.83	$16.25	60.4%	17.3%	25.2%	38.5%	72.3%	-12.3%	-8.1%	-5.8K	-136.6K	-1.0K	0.00	123.33	0	16	224	1,028
2021-02-22	$18.29	$16.25	60.8%	17.4%	26.1%	38.9%	58.7%	-31.4%	-27.0%	-5.7K	-18.3K	-1.1K	0.00	134.76	0	80	140	568
2021-02-23	$18.13	$16.25	63.8%	18.3%	26.4%	42.1%	53.0%	-22.9%	-27.9%	-5.7K	-64.4K	-908	41.00	128.24	4	164	140	644
2021-02-24	$18.18	$16.25	68.7%	19.7%	26.1%	47.2%	46.9%	-9.1%	-16.5%	-8.2K	-34.7K	-1.0K	0.00	134.61	0	36	140	756
2021-02-25	$18.02	$16.25	70.3%	20.2%	23.9%	48.9%	50.4%	-56.9%	-26.4%	-10.5K	48.6K	-1.3K	0.00	133.95	0	112	140	792
2021-02-26	$18.01	$16.25	62.7%	18.0%	23.9%	41.0%	49.0%	-40.9%	-31.9%	-12.3K	22.8K	-1.2K	0.00	133.16	0	20	140	904