BBSI Options History — March 2021

In March 2021, BBSI traded between $17.31 and $18.87. ATM implied volatility averaged 49.0%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 9.6% (HV 20d: 39.4%). Max pain ranged from $16.25 to $16.25. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 3.63.

Notable Days

  • 2021-03-29: Highest Volume — 468 contracts
  • 2021-03-16: Largest IV spike — 117.2% change
  • 2021-03-09: Highest IV Rank — 65.8%
  • 2021-03-02: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.84$17.31$18.87$18.30$17.34
Max Pain$16.25$16.25$16.25$16.25$16.25
ATM IV49.0%25.8%86.4%74.9%28.1%
Expected Move12.0%7.4%22.8%21.5%8.0%
HV 20d39.4%22.9%44.0%22.9%41.9%
HV 60d33.4%27.9%35.5%27.9%34.1%
IV Rank26.7%2.3%65.8%53.7%4.9%
IV Percentile39.1%0.4%95.2%85.7%2.0%
Term Structure-0.0%-35.2%28.9%-22.2%0.5%
VWIV50.2%23.3%75.9%61.8%49.6%
Skew 25d-12.4%-74.8%27.0%2.7%13.6%
Skew 10d-13.1%-86.2%22.6%-86.2%5.9%
Call IV 25d56.1%26.9%123.9%79.8%40.0%
Put IV 25d43.7%27.4%82.5%82.5%53.6%
Bid-Ask Spread %125.95118.17136.45136.45124.84
Gamma HHI0.310.220.390.330.22
Net GEX-11.4K-19.4K-170-11.1K-8.5K
Net DEX39.6K-91.2K156.0K19.3K43.0K
Net VEX-1.1K-1.4K-779-1.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.630.0313.001.000.07
Total Volume93.217046820196
Total OI1,073.9136921,2841,0561,136

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-03-01$18.30$16.2574.9%21.5%22.9%53.7%61.8%2.7%-22.2%-11.1K19.3K-1.2K0.00136.45020136920
2021-03-02$18.87$16.2579.6%22.8%24.4%58.7%71.6%-43.6%-20.8%-11.1K-28.6K-1.0K1.00134.5588136940
2021-03-03$18.77$16.2560.5%17.4%24.7%38.6%47.5%-74.8%-35.2%-12.3K43.2K-1.2K13.00135.23452144940
2021-03-04$17.50$16.2566.2%9.0%36.7%44.6%43.8%7.6%9.1%-19.3K79.5K-1.2K6.50122.25852144988
2021-03-05$17.63$16.2582.0%11.2%35.1%61.2%0.0%-3.8%1.4%-19.4K98.6K-1.3K0.00123.170401441,028
2021-03-08$18.66$16.2575.8%10.8%39.8%54.7%0.0%-5.2%3.9%-8.9K-76.0K-7790.00124.29001401,004
2021-03-09$18.05$16.2586.4%10.0%40.8%65.8%0.0%-1.6%-0.7%-15.5K54.3K-1.0K0.00121.10001401,004
2021-03-10$17.86$16.2530.2%8.7%40.4%6.7%0.0%-17.6%8.9%-13.4K12.6K-1.0K0.00122.34001401,004
2021-03-11$17.89$16.2539.5%11.3%40.3%16.5%62.2%2.5%5.4%-17.6K128.3K-1.1K1.25123.5916201401,004
2021-03-12$18.21$16.2554.8%15.7%40.5%32.6%49.8%-27.0%-22.1%-14.1K118.7K-1.2K0.00134.340321521,024
2021-03-15$18.45$16.2528.2%8.1%40.2%4.7%75.9%1.0%28.9%-7.5K-91.2K-8065.50127.008441521,056
2021-03-16$17.66$16.2561.4%17.6%43.4%39.5%0.0%-43.0%-6.0%-18.4K156.0K-1.4K0.00134.84001561,100
2021-03-17$17.50$16.2564.0%18.3%43.5%42.2%0.0%-38.1%-18.0%-1701.6K-1.0K0.00129.960121561,100
2021-03-18$17.64$16.2548.0%13.8%43.0%25.4%23.3%-0.6%-12.6%-17.5K57.4K-9840.00120.910241561,112
2021-03-19$18.05$16.2531.2%8.9%43.9%8.5%55.4%27.0%19.6%-6.7K-28.0K-9963.24125.85842721481,136
2021-03-22$17.66$16.2527.6%7.9%43.6%4.4%35.8%-5.5%19.5%-6.5K28.4K-8130.00120.9502888604
2021-03-23$17.34$16.2525.8%7.4%43.9%2.3%39.7%5.1%8.6%-8.6K34.3K-8090.13129.133885288632
2021-03-24$17.34$16.2525.8%7.4%43.9%2.3%0.0%-26.5%17.0%-6.4K6.8K-9859.00126.75436160684
2021-03-25$17.46$16.2532.9%9.4%43.9%10.6%36.7%-29.8%2.8%-9.5K51.2K-1.0K0.00119.44024160716
2021-03-26$17.52$16.2533.5%9.6%44.0%11.2%0.0%5.5%0.4%-8.0K29.2K-9850.00120.82020160732
2021-03-29$17.31$16.2537.6%10.8%43.6%15.9%49.6%-24.7%10.4%-11.9K106.9K-1.1K0.03120.8845612160744
2021-03-30$17.36$16.2532.4%9.3%41.9%9.9%0.0%-7.8%0.8%-9.2K66.8K-1.1K0.22118.1718440348744
2021-03-31$17.34$16.2528.1%8.0%41.9%4.9%0.0%13.6%0.5%-8.5K43.0K-1.2K0.07124.8418412352784