BBSI Options History — April 2021

In April 2021, BBSI traded between $17.15 and $18.20. ATM implied volatility averaged 53.3%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 30.3% (HV 20d: 23.0%). Max pain ranged from $16.25 to $17.50. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-04-22: Highest Volume — 1,344 contracts
  • 2021-04-12: Largest IV spike — 98.5% change
  • 2021-04-12: Highest IV Rank — 78.9%
  • 2021-04-21: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.56$17.15$18.20$17.77$18.20
Max Pain$17.44$16.25$17.50$16.25$17.50
ATM IV53.3%34.2%92.1%51.7%43.7%
Expected Move14.0%9.8%18.4%14.8%12.5%
HV 20d23.0%18.0%34.9%34.9%19.6%
HV 60d31.3%30.6%34.1%34.1%30.9%
IV Rank34.1%12.0%78.9%32.3%23.0%
IV Percentile56.3%11.5%98.0%56.0%40.1%
Term Structure-5.1%-34.3%26.6%-32.7%25.0%
VWIV46.9%34.9%68.0%40.8%48.8%
Skew 25d-10.7%-28.1%4.6%-3.6%3.6%
Skew 10d-4.9%-51.0%25.3%-13.5%-24.1%
Call IV 25d59.2%37.0%93.9%37.0%93.9%
Put IV 25d48.5%33.5%97.5%33.5%97.5%
Bid-Ask Spread %105.7294.93127.95127.00127.95
Gamma HHI0.220.160.300.290.16
Net GEX-4.1K-10.6K9.2K-9.6K9.2K
Net DEX-12.4K-183.4K53.2K41.7K-183.4K
Net VEX-1.8K-3.1K-823-1.3K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.011.001.000.01
Total Volume168.95201,344412
Total OI1,458.8571,1242,0481,1362,048

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$17.77$16.2551.7%14.8%34.9%32.3%0.0%-3.6%-32.7%-9.6K41.7K-1.3K0.00127.0004340796
2021-04-05$17.85$17.5058.4%13.1%34.8%40.0%40.8%4.6%3.4%-3.9K-11.1K-1.5K1.00104.7344340800
2021-04-06$17.91$17.5041.0%13.5%27.9%19.9%0.0%-8.7%-6.1%-4.5K-5.9K-1.1K0.00102.0104348808
2021-04-07$17.65$17.5056.6%12.1%25.9%37.9%0.0%-12.9%-1.0%-9.6K28.5K-1.1K0.00102.6900348812
2021-04-08$17.93$17.5058.7%11.2%26.3%40.3%34.9%-16.0%0.9%-8.7K16.5K-8230.25100.52164348812
2021-04-09$17.71$17.5046.4%11.6%26.7%26.1%46.6%-7.8%-5.2%-4.7K-11.6K-1.1K0.0096.08024364816
2021-04-12$17.54$17.5092.1%12.3%25.9%78.9%45.9%-5.5%-9.4%-9.6K33.8K-1.0K0.00105.20020364840
2021-04-13$17.28$17.5045.6%13.8%25.7%25.2%46.2%-27.6%-5.3%-5.9K-1.7K-1.1K0.44101.34380168364860
2021-04-14$17.46$17.5054.1%15.5%21.2%35.0%42.7%3.8%-34.3%-10.5K44.9K-1.1K0.00107.45012368868
2021-04-15$17.39$17.5047.8%13.7%21.0%27.7%36.1%-15.3%4.4%-10.6K50.4K-1.1K0.67107.29128368872
2021-04-16$17.57$17.5054.2%15.5%21.1%35.1%46.9%-23.4%-5.5%-7.4K-2.4K-1.2K0.35102.4622076380880
2021-04-19$17.23$17.5043.0%12.3%20.3%22.1%49.0%-28.1%12.1%-5.1K25.1K-1.3K0.17102.88888152476648
2021-04-20$17.15$17.5062.2%17.8%18.9%44.4%68.0%-22.8%-20.8%-4.3K24.7K-2.5K0.00106.13020720796
2021-04-21$17.25$17.5064.2%18.4%18.0%46.6%0.0%-8.3%-23.9%-7.6K53.2K-1.9K0.0095.55016720816
2021-04-22$17.26$17.5034.2%9.8%18.0%12.0%56.7%-10.2%26.6%-2.7K-16.2K-2.1K0.01105.521,33212720832
2021-04-23$17.50$17.5049.0%14.0%18.5%29.1%46.2%-6.6%-7.7%3.4K-20.3K-3.1K0.0094.930121,040844
2021-04-26$17.24$17.5043.0%12.3%19.2%22.2%47.5%-15.5%16.6%580-70.2K-3.0K0.00106.920321,040856
2021-04-27$17.31$17.5056.5%16.2%18.7%37.8%48.8%-2.1%-18.4%442-57.5K-2.7K0.00111.590801,040888
2021-04-28$17.67$17.5056.5%16.2%20.1%37.7%0.0%-26.6%-11.7%3.0K-121.9K-3.1K0.00110.590361,040968
2021-04-29$17.89$17.5060.3%17.3%20.5%42.1%0.0%3.7%-15.0%2.3K-77.2K-2.7K0.00101.25001,0441,004
2021-04-30$18.20$17.5043.7%12.5%19.6%23.0%0.0%3.6%25.0%9.2K-183.4K-2.4K0.00127.950121,0441,004