BBSI Options History — June 2021

In June 2021, BBSI traded between $17.84 and $18.86. ATM implied volatility averaged 32.3%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 9.2% (HV 20d: 23.1%). Max pain ranged from $17.50 to $18.75. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.90.

Notable Days

  • 2021-06-29: Highest Volume — 1,880 contracts
  • 2021-06-28: Largest IV spike — 52.4% change
  • 2021-06-08: Highest IV Rank — 32.5%
  • 2021-06-28: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.56$17.84$18.86$18.58$18.24
Max Pain$17.66$17.50$18.75$18.75$17.50
ATM IV32.3%21.4%47.1%33.7%34.5%
Expected Move8.8%6.1%10.6%9.7%9.9%
HV 20d23.1%15.5%36.4%36.4%21.9%
HV 60d28.8%26.8%32.6%32.6%28.8%
IV Rank12.5%0.0%32.5%13.8%17.7%
IV Percentile16.3%0.0%55.2%15.9%23.4%
Term Structure4.6%-5.7%18.1%-0.4%-5.0%
VWIV33.0%20.3%43.1%38.6%34.3%
Skew 25d-2.3%-23.6%12.6%-19.1%-13.1%
Skew 10d-7.1%-33.1%50.2%-10.9%-30.1%
Call IV 25d36.9%18.9%56.5%56.5%52.4%
Put IV 25d34.6%23.2%40.7%37.4%39.3%
Bid-Ask Spread %109.1196.41117.46117.4696.41
Gamma HHI0.240.160.290.260.17
Net GEX5.4K-3.9K11.7K9.1K3.4K
Net DEX-71.9K-184.3K35.5K-135.8K-43.5K
Net VEX-1.6K-2.2K-1.3K-1.6K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.005.000.500.04
Total Volume183.45501,88008
Total OI1,484.5451,4241,5641,4361,556

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$18.58$18.7533.7%9.7%36.4%13.8%0.0%-19.1%-0.4%9.1K-135.8K-1.6K0.00117.4600920516
2021-06-02$18.47$18.7534.1%9.8%35.6%14.4%0.0%-9.6%-2.8%10.2K-178.9K-1.9K0.00114.00016920516
2021-06-03$18.63$0.0037.1%9.2%34.7%18.5%0.0%-1.3%2.8%8.5K-109.1K-1.7K0.00103.6900920532
2021-06-04$18.61$0.0039.5%10.4%30.1%21.9%0.0%-7.1%-1.0%9.6K-135.8K-1.9K0.50103.4684920532
2021-06-07$18.63$0.0045.8%9.2%29.5%30.7%0.0%-4.0%13.2%8.6K-109.4K-1.6K0.00103.7900928536
2021-06-08$18.72$0.0047.1%10.0%29.0%32.5%0.0%-2.5%-4.0%11.7K-184.3K-1.9K0.00102.3404928536
2021-06-09$18.79$0.0027.8%8.0%19.1%5.5%0.0%-1.4%7.1%5.5K-55.3K-1.3K0.0098.7480928540
2021-06-10$18.82$0.0031.7%9.1%16.7%11.0%38.6%2.3%1.7%9.4K-118.8K-1.6K1.00109.3344928540
2021-06-11$18.74$17.5026.0%7.5%15.5%3.1%0.0%-5.0%8.5%7.5K-91.8K-1.4K0.00110.0100928544
2021-06-14$18.86$17.5029.1%8.4%15.6%7.4%0.0%10.7%5.3%8.0K-99.5K-1.3K0.00116.21080928544
2021-06-15$18.85$17.5033.4%9.6%15.5%13.3%0.0%-5.0%3.2%7.9K-85.7K-1.7K0.00113.3500928624
2021-06-16$18.68$17.5025.3%7.2%15.8%2.1%0.0%8.7%9.6%4.8K-50.6K-1.6K0.00114.0700928624
2021-06-17$18.65$17.5027.6%7.9%15.5%5.3%0.0%6.9%9.4%3.8K-41.7K-1.5K0.50114.2484928624
2021-06-18$17.84$17.5034.1%9.8%22.1%14.4%0.0%12.6%2.2%1.8K-437-1.6K0.00112.38060936628
2021-06-21$18.06$17.5034.7%9.9%22.6%15.2%43.1%0.6%5.6%-2.5K35.5K-1.5K5.00113.39420912512
2021-06-22$18.41$17.5032.4%9.3%22.6%11.9%0.0%-0.5%-5.7%-3.9K11.4K-1.3K0.00113.6304916532
2021-06-23$18.41$17.5024.3%7.0%21.6%0.7%28.9%1.3%18.1%2.1K-31.8K-1.6K0.04107.761,64072916536
2021-06-24$18.71$17.5021.4%6.1%22.3%0.0%20.3%-23.6%15.0%5.0K-53.2K-2.0K0.00102.95016924540
2021-06-25$18.86$17.5024.2%6.9%21.9%3.8%0.0%4.5%15.5%4.1K-77.3K-1.5K0.00112.5700924556
2021-06-28$18.52$17.5036.9%10.6%21.5%20.9%0.0%-14.8%-2.4%1.9K-23.0K-1.7K0.14112.4216824924556
2021-06-29$18.27$17.5029.6%8.5%21.9%11.1%34.3%8.9%5.4%1.8K-3.7K-1.9K0.04108.181,800801,004548
2021-06-30$18.24$17.5034.5%9.9%21.9%17.7%0.0%-13.1%-5.0%3.4K-43.5K-2.2K0.0096.41081,004552