BBSI Options History — August 2021

In August 2021, BBSI traded between $17.95 and $19.71. ATM implied volatility averaged 35.0%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 5.8% (HV 20d: 29.2%). Max pain ranged from $16.25 to $18.75. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.69.

Notable Days

2021-08-25: Highest Volume — 56 contracts
2021-08-30: Largest IV spike — 30.8% change
2021-08-04: Highest IV Rank — 37.1%
2021-08-04: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.98	$17.95	$19.71	$18.19	$19.27
Max Pain	$16.55	$16.25	$18.75	$17.50	$18.75
ATM IV	35.0%	28.3%	47.6%	42.6%	44.5%
Expected Move	9.8%	8.1%	13.7%	12.2%	12.8%
HV 20d	29.2%	23.7%	31.7%	26.7%	28.9%
HV 60d	25.9%	25.6%	26.3%	26.2%	25.8%
IV Rank	19.2%	9.8%	37.1%	30.1%	32.8%
IV Percentile	28.0%	5.6%	70.6%	55.6%	62.3%
Term Structure	-2.8%	-12.0%	8.8%	-7.5%	-10.6%
VWIV	33.8%	28.2%	43.5%	28.2%	43.5%
Skew 25d	3.4%	-14.5%	17.5%	-8.3%	8.7%
Skew 10d	-3.2%	-20.4%	21.5%	-8.9%	-17.9%
Call IV 25d	37.4%	20.9%	53.8%	45.9%	38.9%
Put IV 25d	40.8%	27.5%	64.3%	37.6%	47.6%
Bid-Ask Spread %	111.49	102.73	120.31	107.97	109.87
Gamma HHI	0.27	0.17	0.65	0.24	0.25
Net GEX	-893	-7.1K	25.3K	-5.3K	-3.7K
Net DEX	-11.7K	-151.7K	61.9K	44.1K	33.3K
Net VEX	-701	-1.0K	-457	-1.0K	-821
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.69	0.00	10.00	0.00	1.00
Total Volume	9.455	0	56	0	8
Total OI	1,222.545	388	1,612	1,592	464

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
2021-08-02	$18.19	$17.50	42.6%	12.2%	26.7%	30.1%	0.0%	-8.3%	-7.5%	-5.3K	44.1K	-1.0K	0.00	107.97	0	0	1,000	592
2021-08-03	$18.25	$17.50	46.2%	13.2%	24.2%	35.1%	0.0%	1.8%	-7.4%	-4.8K	10.2K	-775	0.00	110.75	0	0	1,000	592
2021-08-04	$17.95	$17.50	47.6%	13.7%	23.7%	37.1%	0.0%	11.7%	-12.0%	-7.1K	53.4K	-933	0.00	102.73	0	4	1,000	592
2021-08-05	$19.09	$0.00	35.7%	9.4%	31.5%	20.2%	28.2%	13.8%	-2.6%	-1.9K	-37.0K	-661	0.00	109.16	8	0	1,000	592
2021-08-06	$19.01	$16.25	34.9%	9.4%	30.8%	19.1%	0.0%	-5.4%	-0.9%	-2.1K	-30.0K	-680	0.00	108.09	0	0	1,000	596
2021-08-09	$19.43	$16.25	36.3%	8.5%	31.5%	21.1%	0.0%	-0.8%	2.6%	204	-70.0K	-603	0.00	103.14	0	0	1,004	596
2021-08-10	$19.52	$16.25	33.7%	8.4%	31.4%	17.4%	0.0%	-1.4%	0.2%	11.8K	-151.7K	-884	0.00	107.30	4	0	1,004	596
2021-08-11	$19.44	$16.25	30.7%	8.8%	31.5%	13.2%	0.0%	17.5%	-7.6%	-1.2K	-51.2K	-616	0.00	110.59	0	0	1,004	596
2021-08-12	$19.71	$16.25	28.3%	8.1%	31.7%	9.8%	0.0%	2.2%	0.6%	583	-81.7K	-472	0.00	113.73	20	0	1,004	596
2021-08-13	$19.64	$16.25	28.7%	8.2%	31.6%	10.4%	0.0%	10.5%	1.1%	-462	-70.3K	-518	0.00	108.97	0	0	1,004	596
2021-08-16	$19.55	$16.25	30.0%	8.6%	28.4%	12.2%	0.0%	-5.4%	1.5%	484	-83.3K	-457	10.00	114.24	4	40	1,008	596
2021-08-17	$19.21	$16.25	31.2%	8.9%	28.5%	13.9%	0.0%	17.5%	8.8%	245	-60.4K	-571	0.00	110.24	0	0	1,008	596
2021-08-18	$18.75	$16.25	31.4%	9.0%	30.2%	14.3%	0.0%	-6.1%	8.2%	-2.2K	-22.4K	-728	0.00	110.22	0	12	1,012	600
2021-08-19	$18.57	$16.25	32.0%	9.2%	29.2%	15.1%	0.0%	4.7%	-6.5%	-3.7K	4.7K	-730	0.00	115.15	0	0	1,008	600
2021-08-20	$18.73	$16.25	33.3%	9.5%	28.7%	16.8%	0.0%	1.1%	-0.5%	25.3K	25.9K	-848	0.00	114.05	16	0	1,008	592
2021-08-23	$18.90	$16.25	32.1%	9.2%	28.8%	15.2%	0.0%	1.0%	-3.2%	-4.6K	43.7K	-680	0.00	118.58	0	0	36	352
2021-08-24	$18.73	$16.25	33.4%	9.6%	29.1%	17.1%	0.0%	-14.5%	-7.4%	-4.5K	40.1K	-662	0.00	119.48	0	0	36	352
2021-08-25	$18.65	$16.25	33.7%	9.7%	29.0%	17.4%	0.0%	-11.7%	-6.2%	-4.1K	38.5K	-640	2.50	117.63	16	40	36	352
2021-08-26	$18.83	$16.25	33.3%	9.5%	28.8%	16.8%	0.0%	9.0%	-5.8%	-4.7K	36.4K	-611	0.00	120.31	0	0	36	352
2021-08-27	$19.09	$16.25	30.2%	8.7%	29.0%	12.5%	29.6%	15.1%	-2.5%	-4.4K	61.9K	-919	0.67	112.14	12	8	52	392
2021-08-30	$19.11	$16.25	39.5%	11.3%	28.9%	25.6%	43.5%	13.2%	-4.7%	-3.4K	8.0K	-588	1.00	108.46	8	8	52	392
2021-08-31	$19.27	$18.75	44.5%	12.8%	28.9%	32.8%	0.0%	8.7%	-10.6%	-3.7K	33.3K	-821	1.00	109.87	4	4	64	400