BBSI Options History — September 2021

In September 2021, BBSI traded between $18.33 and $19.97. ATM implied volatility averaged 31.7%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 9.6% (HV 20d: 22.1%). Max pain ranged from $18.75 to $18.75. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.14.

Notable Days

2021-09-27: Highest Volume — 24 contracts
2021-09-17: Largest IV spike — 55.4% change
2021-09-01: Highest IV Rank — 27.7%
2021-09-01: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.19	$18.33	$19.97	$19.26	$19.28
Max Pain	$18.75	$18.75	$18.75	$18.75	$18.75
ATM IV	31.7%	21.0%	40.9%	40.9%	40.0%
Expected Move	9.0%	6.0%	11.7%	11.7%	11.5%
HV 20d	22.1%	17.3%	28.1%	28.1%	27.3%
HV 60d	26.2%	25.3%	27.2%	25.8%	26.1%
IV Rank	14.9%	0.0%	27.7%	27.7%	26.6%
IV Percentile	22.0%	0.0%	54.8%	52.4%	54.8%
Term Structure	2.7%	-13.5%	16.7%	-13.5%	-9.3%
VWIV	33.8%	26.2%	41.1%	26.2%	40.4%
Skew 25d	4.4%	-10.6%	18.6%	2.9%	-3.4%
Skew 10d	6.4%	-22.6%	25.2%	-22.6%	2.7%
Call IV 25d	33.3%	20.5%	50.6%	39.0%	34.9%
Put IV 25d	37.6%	28.7%	49.6%	41.9%	31.5%
Bid-Ask Spread %	109.57	101.29	115.34	109.87	115.34
Gamma HHI	0.27	0.20	0.35	0.28	0.25
Net GEX	-4.8K	-17.1K	-1.8K	-3.1K	-3.2K
Net DEX	18.0K	-36.0K	79.1K	1.5K	-1.9K
Net VEX	-679	-819	-545	-627	-635
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.14	0.00	4.00	1.00	0.50
Total Volume	6.286	0	24	8	0
Total OI	511.238	476	544	476	544

Daily Data (21 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
2021-09-01	$19.26	$18.75	40.9%	11.7%	28.1%	27.7%	0.0%	2.9%	-13.5%	-3.1K	1.5K	-627	1.00	109.87	4	4	68	408
2021-09-02	$19.45	$18.75	25.2%	6.1%	18.1%	5.4%	0.0%	11.6%	7.0%	-3.0K	-5.0K	-592	0.00	111.74	0	0	72	412
2021-09-03	$19.14	$18.75	28.0%	8.3%	18.9%	9.4%	0.0%	4.2%	4.2%	-3.7K	19.9K	-688	0.00	104.93	0	4	72	416
2021-09-07	$19.28	$18.75	31.1%	8.0%	17.3%	13.7%	26.2%	4.7%	6.6%	-2.4K	-581	-562	0.33	102.51	12	4	72	416
2021-09-08	$19.59	$18.75	31.7%	9.1%	18.2%	14.6%	0.0%	8.7%	1.2%	-2.5K	1.7K	-662	0.00	101.29	12	0	72	416
2021-09-09	$19.49	$18.75	28.8%	8.3%	18.3%	10.5%	0.0%	-0.7%	3.9%	-3.5K	15.4K	-736	0.00	103.25	0	0	72	420
2021-09-10	$19.17	$18.75	26.3%	7.5%	18.5%	6.9%	0.0%	-1.5%	12.5%	-4.1K	8.9K	-691	0.00	106.07	0	4	84	420
2021-09-13	$19.04	$18.75	23.6%	6.8%	18.6%	3.2%	0.0%	-3.4%	12.9%	-3.5K	16.4K	-669	0.00	109.30	0	4	84	420
2021-09-14	$18.58	$18.75	27.2%	7.8%	20.2%	8.3%	31.5%	10.8%	8.1%	-5.2K	37.7K	-639	0.00	108.88	0	8	84	424
2021-09-15	$19.09	$18.75	31.5%	9.0%	21.9%	14.4%	33.5%	18.6%	7.4%	-5.3K	48.5K	-819	0.00	109.11	0	4	84	428
2021-09-16	$19.08	$18.75	21.0%	6.0%	20.0%	0.0%	0.0%	-3.0%	16.7%	-6.1K	34.1K	-730	0.00	110.59	0	4	84	436
2021-09-17	$18.69	$18.75	32.7%	9.4%	21.1%	16.4%	0.0%	-10.6%	10.8%	-17.1K	68.4K	-783	0.00	110.03	0	0	84	440
2021-09-20	$18.33	$18.75	35.6%	10.2%	21.9%	20.6%	41.1%	9.8%	2.6%	-7.0K	79.1K	-795	4.00	112.47	4	16	68	428
2021-09-21	$18.52	$18.75	38.6%	11.1%	22.0%	24.8%	30.1%	-6.3%	0.7%	-6.2K	64.7K	-783	0.00	114.83	0	16	68	428
2021-09-22	$19.11	$18.75	31.9%	9.1%	24.6%	15.3%	0.0%	-6.1%	-8.4%	-7.1K	25.4K	-672	1.00	114.00	4	4	72	444
2021-09-23	$19.23	$18.75	35.9%	10.3%	24.6%	20.9%	0.0%	14.6%	-0.9%	-3.8K	10.9K	-639	0.00	110.72	0	0	72	460
2021-09-24	$19.64	$18.75	30.7%	8.8%	25.5%	13.6%	0.0%	5.8%	1.6%	-2.8K	-17.3K	-600	0.00	106.22	0	0	76	464
2021-09-27	$19.97	$18.75	33.0%	9.5%	25.6%	16.9%	40.4%	13.8%	-0.9%	-1.8K	-36.0K	-545	0.50	113.20	16	8	76	464
2021-09-28	$19.51	$18.75	38.3%	11.0%	27.2%	24.3%	0.0%	9.6%	-8.4%	-5.1K	-1.4K	-631	0.00	111.95	0	0	76	464
2021-09-29	$19.48	$18.75	34.6%	9.9%	27.1%	19.1%	0.0%	11.9%	1.9%	-3.7K	8.3K	-765	0.00	114.60	0	0	84	460
2021-09-30	$19.28	$18.75	40.0%	11.5%	27.3%	26.6%	0.0%	-3.4%	-9.3%	-3.2K	-1.9K	-635	0.00	115.34	0	0	84	460