BBSI Options History — October 2021

In October 2021, BBSI traded between $19.66 and $20.61. ATM implied volatility averaged 41.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 16.8% (HV 20d: 24.5%). Max pain ranged from $17.50 to $18.75. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.13.

Notable Days

2021-10-29: Highest Volume — 140 contracts
2021-10-12: Largest IV drop — 32.2% change
2021-10-11: Highest IV Rank — 54.7%
2021-10-28: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.17	$19.66	$20.61	$19.81	$20.61
Max Pain	$17.56	$17.50	$18.75	$18.75	$17.50
ATM IV	41.2%	31.1%	59.9%	40.8%	44.1%
Expected Move	11.0%	8.9%	12.9%	11.7%	12.7%
HV 20d	24.5%	17.0%	28.8%	28.8%	17.0%
HV 60d	25.3%	21.6%	26.4%	26.4%	21.6%
IV Rank	28.4%	14.2%	54.7%	27.8%	32.5%
IV Percentile	55.1%	16.3%	88.5%	56.7%	69.4%
Term Structure	-2.9%	-9.5%	7.3%	1.7%	-7.6%
VWIV	44.9%	34.5%	78.9%	35.9%	46.6%
Skew 25d	5.1%	-5.5%	18.6%	1.0%	13.4%
Skew 10d	11.5%	1.2%	31.9%	4.0%	11.8%
Call IV 25d	39.2%	31.9%	55.4%	55.4%	42.8%
Put IV 25d	44.3%	36.3%	56.5%	56.5%	56.2%
Bid-Ask Spread %	105.73	97.81	116.39	116.39	111.82
Gamma HHI	0.23	0.17	0.39	0.39	0.19
Net GEX	-531	-4.8K	3.0K	-2.7K	2.9K
Net DEX	-47.1K	-78.3K	3.5K	-47.4K	-69.0K
Net VEX	-516	-731	-394	-394	-485
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.13	0.00	1.73	0.00	1.19
Total Volume	55.429	0	140	12	140
Total OI	594.095	544	644	544	636

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
2021-10-01	$19.81	$18.75	40.8%	11.7%	28.8%	27.8%	35.9%	1.0%	1.7%	-2.7K	-47.4K	-394	0.00	116.39	12	0	84	460
2021-10-04	$19.76	$17.50	43.9%	11.8%	28.1%	32.2%	0.0%	2.1%	-4.4%	-3.3K	3.5K	-731	0.00	104.12	0	0	84	460
2021-10-05	$19.86	$17.50	42.7%	11.6%	28.1%	30.5%	40.2%	3.5%	-4.8%	-2.1K	-46.2K	-425	0.00	105.42	8	0	84	460
2021-10-06	$19.80	$17.50	47.0%	11.3%	27.6%	36.5%	0.0%	6.1%	-2.9%	-4.8K	-15.0K	-568	0.00	102.65	0	0	84	460
2021-10-07	$20.14	$17.50	47.2%	11.0%	28.1%	36.8%	50.3%	6.8%	-2.9%	-2.9K	-29.0K	-581	0.75	101.20	16	12	84	460
2021-10-08	$20.25	$17.50	50.9%	11.2%	27.2%	42.1%	40.5%	7.4%	-3.8%	-1.3K	-63.4K	-399	0.50	106.68	8	4	84	460
2021-10-11	$20.54	$17.50	59.9%	11.4%	27.3%	54.7%	0.0%	1.3%	-3.6%	-1.7K	-78.3K	-460	0.00	97.81	0	0	100	472
2021-10-12	$20.30	$17.50	40.6%	10.1%	25.9%	27.5%	78.9%	2.9%	1.4%	-1.2K	-49.0K	-627	0.00	100.14	0	4	104	476
2021-10-13	$19.77	$17.50	38.4%	11.0%	26.7%	24.4%	47.2%	8.4%	-3.3%	-2.5K	-15.4K	-618	0.00	104.42	0	40	104	476
2021-10-14	$19.66	$17.50	35.6%	10.2%	26.8%	20.5%	0.0%	-5.5%	0.1%	-279	-49.6K	-428	1.00	103.19	4	4	104	480
2021-10-15	$19.93	$17.50	31.1%	8.9%	25.8%	14.2%	0.0%	3.3%	3.9%	547	-63.5K	-459	0.00	107.06	0	8	104	520
2021-10-18	$20.03	$17.50	34.7%	10.0%	24.4%	19.2%	40.1%	5.4%	-0.1%	511	-37.5K	-486	1.00	111.75	12	12	88	496
2021-10-19	$20.17	$17.50	36.1%	10.3%	24.3%	21.1%	48.7%	5.0%	-5.1%	168	-45.6K	-449	0.00	101.02	0	8	88	504
2021-10-20	$20.56	$17.50	34.9%	10.0%	22.8%	19.5%	34.5%	4.4%	-9.5%	3.0K	-57.6K	-514	1.67	104.83	48	80	100	520
2021-10-21	$20.43	$17.50	38.7%	11.1%	23.0%	24.9%	38.8%	0.8%	-5.1%	1.0K	-66.2K	-466	1.67	102.68	48	80	104	532
2021-10-22	$20.42	$17.50	40.9%	11.7%	22.0%	28.0%	44.2%	11.7%	-6.0%	-2.0K	-24.2K	-677	1.58	108.77	48	76	104	532
2021-10-25	$20.38	$17.50	42.2%	12.1%	21.4%	29.8%	40.5%	1.0%	-3.7%	1.1K	-55.3K	-528	1.58	109.89	48	76	104	536
2021-10-26	$20.25	$17.50	31.2%	8.9%	19.6%	14.3%	44.3%	5.0%	7.3%	538	-43.0K	-549	1.58	108.75	48	76	104	536
2021-10-27	$20.44	$17.50	39.8%	11.4%	19.7%	26.4%	43.3%	4.8%	-4.7%	2.6K	-66.3K	-489	1.58	100.60	48	76	108	536
2021-10-28	$20.53	$17.50	44.9%	12.9%	19.2%	33.5%	45.1%	18.6%	-8.3%	1.1K	-70.1K	-509	1.73	111.24	44	76	108	536
2021-10-29	$20.61	$17.50	44.1%	12.7%	17.0%	32.5%	46.6%	13.4%	-7.6%	2.9K	-69.0K	-485	1.19	111.82	64	76	100	536