BBSI Options History — December 2021

In December 2021, BBSI traded between $16.44 and $17.79. ATM implied volatility averaged 40.6%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 15.3% (HV 20d: 25.3%). Max pain ranged from $16.25 to $18.75. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-12-30: Highest Volume — 372 contracts
  • 2021-12-13: Largest IV spike — 74.1% change
  • 2021-12-14: Highest IV Rank — 89.5%
  • 2021-12-03: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.27$16.44$17.79$17.68$17.19
Max Pain$17.68$16.25$18.75$18.75$16.25
ATM IV40.6%24.6%84.7%42.0%24.6%
Expected Move10.0%7.0%13.8%12.0%7.0%
HV 20d25.3%21.3%39.7%39.7%21.4%
HV 60d29.9%28.8%31.1%30.7%28.8%
IV Rank27.5%5.0%89.5%29.5%5.0%
IV Percentile47.2%2.4%99.2%63.1%2.4%
Term Structure-0.6%-13.3%10.9%-0.2%10.9%
VWIV52.5%38.6%73.7%57.0%41.6%
Skew 25d2.1%-13.1%15.3%1.0%4.0%
Skew 10d5.4%-27.7%26.3%3.5%4.1%
Call IV 25d43.0%30.8%66.7%57.3%33.5%
Put IV 25d45.1%32.2%75.5%58.3%37.6%
Bid-Ask Spread %108.75101.27116.82110.84113.03
Gamma HHI0.230.160.360.160.26
Net GEX-4.9K-6.2K-2.6K-2.6K-6.2K
Net DEX87.2K61.6K118.0K61.6K113.0K
Net VEX-888-1.3K-666-698-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.291.640.860.55
Total Volume275.818208372208372
Total OI418292568332568

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$17.68$18.7542.0%12.0%39.7%29.5%57.0%1.0%-0.2%-2.6K61.6K-6980.86110.8411296116216
2021-12-02$17.79$18.7545.0%12.9%39.2%33.8%62.1%-2.0%-7.2%-3.7K64.7K-6750.86116.8211296136216
2021-12-03$17.30$18.7548.2%13.8%28.7%38.2%73.7%8.7%-13.3%-3.0K79.2K-7470.86115.3311296136216
2021-12-06$17.57$0.0055.9%11.0%24.4%49.1%0.0%-0.4%-4.3%-3.3K67.8K-6850.87105.51120104136216
2021-12-07$17.69$0.0029.0%10.1%24.2%11.2%0.0%2.6%1.0%-4.0K71.3K-7660.87106.98120104144232
2021-12-08$17.59$0.0042.3%9.9%24.1%30.0%0.0%13.0%-1.4%-5.7K70.5K-7510.77101.2712092144232
2021-12-09$17.33$0.0034.7%9.1%24.1%19.2%0.0%-1.7%2.2%-5.4K80.5K-7000.77103.0112092144236
2021-12-10$17.24$0.0041.9%8.1%23.1%29.4%0.0%7.9%5.2%-5.7K83.9K-7110.66105.6314092144236
2021-12-13$16.91$0.0073.0%11.0%23.4%73.1%0.0%-11.6%-1.8%-5.2K93.3K-7100.66110.0114092144236
2021-12-14$16.57$0.0084.7%7.9%22.9%89.5%0.0%2.2%3.0%-6.1K113.8K-7000.51107.8018092144236
2021-12-15$16.44$0.0034.5%9.9%22.6%18.9%0.0%-0.4%5.5%-5.8K113.6K-7070.51115.7418092144232
2021-12-16$16.56$0.0038.7%11.1%22.9%24.9%0.0%2.9%0.6%-5.7K102.6K-6900.51113.8218092144232
2021-12-17$16.83$0.0042.3%12.1%24.3%29.9%0.0%2.9%-5.9%-4.4K81.4K-6920.53111.3718096144220
2021-12-20$17.13$0.0039.7%11.4%25.6%26.3%0.0%-13.1%-3.1%-5.4K82.1K-6661.64110.848814472220
2021-12-21$17.20$0.0035.6%10.2%24.9%20.5%0.0%-9.0%1.9%-6.2K118.0K-1.1K0.29110.612366872328
2021-12-22$17.45$0.0027.2%7.8%25.6%8.7%0.0%-3.3%6.9%-5.7K87.8K-1.1K0.37101.7823688148332
2021-12-23$17.39$0.0033.8%9.7%25.6%17.9%0.0%5.0%-6.1%-4.2K83.7K-1.3K0.37103.4223688156352
2021-12-27$17.66$0.0033.9%9.7%23.4%18.1%38.6%1.3%-4.5%-4.2K74.9K-1.2K0.50101.31240120156352
2021-12-28$17.56$18.7528.5%8.2%23.4%10.5%48.1%15.3%-2.8%-4.2K86.8K-1.2K0.52108.23240124160384
2021-12-29$17.53$16.2528.7%8.2%21.3%10.8%52.6%6.3%-2.0%-4.6K87.1K-1.3K0.52112.19240124164396
2021-12-30$17.34$16.2528.5%8.2%21.4%10.5%46.4%14.3%1.8%-5.9K100.6K-1.2K0.55107.05240132164396
2021-12-31$17.19$16.2524.6%7.0%21.4%5.0%41.6%4.0%10.9%-6.2K113.0K-1.2K0.55113.03240132164404