BBSI Options History — February 2022

In February 2022, BBSI traded between $14.87 and $16.21. ATM implied volatility averaged 46.1%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 24.2% (HV 20d: 21.9%). Max pain ranged from $13.75 to $17.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.68.

Notable Days

2022-02-18: Highest Volume — 460 contracts
2022-02-22: Largest IV spike — 45.7% change
2022-02-28: Highest IV Rank — 50.0%
2022-02-28: Largest Expected Move — 16.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.40	$14.87	$16.21	$16.21	$15.05
Max Pain	$16.45	$13.75	$17.50	$17.50	$16.25
ATM IV	46.1%	35.7%	56.6%	43.3%	56.6%
Expected Move	12.8%	10.2%	16.2%	12.4%	16.2%
HV 20d	21.9%	18.1%	23.9%	18.1%	23.9%
HV 60d	21.5%	20.7%	22.5%	22.5%	20.9%
IV Rank	35.3%	20.6%	50.0%	31.4%	50.0%
IV Percentile	75.3%	47.6%	91.7%	69.4%	91.7%
Term Structure	-1.8%	-12.5%	11.8%	-3.0%	-12.5%
VWIV	53.0%	41.1%	62.8%	54.4%	59.2%
Skew 25d	-4.3%	-19.2%	6.8%	-19.2%	-0.9%
Skew 10d	1.6%	-24.7%	22.1%	-6.3%	5.5%
Call IV 25d	56.6%	45.0%	74.8%	58.7%	61.6%
Put IV 25d	52.3%	39.5%	61.6%	39.5%	60.7%
Bid-Ask Spread %	115.09	112.65	117.81	117.81	115.62
Gamma HHI	0.31	0.26	0.43	0.31	0.30
Net GEX	-13.1K	-19.3K	-9.5K	-13.8K	-10.0K
Net DEX	255.0K	197.9K	349.4K	197.9K	239.4K
Net VEX	-1.6K	-1.7K	-1.4K	-1.4K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.47	1.46	0.51	0.94
Total Volume	388	236	460	424	248
Total OI	821.053	676	912	824	732

Daily Data (19 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
2022-02-01	$16.21	$17.50	43.3%	12.4%	18.1%	31.4%	54.4%	-19.2%	-3.0%	-13.8K	197.9K	-1.4K	0.51	117.81	280	144	184	640
2022-02-02	$15.91	$17.50	40.3%	11.5%	18.7%	27.0%	55.6%	-17.7%	0.8%	-13.9K	213.1K	-1.5K	0.51	116.22	280	144	184	644
2022-02-03	$15.61	$13.75	51.2%	11.1%	19.2%	42.4%	52.8%	-12.9%	9.8%	-12.7K	234.3K	-1.5K	0.53	115.92	280	148	184	636
2022-02-04	$16.09	$13.75	48.6%	12.0%	22.7%	38.7%	57.8%	3.6%	1.4%	-13.0K	233.0K	-1.5K	0.53	113.06	280	148	184	652
2022-02-07	$15.94	$13.75	48.0%	12.0%	21.9%	38.0%	62.8%	0.2%	0.3%	-15.1K	242.1K	-1.5K	0.53	113.97	280	148	184	656
2022-02-08	$16.00	$13.75	47.8%	12.1%	21.0%	37.6%	46.6%	-2.1%	-1.8%	-15.2K	245.9K	-1.5K	0.54	113.92	280	152	184	656
2022-02-09	$15.75	$17.50	45.3%	13.0%	20.9%	34.1%	45.7%	1.4%	-6.1%	-14.0K	232.0K	-1.4K	0.52	113.45	292	152	184	656
2022-02-10	$15.32	$17.50	41.5%	11.9%	22.6%	28.8%	41.1%	-7.6%	11.8%	-13.7K	257.6K	-1.6K	0.47	114.72	292	136	196	656
2022-02-11	$15.13	$17.50	46.4%	13.3%	22.8%	35.7%	50.9%	0.8%	-4.0%	-15.9K	299.0K	-1.5K	0.53	112.65	296	156	196	672
2022-02-14	$14.99	$17.50	46.7%	13.4%	22.8%	36.1%	52.2%	1.8%	-2.7%	-16.9K	335.3K	-1.7K	0.53	113.06	296	156	200	704
2022-02-15	$15.13	$17.50	45.2%	12.9%	22.5%	33.9%	56.9%	-1.5%	-3.6%	-13.3K	293.1K	-1.7K	0.53	115.62	296	156	200	708
2022-02-16	$14.98	$17.50	46.0%	13.2%	22.6%	35.1%	52.5%	-5.4%	-1.7%	-19.3K	349.4K	-1.6K	0.53	116.06	296	156	200	712
2022-02-17	$15.21	$17.50	46.8%	13.4%	23.4%	36.3%	60.1%	3.6%	-5.1%	-10.1K	242.3K	-1.6K	0.53	116.96	296	156	200	700
2022-02-18	$15.25	$17.50	35.7%	10.2%	23.1%	20.6%	47.4%	-1.6%	3.7%	-9.5K	255.5K	-1.7K	0.55	114.53	296	164	200	704
2022-02-22	$15.04	$17.50	52.0%	14.9%	22.2%	43.6%	54.0%	-15.2%	-8.5%	-10.3K	244.6K	-1.5K	1.46	113.90	96	140	80	596
2022-02-23	$14.88	$16.25	40.3%	11.5%	21.8%	27.1%	48.0%	6.8%	-5.9%	-10.6K	248.1K	-1.6K	1.36	115.34	100	136	84	604
2022-02-24	$14.87	$16.25	46.5%	13.3%	21.9%	35.8%	55.6%	-6.8%	-2.2%	-11.7K	268.5K	-1.6K	0.94	117.76	128	120	88	608
2022-02-25	$15.21	$16.25	48.6%	13.9%	23.9%	38.8%	54.2%	-8.8%	-5.1%	-10.3K	213.6K	-1.7K	0.94	116.11	128	120	124	608
2022-02-28	$15.05	$16.25	56.6%	16.2%	23.9%	50.0%	59.2%	-0.9%	-12.5%	-10.0K	239.4K	-1.7K	0.94	115.62	128	120	124	608