BBSI Options History — April 2022

In April 2022, BBSI traded between $18.02 and $19.50. ATM implied volatility averaged 49.7%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 28.5% (HV 20d: 21.2%). Max pain ranged from $16.25 to $16.25. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.30.

Notable Days

2022-04-14: Highest Volume — 820 contracts
2022-04-05: Largest IV spike — 35.6% change
2022-04-11: Highest IV Rank — 79.1%
2022-04-29: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.63	$18.02	$19.50	$19.50	$18.02
Max Pain	$16.25	$16.25	$16.25	$16.25	$16.25
ATM IV	49.7%	32.9%	71.4%	32.9%	61.9%
Expected Move	13.4%	11.2%	17.7%	11.2%	17.7%
HV 20d	21.2%	15.5%	26.2%	15.5%	26.2%
HV 60d	38.9%	38.3%	40.0%	38.6%	40.0%
IV Rank	43.7%	16.7%	79.1%	16.7%	64.2%
IV Percentile	82.8%	29.8%	98.8%	29.8%	98.4%
Term Structure	-10.4%	-21.2%	-2.3%	-3.5%	-18.9%
VWIV	47.3%	36.6%	70.8%	38.7%	70.8%
Skew 25d	11.0%	3.9%	26.4%	4.3%	11.7%
Skew 10d	20.2%	-2.2%	96.5%	96.5%	0.6%
Call IV 25d	45.1%	32.9%	69.5%	43.1%	69.5%
Put IV 25d	56.1%	43.7%	81.2%	47.5%	81.2%
Bid-Ask Spread %	101.57	91.14	111.17	104.40	95.78
Gamma HHI	0.15	0.12	0.20	0.14	0.13
Net GEX	1.5K	-2.4K	7.7K	2.7K	1.7K
Net DEX	-80.3K	-218.5K	22.2K	-123.3K	-46.8K
Net VEX	-1.3K	-1.6K	-1.1K	-1.2K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.28	0.31	0.30	0.30
Total Volume	732	0	820	760	796
Total OI	969.4	912	1,040	912	1,040

Daily Data (20 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
2022-04-01	$19.50	$16.25	32.9%	11.2%	15.5%	16.7%	38.7%	4.3%	-3.5%	2.7K	-123.3K	-1.2K	0.30	104.40	584	176	256	656
2022-04-04	$19.02	$16.25	35.7%	13.2%	18.3%	20.7%	36.6%	13.5%	-8.2%	827	-69.5K	-1.3K	0.30	91.14	584	176	256	664
2022-04-05	$18.76	$16.25	48.5%	11.6%	19.1%	38.6%	45.6%	8.7%	-4.0%	266	-60.0K	-1.2K	0.30	111.17	584	176	256	664
2022-04-06	$18.45	$16.25	54.2%	11.8%	20.1%	46.6%	48.0%	6.2%	-2.4%	-1.5K	-20.8K	-1.4K	0.30	109.30	584	176	256	664
2022-04-07	$18.48	$16.25	56.5%	11.9%	19.3%	49.9%	48.5%	8.1%	-2.3%	-1.3K	-60.5K	-1.1K	0.30	109.59	584	176	256	664
2022-04-08	$18.42	$16.25	59.4%	13.1%	19.4%	54.0%	42.4%	8.4%	-7.0%	-1.1K	-16.0K	-1.3K	0.30	102.42	584	176	256	664
2022-04-11	$18.31	$16.25	71.4%	12.4%	19.2%	79.1%	43.2%	9.5%	-6.3%	-1.7K	-21.0K	-1.3K	0.30	109.13	584	176	256	664
2022-04-12	$18.41	$16.25	52.5%	15.3%	19.3%	49.5%	49.6%	16.6%	-18.0%	-2.4K	-2.0K	-1.6K	0.30	91.61	584	176	256	664
2022-04-13	$18.52	$16.25	45.7%	13.1%	19.4%	38.8%	51.1%	10.8%	-7.2%	-1.2K	-25.4K	-1.3K	0.30	109.49	584	176	256	664
2022-04-14	$18.34	$16.25	41.9%	12.0%	19.3%	32.8%	43.1%	7.9%	-5.8%	-1.9K	22.2K	-1.5K	0.28	94.02	640	180	256	664
2022-04-18	$18.26	$16.25	47.5%	13.6%	18.9%	41.5%	45.0%	8.2%	-8.8%	880	-71.1K	-1.3K	0.30	105.50	564	172	304	660
2022-04-19	$18.46	$16.25	47.3%	13.6%	18.9%	41.3%	41.1%	9.3%	-7.9%	1.7K	-103.4K	-1.3K	0.31	101.07	568	176	312	660
2022-04-20	$19.12	$16.25	47.9%	13.7%	22.8%	42.2%	44.2%	12.3%	-21.2%	3.5K	-158.1K	-1.1K	0.29	100.59	608	176	316	664
2022-04-21	$19.43	$16.25	42.9%	12.3%	23.1%	34.3%	44.2%	26.4%	-13.4%	7.7K	-218.5K	-1.3K	0.29	92.62	608	176	376	664
2022-04-22	$18.82	$16.25	42.1%	12.1%	25.5%	33.1%	41.6%	3.9%	-8.7%	5.7K	-165.3K	-1.5K	0.29	99.24	608	176	376	664
2022-04-25	$18.70	$16.25	47.9%	13.7%	25.4%	42.3%	52.9%	24.1%	-11.6%	4.1K	-128.1K	-1.3K	0.29	100.58	608	176	376	664
2022-04-26	$18.77	$16.25	54.3%	15.6%	24.7%	52.2%	60.9%	19.3%	-17.0%	4.5K	-125.1K	-1.5K	0.29	101.36	608	176	376	664
2022-04-27	$18.29	$16.25	51.2%	14.7%	25.1%	47.4%	0.0%	6.1%	-17.0%	3.7K	-98.9K	-1.3K	0.00	104.80	0	0	376	664
2022-04-28	$18.48	$16.25	52.2%	15.0%	25.2%	49.0%	52.1%	4.3%	-19.2%	4.1K	-114.3K	-1.3K	0.29	97.65	608	176	376	664
2022-04-29	$18.02	$16.25	61.9%	17.7%	26.2%	64.2%	70.8%	11.7%	-18.9%	1.7K	-46.8K	-1.5K	0.30	95.78	612	184	376	664