BBSI Options History — June 2022

In June 2022, BBSI traded between $16.90 and $18.88. ATM implied volatility averaged 37.6%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 7.2% (HV 20d: 30.4%). Max pain ranged from $16.25 to $20.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.77.

Notable Days

2022-06-16: Highest Volume — 352 contracts
2022-06-30: Largest IV drop — 24.3% change
2022-06-06: Highest IV Rank — 42.4%
2022-06-29: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.06	$16.90	$18.88	$18.50	$18.00
Max Pain	$18.55	$16.25	$20.00	$18.75	$16.25
ATM IV	37.6%	30.0%	48.0%	35.9%	34.5%
Expected Move	10.1%	7.3%	13.1%	10.3%	9.9%
HV 20d	30.4%	26.7%	34.1%	31.8%	33.9%
HV 60d	28.1%	25.5%	30.5%	25.5%	30.1%
IV Rank	26.0%	14.1%	42.4%	23.3%	21.2%
IV Percentile	50.9%	16.3%	87.3%	47.6%	33.7%
Term Structure	4.0%	-8.2%	16.4%	-6.5%	7.4%
VWIV	37.3%	20.5%	55.0%	55.0%	41.5%
Skew 25d	0.4%	-17.0%	30.7%	1.4%	-17.0%
Skew 10d	16.7%	-23.6%	35.4%	6.7%	-23.6%
Call IV 25d	44.8%	28.2%	63.4%	54.7%	55.0%
Put IV 25d	45.2%	30.9%	60.4%	56.2%	38.0%
Bid-Ask Spread %	115.33	107.95	119.26	118.08	117.99
Gamma HHI	0.22	0.15	0.29	0.27	0.25
Net GEX	-107	-4.4K	2.2K	1.8K	397
Net DEX	-9.5K	-64.6K	82.7K	-50.0K	-30.2K
Net VEX	-703	-825	-565	-779	-565
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.63	0.83	0.63	0.76
Total Volume	325.714	296	352	340	296
Total OI	567.81	536	604	556	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
2022-06-01	$18.50	$18.75	35.9%	10.3%	31.8%	23.3%	55.0%	1.4%	-6.5%	1.8K	-50.0K	-779	0.63	118.08	208	132	176	380
2022-06-02	$18.74	$0.00	40.4%	8.5%	31.7%	30.4%	0.0%	3.4%	7.8%	2.2K	-60.4K	-722	0.63	116.65	208	132	176	380
2022-06-03	$18.49	$0.00	41.1%	7.9%	27.7%	31.5%	29.8%	1.5%	5.6%	2.0K	-64.6K	-683	0.79	116.81	192	152	176	380
2022-06-06	$18.86	$20.00	48.0%	7.3%	28.7%	42.4%	23.1%	3.3%	10.2%	1.5K	-41.7K	-825	0.79	112.53	192	152	180	400
2022-06-07	$18.74	$20.00	36.8%	9.0%	28.6%	24.7%	24.6%	4.3%	5.8%	908	-20.4K	-808	0.71	110.12	192	136	180	400
2022-06-08	$18.88	$20.00	33.1%	9.5%	27.9%	19.0%	21.0%	0.4%	4.7%	1.2K	-32.4K	-818	0.71	107.95	192	136	180	404
2022-06-09	$18.53	$20.00	30.0%	8.6%	28.3%	14.1%	20.5%	-1.0%	5.9%	1.1K	-23.9K	-750	0.71	112.49	192	136	180	404
2022-06-10	$17.91	$20.00	31.6%	9.1%	27.6%	16.7%	39.1%	0.6%	7.4%	62	-9.0K	-701	0.81	119.26	192	156	180	404
2022-06-13	$17.29	$20.00	37.1%	10.6%	27.8%	25.2%	41.8%	0.6%	2.9%	-3.0K	56.8K	-791	0.81	115.56	192	156	180	424
2022-06-14	$17.49	$20.00	39.0%	11.2%	28.0%	28.2%	37.4%	-4.6%	5.8%	-3.0K	50.0K	-768	0.81	112.91	192	156	180	424
2022-06-15	$17.49	$20.00	33.6%	9.6%	26.7%	19.7%	40.9%	-2.7%	11.8%	-2.8K	41.9K	-733	0.81	118.75	192	156	180	424
2022-06-16	$16.90	$20.00	37.5%	10.8%	28.1%	25.9%	44.7%	-5.1%	-1.2%	-4.4K	82.7K	-742	0.83	112.23	192	160	180	424
2022-06-17	$17.09	$20.00	37.0%	10.6%	28.5%	25.1%	45.8%	-1.9%	1.4%	-2.4K	78.7K	-721	0.83	117.32	192	160	180	420
2022-06-21	$17.91	$20.00	37.9%	10.8%	32.7%	26.4%	37.5%	-2.5%	16.4%	-1.8K	25.0K	-683	0.79	113.95	168	132	156	400
2022-06-22	$18.07	$16.25	37.4%	10.7%	32.3%	25.8%	42.4%	3.5%	10.8%	379	-37.4K	-619	0.79	115.03	168	132	156	380
2022-06-23	$17.82	$16.25	35.8%	10.3%	32.7%	23.2%	47.0%	-0.9%	13.0%	86	-21.3K	-640	0.79	116.87	168	132	156	380
2022-06-24	$18.20	$16.25	36.8%	10.5%	33.4%	24.7%	36.6%	30.7%	-8.2%	533	-28.4K	-636	0.79	115.68	168	132	156	380
2022-06-27	$18.45	$16.25	41.0%	11.7%	33.1%	31.3%	32.6%	3.9%	-8.1%	1.8K	-62.8K	-607	0.79	118.00	168	132	160	380
2022-06-28	$18.03	$16.25	39.4%	11.3%	34.1%	28.8%	34.5%	-7.3%	-6.7%	678	-33.7K	-574	0.79	116.51	168	132	160	380
2022-06-29	$17.88	$16.25	45.6%	13.1%	33.9%	38.6%	49.8%	-3.0%	-3.1%	330	-19.2K	-607	0.76	117.26	168	128	160	380
2022-06-30	$18.00	$16.25	34.5%	9.9%	33.9%	21.2%	41.5%	-17.0%	7.4%	397	-30.2K	-565	0.76	117.99	168	128	160	384