BBSI Options History — July 2022

In July 2022, BBSI traded between $18.12 and $20.47. ATM implied volatility averaged 42.4%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 14.0% (HV 20d: 28.4%). Max pain ranged from $15.00 to $16.25. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.49.

Notable Days

2022-07-08: Highest Volume — 408 contracts
2022-07-05: Largest IV spike — 43.6% change
2022-07-12: Highest IV Rank — 50.1%
2022-07-21: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.02	$18.12	$20.47	$18.44	$20.47
Max Pain	$15.06	$15.00	$16.25	$16.25	$15.00
ATM IV	42.4%	35.1%	52.9%	35.4%	35.1%
Expected Move	11.5%	10.1%	14.3%	10.2%	10.1%
HV 20d	28.4%	20.8%	35.2%	34.7%	20.8%
HV 60d	30.3%	29.3%	31.2%	30.4%	29.4%
IV Rank	33.6%	22.1%	50.1%	22.7%	22.1%
IV Percentile	65.0%	35.3%	92.9%	39.3%	35.3%
Term Structure	-3.8%	-15.5%	15.3%	3.0%	15.3%
VWIV	45.1%	32.9%	57.9%	44.0%	41.1%
Skew 25d	5.3%	-6.5%	15.3%	15.3%	-6.5%
Skew 10d	7.3%	-19.1%	23.3%	10.1%	-19.1%
Call IV 25d	41.8%	31.0%	57.5%	31.9%	47.5%
Put IV 25d	47.2%	36.4%	58.1%	47.2%	41.1%
Bid-Ask Spread %	107.66	100.91	118.04	118.04	108.78
Gamma HHI	0.17	0.14	0.28	0.28	0.19
Net GEX	2.8K	-864	6.3K	939	6.1K
Net DEX	-119.8K	-213.9K	-18.8K	-52.0K	-213.9K
Net VEX	-667	-799	-408	-483	-699
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.43	0.62	0.62	0.43
Total Volume	352.8	336	408	336	348
Total OI	572.4	508	596	544	596

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
2022-07-01	$18.44	$16.25	35.4%	10.2%	34.7%	22.7%	44.0%	15.3%	3.0%	939	-52.0K	-483	0.62	118.04	208	128	160	384
2022-07-05	$18.12	$15.00	50.9%	12.1%	34.9%	47.0%	41.0%	9.4%	-4.2%	-864	-18.8K	-454	0.62	109.24	208	128	124	384
2022-07-06	$18.41	$15.00	43.1%	11.2%	34.7%	34.6%	40.5%	4.5%	-0.8%	-394	-31.6K	-408	0.62	110.99	208	128	124	384
2022-07-07	$18.47	$15.00	48.3%	11.2%	34.6%	42.8%	38.0%	13.1%	-4.1%	-364	-30.8K	-416	0.56	108.12	228	128	124	384
2022-07-08	$18.81	$15.00	39.5%	11.4%	35.2%	29.1%	41.6%	12.8%	-4.3%	562	-48.9K	-542	0.46	102.96	280	128	144	384
2022-07-11	$18.52	$15.00	51.7%	11.5%	35.0%	48.2%	41.7%	6.0%	-5.7%	2.0K	-100.0K	-799	0.46	105.26	280	128	196	384
2022-07-12	$18.43	$15.00	52.9%	10.8%	32.8%	50.1%	45.9%	10.4%	-4.4%	1.8K	-103.2K	-735	0.53	101.21	240	128	196	384
2022-07-13	$18.50	$15.00	40.9%	11.7%	29.8%	31.2%	46.8%	3.5%	-1.4%	1.9K	-106.0K	-753	0.53	102.19	240	128	200	384
2022-07-14	$18.29	$15.00	41.3%	11.8%	30.1%	31.8%	44.9%	-6.2%	-5.4%	1.5K	-92.1K	-771	0.52	101.76	248	128	200	384
2022-07-15	$18.64	$15.00	37.2%	10.7%	30.7%	25.3%	44.7%	-0.8%	-3.7%	2.3K	-111.2K	-758	0.52	100.91	248	128	200	384
2022-07-18	$18.71	$15.00	39.8%	11.4%	27.3%	29.4%	42.6%	5.4%	-3.4%	3.0K	-120.8K	-709	0.44	107.06	236	104	200	380
2022-07-19	$19.26	$15.00	49.2%	14.1%	28.5%	44.3%	53.6%	13.6%	-15.5%	3.1K	-138.2K	-798	0.44	109.68	236	104	212	380
2022-07-20	$19.33	$15.00	39.0%	11.2%	24.1%	28.2%	48.9%	1.2%	-4.4%	4.5K	-162.5K	-713	0.44	110.46	236	104	216	380
2022-07-21	$19.38	$15.00	50.0%	14.3%	24.0%	45.5%	51.7%	12.3%	-15.1%	4.0K	-162.0K	-736	0.44	111.00	236	104	216	380
2022-07-22	$19.30	$15.00	41.2%	11.8%	23.4%	31.7%	40.9%	3.0%	2.0%	4.5K	-164.0K	-739	0.45	110.08	232	104	216	380
2022-07-25	$19.45	$15.00	40.8%	11.7%	22.6%	31.0%	53.9%	-0.3%	-7.9%	4.9K	-170.6K	-721	0.45	112.46	232	104	216	380
2022-07-26	$19.57	$15.00	39.6%	11.3%	22.3%	29.1%	57.9%	-2.4%	-7.5%	4.4K	-165.2K	-745	0.45	107.58	232	104	216	380
2022-07-27	$20.03	$15.00	36.8%	10.6%	21.2%	24.8%	48.4%	7.2%	-4.3%	5.9K	-196.8K	-668	0.45	109.39	232	104	216	380
2022-07-28	$20.36	$15.00	35.3%	10.1%	20.8%	22.4%	32.9%	5.4%	-4.2%	6.3K	-207.4K	-686	0.45	105.98	232	104	216	380
2022-07-29	$20.47	$15.00	35.1%	10.1%	20.8%	22.1%	41.1%	-6.5%	15.3%	6.1K	-213.9K	-699	0.43	108.78	244	104	216	380