BBSI Options History — August 2022

In August 2022, BBSI traded between $20.25 and $21.45. ATM implied volatility averaged 33.2%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 13.9% (HV 20d: 19.3%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.29.

Notable Days

2022-08-01: Highest Volume — 348 contracts
2022-08-02: Largest IV spike — 64.2% change
2022-08-05: Highest IV Rank — 50.3%
2022-08-03: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.82	$20.25	$21.45	$20.49	$20.32
Max Pain	$19.35	$15.00	$20.00	$15.00	$20.00
ATM IV	33.2%	23.6%	53.0%	28.7%	29.0%
Expected Move	8.8%	6.8%	14.3%	8.2%	8.3%
HV 20d	19.3%	17.8%	20.6%	19.9%	20.6%
HV 60d	26.5%	25.3%	29.3%	29.3%	25.5%
IV Rank	19.1%	4.1%	50.3%	12.0%	12.5%
IV Percentile	29.4%	1.2%	94.0%	9.9%	14.3%
Term Structure	0.5%	-12.5%	11.5%	6.5%	-3.3%
VWIV	38.1%	23.5%	54.3%	42.8%	31.7%
Skew 25d	1.5%	-6.2%	13.1%	-3.4%	-5.2%
Skew 10d	1.7%	-10.3%	18.5%	-10.3%	4.4%
Call IV 25d	37.7%	24.0%	57.5%	44.7%	48.8%
Put IV 25d	39.2%	27.9%	56.7%	41.3%	43.6%
Bid-Ask Spread %	114.67	99.47	123.47	107.67	118.49
Gamma HHI	0.21	0.17	0.39	0.19	0.17
Net GEX	5.8K	3.0K	11.2K	6.3K	3.1K
Net DEX	-179.2K	-270.2K	-80.4K	-220.7K	-80.4K
Net VEX	-527	-658	-413	-656	-479
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.00	0.63	0.43	0.63
Total Volume	100	0	348	348	176
Total OI	456.174	184	612	596	204

Daily Data (23 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
2022-08-01	$20.49	$15.00	28.7%	8.2%	19.9%	12.0%	42.8%	-3.4%	6.5%	6.3K	-220.7K	-656	0.43	107.67	244	104	216	380
2022-08-02	$20.27	$15.00	47.1%	13.5%	19.0%	40.9%	53.9%	2.0%	-12.5%	6.1K	-213.2K	-638	0.41	114.15	244	100	216	380
2022-08-03	$20.29	$15.00	49.7%	14.3%	18.6%	45.0%	54.3%	-0.8%	-9.5%	5.8K	-210.2K	-658	0.41	99.47	244	100	216	384
2022-08-04	$20.25	$20.00	43.8%	9.1%	18.8%	35.7%	29.8%	2.2%	3.3%	6.4K	-217.1K	-612	0.41	113.02	244	100	216	384
2022-08-05	$20.75	$20.00	53.0%	9.2%	19.5%	50.3%	30.9%	-2.1%	0.2%	11.2K	-239.7K	-521	0.43	109.10	244	104	216	384
2022-08-08	$21.10	$20.00	43.0%	8.3%	18.3%	34.5%	23.5%	-0.6%	3.8%	7.3K	-250.7K	-574	0.43	114.07	240	104	216	388
2022-08-09	$20.68	$20.00	41.3%	8.3%	20.2%	31.9%	0.0%	7.2%	-3.7%	6.5K	-232.8K	-583	0.00	111.00	0	0	216	388
2022-08-10	$21.03	$20.00	27.0%	7.7%	20.6%	9.3%	0.0%	-0.1%	5.4%	7.2K	-247.9K	-566	0.00	116.63	0	0	216	388
2022-08-11	$20.91	$20.00	27.8%	8.0%	19.9%	10.7%	0.0%	6.1%	3.5%	7.4K	-242.3K	-574	0.00	113.20	0	0	216	388
2022-08-12	$21.08	$20.00	27.3%	7.8%	19.4%	9.8%	0.0%	8.6%	4.6%	7.7K	-251.5K	-555	0.00	112.08	0	0	216	388
2022-08-15	$21.12	$20.00	28.7%	8.2%	19.4%	12.0%	0.0%	-0.8%	6.2%	7.1K	-247.7K	-573	0.00	116.64	0	4	216	388
2022-08-16	$21.45	$20.00	24.9%	7.1%	17.8%	6.0%	0.0%	-1.4%	8.8%	7.9K	-270.2K	-520	0.00	119.53	16	0	216	392
2022-08-17	$21.37	$20.00	27.2%	7.8%	18.1%	9.7%	0.0%	0.7%	6.5%	7.3K	-268.5K	-565	0.00	122.30	8	0	220	392
2022-08-18	$21.43	$20.00	29.5%	8.4%	18.1%	13.3%	0.0%	0.9%	-3.4%	6.2K	-137.5K	-440	0.00	118.97	4	0	152	392
2022-08-19	$21.39	$20.00	29.2%	8.4%	17.9%	12.8%	0.0%	0.3%	0.9%	5.9K	-132.6K	-413	0.00	118.03	0	0	148	392
2022-08-22	$21.00	$20.00	30.0%	8.6%	19.8%	14.1%	0.0%	13.1%	-3.0%	3.0K	-97.5K	-419	0.00	118.25	12	0	88	96
2022-08-23	$20.84	$20.00	30.2%	8.7%	20.2%	14.5%	0.0%	0.2%	-3.0%	3.5K	-101.8K	-480	0.00	117.06	0	0	100	96
2022-08-24	$20.85	$20.00	26.7%	7.6%	18.7%	8.8%	0.0%	-6.2%	0.3%	3.6K	-93.6K	-472	0.00	114.21	0	0	100	96
2022-08-25	$20.93	$20.00	32.6%	9.4%	18.0%	18.3%	0.0%	12.8%	-6.4%	3.7K	-95.3K	-472	0.00	115.43	0	0	100	96
2022-08-26	$20.44	$20.00	23.6%	6.8%	20.0%	4.1%	0.0%	-4.5%	11.5%	3.5K	-95.3K	-457	0.00	116.38	0	0	100	96
2022-08-29	$20.62	$20.00	29.4%	8.4%	20.2%	13.2%	0.0%	4.2%	-0.4%	3.7K	-90.6K	-454	0.00	108.20	0	8	100	96
2022-08-30	$20.30	$20.00	33.7%	9.7%	20.6%	19.9%	0.0%	1.1%	-3.9%	3.6K	-85.0K	-448	0.00	123.47	0	0	100	104
2022-08-31	$20.32	$20.00	29.0%	8.3%	20.6%	12.5%	31.7%	-5.2%	-3.3%	3.1K	-80.4K	-479	0.63	118.49	108	68	100	104