BBSI Options History — September 2022

In September 2022, BBSI traded between $19.26 and $20.75. ATM implied volatility averaged 31.7%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 10.3% (HV 20d: 21.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.12.

Notable Days

2022-09-06: Highest Volume — 2,060 contracts
2022-09-08: Largest IV drop — 27.6% change
2022-09-07: Highest IV Rank — 40.6%
2022-09-02: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.99	$19.26	$20.75	$20.11	$19.43
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	31.7%	24.2%	46.9%	36.9%	29.3%
Expected Move	8.1%	6.9%	11.9%	10.6%	8.4%
HV 20d	21.4%	17.2%	24.4%	20.9%	23.2%
HV 60d	22.7%	21.1%	25.7%	25.6%	21.1%
IV Rank	15.0%	1.4%	40.6%	25.0%	9.6%
IV Percentile	25.1%	1.6%	81.3%	46.8%	17.1%
Term Structure	7.4%	-17.5%	18.8%	-6.4%	3.9%
VWIV	29.0%	22.0%	34.5%	22.0%	34.1%
Skew 25d	2.2%	-5.4%	10.8%	3.8%	9.5%
Skew 10d	5.7%	-6.9%	22.2%	13.3%	22.2%
Call IV 25d	34.5%	21.4%	55.9%	49.3%	32.0%
Put IV 25d	36.7%	22.2%	56.4%	53.0%	41.5%
Bid-Ask Spread %	110.88	98.33	122.81	122.81	111.74
Gamma HHI	0.16	0.14	0.20	0.18	0.14
Net GEX	4.1K	2.9K	6.6K	3.0K	3.1K
Net DEX	-76.8K	-113.2K	-47.1K	-70.2K	-57.6K
Net VEX	-492	-699	-408	-445	-432
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.18	0.03	0.15
Total Volume	306.857	0	2,060	0	512
Total OI	257.143	200	368	200	248

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
2022-09-01	$20.11	$20.00	36.9%	10.6%	20.9%	25.0%	0.0%	3.8%	-6.4%	3.0K	-70.2K	-445	0.00	122.81	0	0	96	104
2022-09-02	$19.88	$20.00	41.6%	11.9%	19.1%	32.3%	0.0%	0.5%	-17.5%	2.9K	-68.9K	-438	0.00	120.66	0	0	96	104
2022-09-06	$20.16	$0.00	45.5%	7.9%	18.7%	38.4%	0.0%	-0.4%	8.7%	3.4K	-74.1K	-429	0.03	116.37	1,992	68	96	104
2022-09-07	$20.43	$0.00	46.9%	7.2%	18.3%	40.6%	0.0%	-3.4%	15.0%	5.7K	-102.1K	-699	0.18	113.17	380	68	264	104
2022-09-08	$20.32	$0.00	33.9%	7.2%	17.2%	20.3%	22.0%	3.2%	15.1%	4.4K	-87.3K	-581	0.00	98.33	320	0	256	104
2022-09-09	$20.75	$20.00	33.5%	7.1%	19.0%	19.6%	0.0%	4.6%	5.7%	4.8K	-107.2K	-555	0.00	101.19	16	0	148	104
2022-09-12	$20.70	$20.00	40.9%	7.9%	18.7%	31.3%	0.0%	-1.4%	5.3%	6.6K	-113.2K	-586	0.00	107.33	0	0	164	104
2022-09-13	$20.15	$20.00	32.4%	9.0%	20.8%	17.8%	26.9%	10.8%	4.7%	5.7K	-87.6K	-572	0.15	103.84	460	68	164	104
2022-09-14	$20.07	$20.00	24.2%	6.9%	19.7%	4.9%	0.0%	-1.0%	14.3%	5.6K	-94.8K	-531	0.00	115.52	0	0	164	104
2022-09-15	$20.28	$20.00	27.7%	7.9%	20.3%	10.5%	0.0%	-4.9%	7.2%	5.9K	-96.3K	-488	0.00	114.84	0	0	164	104
2022-09-16	$19.88	$20.00	29.3%	8.4%	21.1%	12.9%	28.5%	-2.3%	5.7%	5.4K	-82.4K	-514	0.15	110.70	460	68	164	104
2022-09-19	$20.41	$20.00	29.5%	8.5%	23.7%	10.0%	0.0%	-3.6%	15.4%	3.7K	-86.6K	-518	0.00	110.76	0	0	144	104
2022-09-20	$20.17	$20.00	26.7%	7.6%	23.2%	5.2%	0.0%	-5.4%	8.5%	3.7K	-74.7K	-480	0.00	112.63	0	0	144	104
2022-09-21	$20.18	$20.00	27.4%	7.9%	23.1%	6.5%	0.0%	3.5%	7.7%	3.8K	-76.0K	-477	0.00	110.75	0	0	144	104
2022-09-22	$19.79	$20.00	24.3%	7.0%	23.9%	1.4%	0.0%	6.4%	18.1%	3.2K	-61.7K	-472	0.00	112.60	0	0	144	104
2022-09-23	$19.43	$20.00	25.6%	7.3%	24.4%	3.5%	0.0%	10.4%	3.9%	3.1K	-55.3K	-445	0.00	110.40	0	0	144	104
2022-09-26	$19.26	$20.00	25.8%	7.4%	23.4%	3.8%	34.5%	1.9%	18.8%	3.3K	-53.0K	-408	0.15	106.73	440	68	144	104
2022-09-27	$19.29	$20.00	28.5%	8.2%	23.0%	8.3%	26.4%	7.3%	8.1%	3.0K	-47.1K	-410	0.15	109.49	440	68	144	104
2022-09-28	$19.57	$20.00	26.1%	7.5%	23.4%	4.3%	29.8%	2.4%	5.0%	3.6K	-63.3K	-420	0.15	108.76	440	68	144	104
2022-09-29	$19.50	$20.00	28.9%	8.3%	23.4%	8.9%	29.5%	3.4%	7.9%	3.0K	-53.4K	-427	0.15	109.96	440	68	144	104
2022-09-30	$19.43	$20.00	29.3%	8.4%	23.2%	9.6%	34.1%	9.5%	3.9%	3.1K	-57.6K	-432	0.15	111.74	444	68	144	104